I'd like to exclude based on a few parameters. The main being I'd like to remove ETF's. Is this possible?
If you'd like to remove specific equities you can always make a do not order list and then do something like
for security in securities:
if security not in context.do_not_order:
order_target(security, 500)
If you are talking about removing all ETFs from your universe you can use get_fundamentals as by definition ETFs don't have traditional value metrics.
If you are using Pipeline you can define a CustomFactor and set a screen similar to the CommonStock factor John uses in this post.
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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.