The pipeline was built with the following algo structure in mind, "Start with all securities in the universe, filter down to some subset (like the Russell 2000) and then calculate factors for that subset." You always start with everything, but by using set_screen and mask you should be able to get down to calculating for just the more narrow universe you are interested in. You can read more about masking and filtering here.
To address your specific examples,
- a subset of sids - here is an example where we run a pipeline, but only want the results for a handful of ETFs in a static list.
- a specific sector or exchange - I would use the morningstar industry codes create a filter of the specific industries you are interested in. I'm working on an example and share when it's ready.
- constituents of an index - here is an example which filters down the universe to the Russell 2000 by using a mask and setting a screen.
Let me know if you have questions.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.