[See Description] Pipeline API Intro - Python for Finance with Quantopian and Zipline 19
72UPDATED series: https://pythonprogramming.net/quantopian-trading-strategies-introduction-python-programming-for-finance/
This series has become outdated with Quantopian 2.0.
In this Quantopian tutorial, we're going to be covering the Pipeline API. If you recall leading up to this, we were often limited by what we wanted to do, usually be a 255 maximum on our stock universe. The Pipeline API allows you to select from more like 8000+ securities at a time, which opens the door to many new opportunities.
The Pipeline API can reference 8000+ securities at a time, but you can still only reference 500 in realtime. Thus, you will most likely use the Pipeline API in conjunction with update_universe.
In order to take 8000 securities and get to a number small enough to work with your universe, you will be using Factors and Filters, many times together. A factor is used to return numbers, and a filter returns a boolean. For example, you may use a factor first to apply a 50 and a 200 moving average to the companies. Then you may employ a filter to return all companies that have a 50 moving average above the 200 moving average.
Sample code and text-based version: https://pythonprogramming.net/quantopian-pipeline-api-tutorial/
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