VWAP Momentum Trade =================== This sample is based on: * https://www.quantopian.com/posts/momentum-trade .. literalinclude:: ../samples/vwap_momentum.py this is what the output should look like: .. literalinclude:: ../samples/vwap_momentum.output and this is what the plot should look like: .. image:: ../samples/vwap_momentum.png you can get better returns by tunning the VWAP period as well as the entry and exit points.