I'd like to combine two factor runs that have numerical values for different securities so that they form a single pipeline column. I'm hoping that this is possible but suspect it isn't? I've attached a notebook where I use a filtering factor to drop securities that don't have data, then run a bog standard 12_2 momentum factor and then pass the top and bottom stocks separately into a factor to generate volatility weights for the longs and the shorts independently. I'd like to merge the results so that I have a single pipeline column with the desired weights.