DOC: I took more documentation from the pypi README page and added it to the

Sphinx documentation.

docs/quickstart.rst

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+**********
+Quickstart
+**********
+
+Dual-Moving Average Example
+===========================
+
+The following code implements a simple dual moving average algorithm
+and tests it on data extracted from yahoo finance.
+
+.. code:: python
+
+    from zipline.algorithm import TradingAlgorithm
+    from zipline.transforms import MovingAverage
+    from zipline.utils.factory import load_from_yahoo
+
+    class DualMovingAverage(TradingAlgorithm):
+        """Dual Moving Average algorithm.
+        """
+        def initialize(self, short_window=200, long_window=400):
+            # Add 2 mavg transforms, one with a long window, one
+            # with a short window.
+            self.add_transform(MovingAverage, 'short_mavg', ['price'],
+                            market_aware=True,
+                            days=short_window)
+
+            self.add_transform(MovingAverage, 'long_mavg', ['price'],
+                            market_aware=True,
+                            days=long_window)
+
+            # To keep track of whether we invested in the stock or not
+            self.invested = False
+
+            self.short_mavg = []
+            self.long_mavg = []
+
+
+        def handle_data(self, data):
+            if (data['AAPL'].short_mavg['price'] > data['AAPL'].long_mavg['price']) and not self.invested:
+                self.order('AAPL', 100)
+                self.invested = True
+            elif (data['AAPL'].short_mavg['price'] < data['AAPL'].long_mavg['price']) and self.invested:
+                self.order('AAPL', -100)
+                self.invested = False
+
+            # Save mavgs for later analysis.
+            self.short_mavg.append(data['AAPL'].short_mavg['price'])
+            self.long_mavg.append(data['AAPL'].long_mavg['price'])
+
+    data = load_from_yahoo()
+    dma = DualMovingAverage()
+    results = dma.run(data)
+
+You can find other examples in the zipline/examples directory.
+