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Intraday Stat Arb Paper - did anyone code this?

Hi Community

Back in September 2105, Pravin Bezwada posted this link/comment...

Another pair trading algorithm using 2-stage correlation and co-integration based approach on 15 minute OHLC intra-day data on oil sector stocks. They claim monthly 2.67 Sharpe ratio and an annual 9.25 Sharpe ratio for the period between 2012-13. Will be interesting to see if this can be replicated in Quantopian.

I'm curious, did anyone attempt to code it up and if so, were the results robust?