The "Hello World" sample algorithm on Quantopian gets a 4000% return if it operates on AAPL for a year. It makes trades each minute using a "3 day volume-weighted-average-price." I find it hard to believe this algorithm would perform so well in the real world.
How much of an impact would factors like latency in a real world environment have on this algorithm?
With 2 day shipping through the prime service, they pretty much emulate a local retailer. The prices are awesome but I can see how their tax advantages give them an unfair advantage on local competition.