Here is a little notebook I made the other day. I was curious to see what the risk exposures of my algo are to a few of the datasets available in the Quantopian data store, e.g. gold. Included is also a sector exposure graph using sector ETFs. I think that as more datasets are added, things like: oil, baltic dry index, sales of Ford F-150s ;) this could give you a good insight into what your algo is exposed too. Enjoy.