I've been playing around with the Pipeline functionality in Research with an objective to build a momentum strategy solely for ETFs.
One area I seem to be struggling with is being able to filter out non ETF securities.
My approach so far has been to download about 1800 ETFs symbols from etfdb into a CSV and then join against the Pipeline results after the pipeline has been returned with data - which sounds ineffcient.
Also this approach hasn't worked so far as the symbol from morningstar.company_reference.primary_symbol returns 'None' for many of the ETFs - clearly I'm using the wrong field.
Any suggestions on correct approach to filter out before Pipeline returns the data and
on how to pull the Symbol out of Pipeline - for example the index has (2016-08-26 00:00:00+00:00 Equity(2 [AA])
I'm relatively new to Python and Quantopian - attached is the notebook!