I was wondering why you haven't used the CROSS APPLY operator for the first query (see below), any special reason for that?

SELECT a.quote_date

, a.close_price

, dat.[20_day_sma]

FROM #google_stock a

CROSS APPLY (

SELECT AVG(b.close_price) [20_day_sma]

FROM #google_stock b

WHERE DateDiff(d, a.quote_date, b.quote_date) BETWEEN -20 AND 0) dat

ORDER BY a.quote_date