Im trying to filter stocks by sector, so later I can run my factor on the best performing sector. But im not beeing able. Is anyone willing to tell me how to do it?
Im willing to run a pipeline just on sotck of a particular sector but i cant
To create a filter based upon a specific value(s) of a classifier use the eq or element_of method. Like this
# The == operator is not defined for classifiers
tech = sector == 311
# Use the 'eq' or the 'element_of' method
tech = sector.eq(311)
tech_or_misc = sector.element_of([311, -1])
There is a post on this which may be helpful to look at too https://www.quantopian.com/posts/how-to-construct-a-filter-from-morningstar-industry-group-code
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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.