I have a VMware ESXi box at home that I use to run a Windows VM with a video card passed through. I've been using it to stream Heroes of the Storm with Steam's In-Home Streaming and I get a consistent 30 FPS (1920x1080) with no noticeable lag.
Admittedly, it's not exactly the same as the setup in this article since it's not streaming over the internet, but I would assume that as long as your latency is low and bandwidth is high, you'll have no problem with this setup.
I'm just wondering. Theoretically, you have an additional hop.
Game server <--> Amazon <--> Home
From a pure latency point of view, this is probably not an issue. However, whatever events you see on screen, the game server sees you reacting slower, because your keyboard basically has a delay of 20-30ms (Home --> Amazon).
Maybe, it depends a bit on the game you play, if this has any negative consequences or not.
Edit: This could be somewhat compensated by the faster connection of Amazon <--> Game server (just assuming that it's faster than a connection from home).
Admittedly, it's not exactly the same as the setup in this article since it's not streaming over the internet, but I would assume that as long as your latency is low and bandwidth is high, you'll have no problem with this setup.