Classification Based Machine Learning for Algorithmic Trading/Global_Stock_Selection_14_Fundamental_factors+-+Logistic+git.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Global Stock Selection Strategy\n",
    "\n",
    "Subset of 1500 stocks - [Q1500US](https://www.quantopian.com/posts/the-q500us-and-q1500us) and [here](https://www.quantopian.com/posts/q1500us-q500us-default-universe-update-minimum-market-cap).\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Let us consider a global stock selection model that predicts 1-month stock returns across the Q1500 US universe, using the 14 risk factors shown below. "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "**14 [Fundamental](https://www.quantopian.com/help/fundamentals#asset-classification) Risk Factors**\n",
    "\n",
    "* Price-to-book ratio\n",
    "* Gross profit / Total assets\n",
    "* ROE\n",
    "* Net margin\n",
    "* Asset  turnover\n",
    "* Gearing\n",
    "* Forward earnings yield\n",
    "* Cash flow yield\n",
    "* Dividend yield\n",
    "* Market capitalisation\n",
    "* Volatility\n",
    "* Price Momentum 1 month\n",
    "* Earnings quality\n",
    "* Price Oscillator\n",
    "\n",
    "## References\n",
    "\n",
    "[130/30](https://www.math.nyu.edu/faculty/avellane/Lo13030.pdf)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "from quantopian.research import run_pipeline\n",
    "from quantopian.pipeline import Pipeline\n",
    "from quantopian.pipeline.factors import Latest\n",
    "from quantopian.pipeline.data.builtin import USEquityPricing\n",
    "from quantopian.pipeline.data import morningstar\n",
    "from quantopian.pipeline import CustomFactor\n",
    "from quantopian.pipeline.factors import Returns\n",
    "from quantopian.pipeline.classifiers.morningstar import Sector\n",
    "from quantopian.pipeline.filters import Q500US, Q1500US\n",
    "from quantopian.pipeline.data.zacks import EarningsSurprises\n",
    "\n",
    "import pandas as pd\n",
    "import numpy as np\n",
    "from time import time\n",
    "import math\n",
    "\n",
    "import matplotlib.pyplot as plt\n",
    "from sklearn import ensemble, preprocessing, metrics\n",
    "from sklearn.linear_model import LogisticRegression"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "n_fwd_days = 21"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "bs = morningstar.balance_sheet\n",
    "cfs = morningstar.cash_flow_statement\n",
    "is_ = morningstar.income_statement\n",
    "or_ = morningstar.operation_ratios\n",
    "er = morningstar.earnings_report\n",
    "v = morningstar.valuation\n",
    "vr = morningstar.valuation_ratios\n",
    "\n",
    "def make_pipeline():\n",
    "\n",
    "    base_universe = Q1500US()\n",
    "\n",
    "    class StdDev(CustomFactor):\n",
    "        '''\n",
    "        3 months realized volatility\n",
    "        '''\n",
    "        def compute(self, today, asset_ids, out, values):\n",
    "            # Calculates the column-wise standard deviation, ignoring NaNs\n",
    "            out[:] = np.nanstd(values, axis=0)\n",
    "\n",
    "    class Momentum(CustomFactor):\n",
    "        # Default inputs\n",
    "        inputs = [USEquityPricing.close]\n",
    "        \"\"\"\n",
    "        1-Month Price Momentum:\n",
    "        1-month closing price rate of change.\n",
    "        https://www.pnc.com/content/dam/pnc-com/pdf/personal/wealth-investments/WhitePapers/FactorAnalysisFeb2014.pdf # NOQA\n",
    "        Notes:\n",
    "        High value suggests momentum (shorter term)\n",
    "        Equivalent to analysis of returns (1-month window)\n",
    "        \"\"\"\n",
    "        # Compute momentum\n",
    "        def compute(self, today, assets, out, close):\n",
    "            out[:] = close[-1] / close[0]\n",
    "\n",
    "    class Mean_Reversion_1M(CustomFactor):\n",
    "        inputs = [Returns(window_length=21)]\n",
    "        window_length = 252\n",
    "\n",
    "        def compute(self, today, assets, out, monthly_rets):\n",
    "            out[:] = (monthly_rets[-1] - np.nanmean(monthly_rets, axis=0)) / \\\n",
    "                np.nanstd(monthly_rets, axis=0)\n",
    "\n",
    "    class Price_Oscillator(CustomFactor):\n",
    "        \"\"\"\n",
    "        4/52-Week Price Oscillator:\n",
    "        Average close prices over 4-weeks divided by average close\n",
    "        prices over 52-weeks all less 1.\n",
    "        https://www.math.nyu.edu/faculty/avellane/Lo13030.pdf\n",
    "        Notes:\n",
    "        High value suggests momentum\n",
    "        \"\"\"\n",
    "        inputs = [USEquityPricing.close]\n",
    "        window_length = 252\n",
    "\n",
    "        def compute(self, today, assets, out, close):\n",
    "            four_week_period = close[-20:]\n",
    "            out[:] = (np.nanmean(four_week_period, axis=0) /\n",
    "                      np.nanmean(close, axis=0)) - 1.\n",
    "\n",
    "    def Earnings_Quality():\n",
    "        return cfs.operating_cash_flow.latest / \\\n",
    "               EarningsSurprises.eps_act.latest\n",
    "    \n",
    "    Price_Momentum_1M = Momentum(window_length=21)      \n",
    "    std_dev = StdDev(inputs=[USEquityPricing.close], window_length=63, mask=base_universe)\n",
    "    Price_Oscillator = Price_Oscillator()\n",
    "    \n",
    "    return Pipeline(\n",
    "        columns={'pb_ratio': vr.pb_ratio.latest,\n",
    "                 'gp_ta': is_.gross_profit.latest / bs.total_assets.latest,\n",
    "                 'roe': or_.roe.latest,\n",
    "                 'net_margin': or_.net_margin.latest,\n",
    "                 'assets_turnover': or_.assets_turnover.latest,\n",
    "                 'gearing': bs.total_debt.latest / bs.total_equity.latest,\n",
    "                 'forward_earning_yield': vr.forward_earning_yield.latest,\n",
    "                 'cf_yield': vr.cf_yield.latest,\n",
    "                 'dividend_yield': vr.dividend_yield.latest,\n",
    "                 'market_cap': v.market_cap.latest,\n",
    "                 'vol': std_dev,\n",
    "                 'Price_Momentum_1M': Price_Momentum_1M,\n",
    "                 'Earnings_Quality': cfs.operating_cash_flow.latest / EarningsSurprises.eps_act.latest,\n",
    "                 'Price_Oscillator': Price_Oscillator,\n",
    "                 \n",
    "                },\n",
    "        screen=base_universe\n",
    "  )"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "start = pd.Timestamp(\"2015-01-01\")\n",
    "end = pd.Timestamp(\"2015-06-01\")\n",
    "end_1m = pd.Timestamp(\"2015-07-15\")\n",
    "test_start = pd.Timestamp(\"2015-05-01\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/usr/local/lib/python2.7/dist-packages/numpy/lib/nanfunctions.py:675: RuntimeWarning: Mean of empty slice\n",
      "  warnings.warn(\"Mean of empty slice\", RuntimeWarning)\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Time to run pipeline 45.60 secs\n"
     ]
    }
   ],
   "source": [
    "start_timer = time()\n",
    "results = run_pipeline(make_pipeline(), start, end)\n",
    "end_timer = time()\n",
    "print \"Time to run pipeline %.2f secs\" % (end_timer - start_timer)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "results.index.names = ['date', 'security']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
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       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>Earnings_Quality</th>\n",
       "      <th>Price_Momentum_1M</th>\n",
       "      <th>Price_Oscillator</th>\n",
       "      <th>assets_turnover</th>\n",
       "      <th>cf_yield</th>\n",
       "      <th>dividend_yield</th>\n",
       "      <th>forward_earning_yield</th>\n",
       "      <th>gearing</th>\n",
       "      <th>gp_ta</th>\n",
       "      <th>market_cap</th>\n",
       "      <th>net_margin</th>\n",
       "      <th>pb_ratio</th>\n",
       "      <th>roe</th>\n",
       "      <th>vol</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th>security</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"30\" valign=\"top\">2015-01-02 00:00:00+00:00</th>\n",
       "      <th>Equity(2 [ARNC])</th>\n",
       "      <td>NaN</td>\n",
       "      <td>0.913295</td>\n",
       "      <td>0.097341</td>\n",
       "      <td>0.169928</td>\n",
       "      <td>0.0630</td>\n",
       "      <td>0.0076</td>\n",
       "      <td>0.0656</td>\n",
       "      <td>0.725073</td>\n",
       "      <td>0.035963</td>\n",
       "      <td>1.868430e+10</td>\n",
       "      <td>0.023882</td>\n",
       "      <td>1.5144</td>\n",
       "      <td>0.012437</td>\n",
       "      <td>0.840949</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(24 [AAPL])</th>\n",
       "      <td>9.330986e+09</td>\n",
       "      <td>0.963444</td>\n",
       "      <td>0.225832</td>\n",
       "      <td>0.185417</td>\n",
       "      <td>0.0867</td>\n",
       "      <td>0.0164</td>\n",
       "      <td>0.0697</td>\n",
       "      <td>0.316414</td>\n",
       "      <td>0.069052</td>\n",
       "      <td>6.599120e+11</td>\n",
       "      <td>0.201007</td>\n",
       "      <td>5.9160</td>\n",
       "      <td>0.072838</td>\n",
       "      <td>6.343392</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(41 [ARCB])</th>\n",
       "      <td>8.183514e+07</td>\n",
       "      <td>1.060856</td>\n",
       "      <td>0.171412</td>\n",
       "      <td>0.639185</td>\n",
       "      <td>0.1212</td>\n",
       "      <td>0.0032</td>\n",
       "      <td>0.0556</td>\n",
       "      <td>0.257198</td>\n",
       "      <td>0.408964</td>\n",
       "      <td>1.205120e+09</td>\n",
       "      <td>0.027581</td>\n",
       "      <td>2.1868</td>\n",
       "      <td>0.036211</td>\n",
       "      <td>4.553984</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(62 [ABT])</th>\n",
       "      <td>1.937097e+09</td>\n",
       "      <td>0.995797</td>\n",
       "      <td>0.111621</td>\n",
       "      <td>0.121540</td>\n",
       "      <td>0.0578</td>\n",
       "      <td>0.0193</td>\n",
       "      <td>0.0515</td>\n",
       "      <td>0.362679</td>\n",
       "      <td>0.065226</td>\n",
       "      <td>6.879960e+10</td>\n",
       "      <td>0.105408</td>\n",
       "      <td>3.0059</td>\n",
       "      <td>0.023145</td>\n",
       "      <td>1.616591</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(67 [ADSK])</th>\n",
       "      <td>1.133333e+09</td>\n",
       "      <td>0.988969</td>\n",
       "      <td>0.110709</td>\n",
       "      <td>0.130929</td>\n",
       "      <td>0.0452</td>\n",
       "      <td>0.0004</td>\n",
       "      <td>0.0151</td>\n",
       "      <td>0.329292</td>\n",
       "      <td>0.112312</td>\n",
       "      <td>1.376730e+10</td>\n",
       "      <td>0.017314</td>\n",
       "      <td>6.0689</td>\n",
       "      <td>0.004701</td>\n",
       "      <td>3.173699</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(76 [TAP])</th>\n",
       "      <td>9.844898e+08</td>\n",
       "      <td>0.973093</td>\n",
       "      <td>0.122957</td>\n",
       "      <td>0.076075</td>\n",
       "      <td>0.0860</td>\n",
       "      <td>0.0198</td>\n",
       "      <td>0.0572</td>\n",
       "      <td>0.411348</td>\n",
       "      <td>0.033802</td>\n",
       "      <td>1.387820e+10</td>\n",
       "      <td>-0.029452</td>\n",
       "      <td>1.6526</td>\n",
       "      <td>-0.003963</td>\n",
       "      <td>2.240364</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(110 [ACXM])</th>\n",
       "      <td>1.432889e+08</td>\n",
       "      <td>1.019608</td>\n",
       "      <td>-0.176652</td>\n",
       "      <td>0.200592</td>\n",
       "      <td>0.0840</td>\n",
       "      <td>0.0063</td>\n",
       "      <td>0.0324</td>\n",
       "      <td>0.449514</td>\n",
       "      <td>0.041604</td>\n",
       "      <td>1.581810e+09</td>\n",
       "      <td>-0.005938</td>\n",
       "      <td>2.3314</td>\n",
       "      <td>-0.002274</td>\n",
       "      <td>1.454109</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(114 [ADBE])</th>\n",
       "      <td>1.817873e+09</td>\n",
       "      <td>0.989114</td>\n",
       "      <td>0.085783</td>\n",
       "      <td>0.100878</td>\n",
       "      <td>0.0323</td>\n",
       "      <td>0.0002</td>\n",
       "      <td>0.0346</td>\n",
       "      <td>0.223982</td>\n",
       "      <td>0.084589</td>\n",
       "      <td>3.645030e+10</td>\n",
       "      <td>0.068285</td>\n",
       "      <td>5.4151</td>\n",
       "      <td>0.010864</td>\n",
       "      <td>3.659694</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(122 [ADI])</th>\n",
       "      <td>3.800913e+08</td>\n",
       "      <td>1.012582</td>\n",
       "      <td>0.110466</td>\n",
       "      <td>0.102853</td>\n",
       "      <td>0.0493</td>\n",
       "      <td>0.0266</td>\n",
       "      <td>0.0521</td>\n",
       "      <td>0.183440</td>\n",
       "      <td>0.070854</td>\n",
       "      <td>1.728900e+10</td>\n",
       "      <td>0.133491</td>\n",
       "      <td>3.6337</td>\n",
       "      <td>0.022262</td>\n",
       "      <td>4.480362</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(128 [ADM])</th>\n",
       "      <td>4.248148e+09</td>\n",
       "      <td>0.975239</td>\n",
       "      <td>0.137061</td>\n",
       "      <td>0.443224</td>\n",
       "      <td>0.1371</td>\n",
       "      <td>0.0182</td>\n",
       "      <td>0.0659</td>\n",
       "      <td>0.273954</td>\n",
       "      <td>0.035150</td>\n",
       "      <td>3.404990e+10</td>\n",
       "      <td>0.041232</td>\n",
       "      <td>1.6835</td>\n",
       "      <td>0.036971</td>\n",
       "      <td>3.211012</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(161 [AEP])</th>\n",
       "      <td>1.512871e+09</td>\n",
       "      <td>1.040617</td>\n",
       "      <td>0.145289</td>\n",
       "      <td>0.074464</td>\n",
       "      <td>0.1589</td>\n",
       "      <td>0.0329</td>\n",
       "      <td>0.0574</td>\n",
       "      <td>1.146550</td>\n",
       "      <td>0.047872</td>\n",
       "      <td>3.019590e+10</td>\n",
       "      <td>0.114598</td>\n",
       "      <td>1.7901</td>\n",
       "      <td>0.029478</td>\n",
       "      <td>2.489858</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(166 [AES])</th>\n",
       "      <td>2.062162e+09</td>\n",
       "      <td>0.995303</td>\n",
       "      <td>-0.040617</td>\n",
       "      <td>0.113268</td>\n",
       "      <td>0.1844</td>\n",
       "      <td>0.0143</td>\n",
       "      <td>0.0970</td>\n",
       "      <td>4.790994</td>\n",
       "      <td>0.019675</td>\n",
       "      <td>9.996910e+09</td>\n",
       "      <td>0.109885</td>\n",
       "      <td>2.2736</td>\n",
       "      <td>0.113383</td>\n",
       "      <td>0.370432</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(168 [AET])</th>\n",
       "      <td>5.516201e+08</td>\n",
       "      <td>1.005546</td>\n",
       "      <td>0.146121</td>\n",
       "      <td>0.277395</td>\n",
       "      <td>0.1131</td>\n",
       "      <td>0.0100</td>\n",
       "      <td>0.0789</td>\n",
       "      <td>0.530346</td>\n",
       "      <td>0.072638</td>\n",
       "      <td>3.170220e+10</td>\n",
       "      <td>0.040366</td>\n",
       "      <td>2.1246</td>\n",
       "      <td>0.040146</td>\n",
       "      <td>4.996933</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(185 [AFL])</th>\n",
       "      <td>9.569536e+08</td>\n",
       "      <td>1.024740</td>\n",
       "      <td>-0.007477</td>\n",
       "      <td>0.044966</td>\n",
       "      <td>0.2805</td>\n",
       "      <td>0.0242</td>\n",
       "      <td>0.1019</td>\n",
       "      <td>0.255307</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.792740e+10</td>\n",
       "      <td>0.123082</td>\n",
       "      <td>1.5643</td>\n",
       "      <td>0.039875</td>\n",
       "      <td>1.616456</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(197 [AGCO])</th>\n",
       "      <td>5.478873e+07</td>\n",
       "      <td>1.040534</td>\n",
       "      <td>-0.117823</td>\n",
       "      <td>0.259877</td>\n",
       "      <td>0.0937</td>\n",
       "      <td>0.0096</td>\n",
       "      <td>0.0716</td>\n",
       "      <td>0.377989</td>\n",
       "      <td>0.051997</td>\n",
       "      <td>4.204330e+09</td>\n",
       "      <td>0.030165</td>\n",
       "      <td>1.1182</td>\n",
       "      <td>0.016693</td>\n",
       "      <td>1.135995</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(205 [AGN])</th>\n",
       "      <td>3.339888e+08</td>\n",
       "      <td>1.008720</td>\n",
       "      <td>0.312273</td>\n",
       "      <td>0.160545</td>\n",
       "      <td>0.0270</td>\n",
       "      <td>0.0009</td>\n",
       "      <td>0.0402</td>\n",
       "      <td>0.301574</td>\n",
       "      <td>0.138290</td>\n",
       "      <td>6.357160e+10</td>\n",
       "      <td>0.171977</td>\n",
       "      <td>8.9403</td>\n",
       "      <td>0.044975</td>\n",
       "      <td>13.078002</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(216 [HES])</th>\n",
       "      <td>1.079032e+09</td>\n",
       "      <td>0.986402</td>\n",
       "      <td>-0.167012</td>\n",
       "      <td>0.066914</td>\n",
       "      <td>0.2103</td>\n",
       "      <td>0.0135</td>\n",
       "      <td>0.0207</td>\n",
       "      <td>0.247268</td>\n",
       "      <td>0.040317</td>\n",
       "      <td>2.216250e+10</td>\n",
       "      <td>0.367213</td>\n",
       "      <td>0.9140</td>\n",
       "      <td>0.041562</td>\n",
       "      <td>6.017771</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(239 [AIG])</th>\n",
       "      <td>2.244628e+09</td>\n",
       "      <td>1.018919</td>\n",
       "      <td>0.053255</td>\n",
       "      <td>0.031533</td>\n",
       "      <td>0.0758</td>\n",
       "      <td>0.0088</td>\n",
       "      <td>0.0868</td>\n",
       "      <td>0.333603</td>\n",
       "      <td>NaN</td>\n",
       "      <td>7.910900e+10</td>\n",
       "      <td>0.131620</td>\n",
       "      <td>0.7286</td>\n",
       "      <td>0.020227</td>\n",
       "      <td>1.899744</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(266 [AJG])</th>\n",
       "      <td>3.882353e+07</td>\n",
       "      <td>0.987823</td>\n",
       "      <td>0.045623</td>\n",
       "      <td>0.128633</td>\n",
       "      <td>0.0434</td>\n",
       "      <td>0.0301</td>\n",
       "      <td>0.0587</td>\n",
       "      <td>0.743612</td>\n",
       "      <td>0.039648</td>\n",
       "      <td>7.720130e+09</td>\n",
       "      <td>0.072739</td>\n",
       "      <td>2.3710</td>\n",
       "      <td>0.028775</td>\n",
       "      <td>1.415853</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(270 [AKRX])</th>\n",
       "      <td>-2.974231e+07</td>\n",
       "      <td>0.916857</td>\n",
       "      <td>0.238675</td>\n",
       "      <td>0.085617</td>\n",
       "      <td>0.0068</td>\n",
       "      <td>0.0076</td>\n",
       "      <td>0.0502</td>\n",
       "      <td>3.612237</td>\n",
       "      <td>0.027565</td>\n",
       "      <td>3.930440e+09</td>\n",
       "      <td>-0.087771</td>\n",
       "      <td>12.2703</td>\n",
       "      <td>-0.037899</td>\n",
       "      <td>2.717795</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(300 [ALK])</th>\n",
       "      <td>1.748299e+08</td>\n",
       "      <td>1.082006</td>\n",
       "      <td>0.220172</td>\n",
       "      <td>0.233466</td>\n",
       "      <td>0.1269</td>\n",
       "      <td>0.0084</td>\n",
       "      <td>0.0866</td>\n",
       "      <td>0.370121</td>\n",
       "      <td>0.142399</td>\n",
       "      <td>7.927410e+09</td>\n",
       "      <td>0.135154</td>\n",
       "      <td>3.5565</td>\n",
       "      <td>0.089411</td>\n",
       "      <td>5.507418</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(301 [ALKS])</th>\n",
       "      <td>6.006923e+07</td>\n",
       "      <td>1.044595</td>\n",
       "      <td>0.196002</td>\n",
       "      <td>0.086589</td>\n",
       "      <td>0.0160</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0074</td>\n",
       "      <td>0.269611</td>\n",
       "      <td>0.061298</td>\n",
       "      <td>8.493130e+09</td>\n",
       "      <td>-0.249737</td>\n",
       "      <td>6.3686</td>\n",
       "      <td>-0.029758</td>\n",
       "      <td>5.917624</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(328 [ALTR])</th>\n",
       "      <td>5.632868e+08</td>\n",
       "      <td>0.989821</td>\n",
       "      <td>0.095659</td>\n",
       "      <td>0.086162</td>\n",
       "      <td>0.0547</td>\n",
       "      <td>0.0177</td>\n",
       "      <td>0.0498</td>\n",
       "      <td>0.448218</td>\n",
       "      <td>0.057704</td>\n",
       "      <td>1.138950e+10</td>\n",
       "      <td>0.236204</td>\n",
       "      <td>3.4206</td>\n",
       "      <td>0.035127</td>\n",
       "      <td>2.128549</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(337 [AMAT])</th>\n",
       "      <td>1.507407e+09</td>\n",
       "      <td>1.044407</td>\n",
       "      <td>0.187895</td>\n",
       "      <td>0.173987</td>\n",
       "      <td>0.0580</td>\n",
       "      <td>0.0159</td>\n",
       "      <td>0.0454</td>\n",
       "      <td>0.247458</td>\n",
       "      <td>0.072795</td>\n",
       "      <td>3.080550e+10</td>\n",
       "      <td>0.113074</td>\n",
       "      <td>3.9153</td>\n",
       "      <td>0.032922</td>\n",
       "      <td>1.831033</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(351 [AMD])</th>\n",
       "      <td>6.000000e+08</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>-0.290074</td>\n",
       "      <td>0.333450</td>\n",
       "      <td>-0.0962</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0392</td>\n",
       "      <td>4.127103</td>\n",
       "      <td>0.114220</td>\n",
       "      <td>2.039150e+09</td>\n",
       "      <td>0.011896</td>\n",
       "      <td>3.8115</td>\n",
       "      <td>0.032819</td>\n",
       "      <td>0.203308</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(353 [AME])</th>\n",
       "      <td>3.171210e+08</td>\n",
       "      <td>1.032169</td>\n",
       "      <td>0.001005</td>\n",
       "      <td>0.158059</td>\n",
       "      <td>0.0548</td>\n",
       "      <td>0.0062</td>\n",
       "      <td>0.0484</td>\n",
       "      <td>0.471965</td>\n",
       "      <td>0.053884</td>\n",
       "      <td>1.310330e+10</td>\n",
       "      <td>0.137439</td>\n",
       "      <td>3.7786</td>\n",
       "      <td>0.041166</td>\n",
       "      <td>1.809216</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(357 [TWX])</th>\n",
       "      <td>5.180328e+08</td>\n",
       "      <td>1.011009</td>\n",
       "      <td>0.186248</td>\n",
       "      <td>0.097864</td>\n",
       "      <td>0.0494</td>\n",
       "      <td>0.0148</td>\n",
       "      <td>0.0530</td>\n",
       "      <td>0.894055</td>\n",
       "      <td>0.040605</td>\n",
       "      <td>7.207630e+10</td>\n",
       "      <td>0.154893</td>\n",
       "      <td>2.8568</td>\n",
       "      <td>0.037820</td>\n",
       "      <td>4.438961</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(368 [AMGN])</th>\n",
       "      <td>1.191739e+09</td>\n",
       "      <td>0.941635</td>\n",
       "      <td>0.266144</td>\n",
       "      <td>0.071713</td>\n",
       "      <td>0.0643</td>\n",
       "      <td>0.0152</td>\n",
       "      <td>0.0584</td>\n",
       "      <td>1.302270</td>\n",
       "      <td>0.055994</td>\n",
       "      <td>1.221860e+11</td>\n",
       "      <td>0.247267</td>\n",
       "      <td>4.8247</td>\n",
       "      <td>0.050053</td>\n",
       "      <td>12.068039</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(410 [AN])</th>\n",
       "      <td>2.688889e+08</td>\n",
       "      <td>1.023212</td>\n",
       "      <td>0.086186</td>\n",
       "      <td>0.626736</td>\n",
       "      <td>0.0637</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0650</td>\n",
       "      <td>0.960736</td>\n",
       "      <td>0.096604</td>\n",
       "      <td>6.879140e+09</td>\n",
       "      <td>0.021695</td>\n",
       "      <td>3.4191</td>\n",
       "      <td>0.051485</td>\n",
       "      <td>3.677288</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(430 [ANN])</th>\n",
       "      <td>-1.905694e+07</td>\n",
       "      <td>1.020711</td>\n",
       "      <td>-0.033704</td>\n",
       "      <td>0.631602</td>\n",
       "      <td>0.0864</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0462</td>\n",
       "      <td>0.038133</td>\n",
       "      <td>0.323971</td>\n",
       "      <td>1.688270e+09</td>\n",
       "      <td>0.046159</td>\n",
       "      <td>3.3214</td>\n",
       "      <td>0.060750</td>\n",
       "      <td>1.242885</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"30\" valign=\"top\">2015-06-01 00:00:00+00:00</th>\n",
       "      <th>Equity(47207 [SERV])</th>\n",
       "      <td>1.818182e+08</td>\n",
       "      <td>0.971933</td>\n",
       "      <td>0.294502</td>\n",
       "      <td>0.113260</td>\n",
       "      <td>0.0644</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0448</td>\n",
       "      <td>7.198492</td>\n",
       "      <td>0.054152</td>\n",
       "      <td>4.538030e+09</td>\n",
       "      <td>0.049037</td>\n",
       "      <td>11.4021</td>\n",
       "      <td>0.073976</td>\n",
       "      <td>1.132785</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47208 [GPRO])</th>\n",
       "      <td>6.024273e+08</td>\n",
       "      <td>1.107072</td>\n",
       "      <td>-0.074905</td>\n",
       "      <td>0.392906</td>\n",
       "      <td>0.0168</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0323</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.175937</td>\n",
       "      <td>7.613530e+09</td>\n",
       "      <td>0.046135</td>\n",
       "      <td>10.8498</td>\n",
       "      <td>0.024949</td>\n",
       "      <td>4.867164</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47228 [MIK])</th>\n",
       "      <td>5.400000e+08</td>\n",
       "      <td>1.058414</td>\n",
       "      <td>0.206545</td>\n",
       "      <td>0.797026</td>\n",
       "      <td>0.0774</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0625</td>\n",
       "      <td>-1.491710</td>\n",
       "      <td>0.330673</td>\n",
       "      <td>5.667600e+09</td>\n",
       "      <td>0.096393</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.856450</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47230 [CLNS])</th>\n",
       "      <td>NaN</td>\n",
       "      <td>1.045280</td>\n",
       "      <td>0.054035</td>\n",
       "      <td>0.353490</td>\n",
       "      <td>0.0150</td>\n",
       "      <td>0.0139</td>\n",
       "      <td>0.0483</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.364112</td>\n",
       "      <td>4.264080e+09</td>\n",
       "      <td>0.237378</td>\n",
       "      <td>19.7011</td>\n",
       "      <td>0.104107</td>\n",
       "      <td>1.313744</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47334 [TERP])</th>\n",
       "      <td>3.422258e+07</td>\n",
       "      <td>1.023136</td>\n",
       "      <td>0.223291</td>\n",
       "      <td>0.018212</td>\n",
       "      <td>0.0185</td>\n",
       "      <td>0.0204</td>\n",
       "      <td>0.0261</td>\n",
       "      <td>3.120117</td>\n",
       "      <td>0.011465</td>\n",
       "      <td>5.001900e+09</td>\n",
       "      <td>-0.398724</td>\n",
       "      <td>7.1111</td>\n",
       "      <td>-0.047866</td>\n",
       "      <td>2.587195</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47382 [LOCO])</th>\n",
       "      <td>8.419412e+07</td>\n",
       "      <td>0.790396</td>\n",
       "      <td>-0.137241</td>\n",
       "      <td>0.200330</td>\n",
       "      <td>0.0412</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.692801</td>\n",
       "      <td>0.053032</td>\n",
       "      <td>7.966950e+08</td>\n",
       "      <td>0.075100</td>\n",
       "      <td>3.6603</td>\n",
       "      <td>0.031729</td>\n",
       "      <td>1.957695</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47414 [CTLT])</th>\n",
       "      <td>2.050000e+08</td>\n",
       "      <td>1.109837</td>\n",
       "      <td>0.113226</td>\n",
       "      <td>0.148565</td>\n",
       "      <td>0.0454</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0555</td>\n",
       "      <td>4.019223</td>\n",
       "      <td>0.051175</td>\n",
       "      <td>3.964740e+09</td>\n",
       "      <td>0.070533</td>\n",
       "      <td>8.4680</td>\n",
       "      <td>0.065523</td>\n",
       "      <td>0.950306</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47415 [SYF])</th>\n",
       "      <td>2.522727e+09</td>\n",
       "      <td>1.036930</td>\n",
       "      <td>0.124502</td>\n",
       "      <td>0.040100</td>\n",
       "      <td>0.1929</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0847</td>\n",
       "      <td>2.180138</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.712240e+10</td>\n",
       "      <td>0.185484</td>\n",
       "      <td>2.4576</td>\n",
       "      <td>0.051315</td>\n",
       "      <td>0.891160</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47430 [MBLY])</th>\n",
       "      <td>5.366000e+08</td>\n",
       "      <td>1.049849</td>\n",
       "      <td>0.068858</td>\n",
       "      <td>0.097486</td>\n",
       "      <td>0.0072</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0149</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.067264</td>\n",
       "      <td>1.005400e+10</td>\n",
       "      <td>0.222417</td>\n",
       "      <td>24.0345</td>\n",
       "      <td>0.024940</td>\n",
       "      <td>3.592887</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47578 [LTRP_A])</th>\n",
       "      <td>-1.055556e+09</td>\n",
       "      <td>0.941770</td>\n",
       "      <td>0.007994</td>\n",
       "      <td>0.050479</td>\n",
       "      <td>0.1696</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.1271</td>\n",
       "      <td>0.846506</td>\n",
       "      <td>0.048944</td>\n",
       "      <td>2.130870e+09</td>\n",
       "      <td>-0.018717</td>\n",
       "      <td>2.4409</td>\n",
       "      <td>-0.007910</td>\n",
       "      <td>1.232077</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47752 [CDK])</th>\n",
       "      <td>1.540000e+08</td>\n",
       "      <td>1.110417</td>\n",
       "      <td>0.244637</td>\n",
       "      <td>0.209533</td>\n",
       "      <td>0.0316</td>\n",
       "      <td>0.0044</td>\n",
       "      <td>0.0284</td>\n",
       "      <td>1.321367</td>\n",
       "      <td>0.081537</td>\n",
       "      <td>8.730820e+09</td>\n",
       "      <td>0.106953</td>\n",
       "      <td>11.6086</td>\n",
       "      <td>0.074922</td>\n",
       "      <td>2.865034</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47777 [CFG])</th>\n",
       "      <td>2.512821e+08</td>\n",
       "      <td>1.033526</td>\n",
       "      <td>0.082254</td>\n",
       "      <td>0.008783</td>\n",
       "      <td>0.0536</td>\n",
       "      <td>0.0112</td>\n",
       "      <td>0.0759</td>\n",
       "      <td>0.557555</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.440830e+10</td>\n",
       "      <td>0.176669</td>\n",
       "      <td>0.7365</td>\n",
       "      <td>0.010764</td>\n",
       "      <td>0.802111</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47779 [CYBR])</th>\n",
       "      <td>9.912667e+07</td>\n",
       "      <td>0.987801</td>\n",
       "      <td>0.366843</td>\n",
       "      <td>0.152169</td>\n",
       "      <td>0.0114</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0064</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.129055</td>\n",
       "      <td>1.960020e+09</td>\n",
       "      <td>0.126568</td>\n",
       "      <td>12.2165</td>\n",
       "      <td>0.026413</td>\n",
       "      <td>5.123477</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47820 [VSLR])</th>\n",
       "      <td>-4.005455e+08</td>\n",
       "      <td>1.017693</td>\n",
       "      <td>0.274120</td>\n",
       "      <td>0.008580</td>\n",
       "      <td>-0.0990</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.2099</td>\n",
       "      <td>0.268694</td>\n",
       "      <td>-0.012727</td>\n",
       "      <td>1.544440e+09</td>\n",
       "      <td>1.272813</td>\n",
       "      <td>3.1335</td>\n",
       "      <td>0.025027</td>\n",
       "      <td>1.596070</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47833 [W])</th>\n",
       "      <td>1.066727e+08</td>\n",
       "      <td>0.929979</td>\n",
       "      <td>0.124799</td>\n",
       "      <td>0.781005</td>\n",
       "      <td>-0.0026</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0176</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.193587</td>\n",
       "      <td>2.437410e+09</td>\n",
       "      <td>-0.063944</td>\n",
       "      <td>8.6257</td>\n",
       "      <td>-0.092282</td>\n",
       "      <td>2.185281</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47888 [FCAU])</th>\n",
       "      <td>NaN</td>\n",
       "      <td>1.086043</td>\n",
       "      <td>0.122071</td>\n",
       "      <td>0.254434</td>\n",
       "      <td>0.3993</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0939</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.077670e+10</td>\n",
       "      <td>0.002955</td>\n",
       "      <td>1.2802</td>\n",
       "      <td>0.005509</td>\n",
       "      <td>0.621343</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47912 [ZAYO])</th>\n",
       "      <td>-2.407143e+09</td>\n",
       "      <td>0.989458</td>\n",
       "      <td>-0.017195</td>\n",
       "      <td>0.061224</td>\n",
       "      <td>0.0904</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0179</td>\n",
       "      <td>3.280101</td>\n",
       "      <td>0.039533</td>\n",
       "      <td>6.442160e+09</td>\n",
       "      <td>-0.157617</td>\n",
       "      <td>5.6004</td>\n",
       "      <td>-0.048263</td>\n",
       "      <td>0.762919</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47921 [KEYS])</th>\n",
       "      <td>9.714286e+07</td>\n",
       "      <td>0.981775</td>\n",
       "      <td>-0.011298</td>\n",
       "      <td>0.243021</td>\n",
       "      <td>0.0942</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.060811</td>\n",
       "      <td>0.135903</td>\n",
       "      <td>5.542020e+09</td>\n",
       "      <td>0.129730</td>\n",
       "      <td>6.0371</td>\n",
       "      <td>0.098260</td>\n",
       "      <td>1.749636</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47929 [HYH])</th>\n",
       "      <td>7.784314e+07</td>\n",
       "      <td>0.854932</td>\n",
       "      <td>-0.011202</td>\n",
       "      <td>0.155687</td>\n",
       "      <td>0.0838</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.420228</td>\n",
       "      <td>0.052082</td>\n",
       "      <td>1.932640e+09</td>\n",
       "      <td>0.055048</td>\n",
       "      <td>1.2784</td>\n",
       "      <td>0.014452</td>\n",
       "      <td>2.699387</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48065 [AXTA])</th>\n",
       "      <td>-5.194737e+08</td>\n",
       "      <td>1.115711</td>\n",
       "      <td>0.190773</td>\n",
       "      <td>0.164181</td>\n",
       "      <td>0.0284</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0399</td>\n",
       "      <td>3.686076</td>\n",
       "      <td>0.058948</td>\n",
       "      <td>7.737130e+09</td>\n",
       "      <td>0.045213</td>\n",
       "      <td>7.9039</td>\n",
       "      <td>0.044574</td>\n",
       "      <td>2.376141</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48073 [CRC])</th>\n",
       "      <td>-4.600000e+08</td>\n",
       "      <td>0.842642</td>\n",
       "      <td>0.158331</td>\n",
       "      <td>0.046606</td>\n",
       "      <td>0.5793</td>\n",
       "      <td>0.0013</td>\n",
       "      <td>0.0190</td>\n",
       "      <td>2.585056</td>\n",
       "      <td>0.027316</td>\n",
       "      <td>3.045580e+09</td>\n",
       "      <td>-0.173310</td>\n",
       "      <td>1.2105</td>\n",
       "      <td>-0.039009</td>\n",
       "      <td>0.739683</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48091 [VA])</th>\n",
       "      <td>1.378250e+08</td>\n",
       "      <td>0.990599</td>\n",
       "      <td>-0.163349</td>\n",
       "      <td>0.310931</td>\n",
       "      <td>0.1333</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.1022</td>\n",
       "      <td>0.283876</td>\n",
       "      <td>0.175441</td>\n",
       "      <td>1.233420e+09</td>\n",
       "      <td>0.039179</td>\n",
       "      <td>2.5398</td>\n",
       "      <td>0.027063</td>\n",
       "      <td>2.460519</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48104 [PGRE])</th>\n",
       "      <td>1.328000e+07</td>\n",
       "      <td>1.003277</td>\n",
       "      <td>-0.008298</td>\n",
       "      <td>0.017931</td>\n",
       "      <td>0.0194</td>\n",
       "      <td>0.0071</td>\n",
       "      <td>-0.0219</td>\n",
       "      <td>0.756244</td>\n",
       "      <td>0.011096</td>\n",
       "      <td>3.977000e+09</td>\n",
       "      <td>-0.060356</td>\n",
       "      <td>1.0386</td>\n",
       "      <td>-0.002514</td>\n",
       "      <td>0.442655</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48126 [HABT])</th>\n",
       "      <td>9.364444e+07</td>\n",
       "      <td>1.061329</td>\n",
       "      <td>0.108044</td>\n",
       "      <td>0.338791</td>\n",
       "      <td>0.0279</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0079</td>\n",
       "      <td>0.058460</td>\n",
       "      <td>0.075141</td>\n",
       "      <td>9.220580e+08</td>\n",
       "      <td>0.012513</td>\n",
       "      <td>21.8321</td>\n",
       "      <td>0.016305</td>\n",
       "      <td>2.611577</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48169 [KLXI])</th>\n",
       "      <td>1.522857e+08</td>\n",
       "      <td>1.046051</td>\n",
       "      <td>0.057081</td>\n",
       "      <td>0.100914</td>\n",
       "      <td>0.0475</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0548</td>\n",
       "      <td>0.457439</td>\n",
       "      <td>0.025164</td>\n",
       "      <td>2.269090e+09</td>\n",
       "      <td>0.041483</td>\n",
       "      <td>0.8660</td>\n",
       "      <td>0.006823</td>\n",
       "      <td>1.817851</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48220 [LC])</th>\n",
       "      <td>-6.495000e+08</td>\n",
       "      <td>1.101491</td>\n",
       "      <td>-0.130713</td>\n",
       "      <td>0.019771</td>\n",
       "      <td>0.0051</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0100</td>\n",
       "      <td>3.308586</td>\n",
       "      <td>0.012955</td>\n",
       "      <td>7.073960e+09</td>\n",
       "      <td>-0.078462</td>\n",
       "      <td>7.2029</td>\n",
       "      <td>-0.006520</td>\n",
       "      <td>1.005054</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48317 [JUNO])</th>\n",
       "      <td>6.765312e+07</td>\n",
       "      <td>1.230679</td>\n",
       "      <td>-0.073137</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0277</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.030044</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>4.575570e+09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>13.9052</td>\n",
       "      <td>-0.181065</td>\n",
       "      <td>6.355961</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48384 [QRVO])</th>\n",
       "      <td>1.489516e+08</td>\n",
       "      <td>1.245638</td>\n",
       "      <td>0.063276</td>\n",
       "      <td>0.157581</td>\n",
       "      <td>0.0398</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0610</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.027405</td>\n",
       "      <td>1.229840e+10</td>\n",
       "      <td>0.010210</td>\n",
       "      <td>1.9922</td>\n",
       "      <td>0.001834</td>\n",
       "      <td>4.787459</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48486 [BOX])</th>\n",
       "      <td>7.318779e+06</td>\n",
       "      <td>1.023337</td>\n",
       "      <td>-0.054090</td>\n",
       "      <td>0.155315</td>\n",
       "      <td>-0.3039</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0670</td>\n",
       "      <td>0.156130</td>\n",
       "      <td>0.097317</td>\n",
       "      <td>2.110680e+09</td>\n",
       "      <td>-0.844857</td>\n",
       "      <td>7.8719</td>\n",
       "      <td>-0.272739</td>\n",
       "      <td>0.853853</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48543 [SHAK])</th>\n",
       "      <td>1.294000e+08</td>\n",
       "      <td>1.204714</td>\n",
       "      <td>0.348204</td>\n",
       "      <td>0.323332</td>\n",
       "      <td>0.0063</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.002841</td>\n",
       "      <td>0.073160</td>\n",
       "      <td>2.755360e+09</td>\n",
       "      <td>-0.335061</td>\n",
       "      <td>25.0060</td>\n",
       "      <td>-0.206339</td>\n",
       "      <td>13.106065</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>153892 rows × 14 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                                                  Earnings_Quality  \\\n",
       "date                      security                                   \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])                     NaN   \n",
       "                          Equity(24 [AAPL])           9.330986e+09   \n",
       "                          Equity(41 [ARCB])           8.183514e+07   \n",
       "                          Equity(62 [ABT])            1.937097e+09   \n",
       "                          Equity(67 [ADSK])           1.133333e+09   \n",
       "                          Equity(76 [TAP])            9.844898e+08   \n",
       "                          Equity(110 [ACXM])          1.432889e+08   \n",
       "                          Equity(114 [ADBE])          1.817873e+09   \n",
       "                          Equity(122 [ADI])           3.800913e+08   \n",
       "                          Equity(128 [ADM])           4.248148e+09   \n",
       "                          Equity(161 [AEP])           1.512871e+09   \n",
       "                          Equity(166 [AES])           2.062162e+09   \n",
       "                          Equity(168 [AET])           5.516201e+08   \n",
       "                          Equity(185 [AFL])           9.569536e+08   \n",
       "                          Equity(197 [AGCO])          5.478873e+07   \n",
       "                          Equity(205 [AGN])           3.339888e+08   \n",
       "                          Equity(216 [HES])           1.079032e+09   \n",
       "                          Equity(239 [AIG])           2.244628e+09   \n",
       "                          Equity(266 [AJG])           3.882353e+07   \n",
       "                          Equity(270 [AKRX])         -2.974231e+07   \n",
       "                          Equity(300 [ALK])           1.748299e+08   \n",
       "                          Equity(301 [ALKS])          6.006923e+07   \n",
       "                          Equity(328 [ALTR])          5.632868e+08   \n",
       "                          Equity(337 [AMAT])          1.507407e+09   \n",
       "                          Equity(351 [AMD])           6.000000e+08   \n",
       "                          Equity(353 [AME])           3.171210e+08   \n",
       "                          Equity(357 [TWX])           5.180328e+08   \n",
       "                          Equity(368 [AMGN])          1.191739e+09   \n",
       "                          Equity(410 [AN])            2.688889e+08   \n",
       "                          Equity(430 [ANN])          -1.905694e+07   \n",
       "...                                                            ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])        1.818182e+08   \n",
       "                          Equity(47208 [GPRO])        6.024273e+08   \n",
       "                          Equity(47228 [MIK])         5.400000e+08   \n",
       "                          Equity(47230 [CLNS])                 NaN   \n",
       "                          Equity(47334 [TERP])        3.422258e+07   \n",
       "                          Equity(47382 [LOCO])        8.419412e+07   \n",
       "                          Equity(47414 [CTLT])        2.050000e+08   \n",
       "                          Equity(47415 [SYF])         2.522727e+09   \n",
       "                          Equity(47430 [MBLY])        5.366000e+08   \n",
       "                          Equity(47578 [LTRP_A])     -1.055556e+09   \n",
       "                          Equity(47752 [CDK])         1.540000e+08   \n",
       "                          Equity(47777 [CFG])         2.512821e+08   \n",
       "                          Equity(47779 [CYBR])        9.912667e+07   \n",
       "                          Equity(47820 [VSLR])       -4.005455e+08   \n",
       "                          Equity(47833 [W])           1.066727e+08   \n",
       "                          Equity(47888 [FCAU])                 NaN   \n",
       "                          Equity(47912 [ZAYO])       -2.407143e+09   \n",
       "                          Equity(47921 [KEYS])        9.714286e+07   \n",
       "                          Equity(47929 [HYH])         7.784314e+07   \n",
       "                          Equity(48065 [AXTA])       -5.194737e+08   \n",
       "                          Equity(48073 [CRC])        -4.600000e+08   \n",
       "                          Equity(48091 [VA])          1.378250e+08   \n",
       "                          Equity(48104 [PGRE])        1.328000e+07   \n",
       "                          Equity(48126 [HABT])        9.364444e+07   \n",
       "                          Equity(48169 [KLXI])        1.522857e+08   \n",
       "                          Equity(48220 [LC])         -6.495000e+08   \n",
       "                          Equity(48317 [JUNO])        6.765312e+07   \n",
       "                          Equity(48384 [QRVO])        1.489516e+08   \n",
       "                          Equity(48486 [BOX])         7.318779e+06   \n",
       "                          Equity(48543 [SHAK])        1.294000e+08   \n",
       "\n",
       "                                                  Price_Momentum_1M  \\\n",
       "date                      security                                    \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])                 0.913295   \n",
       "                          Equity(24 [AAPL])                0.963444   \n",
       "                          Equity(41 [ARCB])                1.060856   \n",
       "                          Equity(62 [ABT])                 0.995797   \n",
       "                          Equity(67 [ADSK])                0.988969   \n",
       "                          Equity(76 [TAP])                 0.973093   \n",
       "                          Equity(110 [ACXM])               1.019608   \n",
       "                          Equity(114 [ADBE])               0.989114   \n",
       "                          Equity(122 [ADI])                1.012582   \n",
       "                          Equity(128 [ADM])                0.975239   \n",
       "                          Equity(161 [AEP])                1.040617   \n",
       "                          Equity(166 [AES])                0.995303   \n",
       "                          Equity(168 [AET])                1.005546   \n",
       "                          Equity(185 [AFL])                1.024740   \n",
       "                          Equity(197 [AGCO])               1.040534   \n",
       "                          Equity(205 [AGN])                1.008720   \n",
       "                          Equity(216 [HES])                0.986402   \n",
       "                          Equity(239 [AIG])                1.018919   \n",
       "                          Equity(266 [AJG])                0.987823   \n",
       "                          Equity(270 [AKRX])               0.916857   \n",
       "                          Equity(300 [ALK])                1.082006   \n",
       "                          Equity(301 [ALKS])               1.044595   \n",
       "                          Equity(328 [ALTR])               0.989821   \n",
       "                          Equity(337 [AMAT])               1.044407   \n",
       "                          Equity(351 [AMD])                1.000000   \n",
       "                          Equity(353 [AME])                1.032169   \n",
       "                          Equity(357 [TWX])                1.011009   \n",
       "                          Equity(368 [AMGN])               0.941635   \n",
       "                          Equity(410 [AN])                 1.023212   \n",
       "                          Equity(430 [ANN])                1.020711   \n",
       "...                                                             ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])             0.971933   \n",
       "                          Equity(47208 [GPRO])             1.107072   \n",
       "                          Equity(47228 [MIK])              1.058414   \n",
       "                          Equity(47230 [CLNS])             1.045280   \n",
       "                          Equity(47334 [TERP])             1.023136   \n",
       "                          Equity(47382 [LOCO])             0.790396   \n",
       "                          Equity(47414 [CTLT])             1.109837   \n",
       "                          Equity(47415 [SYF])              1.036930   \n",
       "                          Equity(47430 [MBLY])             1.049849   \n",
       "                          Equity(47578 [LTRP_A])           0.941770   \n",
       "                          Equity(47752 [CDK])              1.110417   \n",
       "                          Equity(47777 [CFG])              1.033526   \n",
       "                          Equity(47779 [CYBR])             0.987801   \n",
       "                          Equity(47820 [VSLR])             1.017693   \n",
       "                          Equity(47833 [W])                0.929979   \n",
       "                          Equity(47888 [FCAU])             1.086043   \n",
       "                          Equity(47912 [ZAYO])             0.989458   \n",
       "                          Equity(47921 [KEYS])             0.981775   \n",
       "                          Equity(47929 [HYH])              0.854932   \n",
       "                          Equity(48065 [AXTA])             1.115711   \n",
       "                          Equity(48073 [CRC])              0.842642   \n",
       "                          Equity(48091 [VA])               0.990599   \n",
       "                          Equity(48104 [PGRE])             1.003277   \n",
       "                          Equity(48126 [HABT])             1.061329   \n",
       "                          Equity(48169 [KLXI])             1.046051   \n",
       "                          Equity(48220 [LC])               1.101491   \n",
       "                          Equity(48317 [JUNO])             1.230679   \n",
       "                          Equity(48384 [QRVO])             1.245638   \n",
       "                          Equity(48486 [BOX])              1.023337   \n",
       "                          Equity(48543 [SHAK])             1.204714   \n",
       "\n",
       "                                                  Price_Oscillator  \\\n",
       "date                      security                                   \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])                0.097341   \n",
       "                          Equity(24 [AAPL])               0.225832   \n",
       "                          Equity(41 [ARCB])               0.171412   \n",
       "                          Equity(62 [ABT])                0.111621   \n",
       "                          Equity(67 [ADSK])               0.110709   \n",
       "                          Equity(76 [TAP])                0.122957   \n",
       "                          Equity(110 [ACXM])             -0.176652   \n",
       "                          Equity(114 [ADBE])              0.085783   \n",
       "                          Equity(122 [ADI])               0.110466   \n",
       "                          Equity(128 [ADM])               0.137061   \n",
       "                          Equity(161 [AEP])               0.145289   \n",
       "                          Equity(166 [AES])              -0.040617   \n",
       "                          Equity(168 [AET])               0.146121   \n",
       "                          Equity(185 [AFL])              -0.007477   \n",
       "                          Equity(197 [AGCO])             -0.117823   \n",
       "                          Equity(205 [AGN])               0.312273   \n",
       "                          Equity(216 [HES])              -0.167012   \n",
       "                          Equity(239 [AIG])               0.053255   \n",
       "                          Equity(266 [AJG])               0.045623   \n",
       "                          Equity(270 [AKRX])              0.238675   \n",
       "                          Equity(300 [ALK])               0.220172   \n",
       "                          Equity(301 [ALKS])              0.196002   \n",
       "                          Equity(328 [ALTR])              0.095659   \n",
       "                          Equity(337 [AMAT])              0.187895   \n",
       "                          Equity(351 [AMD])              -0.290074   \n",
       "                          Equity(353 [AME])               0.001005   \n",
       "                          Equity(357 [TWX])               0.186248   \n",
       "                          Equity(368 [AMGN])              0.266144   \n",
       "                          Equity(410 [AN])                0.086186   \n",
       "                          Equity(430 [ANN])              -0.033704   \n",
       "...                                                            ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])            0.294502   \n",
       "                          Equity(47208 [GPRO])           -0.074905   \n",
       "                          Equity(47228 [MIK])             0.206545   \n",
       "                          Equity(47230 [CLNS])            0.054035   \n",
       "                          Equity(47334 [TERP])            0.223291   \n",
       "                          Equity(47382 [LOCO])           -0.137241   \n",
       "                          Equity(47414 [CTLT])            0.113226   \n",
       "                          Equity(47415 [SYF])             0.124502   \n",
       "                          Equity(47430 [MBLY])            0.068858   \n",
       "                          Equity(47578 [LTRP_A])          0.007994   \n",
       "                          Equity(47752 [CDK])             0.244637   \n",
       "                          Equity(47777 [CFG])             0.082254   \n",
       "                          Equity(47779 [CYBR])            0.366843   \n",
       "                          Equity(47820 [VSLR])            0.274120   \n",
       "                          Equity(47833 [W])               0.124799   \n",
       "                          Equity(47888 [FCAU])            0.122071   \n",
       "                          Equity(47912 [ZAYO])           -0.017195   \n",
       "                          Equity(47921 [KEYS])           -0.011298   \n",
       "                          Equity(47929 [HYH])            -0.011202   \n",
       "                          Equity(48065 [AXTA])            0.190773   \n",
       "                          Equity(48073 [CRC])             0.158331   \n",
       "                          Equity(48091 [VA])             -0.163349   \n",
       "                          Equity(48104 [PGRE])           -0.008298   \n",
       "                          Equity(48126 [HABT])            0.108044   \n",
       "                          Equity(48169 [KLXI])            0.057081   \n",
       "                          Equity(48220 [LC])             -0.130713   \n",
       "                          Equity(48317 [JUNO])           -0.073137   \n",
       "                          Equity(48384 [QRVO])            0.063276   \n",
       "                          Equity(48486 [BOX])            -0.054090   \n",
       "                          Equity(48543 [SHAK])            0.348204   \n",
       "\n",
       "                                                  assets_turnover  cf_yield  \\\n",
       "date                      security                                            \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])               0.169928    0.0630   \n",
       "                          Equity(24 [AAPL])              0.185417    0.0867   \n",
       "                          Equity(41 [ARCB])              0.639185    0.1212   \n",
       "                          Equity(62 [ABT])               0.121540    0.0578   \n",
       "                          Equity(67 [ADSK])              0.130929    0.0452   \n",
       "                          Equity(76 [TAP])               0.076075    0.0860   \n",
       "                          Equity(110 [ACXM])             0.200592    0.0840   \n",
       "                          Equity(114 [ADBE])             0.100878    0.0323   \n",
       "                          Equity(122 [ADI])              0.102853    0.0493   \n",
       "                          Equity(128 [ADM])              0.443224    0.1371   \n",
       "                          Equity(161 [AEP])              0.074464    0.1589   \n",
       "                          Equity(166 [AES])              0.113268    0.1844   \n",
       "                          Equity(168 [AET])              0.277395    0.1131   \n",
       "                          Equity(185 [AFL])              0.044966    0.2805   \n",
       "                          Equity(197 [AGCO])             0.259877    0.0937   \n",
       "                          Equity(205 [AGN])              0.160545    0.0270   \n",
       "                          Equity(216 [HES])              0.066914    0.2103   \n",
       "                          Equity(239 [AIG])              0.031533    0.0758   \n",
       "                          Equity(266 [AJG])              0.128633    0.0434   \n",
       "                          Equity(270 [AKRX])             0.085617    0.0068   \n",
       "                          Equity(300 [ALK])              0.233466    0.1269   \n",
       "                          Equity(301 [ALKS])             0.086589    0.0160   \n",
       "                          Equity(328 [ALTR])             0.086162    0.0547   \n",
       "                          Equity(337 [AMAT])             0.173987    0.0580   \n",
       "                          Equity(351 [AMD])              0.333450   -0.0962   \n",
       "                          Equity(353 [AME])              0.158059    0.0548   \n",
       "                          Equity(357 [TWX])              0.097864    0.0494   \n",
       "                          Equity(368 [AMGN])             0.071713    0.0643   \n",
       "                          Equity(410 [AN])               0.626736    0.0637   \n",
       "                          Equity(430 [ANN])              0.631602    0.0864   \n",
       "...                                                           ...       ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])           0.113260    0.0644   \n",
       "                          Equity(47208 [GPRO])           0.392906    0.0168   \n",
       "                          Equity(47228 [MIK])            0.797026    0.0774   \n",
       "                          Equity(47230 [CLNS])           0.353490    0.0150   \n",
       "                          Equity(47334 [TERP])           0.018212    0.0185   \n",
       "                          Equity(47382 [LOCO])           0.200330    0.0412   \n",
       "                          Equity(47414 [CTLT])           0.148565    0.0454   \n",
       "                          Equity(47415 [SYF])            0.040100    0.1929   \n",
       "                          Equity(47430 [MBLY])           0.097486    0.0072   \n",
       "                          Equity(47578 [LTRP_A])         0.050479    0.1696   \n",
       "                          Equity(47752 [CDK])            0.209533    0.0316   \n",
       "                          Equity(47777 [CFG])            0.008783    0.0536   \n",
       "                          Equity(47779 [CYBR])           0.152169    0.0114   \n",
       "                          Equity(47820 [VSLR])           0.008580   -0.0990   \n",
       "                          Equity(47833 [W])              0.781005   -0.0026   \n",
       "                          Equity(47888 [FCAU])           0.254434    0.3993   \n",
       "                          Equity(47912 [ZAYO])           0.061224    0.0904   \n",
       "                          Equity(47921 [KEYS])           0.243021    0.0942   \n",
       "                          Equity(47929 [HYH])            0.155687    0.0838   \n",
       "                          Equity(48065 [AXTA])           0.164181    0.0284   \n",
       "                          Equity(48073 [CRC])            0.046606    0.5793   \n",
       "                          Equity(48091 [VA])             0.310931    0.1333   \n",
       "                          Equity(48104 [PGRE])           0.017931    0.0194   \n",
       "                          Equity(48126 [HABT])           0.338791    0.0279   \n",
       "                          Equity(48169 [KLXI])           0.100914    0.0475   \n",
       "                          Equity(48220 [LC])             0.019771    0.0051   \n",
       "                          Equity(48317 [JUNO])                NaN   -0.0277   \n",
       "                          Equity(48384 [QRVO])           0.157581    0.0398   \n",
       "                          Equity(48486 [BOX])            0.155315   -0.3039   \n",
       "                          Equity(48543 [SHAK])           0.323332    0.0063   \n",
       "\n",
       "                                                  dividend_yield  \\\n",
       "date                      security                                 \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])                0.0076   \n",
       "                          Equity(24 [AAPL])               0.0164   \n",
       "                          Equity(41 [ARCB])               0.0032   \n",
       "                          Equity(62 [ABT])                0.0193   \n",
       "                          Equity(67 [ADSK])               0.0004   \n",
       "                          Equity(76 [TAP])                0.0198   \n",
       "                          Equity(110 [ACXM])              0.0063   \n",
       "                          Equity(114 [ADBE])              0.0002   \n",
       "                          Equity(122 [ADI])               0.0266   \n",
       "                          Equity(128 [ADM])               0.0182   \n",
       "                          Equity(161 [AEP])               0.0329   \n",
       "                          Equity(166 [AES])               0.0143   \n",
       "                          Equity(168 [AET])               0.0100   \n",
       "                          Equity(185 [AFL])               0.0242   \n",
       "                          Equity(197 [AGCO])              0.0096   \n",
       "                          Equity(205 [AGN])               0.0009   \n",
       "                          Equity(216 [HES])               0.0135   \n",
       "                          Equity(239 [AIG])               0.0088   \n",
       "                          Equity(266 [AJG])               0.0301   \n",
       "                          Equity(270 [AKRX])              0.0076   \n",
       "                          Equity(300 [ALK])               0.0084   \n",
       "                          Equity(301 [ALKS])                 NaN   \n",
       "                          Equity(328 [ALTR])              0.0177   \n",
       "                          Equity(337 [AMAT])              0.0159   \n",
       "                          Equity(351 [AMD])                  NaN   \n",
       "                          Equity(353 [AME])               0.0062   \n",
       "                          Equity(357 [TWX])               0.0148   \n",
       "                          Equity(368 [AMGN])              0.0152   \n",
       "                          Equity(410 [AN])                   NaN   \n",
       "                          Equity(430 [ANN])                  NaN   \n",
       "...                                                          ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])               NaN   \n",
       "                          Equity(47208 [GPRO])               NaN   \n",
       "                          Equity(47228 [MIK])                NaN   \n",
       "                          Equity(47230 [CLNS])            0.0139   \n",
       "                          Equity(47334 [TERP])            0.0204   \n",
       "                          Equity(47382 [LOCO])               NaN   \n",
       "                          Equity(47414 [CTLT])               NaN   \n",
       "                          Equity(47415 [SYF])                NaN   \n",
       "                          Equity(47430 [MBLY])               NaN   \n",
       "                          Equity(47578 [LTRP_A])             NaN   \n",
       "                          Equity(47752 [CDK])             0.0044   \n",
       "                          Equity(47777 [CFG])             0.0112   \n",
       "                          Equity(47779 [CYBR])               NaN   \n",
       "                          Equity(47820 [VSLR])               NaN   \n",
       "                          Equity(47833 [W])                  NaN   \n",
       "                          Equity(47888 [FCAU])               NaN   \n",
       "                          Equity(47912 [ZAYO])               NaN   \n",
       "                          Equity(47921 [KEYS])               NaN   \n",
       "                          Equity(47929 [HYH])                NaN   \n",
       "                          Equity(48065 [AXTA])               NaN   \n",
       "                          Equity(48073 [CRC])             0.0013   \n",
       "                          Equity(48091 [VA])                 NaN   \n",
       "                          Equity(48104 [PGRE])            0.0071   \n",
       "                          Equity(48126 [HABT])               NaN   \n",
       "                          Equity(48169 [KLXI])               NaN   \n",
       "                          Equity(48220 [LC])                 NaN   \n",
       "                          Equity(48317 [JUNO])               NaN   \n",
       "                          Equity(48384 [QRVO])               NaN   \n",
       "                          Equity(48486 [BOX])                NaN   \n",
       "                          Equity(48543 [SHAK])               NaN   \n",
       "\n",
       "                                                  forward_earning_yield  \\\n",
       "date                      security                                        \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])                       0.0656   \n",
       "                          Equity(24 [AAPL])                      0.0697   \n",
       "                          Equity(41 [ARCB])                      0.0556   \n",
       "                          Equity(62 [ABT])                       0.0515   \n",
       "                          Equity(67 [ADSK])                      0.0151   \n",
       "                          Equity(76 [TAP])                       0.0572   \n",
       "                          Equity(110 [ACXM])                     0.0324   \n",
       "                          Equity(114 [ADBE])                     0.0346   \n",
       "                          Equity(122 [ADI])                      0.0521   \n",
       "                          Equity(128 [ADM])                      0.0659   \n",
       "                          Equity(161 [AEP])                      0.0574   \n",
       "                          Equity(166 [AES])                      0.0970   \n",
       "                          Equity(168 [AET])                      0.0789   \n",
       "                          Equity(185 [AFL])                      0.1019   \n",
       "                          Equity(197 [AGCO])                     0.0716   \n",
       "                          Equity(205 [AGN])                      0.0402   \n",
       "                          Equity(216 [HES])                      0.0207   \n",
       "                          Equity(239 [AIG])                      0.0868   \n",
       "                          Equity(266 [AJG])                      0.0587   \n",
       "                          Equity(270 [AKRX])                     0.0502   \n",
       "                          Equity(300 [ALK])                      0.0866   \n",
       "                          Equity(301 [ALKS])                     0.0074   \n",
       "                          Equity(328 [ALTR])                     0.0498   \n",
       "                          Equity(337 [AMAT])                     0.0454   \n",
       "                          Equity(351 [AMD])                      0.0392   \n",
       "                          Equity(353 [AME])                      0.0484   \n",
       "                          Equity(357 [TWX])                      0.0530   \n",
       "                          Equity(368 [AMGN])                     0.0584   \n",
       "                          Equity(410 [AN])                       0.0650   \n",
       "                          Equity(430 [ANN])                      0.0462   \n",
       "...                                                                 ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])                   0.0448   \n",
       "                          Equity(47208 [GPRO])                   0.0323   \n",
       "                          Equity(47228 [MIK])                    0.0625   \n",
       "                          Equity(47230 [CLNS])                   0.0483   \n",
       "                          Equity(47334 [TERP])                   0.0261   \n",
       "                          Equity(47382 [LOCO])                      NaN   \n",
       "                          Equity(47414 [CTLT])                   0.0555   \n",
       "                          Equity(47415 [SYF])                    0.0847   \n",
       "                          Equity(47430 [MBLY])                   0.0149   \n",
       "                          Equity(47578 [LTRP_A])                 0.1271   \n",
       "                          Equity(47752 [CDK])                    0.0284   \n",
       "                          Equity(47777 [CFG])                    0.0759   \n",
       "                          Equity(47779 [CYBR])                   0.0064   \n",
       "                          Equity(47820 [VSLR])                  -0.2099   \n",
       "                          Equity(47833 [W])                     -0.0176   \n",
       "                          Equity(47888 [FCAU])                   0.0939   \n",
       "                          Equity(47912 [ZAYO])                   0.0179   \n",
       "                          Equity(47921 [KEYS])                      NaN   \n",
       "                          Equity(47929 [HYH])                       NaN   \n",
       "                          Equity(48065 [AXTA])                   0.0399   \n",
       "                          Equity(48073 [CRC])                    0.0190   \n",
       "                          Equity(48091 [VA])                     0.1022   \n",
       "                          Equity(48104 [PGRE])                  -0.0219   \n",
       "                          Equity(48126 [HABT])                   0.0079   \n",
       "                          Equity(48169 [KLXI])                   0.0548   \n",
       "                          Equity(48220 [LC])                     0.0100   \n",
       "                          Equity(48317 [JUNO])                      NaN   \n",
       "                          Equity(48384 [QRVO])                   0.0610   \n",
       "                          Equity(48486 [BOX])                   -0.0670   \n",
       "                          Equity(48543 [SHAK])                      NaN   \n",
       "\n",
       "                                                   gearing     gp_ta  \\\n",
       "date                      security                                     \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])        0.725073  0.035963   \n",
       "                          Equity(24 [AAPL])       0.316414  0.069052   \n",
       "                          Equity(41 [ARCB])       0.257198  0.408964   \n",
       "                          Equity(62 [ABT])        0.362679  0.065226   \n",
       "                          Equity(67 [ADSK])       0.329292  0.112312   \n",
       "                          Equity(76 [TAP])        0.411348  0.033802   \n",
       "                          Equity(110 [ACXM])      0.449514  0.041604   \n",
       "                          Equity(114 [ADBE])      0.223982  0.084589   \n",
       "                          Equity(122 [ADI])       0.183440  0.070854   \n",
       "                          Equity(128 [ADM])       0.273954  0.035150   \n",
       "                          Equity(161 [AEP])       1.146550  0.047872   \n",
       "                          Equity(166 [AES])       4.790994  0.019675   \n",
       "                          Equity(168 [AET])       0.530346  0.072638   \n",
       "                          Equity(185 [AFL])       0.255307       NaN   \n",
       "                          Equity(197 [AGCO])      0.377989  0.051997   \n",
       "                          Equity(205 [AGN])       0.301574  0.138290   \n",
       "                          Equity(216 [HES])       0.247268  0.040317   \n",
       "                          Equity(239 [AIG])       0.333603       NaN   \n",
       "                          Equity(266 [AJG])       0.743612  0.039648   \n",
       "                          Equity(270 [AKRX])      3.612237  0.027565   \n",
       "                          Equity(300 [ALK])       0.370121  0.142399   \n",
       "                          Equity(301 [ALKS])      0.269611  0.061298   \n",
       "                          Equity(328 [ALTR])      0.448218  0.057704   \n",
       "                          Equity(337 [AMAT])      0.247458  0.072795   \n",
       "                          Equity(351 [AMD])       4.127103  0.114220   \n",
       "                          Equity(353 [AME])       0.471965  0.053884   \n",
       "                          Equity(357 [TWX])       0.894055  0.040605   \n",
       "                          Equity(368 [AMGN])      1.302270  0.055994   \n",
       "                          Equity(410 [AN])        0.960736  0.096604   \n",
       "                          Equity(430 [ANN])       0.038133  0.323971   \n",
       "...                                                    ...       ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])    7.198492  0.054152   \n",
       "                          Equity(47208 [GPRO])    0.000000  0.175937   \n",
       "                          Equity(47228 [MIK])    -1.491710  0.330673   \n",
       "                          Equity(47230 [CLNS])         NaN  0.364112   \n",
       "                          Equity(47334 [TERP])    3.120117  0.011465   \n",
       "                          Equity(47382 [LOCO])    0.692801  0.053032   \n",
       "                          Equity(47414 [CTLT])    4.019223  0.051175   \n",
       "                          Equity(47415 [SYF])     2.180138       NaN   \n",
       "                          Equity(47430 [MBLY])         NaN  0.067264   \n",
       "                          Equity(47578 [LTRP_A])  0.846506  0.048944   \n",
       "                          Equity(47752 [CDK])     1.321367  0.081537   \n",
       "                          Equity(47777 [CFG])     0.557555       NaN   \n",
       "                          Equity(47779 [CYBR])         NaN  0.129055   \n",
       "                          Equity(47820 [VSLR])    0.268694 -0.012727   \n",
       "                          Equity(47833 [W])            NaN  0.193587   \n",
       "                          Equity(47888 [FCAU])         NaN       NaN   \n",
       "                          Equity(47912 [ZAYO])    3.280101  0.039533   \n",
       "                          Equity(47921 [KEYS])    1.060811  0.135903   \n",
       "                          Equity(47929 [HYH])     0.420228  0.052082   \n",
       "                          Equity(48065 [AXTA])    3.686076  0.058948   \n",
       "                          Equity(48073 [CRC])     2.585056  0.027316   \n",
       "                          Equity(48091 [VA])      0.283876  0.175441   \n",
       "                          Equity(48104 [PGRE])    0.756244  0.011096   \n",
       "                          Equity(48126 [HABT])    0.058460  0.075141   \n",
       "                          Equity(48169 [KLXI])    0.457439  0.025164   \n",
       "                          Equity(48220 [LC])      3.308586  0.012955   \n",
       "                          Equity(48317 [JUNO])    0.030044  0.000000   \n",
       "                          Equity(48384 [QRVO])    0.000000  0.027405   \n",
       "                          Equity(48486 [BOX])     0.156130  0.097317   \n",
       "                          Equity(48543 [SHAK])    0.002841  0.073160   \n",
       "\n",
       "                                                    market_cap  net_margin  \\\n",
       "date                      security                                           \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])        1.868430e+10    0.023882   \n",
       "                          Equity(24 [AAPL])       6.599120e+11    0.201007   \n",
       "                          Equity(41 [ARCB])       1.205120e+09    0.027581   \n",
       "                          Equity(62 [ABT])        6.879960e+10    0.105408   \n",
       "                          Equity(67 [ADSK])       1.376730e+10    0.017314   \n",
       "                          Equity(76 [TAP])        1.387820e+10   -0.029452   \n",
       "                          Equity(110 [ACXM])      1.581810e+09   -0.005938   \n",
       "                          Equity(114 [ADBE])      3.645030e+10    0.068285   \n",
       "                          Equity(122 [ADI])       1.728900e+10    0.133491   \n",
       "                          Equity(128 [ADM])       3.404990e+10    0.041232   \n",
       "                          Equity(161 [AEP])       3.019590e+10    0.114598   \n",
       "                          Equity(166 [AES])       9.996910e+09    0.109885   \n",
       "                          Equity(168 [AET])       3.170220e+10    0.040366   \n",
       "                          Equity(185 [AFL])       2.792740e+10    0.123082   \n",
       "                          Equity(197 [AGCO])      4.204330e+09    0.030165   \n",
       "                          Equity(205 [AGN])       6.357160e+10    0.171977   \n",
       "                          Equity(216 [HES])       2.216250e+10    0.367213   \n",
       "                          Equity(239 [AIG])       7.910900e+10    0.131620   \n",
       "                          Equity(266 [AJG])       7.720130e+09    0.072739   \n",
       "                          Equity(270 [AKRX])      3.930440e+09   -0.087771   \n",
       "                          Equity(300 [ALK])       7.927410e+09    0.135154   \n",
       "                          Equity(301 [ALKS])      8.493130e+09   -0.249737   \n",
       "                          Equity(328 [ALTR])      1.138950e+10    0.236204   \n",
       "                          Equity(337 [AMAT])      3.080550e+10    0.113074   \n",
       "                          Equity(351 [AMD])       2.039150e+09    0.011896   \n",
       "                          Equity(353 [AME])       1.310330e+10    0.137439   \n",
       "                          Equity(357 [TWX])       7.207630e+10    0.154893   \n",
       "                          Equity(368 [AMGN])      1.221860e+11    0.247267   \n",
       "                          Equity(410 [AN])        6.879140e+09    0.021695   \n",
       "                          Equity(430 [ANN])       1.688270e+09    0.046159   \n",
       "...                                                        ...         ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])    4.538030e+09    0.049037   \n",
       "                          Equity(47208 [GPRO])    7.613530e+09    0.046135   \n",
       "                          Equity(47228 [MIK])     5.667600e+09    0.096393   \n",
       "                          Equity(47230 [CLNS])    4.264080e+09    0.237378   \n",
       "                          Equity(47334 [TERP])    5.001900e+09   -0.398724   \n",
       "                          Equity(47382 [LOCO])    7.966950e+08    0.075100   \n",
       "                          Equity(47414 [CTLT])    3.964740e+09    0.070533   \n",
       "                          Equity(47415 [SYF])     2.712240e+10    0.185484   \n",
       "                          Equity(47430 [MBLY])    1.005400e+10    0.222417   \n",
       "                          Equity(47578 [LTRP_A])  2.130870e+09   -0.018717   \n",
       "                          Equity(47752 [CDK])     8.730820e+09    0.106953   \n",
       "                          Equity(47777 [CFG])     1.440830e+10    0.176669   \n",
       "                          Equity(47779 [CYBR])    1.960020e+09    0.126568   \n",
       "                          Equity(47820 [VSLR])    1.544440e+09    1.272813   \n",
       "                          Equity(47833 [W])       2.437410e+09   -0.063944   \n",
       "                          Equity(47888 [FCAU])    2.077670e+10    0.002955   \n",
       "                          Equity(47912 [ZAYO])    6.442160e+09   -0.157617   \n",
       "                          Equity(47921 [KEYS])    5.542020e+09    0.129730   \n",
       "                          Equity(47929 [HYH])     1.932640e+09    0.055048   \n",
       "                          Equity(48065 [AXTA])    7.737130e+09    0.045213   \n",
       "                          Equity(48073 [CRC])     3.045580e+09   -0.173310   \n",
       "                          Equity(48091 [VA])      1.233420e+09    0.039179   \n",
       "                          Equity(48104 [PGRE])    3.977000e+09   -0.060356   \n",
       "                          Equity(48126 [HABT])    9.220580e+08    0.012513   \n",
       "                          Equity(48169 [KLXI])    2.269090e+09    0.041483   \n",
       "                          Equity(48220 [LC])      7.073960e+09   -0.078462   \n",
       "                          Equity(48317 [JUNO])    4.575570e+09         NaN   \n",
       "                          Equity(48384 [QRVO])    1.229840e+10    0.010210   \n",
       "                          Equity(48486 [BOX])     2.110680e+09   -0.844857   \n",
       "                          Equity(48543 [SHAK])    2.755360e+09   -0.335061   \n",
       "\n",
       "                                                  pb_ratio       roe  \\\n",
       "date                      security                                     \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])          1.5144  0.012437   \n",
       "                          Equity(24 [AAPL])         5.9160  0.072838   \n",
       "                          Equity(41 [ARCB])         2.1868  0.036211   \n",
       "                          Equity(62 [ABT])          3.0059  0.023145   \n",
       "                          Equity(67 [ADSK])         6.0689  0.004701   \n",
       "                          Equity(76 [TAP])          1.6526 -0.003963   \n",
       "                          Equity(110 [ACXM])        2.3314 -0.002274   \n",
       "                          Equity(114 [ADBE])        5.4151  0.010864   \n",
       "                          Equity(122 [ADI])         3.6337  0.022262   \n",
       "                          Equity(128 [ADM])         1.6835  0.036971   \n",
       "                          Equity(161 [AEP])         1.7901  0.029478   \n",
       "                          Equity(166 [AES])         2.2736  0.113383   \n",
       "                          Equity(168 [AET])         2.1246  0.040146   \n",
       "                          Equity(185 [AFL])         1.5643  0.039875   \n",
       "                          Equity(197 [AGCO])        1.1182  0.016693   \n",
       "                          Equity(205 [AGN])         8.9403  0.044975   \n",
       "                          Equity(216 [HES])         0.9140  0.041562   \n",
       "                          Equity(239 [AIG])         0.7286  0.020227   \n",
       "                          Equity(266 [AJG])         2.3710  0.028775   \n",
       "                          Equity(270 [AKRX])       12.2703 -0.037899   \n",
       "                          Equity(300 [ALK])         3.5565  0.089411   \n",
       "                          Equity(301 [ALKS])        6.3686 -0.029758   \n",
       "                          Equity(328 [ALTR])        3.4206  0.035127   \n",
       "                          Equity(337 [AMAT])        3.9153  0.032922   \n",
       "                          Equity(351 [AMD])         3.8115  0.032819   \n",
       "                          Equity(353 [AME])         3.7786  0.041166   \n",
       "                          Equity(357 [TWX])         2.8568  0.037820   \n",
       "                          Equity(368 [AMGN])        4.8247  0.050053   \n",
       "                          Equity(410 [AN])          3.4191  0.051485   \n",
       "                          Equity(430 [ANN])         3.3214  0.060750   \n",
       "...                                                    ...       ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])     11.4021  0.073976   \n",
       "                          Equity(47208 [GPRO])     10.8498  0.024949   \n",
       "                          Equity(47228 [MIK])          NaN       NaN   \n",
       "                          Equity(47230 [CLNS])     19.7011  0.104107   \n",
       "                          Equity(47334 [TERP])      7.1111 -0.047866   \n",
       "                          Equity(47382 [LOCO])      3.6603  0.031729   \n",
       "                          Equity(47414 [CTLT])      8.4680  0.065523   \n",
       "                          Equity(47415 [SYF])       2.4576  0.051315   \n",
       "                          Equity(47430 [MBLY])     24.0345  0.024940   \n",
       "                          Equity(47578 [LTRP_A])    2.4409 -0.007910   \n",
       "                          Equity(47752 [CDK])      11.6086  0.074922   \n",
       "                          Equity(47777 [CFG])       0.7365  0.010764   \n",
       "                          Equity(47779 [CYBR])     12.2165  0.026413   \n",
       "                          Equity(47820 [VSLR])      3.1335  0.025027   \n",
       "                          Equity(47833 [W])         8.6257 -0.092282   \n",
       "                          Equity(47888 [FCAU])      1.2802  0.005509   \n",
       "                          Equity(47912 [ZAYO])      5.6004 -0.048263   \n",
       "                          Equity(47921 [KEYS])      6.0371  0.098260   \n",
       "                          Equity(47929 [HYH])       1.2784  0.014452   \n",
       "                          Equity(48065 [AXTA])      7.9039  0.044574   \n",
       "                          Equity(48073 [CRC])       1.2105 -0.039009   \n",
       "                          Equity(48091 [VA])        2.5398  0.027063   \n",
       "                          Equity(48104 [PGRE])      1.0386 -0.002514   \n",
       "                          Equity(48126 [HABT])     21.8321  0.016305   \n",
       "                          Equity(48169 [KLXI])      0.8660  0.006823   \n",
       "                          Equity(48220 [LC])        7.2029 -0.006520   \n",
       "                          Equity(48317 [JUNO])     13.9052 -0.181065   \n",
       "                          Equity(48384 [QRVO])      1.9922  0.001834   \n",
       "                          Equity(48486 [BOX])       7.8719 -0.272739   \n",
       "                          Equity(48543 [SHAK])     25.0060 -0.206339   \n",
       "\n",
       "                                                        vol  \n",
       "date                      security                           \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])         0.840949  \n",
       "                          Equity(24 [AAPL])        6.343392  \n",
       "                          Equity(41 [ARCB])        4.553984  \n",
       "                          Equity(62 [ABT])         1.616591  \n",
       "                          Equity(67 [ADSK])        3.173699  \n",
       "                          Equity(76 [TAP])         2.240364  \n",
       "                          Equity(110 [ACXM])       1.454109  \n",
       "                          Equity(114 [ADBE])       3.659694  \n",
       "                          Equity(122 [ADI])        4.480362  \n",
       "                          Equity(128 [ADM])        3.211012  \n",
       "                          Equity(161 [AEP])        2.489858  \n",
       "                          Equity(166 [AES])        0.370432  \n",
       "                          Equity(168 [AET])        4.996933  \n",
       "                          Equity(185 [AFL])        1.616456  \n",
       "                          Equity(197 [AGCO])       1.135995  \n",
       "                          Equity(205 [AGN])       13.078002  \n",
       "                          Equity(216 [HES])        6.017771  \n",
       "                          Equity(239 [AIG])        1.899744  \n",
       "                          Equity(266 [AJG])        1.415853  \n",
       "                          Equity(270 [AKRX])       2.717795  \n",
       "                          Equity(300 [ALK])        5.507418  \n",
       "                          Equity(301 [ALKS])       5.917624  \n",
       "                          Equity(328 [ALTR])       2.128549  \n",
       "                          Equity(337 [AMAT])       1.831033  \n",
       "                          Equity(351 [AMD])        0.203308  \n",
       "                          Equity(353 [AME])        1.809216  \n",
       "                          Equity(357 [TWX])        4.438961  \n",
       "                          Equity(368 [AMGN])      12.068039  \n",
       "                          Equity(410 [AN])         3.677288  \n",
       "                          Equity(430 [ANN])        1.242885  \n",
       "...                                                     ...  \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])     1.132785  \n",
       "                          Equity(47208 [GPRO])     4.867164  \n",
       "                          Equity(47228 [MIK])      0.856450  \n",
       "                          Equity(47230 [CLNS])     1.313744  \n",
       "                          Equity(47334 [TERP])     2.587195  \n",
       "                          Equity(47382 [LOCO])     1.957695  \n",
       "                          Equity(47414 [CTLT])     0.950306  \n",
       "                          Equity(47415 [SYF])      0.891160  \n",
       "                          Equity(47430 [MBLY])     3.592887  \n",
       "                          Equity(47578 [LTRP_A])   1.232077  \n",
       "                          Equity(47752 [CDK])      2.865034  \n",
       "                          Equity(47777 [CFG])      0.802111  \n",
       "                          Equity(47779 [CYBR])     5.123477  \n",
       "                          Equity(47820 [VSLR])     1.596070  \n",
       "                          Equity(47833 [W])        2.185281  \n",
       "                          Equity(47888 [FCAU])     0.621343  \n",
       "                          Equity(47912 [ZAYO])     0.762919  \n",
       "                          Equity(47921 [KEYS])     1.749636  \n",
       "                          Equity(47929 [HYH])      2.699387  \n",
       "                          Equity(48065 [AXTA])     2.376141  \n",
       "                          Equity(48073 [CRC])      0.739683  \n",
       "                          Equity(48091 [VA])       2.460519  \n",
       "                          Equity(48104 [PGRE])     0.442655  \n",
       "                          Equity(48126 [HABT])     2.611577  \n",
       "                          Equity(48169 [KLXI])     1.817851  \n",
       "                          Equity(48220 [LC])       1.005054  \n",
       "                          Equity(48317 [JUNO])     6.355961  \n",
       "                          Equity(48384 [QRVO])     4.787459  \n",
       "                          Equity(48486 [BOX])      0.853853  \n",
       "                          Equity(48543 [SHAK])    13.106065  \n",
       "\n",
       "[153892 rows x 14 columns]"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "results"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Time to extract prices 1.11 secs\n"
     ]
    }
   ],
   "source": [
    "start_timer = time()\n",
    "assets = results.index.levels[1].unique()\n",
    "pricing = get_pricing(assets, start_date=start, end_date=end_1m, fields='price')\n",
    "end_timer = time()\n",
    "print \"Time to extract prices %.2f secs\" % (end_timer - start_timer)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Equity(2 [ARNC])</th>\n",
       "      <th>Equity(24 [AAPL])</th>\n",
       "      <th>Equity(41 [ARCB])</th>\n",
       "      <th>Equity(53 [ABMD])</th>\n",
       "      <th>Equity(62 [ABT])</th>\n",
       "      <th>Equity(67 [ADSK])</th>\n",
       "      <th>Equity(76 [TAP])</th>\n",
       "      <th>Equity(110 [ACXM])</th>\n",
       "      <th>Equity(114 [ADBE])</th>\n",
       "      <th>Equity(122 [ADI])</th>\n",
       "      <th>...</th>\n",
       "      <th>Equity(48073 [CRC])</th>\n",
       "      <th>Equity(48091 [VA])</th>\n",
       "      <th>Equity(48104 [PGRE])</th>\n",
       "      <th>Equity(48126 [HABT])</th>\n",
       "      <th>Equity(48169 [KLXI])</th>\n",
       "      <th>Equity(48220 [LC])</th>\n",
       "      <th>Equity(48317 [JUNO])</th>\n",
       "      <th>Equity(48384 [QRVO])</th>\n",
       "      <th>Equity(48486 [BOX])</th>\n",
       "      <th>Equity(48543 [SHAK])</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>15.817</td>\n",
       "      <td>108.418</td>\n",
       "      <td>45.733</td>\n",
       "      <td>37.30</td>\n",
       "      <td>44.233</td>\n",
       "      <td>59.53</td>\n",
       "      <td>73.055</td>\n",
       "      <td>19.605</td>\n",
       "      <td>72.33</td>\n",
       "      <td>54.827</td>\n",
       "      <td>...</td>\n",
       "      <td>5.416</td>\n",
       "      <td>43.80</td>\n",
       "      <td>18.541</td>\n",
       "      <td>31.49</td>\n",
       "      <td>40.24</td>\n",
       "      <td>24.91</td>\n",
       "      <td>48.24</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-05 00:00:00+00:00</th>\n",
       "      <td>14.910</td>\n",
       "      <td>105.392</td>\n",
       "      <td>45.055</td>\n",
       "      <td>37.09</td>\n",
       "      <td>44.252</td>\n",
       "      <td>58.66</td>\n",
       "      <td>72.640</td>\n",
       "      <td>19.425</td>\n",
       "      <td>71.99</td>\n",
       "      <td>53.830</td>\n",
       "      <td>...</td>\n",
       "      <td>4.982</td>\n",
       "      <td>41.61</td>\n",
       "      <td>18.718</td>\n",
       "      <td>30.90</td>\n",
       "      <td>40.63</td>\n",
       "      <td>24.01</td>\n",
       "      <td>46.00</td>\n",
       "      <td>67.62</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-06 00:00:00+00:00</th>\n",
       "      <td>15.000</td>\n",
       "      <td>105.373</td>\n",
       "      <td>43.012</td>\n",
       "      <td>36.13</td>\n",
       "      <td>43.730</td>\n",
       "      <td>57.50</td>\n",
       "      <td>72.274</td>\n",
       "      <td>19.080</td>\n",
       "      <td>70.52</td>\n",
       "      <td>52.566</td>\n",
       "      <td>...</td>\n",
       "      <td>4.753</td>\n",
       "      <td>41.00</td>\n",
       "      <td>18.837</td>\n",
       "      <td>30.64</td>\n",
       "      <td>40.80</td>\n",
       "      <td>22.89</td>\n",
       "      <td>51.49</td>\n",
       "      <td>64.66</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-07 00:00:00+00:00</th>\n",
       "      <td>15.398</td>\n",
       "      <td>106.880</td>\n",
       "      <td>41.935</td>\n",
       "      <td>37.28</td>\n",
       "      <td>44.095</td>\n",
       "      <td>57.37</td>\n",
       "      <td>74.579</td>\n",
       "      <td>19.330</td>\n",
       "      <td>71.12</td>\n",
       "      <td>53.119</td>\n",
       "      <td>...</td>\n",
       "      <td>4.628</td>\n",
       "      <td>39.72</td>\n",
       "      <td>19.182</td>\n",
       "      <td>32.59</td>\n",
       "      <td>40.50</td>\n",
       "      <td>22.89</td>\n",
       "      <td>52.78</td>\n",
       "      <td>66.65</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-08 00:00:00+00:00</th>\n",
       "      <td>15.856</td>\n",
       "      <td>110.967</td>\n",
       "      <td>42.922</td>\n",
       "      <td>38.96</td>\n",
       "      <td>44.991</td>\n",
       "      <td>58.80</td>\n",
       "      <td>76.883</td>\n",
       "      <td>19.790</td>\n",
       "      <td>72.91</td>\n",
       "      <td>54.057</td>\n",
       "      <td>...</td>\n",
       "      <td>4.767</td>\n",
       "      <td>41.05</td>\n",
       "      <td>19.242</td>\n",
       "      <td>33.19</td>\n",
       "      <td>41.62</td>\n",
       "      <td>23.20</td>\n",
       "      <td>52.75</td>\n",
       "      <td>67.69</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 1603 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                           Equity(2 [ARNC])  Equity(24 [AAPL])  \\\n",
       "2015-01-02 00:00:00+00:00            15.817            108.418   \n",
       "2015-01-05 00:00:00+00:00            14.910            105.392   \n",
       "2015-01-06 00:00:00+00:00            15.000            105.373   \n",
       "2015-01-07 00:00:00+00:00            15.398            106.880   \n",
       "2015-01-08 00:00:00+00:00            15.856            110.967   \n",
       "\n",
       "                           Equity(41 [ARCB])  Equity(53 [ABMD])  \\\n",
       "2015-01-02 00:00:00+00:00             45.733              37.30   \n",
       "2015-01-05 00:00:00+00:00             45.055              37.09   \n",
       "2015-01-06 00:00:00+00:00             43.012              36.13   \n",
       "2015-01-07 00:00:00+00:00             41.935              37.28   \n",
       "2015-01-08 00:00:00+00:00             42.922              38.96   \n",
       "\n",
       "                           Equity(62 [ABT])  Equity(67 [ADSK])  \\\n",
       "2015-01-02 00:00:00+00:00            44.233              59.53   \n",
       "2015-01-05 00:00:00+00:00            44.252              58.66   \n",
       "2015-01-06 00:00:00+00:00            43.730              57.50   \n",
       "2015-01-07 00:00:00+00:00            44.095              57.37   \n",
       "2015-01-08 00:00:00+00:00            44.991              58.80   \n",
       "\n",
       "                           Equity(76 [TAP])  Equity(110 [ACXM])  \\\n",
       "2015-01-02 00:00:00+00:00            73.055              19.605   \n",
       "2015-01-05 00:00:00+00:00            72.640              19.425   \n",
       "2015-01-06 00:00:00+00:00            72.274              19.080   \n",
       "2015-01-07 00:00:00+00:00            74.579              19.330   \n",
       "2015-01-08 00:00:00+00:00            76.883              19.790   \n",
       "\n",
       "                           Equity(114 [ADBE])  Equity(122 [ADI])  \\\n",
       "2015-01-02 00:00:00+00:00               72.33             54.827   \n",
       "2015-01-05 00:00:00+00:00               71.99             53.830   \n",
       "2015-01-06 00:00:00+00:00               70.52             52.566   \n",
       "2015-01-07 00:00:00+00:00               71.12             53.119   \n",
       "2015-01-08 00:00:00+00:00               72.91             54.057   \n",
       "\n",
       "                                   ...           Equity(48073 [CRC])  \\\n",
       "2015-01-02 00:00:00+00:00          ...                         5.416   \n",
       "2015-01-05 00:00:00+00:00          ...                         4.982   \n",
       "2015-01-06 00:00:00+00:00          ...                         4.753   \n",
       "2015-01-07 00:00:00+00:00          ...                         4.628   \n",
       "2015-01-08 00:00:00+00:00          ...                         4.767   \n",
       "\n",
       "                           Equity(48091 [VA])  Equity(48104 [PGRE])  \\\n",
       "2015-01-02 00:00:00+00:00               43.80                18.541   \n",
       "2015-01-05 00:00:00+00:00               41.61                18.718   \n",
       "2015-01-06 00:00:00+00:00               41.00                18.837   \n",
       "2015-01-07 00:00:00+00:00               39.72                19.182   \n",
       "2015-01-08 00:00:00+00:00               41.05                19.242   \n",
       "\n",
       "                           Equity(48126 [HABT])  Equity(48169 [KLXI])  \\\n",
       "2015-01-02 00:00:00+00:00                 31.49                 40.24   \n",
       "2015-01-05 00:00:00+00:00                 30.90                 40.63   \n",
       "2015-01-06 00:00:00+00:00                 30.64                 40.80   \n",
       "2015-01-07 00:00:00+00:00                 32.59                 40.50   \n",
       "2015-01-08 00:00:00+00:00                 33.19                 41.62   \n",
       "\n",
       "                           Equity(48220 [LC])  Equity(48317 [JUNO])  \\\n",
       "2015-01-02 00:00:00+00:00               24.91                 48.24   \n",
       "2015-01-05 00:00:00+00:00               24.01                 46.00   \n",
       "2015-01-06 00:00:00+00:00               22.89                 51.49   \n",
       "2015-01-07 00:00:00+00:00               22.89                 52.78   \n",
       "2015-01-08 00:00:00+00:00               23.20                 52.75   \n",
       "\n",
       "                           Equity(48384 [QRVO])  Equity(48486 [BOX])  \\\n",
       "2015-01-02 00:00:00+00:00                   NaN                  NaN   \n",
       "2015-01-05 00:00:00+00:00                 67.62                  NaN   \n",
       "2015-01-06 00:00:00+00:00                 64.66                  NaN   \n",
       "2015-01-07 00:00:00+00:00                 66.65                  NaN   \n",
       "2015-01-08 00:00:00+00:00                 67.69                  NaN   \n",
       "\n",
       "                           Equity(48543 [SHAK])  \n",
       "2015-01-02 00:00:00+00:00                   NaN  \n",
       "2015-01-05 00:00:00+00:00                   NaN  \n",
       "2015-01-06 00:00:00+00:00                   NaN  \n",
       "2015-01-07 00:00:00+00:00                   NaN  \n",
       "2015-01-08 00:00:00+00:00                   NaN  \n",
       "\n",
       "[5 rows x 1603 columns]"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pricing.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Calculate the 1 month forward returns"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Equity(2 [ARNC])</th>\n",
       "      <th>Equity(24 [AAPL])</th>\n",
       "      <th>Equity(41 [ARCB])</th>\n",
       "      <th>Equity(53 [ABMD])</th>\n",
       "      <th>Equity(62 [ABT])</th>\n",
       "      <th>Equity(67 [ADSK])</th>\n",
       "      <th>Equity(76 [TAP])</th>\n",
       "      <th>Equity(110 [ACXM])</th>\n",
       "      <th>Equity(114 [ADBE])</th>\n",
       "      <th>Equity(122 [ADI])</th>\n",
       "      <th>...</th>\n",
       "      <th>Equity(48073 [CRC])</th>\n",
       "      <th>Equity(48091 [VA])</th>\n",
       "      <th>Equity(48104 [PGRE])</th>\n",
       "      <th>Equity(48126 [HABT])</th>\n",
       "      <th>Equity(48169 [KLXI])</th>\n",
       "      <th>Equity(48220 [LC])</th>\n",
       "      <th>Equity(48317 [JUNO])</th>\n",
       "      <th>Equity(48384 [QRVO])</th>\n",
       "      <th>Equity(48486 [BOX])</th>\n",
       "      <th>Equity(48543 [SHAK])</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>0.045963</td>\n",
       "      <td>0.085087</td>\n",
       "      <td>-0.116546</td>\n",
       "      <td>0.417962</td>\n",
       "      <td>0.025660</td>\n",
       "      <td>-0.077608</td>\n",
       "      <td>0.053617</td>\n",
       "      <td>-0.015047</td>\n",
       "      <td>-0.006083</td>\n",
       "      <td>-0.028088</td>\n",
       "      <td>...</td>\n",
       "      <td>0.128877</td>\n",
       "      <td>-0.195890</td>\n",
       "      <td>0.039372</td>\n",
       "      <td>-0.027628</td>\n",
       "      <td>0.010686</td>\n",
       "      <td>-0.185468</td>\n",
       "      <td>-0.146973</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-05 00:00:00+00:00</th>\n",
       "      <td>0.099531</td>\n",
       "      <td>0.125180</td>\n",
       "      <td>-0.133614</td>\n",
       "      <td>0.460771</td>\n",
       "      <td>0.010666</td>\n",
       "      <td>-0.037845</td>\n",
       "      <td>0.057737</td>\n",
       "      <td>-0.008494</td>\n",
       "      <td>0.003751</td>\n",
       "      <td>-0.013580</td>\n",
       "      <td>...</td>\n",
       "      <td>0.267162</td>\n",
       "      <td>-0.149483</td>\n",
       "      <td>0.018485</td>\n",
       "      <td>-0.005178</td>\n",
       "      <td>-0.020182</td>\n",
       "      <td>-0.164931</td>\n",
       "      <td>-0.161087</td>\n",
       "      <td>0.010352</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-06 00:00:00+00:00</th>\n",
       "      <td>0.136200</td>\n",
       "      <td>0.133412</td>\n",
       "      <td>-0.101739</td>\n",
       "      <td>0.536120</td>\n",
       "      <td>0.033364</td>\n",
       "      <td>-0.022087</td>\n",
       "      <td>0.070205</td>\n",
       "      <td>-0.031971</td>\n",
       "      <td>0.036585</td>\n",
       "      <td>0.032302</td>\n",
       "      <td>...</td>\n",
       "      <td>0.407953</td>\n",
       "      <td>-0.151707</td>\n",
       "      <td>0.012582</td>\n",
       "      <td>-0.019909</td>\n",
       "      <td>-0.052941</td>\n",
       "      <td>-0.114024</td>\n",
       "      <td>-0.200427</td>\n",
       "      <td>0.042221</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-07 00:00:00+00:00</th>\n",
       "      <td>0.073776</td>\n",
       "      <td>0.107934</td>\n",
       "      <td>-0.086753</td>\n",
       "      <td>0.554453</td>\n",
       "      <td>0.021454</td>\n",
       "      <td>-0.005229</td>\n",
       "      <td>0.023599</td>\n",
       "      <td>-0.003621</td>\n",
       "      <td>0.020107</td>\n",
       "      <td>0.022308</td>\n",
       "      <td>...</td>\n",
       "      <td>0.323250</td>\n",
       "      <td>-0.133182</td>\n",
       "      <td>-0.044729</td>\n",
       "      <td>-0.030684</td>\n",
       "      <td>-0.037284</td>\n",
       "      <td>-0.107471</td>\n",
       "      <td>-0.252747</td>\n",
       "      <td>-0.012003</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-08 00:00:00+00:00</th>\n",
       "      <td>-0.015767</td>\n",
       "      <td>0.074391</td>\n",
       "      <td>-0.113811</td>\n",
       "      <td>0.458162</td>\n",
       "      <td>-0.020449</td>\n",
       "      <td>-0.024660</td>\n",
       "      <td>-0.018001</td>\n",
       "      <td>-0.065184</td>\n",
       "      <td>-0.007955</td>\n",
       "      <td>-0.003644</td>\n",
       "      <td>...</td>\n",
       "      <td>0.376757</td>\n",
       "      <td>-0.190743</td>\n",
       "      <td>-0.050826</td>\n",
       "      <td>-0.067792</td>\n",
       "      <td>-0.064632</td>\n",
       "      <td>-0.069397</td>\n",
       "      <td>-0.253081</td>\n",
       "      <td>-0.058502</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-09 00:00:00+00:00</th>\n",
       "      <td>-0.010657</td>\n",
       "      <td>0.093766</td>\n",
       "      <td>-0.058038</td>\n",
       "      <td>0.502604</td>\n",
       "      <td>-0.001370</td>\n",
       "      <td>0.003775</td>\n",
       "      <td>-0.056707</td>\n",
       "      <td>-0.072663</td>\n",
       "      <td>0.012669</td>\n",
       "      <td>0.014974</td>\n",
       "      <td>...</td>\n",
       "      <td>0.230924</td>\n",
       "      <td>-0.198296</td>\n",
       "      <td>-0.039977</td>\n",
       "      <td>0.011254</td>\n",
       "      <td>-0.067119</td>\n",
       "      <td>-0.076238</td>\n",
       "      <td>-0.234936</td>\n",
       "      <td>-0.030705</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-12 00:00:00+00:00</th>\n",
       "      <td>-0.042782</td>\n",
       "      <td>0.147290</td>\n",
       "      <td>-0.067597</td>\n",
       "      <td>0.528527</td>\n",
       "      <td>-0.009465</td>\n",
       "      <td>0.017982</td>\n",
       "      <td>-0.051457</td>\n",
       "      <td>-0.050203</td>\n",
       "      <td>0.026719</td>\n",
       "      <td>0.027134</td>\n",
       "      <td>...</td>\n",
       "      <td>0.393457</td>\n",
       "      <td>-0.181168</td>\n",
       "      <td>-0.047745</td>\n",
       "      <td>-0.038643</td>\n",
       "      <td>-0.049480</td>\n",
       "      <td>0.053333</td>\n",
       "      <td>-0.319350</td>\n",
       "      <td>-0.011132</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-13 00:00:00+00:00</th>\n",
       "      <td>-0.008324</td>\n",
       "      <td>0.151543</td>\n",
       "      <td>-0.056947</td>\n",
       "      <td>0.543932</td>\n",
       "      <td>0.013448</td>\n",
       "      <td>0.030340</td>\n",
       "      <td>-0.031510</td>\n",
       "      <td>-0.021527</td>\n",
       "      <td>0.056665</td>\n",
       "      <td>0.059200</td>\n",
       "      <td>...</td>\n",
       "      <td>0.608354</td>\n",
       "      <td>-0.146133</td>\n",
       "      <td>-0.035179</td>\n",
       "      <td>-0.041732</td>\n",
       "      <td>-0.016841</td>\n",
       "      <td>0.016572</td>\n",
       "      <td>-0.285891</td>\n",
       "      <td>0.017074</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-14 00:00:00+00:00</th>\n",
       "      <td>0.060820</td>\n",
       "      <td>0.161944</td>\n",
       "      <td>-0.008148</td>\n",
       "      <td>0.577406</td>\n",
       "      <td>0.040873</td>\n",
       "      <td>0.075519</td>\n",
       "      <td>-0.028957</td>\n",
       "      <td>-0.012416</td>\n",
       "      <td>0.094237</td>\n",
       "      <td>0.066556</td>\n",
       "      <td>...</td>\n",
       "      <td>0.587919</td>\n",
       "      <td>-0.113856</td>\n",
       "      <td>-0.034308</td>\n",
       "      <td>-0.005425</td>\n",
       "      <td>-0.009519</td>\n",
       "      <td>0.043272</td>\n",
       "      <td>-0.218515</td>\n",
       "      <td>0.085218</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-15 00:00:00+00:00</th>\n",
       "      <td>0.053423</td>\n",
       "      <td>0.201108</td>\n",
       "      <td>-0.010993</td>\n",
       "      <td>0.633791</td>\n",
       "      <td>0.056222</td>\n",
       "      <td>0.097093</td>\n",
       "      <td>0.018378</td>\n",
       "      <td>0.065872</td>\n",
       "      <td>0.097169</td>\n",
       "      <td>0.115901</td>\n",
       "      <td>...</td>\n",
       "      <td>0.617456</td>\n",
       "      <td>-0.089461</td>\n",
       "      <td>-0.019377</td>\n",
       "      <td>0.039447</td>\n",
       "      <td>-0.001533</td>\n",
       "      <td>0.017655</td>\n",
       "      <td>-0.095826</td>\n",
       "      <td>0.079397</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-16 00:00:00+00:00</th>\n",
       "      <td>0.039845</td>\n",
       "      <td>0.219358</td>\n",
       "      <td>-0.052823</td>\n",
       "      <td>0.596625</td>\n",
       "      <td>0.043164</td>\n",
       "      <td>0.075299</td>\n",
       "      <td>0.016111</td>\n",
       "      <td>0.045045</td>\n",
       "      <td>0.083647</td>\n",
       "      <td>0.087546</td>\n",
       "      <td>...</td>\n",
       "      <td>0.559204</td>\n",
       "      <td>-0.057256</td>\n",
       "      <td>-0.020174</td>\n",
       "      <td>0.053083</td>\n",
       "      <td>0.024046</td>\n",
       "      <td>0.026697</td>\n",
       "      <td>-0.144823</td>\n",
       "      <td>0.026444</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-20 00:00:00+00:00</th>\n",
       "      <td>0.031464</td>\n",
       "      <td>0.186345</td>\n",
       "      <td>0.026718</td>\n",
       "      <td>0.598099</td>\n",
       "      <td>0.054290</td>\n",
       "      <td>0.076371</td>\n",
       "      <td>0.003588</td>\n",
       "      <td>0.079192</td>\n",
       "      <td>0.087425</td>\n",
       "      <td>0.078321</td>\n",
       "      <td>...</td>\n",
       "      <td>0.626186</td>\n",
       "      <td>-0.094421</td>\n",
       "      <td>-0.027988</td>\n",
       "      <td>0.039457</td>\n",
       "      <td>0.046026</td>\n",
       "      <td>-0.002716</td>\n",
       "      <td>-0.058367</td>\n",
       "      <td>-0.040699</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-21 00:00:00+00:00</th>\n",
       "      <td>-0.007001</td>\n",
       "      <td>0.186774</td>\n",
       "      <td>0.049741</td>\n",
       "      <td>0.595610</td>\n",
       "      <td>0.077351</td>\n",
       "      <td>0.083942</td>\n",
       "      <td>-0.000330</td>\n",
       "      <td>0.084989</td>\n",
       "      <td>0.098127</td>\n",
       "      <td>0.083576</td>\n",
       "      <td>...</td>\n",
       "      <td>0.720176</td>\n",
       "      <td>-0.091669</td>\n",
       "      <td>-0.017288</td>\n",
       "      <td>0.028745</td>\n",
       "      <td>0.032860</td>\n",
       "      <td>0.134358</td>\n",
       "      <td>-0.007634</td>\n",
       "      <td>-0.053587</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-22 00:00:00+00:00</th>\n",
       "      <td>-0.031297</td>\n",
       "      <td>0.188047</td>\n",
       "      <td>0.018074</td>\n",
       "      <td>0.569191</td>\n",
       "      <td>0.064197</td>\n",
       "      <td>0.063326</td>\n",
       "      <td>-0.016581</td>\n",
       "      <td>0.018450</td>\n",
       "      <td>0.062602</td>\n",
       "      <td>0.077437</td>\n",
       "      <td>...</td>\n",
       "      <td>0.707143</td>\n",
       "      <td>-0.127781</td>\n",
       "      <td>-0.027958</td>\n",
       "      <td>0.059426</td>\n",
       "      <td>0.032681</td>\n",
       "      <td>0.221708</td>\n",
       "      <td>0.036919</td>\n",
       "      <td>-0.079026</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-23 00:00:00+00:00</th>\n",
       "      <td>-0.000700</td>\n",
       "      <td>0.174459</td>\n",
       "      <td>0.044515</td>\n",
       "      <td>0.543704</td>\n",
       "      <td>0.083009</td>\n",
       "      <td>0.066506</td>\n",
       "      <td>-0.019845</td>\n",
       "      <td>0.004139</td>\n",
       "      <td>0.048738</td>\n",
       "      <td>0.093385</td>\n",
       "      <td>...</td>\n",
       "      <td>0.681604</td>\n",
       "      <td>-0.049270</td>\n",
       "      <td>-0.041986</td>\n",
       "      <td>0.100564</td>\n",
       "      <td>0.055672</td>\n",
       "      <td>0.238869</td>\n",
       "      <td>0.102015</td>\n",
       "      <td>-0.055048</td>\n",
       "      <td>-0.188337</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-26 00:00:00+00:00</th>\n",
       "      <td>-0.065538</td>\n",
       "      <td>0.143238</td>\n",
       "      <td>0.028695</td>\n",
       "      <td>0.521750</td>\n",
       "      <td>0.073632</td>\n",
       "      <td>0.065098</td>\n",
       "      <td>-0.027270</td>\n",
       "      <td>0.021189</td>\n",
       "      <td>0.073422</td>\n",
       "      <td>0.086498</td>\n",
       "      <td>...</td>\n",
       "      <td>0.604552</td>\n",
       "      <td>-0.029507</td>\n",
       "      <td>-0.053155</td>\n",
       "      <td>0.048377</td>\n",
       "      <td>0.059187</td>\n",
       "      <td>0.026013</td>\n",
       "      <td>0.056288</td>\n",
       "      <td>-0.081077</td>\n",
       "      <td>-0.173026</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-27 00:00:00+00:00</th>\n",
       "      <td>-0.049540</td>\n",
       "      <td>0.199494</td>\n",
       "      <td>0.023801</td>\n",
       "      <td>0.578675</td>\n",
       "      <td>0.089715</td>\n",
       "      <td>0.086569</td>\n",
       "      <td>0.001499</td>\n",
       "      <td>0.045431</td>\n",
       "      <td>0.105094</td>\n",
       "      <td>0.110694</td>\n",
       "      <td>...</td>\n",
       "      <td>0.531229</td>\n",
       "      <td>-0.040227</td>\n",
       "      <td>-0.072714</td>\n",
       "      <td>0.009408</td>\n",
       "      <td>0.055469</td>\n",
       "      <td>0.034500</td>\n",
       "      <td>0.048458</td>\n",
       "      <td>-0.030098</td>\n",
       "      <td>-0.111215</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-28 00:00:00+00:00</th>\n",
       "      <td>-0.062846</td>\n",
       "      <td>0.118429</td>\n",
       "      <td>0.058441</td>\n",
       "      <td>0.217060</td>\n",
       "      <td>0.090973</td>\n",
       "      <td>0.177020</td>\n",
       "      <td>-0.012317</td>\n",
       "      <td>0.086909</td>\n",
       "      <td>0.125979</td>\n",
       "      <td>0.113876</td>\n",
       "      <td>...</td>\n",
       "      <td>0.566696</td>\n",
       "      <td>0.001143</td>\n",
       "      <td>-0.061332</td>\n",
       "      <td>0.032538</td>\n",
       "      <td>0.024096</td>\n",
       "      <td>0.013930</td>\n",
       "      <td>0.105821</td>\n",
       "      <td>-0.083113</td>\n",
       "      <td>-0.059151</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-29 00:00:00+00:00</th>\n",
       "      <td>-0.062728</td>\n",
       "      <td>0.089902</td>\n",
       "      <td>0.093641</td>\n",
       "      <td>0.189282</td>\n",
       "      <td>0.042848</td>\n",
       "      <td>0.155770</td>\n",
       "      <td>-0.021809</td>\n",
       "      <td>0.088000</td>\n",
       "      <td>0.113608</td>\n",
       "      <td>0.130835</td>\n",
       "      <td>...</td>\n",
       "      <td>0.535692</td>\n",
       "      <td>-0.004960</td>\n",
       "      <td>-0.062856</td>\n",
       "      <td>-0.026194</td>\n",
       "      <td>0.022716</td>\n",
       "      <td>0.029351</td>\n",
       "      <td>0.096584</td>\n",
       "      <td>-0.085575</td>\n",
       "      <td>0.001600</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-30 00:00:00+00:00</th>\n",
       "      <td>-0.028291</td>\n",
       "      <td>0.108566</td>\n",
       "      <td>0.084574</td>\n",
       "      <td>0.162962</td>\n",
       "      <td>0.051705</td>\n",
       "      <td>0.160896</td>\n",
       "      <td>-0.010640</td>\n",
       "      <td>0.097856</td>\n",
       "      <td>0.125873</td>\n",
       "      <td>0.135067</td>\n",
       "      <td>...</td>\n",
       "      <td>0.466745</td>\n",
       "      <td>0.088419</td>\n",
       "      <td>-0.039261</td>\n",
       "      <td>-0.047835</td>\n",
       "      <td>0.040946</td>\n",
       "      <td>0.065495</td>\n",
       "      <td>0.125527</td>\n",
       "      <td>-0.041148</td>\n",
       "      <td>-0.015949</td>\n",
       "      <td>-0.025350</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-02-02 00:00:00+00:00</th>\n",
       "      <td>-0.090466</td>\n",
       "      <td>0.088092</td>\n",
       "      <td>0.034908</td>\n",
       "      <td>0.181450</td>\n",
       "      <td>0.039130</td>\n",
       "      <td>0.155424</td>\n",
       "      <td>-0.019817</td>\n",
       "      <td>0.058919</td>\n",
       "      <td>0.091689</td>\n",
       "      <td>0.124409</td>\n",
       "      <td>...</td>\n",
       "      <td>0.436804</td>\n",
       "      <td>0.022128</td>\n",
       "      <td>-0.034326</td>\n",
       "      <td>0.030514</td>\n",
       "      <td>0.032022</td>\n",
       "      <td>0.042575</td>\n",
       "      <td>0.191667</td>\n",
       "      <td>0.048173</td>\n",
       "      <td>0.052486</td>\n",
       "      <td>0.061609</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-02-03 00:00:00+00:00</th>\n",
       "      <td>-0.133281</td>\n",
       "      <td>0.069974</td>\n",
       "      <td>-0.010866</td>\n",
       "      <td>0.160333</td>\n",
       "      <td>0.035576</td>\n",
       "      <td>0.146421</td>\n",
       "      <td>-0.038533</td>\n",
       "      <td>0.025375</td>\n",
       "      <td>0.093476</td>\n",
       "      <td>0.090510</td>\n",
       "      <td>...</td>\n",
       "      <td>0.194145</td>\n",
       "      <td>0.030097</td>\n",
       "      <td>-0.055057</td>\n",
       "      <td>0.044089</td>\n",
       "      <td>0.007376</td>\n",
       "      <td>-0.020700</td>\n",
       "      <td>0.264496</td>\n",
       "      <td>0.087274</td>\n",
       "      <td>0.054366</td>\n",
       "      <td>-0.014709</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-02-04 00:00:00+00:00</th>\n",
       "      <td>-0.119312</td>\n",
       "      <td>0.063069</td>\n",
       "      <td>0.024312</td>\n",
       "      <td>0.113695</td>\n",
       "      <td>0.029671</td>\n",
       "      <td>0.094082</td>\n",
       "      <td>-0.039266</td>\n",
       "      <td>0.008827</td>\n",
       "      <td>0.073346</td>\n",
       "      <td>0.084634</td>\n",
       "      <td>...</td>\n",
       "      <td>0.121654</td>\n",
       "      <td>-0.002826</td>\n",
       "      <td>-0.068873</td>\n",
       "      <td>0.077098</td>\n",
       "      <td>0.029892</td>\n",
       "      <td>-0.001496</td>\n",
       "      <td>0.369267</td>\n",
       "      <td>0.068355</td>\n",
       "      <td>0.107791</td>\n",
       "      <td>0.061229</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-02-05 00:00:00+00:00</th>\n",
       "      <td>-0.197911</td>\n",
       "      <td>0.059876</td>\n",
       "      <td>0.048323</td>\n",
       "      <td>0.078919</td>\n",
       "      <td>0.025869</td>\n",
       "      <td>0.098346</td>\n",
       "      <td>-0.037945</td>\n",
       "      <td>0.057390</td>\n",
       "      <td>0.066211</td>\n",
       "      <td>0.070691</td>\n",
       "      <td>...</td>\n",
       "      <td>0.070084</td>\n",
       "      <td>0.002300</td>\n",
       "      <td>-0.046084</td>\n",
       "      <td>0.170163</td>\n",
       "      <td>0.060041</td>\n",
       "      <td>-0.021943</td>\n",
       "      <td>0.223464</td>\n",
       "      <td>0.110402</td>\n",
       "      <td>0.162470</td>\n",
       "      <td>0.025671</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-02-06 00:00:00+00:00</th>\n",
       "      <td>-0.184710</td>\n",
       "      <td>0.047173</td>\n",
       "      <td>0.028148</td>\n",
       "      <td>0.019672</td>\n",
       "      <td>0.015386</td>\n",
       "      <td>0.045032</td>\n",
       "      <td>-0.043464</td>\n",
       "      <td>-0.018692</td>\n",
       "      <td>0.047416</td>\n",
       "      <td>0.047216</td>\n",
       "      <td>...</td>\n",
       "      <td>0.112182</td>\n",
       "      <td>-0.028173</td>\n",
       "      <td>0.003002</td>\n",
       "      <td>0.128173</td>\n",
       "      <td>0.025904</td>\n",
       "      <td>-0.045032</td>\n",
       "      <td>0.294118</td>\n",
       "      <td>0.095368</td>\n",
       "      <td>0.090909</td>\n",
       "      <td>0.094976</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-02-09 00:00:00+00:00</th>\n",
       "      <td>-0.131103</td>\n",
       "      <td>0.021137</td>\n",
       "      <td>0.051450</td>\n",
       "      <td>0.033269</td>\n",
       "      <td>0.040208</td>\n",
       "      <td>0.044115</td>\n",
       "      <td>-0.029656</td>\n",
       "      <td>0.020000</td>\n",
       "      <td>0.050878</td>\n",
       "      <td>0.057501</td>\n",
       "      <td>...</td>\n",
       "      <td>0.081975</td>\n",
       "      <td>0.022577</td>\n",
       "      <td>0.025350</td>\n",
       "      <td>0.054945</td>\n",
       "      <td>0.053172</td>\n",
       "      <td>-0.095878</td>\n",
       "      <td>0.267259</td>\n",
       "      <td>0.144673</td>\n",
       "      <td>0.054496</td>\n",
       "      <td>0.142203</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-02-10 00:00:00+00:00</th>\n",
       "      <td>-0.131969</td>\n",
       "      <td>0.019833</td>\n",
       "      <td>0.035347</td>\n",
       "      <td>0.061525</td>\n",
       "      <td>0.052308</td>\n",
       "      <td>0.028034</td>\n",
       "      <td>0.039451</td>\n",
       "      <td>0.046575</td>\n",
       "      <td>0.064064</td>\n",
       "      <td>0.042289</td>\n",
       "      <td>...</td>\n",
       "      <td>0.168793</td>\n",
       "      <td>0.020956</td>\n",
       "      <td>0.029203</td>\n",
       "      <td>0.016216</td>\n",
       "      <td>0.041558</td>\n",
       "      <td>-0.082530</td>\n",
       "      <td>0.204239</td>\n",
       "      <td>0.129171</td>\n",
       "      <td>-0.136797</td>\n",
       "      <td>0.134249</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-02-11 00:00:00+00:00</th>\n",
       "      <td>-0.121043</td>\n",
       "      <td>-0.010174</td>\n",
       "      <td>0.056579</td>\n",
       "      <td>0.032236</td>\n",
       "      <td>0.043618</td>\n",
       "      <td>0.036872</td>\n",
       "      <td>0.033474</td>\n",
       "      <td>0.003737</td>\n",
       "      <td>0.062868</td>\n",
       "      <td>0.041146</td>\n",
       "      <td>...</td>\n",
       "      <td>0.087313</td>\n",
       "      <td>0.048134</td>\n",
       "      <td>0.023923</td>\n",
       "      <td>-0.020425</td>\n",
       "      <td>0.034357</td>\n",
       "      <td>-0.137432</td>\n",
       "      <td>0.181558</td>\n",
       "      <td>0.120136</td>\n",
       "      <td>-0.142446</td>\n",
       "      <td>0.166747</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-02-12 00:00:00+00:00</th>\n",
       "      <td>-0.150903</td>\n",
       "      <td>-0.011779</td>\n",
       "      <td>0.042132</td>\n",
       "      <td>0.021362</td>\n",
       "      <td>0.057725</td>\n",
       "      <td>0.040785</td>\n",
       "      <td>0.026519</td>\n",
       "      <td>0.017287</td>\n",
       "      <td>0.049940</td>\n",
       "      <td>0.043677</td>\n",
       "      <td>...</td>\n",
       "      <td>0.054148</td>\n",
       "      <td>0.001475</td>\n",
       "      <td>0.042493</td>\n",
       "      <td>0.008125</td>\n",
       "      <td>0.027771</td>\n",
       "      <td>-0.102934</td>\n",
       "      <td>0.301190</td>\n",
       "      <td>0.152931</td>\n",
       "      <td>-0.154685</td>\n",
       "      <td>0.143209</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-02-13 00:00:00+00:00</th>\n",
       "      <td>-0.173836</td>\n",
       "      <td>-0.000079</td>\n",
       "      <td>0.019378</td>\n",
       "      <td>-0.003813</td>\n",
       "      <td>0.021913</td>\n",
       "      <td>0.012197</td>\n",
       "      <td>0.019612</td>\n",
       "      <td>0.005238</td>\n",
       "      <td>0.041166</td>\n",
       "      <td>0.036927</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.000924</td>\n",
       "      <td>-0.010348</td>\n",
       "      <td>0.046988</td>\n",
       "      <td>-0.033180</td>\n",
       "      <td>0.026234</td>\n",
       "      <td>-0.125798</td>\n",
       "      <td>0.317621</td>\n",
       "      <td>0.109509</td>\n",
       "      <td>-0.152626</td>\n",
       "      <td>0.126075</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-04-20 00:00:00+00:00</th>\n",
       "      <td>-0.035424</td>\n",
       "      <td>0.023690</td>\n",
       "      <td>-0.064228</td>\n",
       "      <td>-0.019039</td>\n",
       "      <td>0.051017</td>\n",
       "      <td>-0.057503</td>\n",
       "      <td>-0.004075</td>\n",
       "      <td>-0.062500</td>\n",
       "      <td>0.077110</td>\n",
       "      <td>-0.004247</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.186623</td>\n",
       "      <td>-0.026192</td>\n",
       "      <td>0.011820</td>\n",
       "      <td>0.178295</td>\n",
       "      <td>0.056488</td>\n",
       "      <td>-0.093347</td>\n",
       "      <td>-0.186896</td>\n",
       "      <td>0.112964</td>\n",
       "      <td>-0.061384</td>\n",
       "      <td>0.194758</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-04-21 00:00:00+00:00</th>\n",
       "      <td>-0.031134</td>\n",
       "      <td>0.029336</td>\n",
       "      <td>-0.076430</td>\n",
       "      <td>-0.040453</td>\n",
       "      <td>0.042112</td>\n",
       "      <td>-0.065249</td>\n",
       "      <td>-0.005005</td>\n",
       "      <td>-0.047386</td>\n",
       "      <td>0.066872</td>\n",
       "      <td>0.028277</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.110515</td>\n",
       "      <td>-0.076410</td>\n",
       "      <td>0.017991</td>\n",
       "      <td>0.150031</td>\n",
       "      <td>0.069139</td>\n",
       "      <td>-0.088114</td>\n",
       "      <td>-0.187170</td>\n",
       "      <td>0.095720</td>\n",
       "      <td>-0.058626</td>\n",
       "      <td>0.379569</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-04-22 00:00:00+00:00</th>\n",
       "      <td>-0.039172</td>\n",
       "      <td>0.025801</td>\n",
       "      <td>-0.070563</td>\n",
       "      <td>-0.061319</td>\n",
       "      <td>0.020471</td>\n",
       "      <td>-0.074509</td>\n",
       "      <td>-0.006363</td>\n",
       "      <td>-0.093443</td>\n",
       "      <td>0.067011</td>\n",
       "      <td>0.015506</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.067282</td>\n",
       "      <td>-0.088387</td>\n",
       "      <td>0.014797</td>\n",
       "      <td>0.190505</td>\n",
       "      <td>0.070058</td>\n",
       "      <td>-0.058158</td>\n",
       "      <td>-0.169879</td>\n",
       "      <td>0.090872</td>\n",
       "      <td>-0.077638</td>\n",
       "      <td>0.448968</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-04-23 00:00:00+00:00</th>\n",
       "      <td>-0.016044</td>\n",
       "      <td>0.026552</td>\n",
       "      <td>-0.090978</td>\n",
       "      <td>-0.087825</td>\n",
       "      <td>0.012177</td>\n",
       "      <td>-0.101338</td>\n",
       "      <td>-0.011579</td>\n",
       "      <td>-0.076046</td>\n",
       "      <td>0.046275</td>\n",
       "      <td>0.054722</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.089384</td>\n",
       "      <td>-0.062521</td>\n",
       "      <td>0.011645</td>\n",
       "      <td>0.065096</td>\n",
       "      <td>0.048159</td>\n",
       "      <td>-0.021243</td>\n",
       "      <td>-0.190055</td>\n",
       "      <td>0.146854</td>\n",
       "      <td>-0.072717</td>\n",
       "      <td>0.473391</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-04-24 00:00:00+00:00</th>\n",
       "      <td>-0.031940</td>\n",
       "      <td>-0.000832</td>\n",
       "      <td>-0.090322</td>\n",
       "      <td>-0.117553</td>\n",
       "      <td>0.005572</td>\n",
       "      <td>-0.120690</td>\n",
       "      <td>-0.019700</td>\n",
       "      <td>-0.125409</td>\n",
       "      <td>0.036843</td>\n",
       "      <td>0.068912</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.088836</td>\n",
       "      <td>-0.132303</td>\n",
       "      <td>-0.007317</td>\n",
       "      <td>0.027246</td>\n",
       "      <td>0.063713</td>\n",
       "      <td>0.008201</td>\n",
       "      <td>-0.181048</td>\n",
       "      <td>0.175816</td>\n",
       "      <td>-0.042230</td>\n",
       "      <td>0.255403</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-04-27 00:00:00+00:00</th>\n",
       "      <td>-0.047016</td>\n",
       "      <td>-0.000969</td>\n",
       "      <td>-0.049191</td>\n",
       "      <td>-0.063040</td>\n",
       "      <td>0.032203</td>\n",
       "      <td>-0.084323</td>\n",
       "      <td>-0.016648</td>\n",
       "      <td>-0.106161</td>\n",
       "      <td>0.047153</td>\n",
       "      <td>0.096396</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.071985</td>\n",
       "      <td>-0.053258</td>\n",
       "      <td>-0.013087</td>\n",
       "      <td>0.017539</td>\n",
       "      <td>0.089552</td>\n",
       "      <td>0.053215</td>\n",
       "      <td>-0.077725</td>\n",
       "      <td>0.245869</td>\n",
       "      <td>0.010935</td>\n",
       "      <td>0.061472</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-04-28 00:00:00+00:00</th>\n",
       "      <td>-0.058063</td>\n",
       "      <td>0.013483</td>\n",
       "      <td>-0.054695</td>\n",
       "      <td>-0.094619</td>\n",
       "      <td>0.034972</td>\n",
       "      <td>-0.100742</td>\n",
       "      <td>0.003581</td>\n",
       "      <td>-0.126384</td>\n",
       "      <td>0.052348</td>\n",
       "      <td>0.086853</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.078163</td>\n",
       "      <td>-0.054618</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>0.010547</td>\n",
       "      <td>0.055664</td>\n",
       "      <td>0.056111</td>\n",
       "      <td>0.067922</td>\n",
       "      <td>0.213149</td>\n",
       "      <td>0.009169</td>\n",
       "      <td>0.109975</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-04-29 00:00:00+00:00</th>\n",
       "      <td>-0.078866</td>\n",
       "      <td>0.017298</td>\n",
       "      <td>-0.080908</td>\n",
       "      <td>-0.088119</td>\n",
       "      <td>0.030313</td>\n",
       "      <td>-0.090527</td>\n",
       "      <td>-0.003909</td>\n",
       "      <td>-0.089060</td>\n",
       "      <td>0.032102</td>\n",
       "      <td>0.088495</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.115589</td>\n",
       "      <td>-0.066601</td>\n",
       "      <td>-0.008089</td>\n",
       "      <td>0.017376</td>\n",
       "      <td>0.062788</td>\n",
       "      <td>0.086538</td>\n",
       "      <td>0.135234</td>\n",
       "      <td>0.195921</td>\n",
       "      <td>0.019175</td>\n",
       "      <td>0.202789</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-04-30 00:00:00+00:00</th>\n",
       "      <td>-0.073258</td>\n",
       "      <td>0.046593</td>\n",
       "      <td>-0.019382</td>\n",
       "      <td>-0.046791</td>\n",
       "      <td>0.054061</td>\n",
       "      <td>-0.042591</td>\n",
       "      <td>-0.000697</td>\n",
       "      <td>-0.046991</td>\n",
       "      <td>0.049829</td>\n",
       "      <td>0.118776</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.175091</td>\n",
       "      <td>0.009053</td>\n",
       "      <td>0.015047</td>\n",
       "      <td>0.063142</td>\n",
       "      <td>0.048914</td>\n",
       "      <td>0.094037</td>\n",
       "      <td>0.242623</td>\n",
       "      <td>0.228038</td>\n",
       "      <td>0.021004</td>\n",
       "      <td>0.144478</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-01 00:00:00+00:00</th>\n",
       "      <td>-0.105461</td>\n",
       "      <td>0.012047</td>\n",
       "      <td>-0.050452</td>\n",
       "      <td>-0.064137</td>\n",
       "      <td>0.048196</td>\n",
       "      <td>-0.056424</td>\n",
       "      <td>0.005596</td>\n",
       "      <td>-0.030530</td>\n",
       "      <td>0.044759</td>\n",
       "      <td>0.076453</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.100121</td>\n",
       "      <td>0.022791</td>\n",
       "      <td>0.009265</td>\n",
       "      <td>-0.015074</td>\n",
       "      <td>0.054064</td>\n",
       "      <td>0.063305</td>\n",
       "      <td>0.265475</td>\n",
       "      <td>0.161758</td>\n",
       "      <td>-0.007433</td>\n",
       "      <td>0.114064</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-04 00:00:00+00:00</th>\n",
       "      <td>-0.098255</td>\n",
       "      <td>0.015574</td>\n",
       "      <td>-0.047097</td>\n",
       "      <td>-0.047436</td>\n",
       "      <td>0.039565</td>\n",
       "      <td>-0.049342</td>\n",
       "      <td>0.021303</td>\n",
       "      <td>0.010951</td>\n",
       "      <td>0.056156</td>\n",
       "      <td>0.070440</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.060857</td>\n",
       "      <td>0.042178</td>\n",
       "      <td>0.007159</td>\n",
       "      <td>-0.114452</td>\n",
       "      <td>0.071960</td>\n",
       "      <td>0.046291</td>\n",
       "      <td>0.266770</td>\n",
       "      <td>0.182398</td>\n",
       "      <td>-0.000576</td>\n",
       "      <td>0.023926</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-05 00:00:00+00:00</th>\n",
       "      <td>-0.093478</td>\n",
       "      <td>0.033308</td>\n",
       "      <td>-0.011449</td>\n",
       "      <td>-0.161367</td>\n",
       "      <td>0.039708</td>\n",
       "      <td>-0.053401</td>\n",
       "      <td>0.033331</td>\n",
       "      <td>0.009737</td>\n",
       "      <td>0.050000</td>\n",
       "      <td>0.090391</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.058851</td>\n",
       "      <td>0.037383</td>\n",
       "      <td>0.024275</td>\n",
       "      <td>-0.115545</td>\n",
       "      <td>0.029220</td>\n",
       "      <td>0.042662</td>\n",
       "      <td>0.478261</td>\n",
       "      <td>0.212178</td>\n",
       "      <td>-0.002303</td>\n",
       "      <td>-0.031250</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-06 00:00:00+00:00</th>\n",
       "      <td>-0.092836</td>\n",
       "      <td>0.032753</td>\n",
       "      <td>0.005335</td>\n",
       "      <td>-0.135662</td>\n",
       "      <td>0.041035</td>\n",
       "      <td>-0.028119</td>\n",
       "      <td>-0.006578</td>\n",
       "      <td>0.009148</td>\n",
       "      <td>0.058666</td>\n",
       "      <td>0.099199</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.038601</td>\n",
       "      <td>0.050538</td>\n",
       "      <td>0.010117</td>\n",
       "      <td>-0.075464</td>\n",
       "      <td>0.026405</td>\n",
       "      <td>0.022963</td>\n",
       "      <td>0.549648</td>\n",
       "      <td>0.211410</td>\n",
       "      <td>0.028756</td>\n",
       "      <td>0.026533</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-07 00:00:00+00:00</th>\n",
       "      <td>-0.106166</td>\n",
       "      <td>0.020040</td>\n",
       "      <td>-0.061883</td>\n",
       "      <td>-0.094808</td>\n",
       "      <td>0.041075</td>\n",
       "      <td>-0.037267</td>\n",
       "      <td>-0.010296</td>\n",
       "      <td>0.001724</td>\n",
       "      <td>0.045765</td>\n",
       "      <td>0.069581</td>\n",
       "      <td>...</td>\n",
       "      <td>0.010512</td>\n",
       "      <td>-0.017452</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.080064</td>\n",
       "      <td>0.026936</td>\n",
       "      <td>0.008088</td>\n",
       "      <td>0.469692</td>\n",
       "      <td>0.062070</td>\n",
       "      <td>0.034058</td>\n",
       "      <td>0.167474</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-08 00:00:00+00:00</th>\n",
       "      <td>-0.118669</td>\n",
       "      <td>-0.001567</td>\n",
       "      <td>-0.067808</td>\n",
       "      <td>-0.087118</td>\n",
       "      <td>0.012611</td>\n",
       "      <td>-0.058495</td>\n",
       "      <td>-0.022729</td>\n",
       "      <td>0.013234</td>\n",
       "      <td>0.020839</td>\n",
       "      <td>0.053813</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.040791</td>\n",
       "      <td>-0.042288</td>\n",
       "      <td>-0.031530</td>\n",
       "      <td>-0.093448</td>\n",
       "      <td>0.028871</td>\n",
       "      <td>0.045687</td>\n",
       "      <td>0.345904</td>\n",
       "      <td>0.045977</td>\n",
       "      <td>-0.009368</td>\n",
       "      <td>0.125920</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-11 00:00:00+00:00</th>\n",
       "      <td>-0.109158</td>\n",
       "      <td>0.020266</td>\n",
       "      <td>-0.058926</td>\n",
       "      <td>-0.053636</td>\n",
       "      <td>0.024309</td>\n",
       "      <td>-0.042994</td>\n",
       "      <td>-0.024744</td>\n",
       "      <td>0.054147</td>\n",
       "      <td>0.036207</td>\n",
       "      <td>0.087784</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.015094</td>\n",
       "      <td>-0.040816</td>\n",
       "      <td>-0.027842</td>\n",
       "      <td>-0.097390</td>\n",
       "      <td>0.033046</td>\n",
       "      <td>0.033848</td>\n",
       "      <td>0.414725</td>\n",
       "      <td>0.108235</td>\n",
       "      <td>0.025346</td>\n",
       "      <td>0.139153</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-12 00:00:00+00:00</th>\n",
       "      <td>-0.107011</td>\n",
       "      <td>0.021770</td>\n",
       "      <td>-0.045806</td>\n",
       "      <td>-0.074814</td>\n",
       "      <td>0.040948</td>\n",
       "      <td>-0.040669</td>\n",
       "      <td>-0.011391</td>\n",
       "      <td>0.074052</td>\n",
       "      <td>0.040219</td>\n",
       "      <td>0.089645</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.053528</td>\n",
       "      <td>-0.019142</td>\n",
       "      <td>-0.018945</td>\n",
       "      <td>-0.038313</td>\n",
       "      <td>0.009558</td>\n",
       "      <td>0.014002</td>\n",
       "      <td>0.351970</td>\n",
       "      <td>0.097124</td>\n",
       "      <td>0.057391</td>\n",
       "      <td>0.174175</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-13 00:00:00+00:00</th>\n",
       "      <td>-0.115187</td>\n",
       "      <td>0.009206</td>\n",
       "      <td>-0.056583</td>\n",
       "      <td>-0.039094</td>\n",
       "      <td>0.034869</td>\n",
       "      <td>-0.078732</td>\n",
       "      <td>-0.019077</td>\n",
       "      <td>0.062793</td>\n",
       "      <td>0.036066</td>\n",
       "      <td>0.071151</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.054430</td>\n",
       "      <td>0.019266</td>\n",
       "      <td>-0.034818</td>\n",
       "      <td>-0.047960</td>\n",
       "      <td>0.012427</td>\n",
       "      <td>0.013482</td>\n",
       "      <td>0.297918</td>\n",
       "      <td>0.114877</td>\n",
       "      <td>0.004659</td>\n",
       "      <td>0.104939</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-14 00:00:00+00:00</th>\n",
       "      <td>-0.119868</td>\n",
       "      <td>-0.015657</td>\n",
       "      <td>-0.053486</td>\n",
       "      <td>-0.047591</td>\n",
       "      <td>-0.011709</td>\n",
       "      <td>-0.092049</td>\n",
       "      <td>-0.043178</td>\n",
       "      <td>0.054070</td>\n",
       "      <td>-0.006547</td>\n",
       "      <td>0.058051</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.051020</td>\n",
       "      <td>0.003551</td>\n",
       "      <td>-0.035130</td>\n",
       "      <td>-0.067746</td>\n",
       "      <td>0.010804</td>\n",
       "      <td>-0.003212</td>\n",
       "      <td>0.339202</td>\n",
       "      <td>0.067550</td>\n",
       "      <td>0.002343</td>\n",
       "      <td>0.142792</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-15 00:00:00+00:00</th>\n",
       "      <td>-0.111521</td>\n",
       "      <td>-0.009048</td>\n",
       "      <td>-0.063470</td>\n",
       "      <td>-0.024774</td>\n",
       "      <td>-0.004723</td>\n",
       "      <td>-0.091481</td>\n",
       "      <td>-0.028046</td>\n",
       "      <td>0.105263</td>\n",
       "      <td>0.012923</td>\n",
       "      <td>0.061431</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.068922</td>\n",
       "      <td>-0.016272</td>\n",
       "      <td>-0.031470</td>\n",
       "      <td>-0.067568</td>\n",
       "      <td>-0.002022</td>\n",
       "      <td>0.001453</td>\n",
       "      <td>0.344796</td>\n",
       "      <td>0.107395</td>\n",
       "      <td>0.056014</td>\n",
       "      <td>0.063698</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-18 00:00:00+00:00</th>\n",
       "      <td>-0.108209</td>\n",
       "      <td>-0.022200</td>\n",
       "      <td>-0.084045</td>\n",
       "      <td>-0.043978</td>\n",
       "      <td>-0.005329</td>\n",
       "      <td>-0.082705</td>\n",
       "      <td>-0.029121</td>\n",
       "      <td>0.084053</td>\n",
       "      <td>-0.018514</td>\n",
       "      <td>0.067306</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.081582</td>\n",
       "      <td>-0.027972</td>\n",
       "      <td>-0.030536</td>\n",
       "      <td>-0.042530</td>\n",
       "      <td>-0.017025</td>\n",
       "      <td>0.005184</td>\n",
       "      <td>0.253731</td>\n",
       "      <td>0.053051</td>\n",
       "      <td>0.029656</td>\n",
       "      <td>-0.005932</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-19 00:00:00+00:00</th>\n",
       "      <td>-0.088753</td>\n",
       "      <td>-0.017145</td>\n",
       "      <td>-0.068194</td>\n",
       "      <td>-0.012204</td>\n",
       "      <td>0.018777</td>\n",
       "      <td>-0.058404</td>\n",
       "      <td>-0.020845</td>\n",
       "      <td>0.091954</td>\n",
       "      <td>-0.002889</td>\n",
       "      <td>0.082924</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.078680</td>\n",
       "      <td>-0.001724</td>\n",
       "      <td>-0.034459</td>\n",
       "      <td>-0.085789</td>\n",
       "      <td>-0.013647</td>\n",
       "      <td>-0.029010</td>\n",
       "      <td>0.143989</td>\n",
       "      <td>0.056679</td>\n",
       "      <td>0.041617</td>\n",
       "      <td>-0.092999</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-20 00:00:00+00:00</th>\n",
       "      <td>-0.087988</td>\n",
       "      <td>-0.028062</td>\n",
       "      <td>-0.040314</td>\n",
       "      <td>0.011810</td>\n",
       "      <td>0.014949</td>\n",
       "      <td>-0.069977</td>\n",
       "      <td>-0.025939</td>\n",
       "      <td>0.074900</td>\n",
       "      <td>0.001256</td>\n",
       "      <td>0.032470</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.124372</td>\n",
       "      <td>0.053829</td>\n",
       "      <td>-0.064471</td>\n",
       "      <td>-0.039646</td>\n",
       "      <td>-0.023719</td>\n",
       "      <td>-0.019552</td>\n",
       "      <td>0.114066</td>\n",
       "      <td>0.049778</td>\n",
       "      <td>0.032028</td>\n",
       "      <td>-0.163702</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-21 00:00:00+00:00</th>\n",
       "      <td>-0.095385</td>\n",
       "      <td>-0.028843</td>\n",
       "      <td>-0.065349</td>\n",
       "      <td>0.050722</td>\n",
       "      <td>0.013991</td>\n",
       "      <td>-0.051469</td>\n",
       "      <td>-0.010343</td>\n",
       "      <td>0.145871</td>\n",
       "      <td>0.021224</td>\n",
       "      <td>0.044902</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.139259</td>\n",
       "      <td>0.046355</td>\n",
       "      <td>-0.073013</td>\n",
       "      <td>-0.107950</td>\n",
       "      <td>-0.011659</td>\n",
       "      <td>-0.058396</td>\n",
       "      <td>0.114471</td>\n",
       "      <td>0.080472</td>\n",
       "      <td>0.040308</td>\n",
       "      <td>-0.266789</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-22 00:00:00+00:00</th>\n",
       "      <td>-0.092736</td>\n",
       "      <td>-0.041865</td>\n",
       "      <td>-0.045633</td>\n",
       "      <td>0.062717</td>\n",
       "      <td>0.017338</td>\n",
       "      <td>-0.040957</td>\n",
       "      <td>-0.021493</td>\n",
       "      <td>0.136978</td>\n",
       "      <td>0.043853</td>\n",
       "      <td>0.012611</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.113022</td>\n",
       "      <td>0.039663</td>\n",
       "      <td>-0.079470</td>\n",
       "      <td>-0.024336</td>\n",
       "      <td>0.003153</td>\n",
       "      <td>-0.102008</td>\n",
       "      <td>0.099465</td>\n",
       "      <td>0.015352</td>\n",
       "      <td>0.034198</td>\n",
       "      <td>-0.308532</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-26 00:00:00+00:00</th>\n",
       "      <td>-0.080721</td>\n",
       "      <td>-0.011340</td>\n",
       "      <td>-0.069014</td>\n",
       "      <td>0.098139</td>\n",
       "      <td>0.018525</td>\n",
       "      <td>-0.021242</td>\n",
       "      <td>-0.009010</td>\n",
       "      <td>0.193267</td>\n",
       "      <td>0.051033</td>\n",
       "      <td>0.006170</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.096370</td>\n",
       "      <td>0.023156</td>\n",
       "      <td>-0.078592</td>\n",
       "      <td>-0.045147</td>\n",
       "      <td>-0.006080</td>\n",
       "      <td>-0.118764</td>\n",
       "      <td>0.099332</td>\n",
       "      <td>0.025952</td>\n",
       "      <td>0.091123</td>\n",
       "      <td>-0.273933</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-27 00:00:00+00:00</th>\n",
       "      <td>-0.095387</td>\n",
       "      <td>-0.034088</td>\n",
       "      <td>-0.103638</td>\n",
       "      <td>0.068413</td>\n",
       "      <td>0.006539</td>\n",
       "      <td>-0.039467</td>\n",
       "      <td>-0.010829</td>\n",
       "      <td>0.145231</td>\n",
       "      <td>0.047150</td>\n",
       "      <td>-0.025037</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.102757</td>\n",
       "      <td>-0.017121</td>\n",
       "      <td>-0.077861</td>\n",
       "      <td>-0.059904</td>\n",
       "      <td>0.004110</td>\n",
       "      <td>-0.154211</td>\n",
       "      <td>0.046512</td>\n",
       "      <td>-0.016562</td>\n",
       "      <td>0.088732</td>\n",
       "      <td>-0.130642</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-28 00:00:00+00:00</th>\n",
       "      <td>-0.076559</td>\n",
       "      <td>-0.038097</td>\n",
       "      <td>-0.099806</td>\n",
       "      <td>0.102031</td>\n",
       "      <td>0.013908</td>\n",
       "      <td>-0.042904</td>\n",
       "      <td>-0.030315</td>\n",
       "      <td>0.136321</td>\n",
       "      <td>0.033621</td>\n",
       "      <td>-0.036603</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.144487</td>\n",
       "      <td>-0.022059</td>\n",
       "      <td>-0.066352</td>\n",
       "      <td>-0.084062</td>\n",
       "      <td>0.037697</td>\n",
       "      <td>-0.197265</td>\n",
       "      <td>-0.076481</td>\n",
       "      <td>-0.022722</td>\n",
       "      <td>0.082340</td>\n",
       "      <td>-0.179079</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-29 00:00:00+00:00</th>\n",
       "      <td>-0.091854</td>\n",
       "      <td>-0.044045</td>\n",
       "      <td>-0.085162</td>\n",
       "      <td>0.094122</td>\n",
       "      <td>0.008229</td>\n",
       "      <td>-0.069067</td>\n",
       "      <td>-0.037885</td>\n",
       "      <td>0.073627</td>\n",
       "      <td>0.027564</td>\n",
       "      <td>-0.058555</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.177409</td>\n",
       "      <td>-0.051670</td>\n",
       "      <td>-0.064039</td>\n",
       "      <td>-0.094791</td>\n",
       "      <td>0.003650</td>\n",
       "      <td>-0.243103</td>\n",
       "      <td>-0.118744</td>\n",
       "      <td>-0.036663</td>\n",
       "      <td>0.033067</td>\n",
       "      <td>-0.273430</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-0.101128</td>\n",
       "      <td>-0.039071</td>\n",
       "      <td>-0.090389</td>\n",
       "      <td>0.089718</td>\n",
       "      <td>0.002854</td>\n",
       "      <td>-0.079412</td>\n",
       "      <td>-0.044615</td>\n",
       "      <td>0.057126</td>\n",
       "      <td>0.014652</td>\n",
       "      <td>-0.066463</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.212516</td>\n",
       "      <td>-0.051070</td>\n",
       "      <td>-0.071359</td>\n",
       "      <td>-0.110543</td>\n",
       "      <td>0.004322</td>\n",
       "      <td>-0.226939</td>\n",
       "      <td>0.006219</td>\n",
       "      <td>-0.008278</td>\n",
       "      <td>0.068000</td>\n",
       "      <td>-0.233537</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>103 rows × 1603 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                           Equity(2 [ARNC])  Equity(24 [AAPL])  \\\n",
       "2015-01-02 00:00:00+00:00          0.045963           0.085087   \n",
       "2015-01-05 00:00:00+00:00          0.099531           0.125180   \n",
       "2015-01-06 00:00:00+00:00          0.136200           0.133412   \n",
       "2015-01-07 00:00:00+00:00          0.073776           0.107934   \n",
       "2015-01-08 00:00:00+00:00         -0.015767           0.074391   \n",
       "2015-01-09 00:00:00+00:00         -0.010657           0.093766   \n",
       "2015-01-12 00:00:00+00:00         -0.042782           0.147290   \n",
       "2015-01-13 00:00:00+00:00         -0.008324           0.151543   \n",
       "2015-01-14 00:00:00+00:00          0.060820           0.161944   \n",
       "2015-01-15 00:00:00+00:00          0.053423           0.201108   \n",
       "2015-01-16 00:00:00+00:00          0.039845           0.219358   \n",
       "2015-01-20 00:00:00+00:00          0.031464           0.186345   \n",
       "2015-01-21 00:00:00+00:00         -0.007001           0.186774   \n",
       "2015-01-22 00:00:00+00:00         -0.031297           0.188047   \n",
       "2015-01-23 00:00:00+00:00         -0.000700           0.174459   \n",
       "2015-01-26 00:00:00+00:00         -0.065538           0.143238   \n",
       "2015-01-27 00:00:00+00:00         -0.049540           0.199494   \n",
       "2015-01-28 00:00:00+00:00         -0.062846           0.118429   \n",
       "2015-01-29 00:00:00+00:00         -0.062728           0.089902   \n",
       "2015-01-30 00:00:00+00:00         -0.028291           0.108566   \n",
       "2015-02-02 00:00:00+00:00         -0.090466           0.088092   \n",
       "2015-02-03 00:00:00+00:00         -0.133281           0.069974   \n",
       "2015-02-04 00:00:00+00:00         -0.119312           0.063069   \n",
       "2015-02-05 00:00:00+00:00         -0.197911           0.059876   \n",
       "2015-02-06 00:00:00+00:00         -0.184710           0.047173   \n",
       "2015-02-09 00:00:00+00:00         -0.131103           0.021137   \n",
       "2015-02-10 00:00:00+00:00         -0.131969           0.019833   \n",
       "2015-02-11 00:00:00+00:00         -0.121043          -0.010174   \n",
       "2015-02-12 00:00:00+00:00         -0.150903          -0.011779   \n",
       "2015-02-13 00:00:00+00:00         -0.173836          -0.000079   \n",
       "...                                     ...                ...   \n",
       "2015-04-20 00:00:00+00:00         -0.035424           0.023690   \n",
       "2015-04-21 00:00:00+00:00         -0.031134           0.029336   \n",
       "2015-04-22 00:00:00+00:00         -0.039172           0.025801   \n",
       "2015-04-23 00:00:00+00:00         -0.016044           0.026552   \n",
       "2015-04-24 00:00:00+00:00         -0.031940          -0.000832   \n",
       "2015-04-27 00:00:00+00:00         -0.047016          -0.000969   \n",
       "2015-04-28 00:00:00+00:00         -0.058063           0.013483   \n",
       "2015-04-29 00:00:00+00:00         -0.078866           0.017298   \n",
       "2015-04-30 00:00:00+00:00         -0.073258           0.046593   \n",
       "2015-05-01 00:00:00+00:00         -0.105461           0.012047   \n",
       "2015-05-04 00:00:00+00:00         -0.098255           0.015574   \n",
       "2015-05-05 00:00:00+00:00         -0.093478           0.033308   \n",
       "2015-05-06 00:00:00+00:00         -0.092836           0.032753   \n",
       "2015-05-07 00:00:00+00:00         -0.106166           0.020040   \n",
       "2015-05-08 00:00:00+00:00         -0.118669          -0.001567   \n",
       "2015-05-11 00:00:00+00:00         -0.109158           0.020266   \n",
       "2015-05-12 00:00:00+00:00         -0.107011           0.021770   \n",
       "2015-05-13 00:00:00+00:00         -0.115187           0.009206   \n",
       "2015-05-14 00:00:00+00:00         -0.119868          -0.015657   \n",
       "2015-05-15 00:00:00+00:00         -0.111521          -0.009048   \n",
       "2015-05-18 00:00:00+00:00         -0.108209          -0.022200   \n",
       "2015-05-19 00:00:00+00:00         -0.088753          -0.017145   \n",
       "2015-05-20 00:00:00+00:00         -0.087988          -0.028062   \n",
       "2015-05-21 00:00:00+00:00         -0.095385          -0.028843   \n",
       "2015-05-22 00:00:00+00:00         -0.092736          -0.041865   \n",
       "2015-05-26 00:00:00+00:00         -0.080721          -0.011340   \n",
       "2015-05-27 00:00:00+00:00         -0.095387          -0.034088   \n",
       "2015-05-28 00:00:00+00:00         -0.076559          -0.038097   \n",
       "2015-05-29 00:00:00+00:00         -0.091854          -0.044045   \n",
       "2015-06-01 00:00:00+00:00         -0.101128          -0.039071   \n",
       "\n",
       "                           Equity(41 [ARCB])  Equity(53 [ABMD])  \\\n",
       "2015-01-02 00:00:00+00:00          -0.116546           0.417962   \n",
       "2015-01-05 00:00:00+00:00          -0.133614           0.460771   \n",
       "2015-01-06 00:00:00+00:00          -0.101739           0.536120   \n",
       "2015-01-07 00:00:00+00:00          -0.086753           0.554453   \n",
       "2015-01-08 00:00:00+00:00          -0.113811           0.458162   \n",
       "2015-01-09 00:00:00+00:00          -0.058038           0.502604   \n",
       "2015-01-12 00:00:00+00:00          -0.067597           0.528527   \n",
       "2015-01-13 00:00:00+00:00          -0.056947           0.543932   \n",
       "2015-01-14 00:00:00+00:00          -0.008148           0.577406   \n",
       "2015-01-15 00:00:00+00:00          -0.010993           0.633791   \n",
       "2015-01-16 00:00:00+00:00          -0.052823           0.596625   \n",
       "2015-01-20 00:00:00+00:00           0.026718           0.598099   \n",
       "2015-01-21 00:00:00+00:00           0.049741           0.595610   \n",
       "2015-01-22 00:00:00+00:00           0.018074           0.569191   \n",
       "2015-01-23 00:00:00+00:00           0.044515           0.543704   \n",
       "2015-01-26 00:00:00+00:00           0.028695           0.521750   \n",
       "2015-01-27 00:00:00+00:00           0.023801           0.578675   \n",
       "2015-01-28 00:00:00+00:00           0.058441           0.217060   \n",
       "2015-01-29 00:00:00+00:00           0.093641           0.189282   \n",
       "2015-01-30 00:00:00+00:00           0.084574           0.162962   \n",
       "2015-02-02 00:00:00+00:00           0.034908           0.181450   \n",
       "2015-02-03 00:00:00+00:00          -0.010866           0.160333   \n",
       "2015-02-04 00:00:00+00:00           0.024312           0.113695   \n",
       "2015-02-05 00:00:00+00:00           0.048323           0.078919   \n",
       "2015-02-06 00:00:00+00:00           0.028148           0.019672   \n",
       "2015-02-09 00:00:00+00:00           0.051450           0.033269   \n",
       "2015-02-10 00:00:00+00:00           0.035347           0.061525   \n",
       "2015-02-11 00:00:00+00:00           0.056579           0.032236   \n",
       "2015-02-12 00:00:00+00:00           0.042132           0.021362   \n",
       "2015-02-13 00:00:00+00:00           0.019378          -0.003813   \n",
       "...                                      ...                ...   \n",
       "2015-04-20 00:00:00+00:00          -0.064228          -0.019039   \n",
       "2015-04-21 00:00:00+00:00          -0.076430          -0.040453   \n",
       "2015-04-22 00:00:00+00:00          -0.070563          -0.061319   \n",
       "2015-04-23 00:00:00+00:00          -0.090978          -0.087825   \n",
       "2015-04-24 00:00:00+00:00          -0.090322          -0.117553   \n",
       "2015-04-27 00:00:00+00:00          -0.049191          -0.063040   \n",
       "2015-04-28 00:00:00+00:00          -0.054695          -0.094619   \n",
       "2015-04-29 00:00:00+00:00          -0.080908          -0.088119   \n",
       "2015-04-30 00:00:00+00:00          -0.019382          -0.046791   \n",
       "2015-05-01 00:00:00+00:00          -0.050452          -0.064137   \n",
       "2015-05-04 00:00:00+00:00          -0.047097          -0.047436   \n",
       "2015-05-05 00:00:00+00:00          -0.011449          -0.161367   \n",
       "2015-05-06 00:00:00+00:00           0.005335          -0.135662   \n",
       "2015-05-07 00:00:00+00:00          -0.061883          -0.094808   \n",
       "2015-05-08 00:00:00+00:00          -0.067808          -0.087118   \n",
       "2015-05-11 00:00:00+00:00          -0.058926          -0.053636   \n",
       "2015-05-12 00:00:00+00:00          -0.045806          -0.074814   \n",
       "2015-05-13 00:00:00+00:00          -0.056583          -0.039094   \n",
       "2015-05-14 00:00:00+00:00          -0.053486          -0.047591   \n",
       "2015-05-15 00:00:00+00:00          -0.063470          -0.024774   \n",
       "2015-05-18 00:00:00+00:00          -0.084045          -0.043978   \n",
       "2015-05-19 00:00:00+00:00          -0.068194          -0.012204   \n",
       "2015-05-20 00:00:00+00:00          -0.040314           0.011810   \n",
       "2015-05-21 00:00:00+00:00          -0.065349           0.050722   \n",
       "2015-05-22 00:00:00+00:00          -0.045633           0.062717   \n",
       "2015-05-26 00:00:00+00:00          -0.069014           0.098139   \n",
       "2015-05-27 00:00:00+00:00          -0.103638           0.068413   \n",
       "2015-05-28 00:00:00+00:00          -0.099806           0.102031   \n",
       "2015-05-29 00:00:00+00:00          -0.085162           0.094122   \n",
       "2015-06-01 00:00:00+00:00          -0.090389           0.089718   \n",
       "\n",
       "                           Equity(62 [ABT])  Equity(67 [ADSK])  \\\n",
       "2015-01-02 00:00:00+00:00          0.025660          -0.077608   \n",
       "2015-01-05 00:00:00+00:00          0.010666          -0.037845   \n",
       "2015-01-06 00:00:00+00:00          0.033364          -0.022087   \n",
       "2015-01-07 00:00:00+00:00          0.021454          -0.005229   \n",
       "2015-01-08 00:00:00+00:00         -0.020449          -0.024660   \n",
       "2015-01-09 00:00:00+00:00         -0.001370           0.003775   \n",
       "2015-01-12 00:00:00+00:00         -0.009465           0.017982   \n",
       "2015-01-13 00:00:00+00:00          0.013448           0.030340   \n",
       "2015-01-14 00:00:00+00:00          0.040873           0.075519   \n",
       "2015-01-15 00:00:00+00:00          0.056222           0.097093   \n",
       "2015-01-16 00:00:00+00:00          0.043164           0.075299   \n",
       "2015-01-20 00:00:00+00:00          0.054290           0.076371   \n",
       "2015-01-21 00:00:00+00:00          0.077351           0.083942   \n",
       "2015-01-22 00:00:00+00:00          0.064197           0.063326   \n",
       "2015-01-23 00:00:00+00:00          0.083009           0.066506   \n",
       "2015-01-26 00:00:00+00:00          0.073632           0.065098   \n",
       "2015-01-27 00:00:00+00:00          0.089715           0.086569   \n",
       "2015-01-28 00:00:00+00:00          0.090973           0.177020   \n",
       "2015-01-29 00:00:00+00:00          0.042848           0.155770   \n",
       "2015-01-30 00:00:00+00:00          0.051705           0.160896   \n",
       "2015-02-02 00:00:00+00:00          0.039130           0.155424   \n",
       "2015-02-03 00:00:00+00:00          0.035576           0.146421   \n",
       "2015-02-04 00:00:00+00:00          0.029671           0.094082   \n",
       "2015-02-05 00:00:00+00:00          0.025869           0.098346   \n",
       "2015-02-06 00:00:00+00:00          0.015386           0.045032   \n",
       "2015-02-09 00:00:00+00:00          0.040208           0.044115   \n",
       "2015-02-10 00:00:00+00:00          0.052308           0.028034   \n",
       "2015-02-11 00:00:00+00:00          0.043618           0.036872   \n",
       "2015-02-12 00:00:00+00:00          0.057725           0.040785   \n",
       "2015-02-13 00:00:00+00:00          0.021913           0.012197   \n",
       "...                                     ...                ...   \n",
       "2015-04-20 00:00:00+00:00          0.051017          -0.057503   \n",
       "2015-04-21 00:00:00+00:00          0.042112          -0.065249   \n",
       "2015-04-22 00:00:00+00:00          0.020471          -0.074509   \n",
       "2015-04-23 00:00:00+00:00          0.012177          -0.101338   \n",
       "2015-04-24 00:00:00+00:00          0.005572          -0.120690   \n",
       "2015-04-27 00:00:00+00:00          0.032203          -0.084323   \n",
       "2015-04-28 00:00:00+00:00          0.034972          -0.100742   \n",
       "2015-04-29 00:00:00+00:00          0.030313          -0.090527   \n",
       "2015-04-30 00:00:00+00:00          0.054061          -0.042591   \n",
       "2015-05-01 00:00:00+00:00          0.048196          -0.056424   \n",
       "2015-05-04 00:00:00+00:00          0.039565          -0.049342   \n",
       "2015-05-05 00:00:00+00:00          0.039708          -0.053401   \n",
       "2015-05-06 00:00:00+00:00          0.041035          -0.028119   \n",
       "2015-05-07 00:00:00+00:00          0.041075          -0.037267   \n",
       "2015-05-08 00:00:00+00:00          0.012611          -0.058495   \n",
       "2015-05-11 00:00:00+00:00          0.024309          -0.042994   \n",
       "2015-05-12 00:00:00+00:00          0.040948          -0.040669   \n",
       "2015-05-13 00:00:00+00:00          0.034869          -0.078732   \n",
       "2015-05-14 00:00:00+00:00         -0.011709          -0.092049   \n",
       "2015-05-15 00:00:00+00:00         -0.004723          -0.091481   \n",
       "2015-05-18 00:00:00+00:00         -0.005329          -0.082705   \n",
       "2015-05-19 00:00:00+00:00          0.018777          -0.058404   \n",
       "2015-05-20 00:00:00+00:00          0.014949          -0.069977   \n",
       "2015-05-21 00:00:00+00:00          0.013991          -0.051469   \n",
       "2015-05-22 00:00:00+00:00          0.017338          -0.040957   \n",
       "2015-05-26 00:00:00+00:00          0.018525          -0.021242   \n",
       "2015-05-27 00:00:00+00:00          0.006539          -0.039467   \n",
       "2015-05-28 00:00:00+00:00          0.013908          -0.042904   \n",
       "2015-05-29 00:00:00+00:00          0.008229          -0.069067   \n",
       "2015-06-01 00:00:00+00:00          0.002854          -0.079412   \n",
       "\n",
       "                           Equity(76 [TAP])  Equity(110 [ACXM])  \\\n",
       "2015-01-02 00:00:00+00:00          0.053617           -0.015047   \n",
       "2015-01-05 00:00:00+00:00          0.057737           -0.008494   \n",
       "2015-01-06 00:00:00+00:00          0.070205           -0.031971   \n",
       "2015-01-07 00:00:00+00:00          0.023599           -0.003621   \n",
       "2015-01-08 00:00:00+00:00         -0.018001           -0.065184   \n",
       "2015-01-09 00:00:00+00:00         -0.056707           -0.072663   \n",
       "2015-01-12 00:00:00+00:00         -0.051457           -0.050203   \n",
       "2015-01-13 00:00:00+00:00         -0.031510           -0.021527   \n",
       "2015-01-14 00:00:00+00:00         -0.028957           -0.012416   \n",
       "2015-01-15 00:00:00+00:00          0.018378            0.065872   \n",
       "2015-01-16 00:00:00+00:00          0.016111            0.045045   \n",
       "2015-01-20 00:00:00+00:00          0.003588            0.079192   \n",
       "2015-01-21 00:00:00+00:00         -0.000330            0.084989   \n",
       "2015-01-22 00:00:00+00:00         -0.016581            0.018450   \n",
       "2015-01-23 00:00:00+00:00         -0.019845            0.004139   \n",
       "2015-01-26 00:00:00+00:00         -0.027270            0.021189   \n",
       "2015-01-27 00:00:00+00:00          0.001499            0.045431   \n",
       "2015-01-28 00:00:00+00:00         -0.012317            0.086909   \n",
       "2015-01-29 00:00:00+00:00         -0.021809            0.088000   \n",
       "2015-01-30 00:00:00+00:00         -0.010640            0.097856   \n",
       "2015-02-02 00:00:00+00:00         -0.019817            0.058919   \n",
       "2015-02-03 00:00:00+00:00         -0.038533            0.025375   \n",
       "2015-02-04 00:00:00+00:00         -0.039266            0.008827   \n",
       "2015-02-05 00:00:00+00:00         -0.037945            0.057390   \n",
       "2015-02-06 00:00:00+00:00         -0.043464           -0.018692   \n",
       "2015-02-09 00:00:00+00:00         -0.029656            0.020000   \n",
       "2015-02-10 00:00:00+00:00          0.039451            0.046575   \n",
       "2015-02-11 00:00:00+00:00          0.033474            0.003737   \n",
       "2015-02-12 00:00:00+00:00          0.026519            0.017287   \n",
       "2015-02-13 00:00:00+00:00          0.019612            0.005238   \n",
       "...                                     ...                 ...   \n",
       "2015-04-20 00:00:00+00:00         -0.004075           -0.062500   \n",
       "2015-04-21 00:00:00+00:00         -0.005005           -0.047386   \n",
       "2015-04-22 00:00:00+00:00         -0.006363           -0.093443   \n",
       "2015-04-23 00:00:00+00:00         -0.011579           -0.076046   \n",
       "2015-04-24 00:00:00+00:00         -0.019700           -0.125409   \n",
       "2015-04-27 00:00:00+00:00         -0.016648           -0.106161   \n",
       "2015-04-28 00:00:00+00:00          0.003581           -0.126384   \n",
       "2015-04-29 00:00:00+00:00         -0.003909           -0.089060   \n",
       "2015-04-30 00:00:00+00:00         -0.000697           -0.046991   \n",
       "2015-05-01 00:00:00+00:00          0.005596           -0.030530   \n",
       "2015-05-04 00:00:00+00:00          0.021303            0.010951   \n",
       "2015-05-05 00:00:00+00:00          0.033331            0.009737   \n",
       "2015-05-06 00:00:00+00:00         -0.006578            0.009148   \n",
       "2015-05-07 00:00:00+00:00         -0.010296            0.001724   \n",
       "2015-05-08 00:00:00+00:00         -0.022729            0.013234   \n",
       "2015-05-11 00:00:00+00:00         -0.024744            0.054147   \n",
       "2015-05-12 00:00:00+00:00         -0.011391            0.074052   \n",
       "2015-05-13 00:00:00+00:00         -0.019077            0.062793   \n",
       "2015-05-14 00:00:00+00:00         -0.043178            0.054070   \n",
       "2015-05-15 00:00:00+00:00         -0.028046            0.105263   \n",
       "2015-05-18 00:00:00+00:00         -0.029121            0.084053   \n",
       "2015-05-19 00:00:00+00:00         -0.020845            0.091954   \n",
       "2015-05-20 00:00:00+00:00         -0.025939            0.074900   \n",
       "2015-05-21 00:00:00+00:00         -0.010343            0.145871   \n",
       "2015-05-22 00:00:00+00:00         -0.021493            0.136978   \n",
       "2015-05-26 00:00:00+00:00         -0.009010            0.193267   \n",
       "2015-05-27 00:00:00+00:00         -0.010829            0.145231   \n",
       "2015-05-28 00:00:00+00:00         -0.030315            0.136321   \n",
       "2015-05-29 00:00:00+00:00         -0.037885            0.073627   \n",
       "2015-06-01 00:00:00+00:00         -0.044615            0.057126   \n",
       "\n",
       "                           Equity(114 [ADBE])  Equity(122 [ADI])  \\\n",
       "2015-01-02 00:00:00+00:00           -0.006083          -0.028088   \n",
       "2015-01-05 00:00:00+00:00            0.003751          -0.013580   \n",
       "2015-01-06 00:00:00+00:00            0.036585           0.032302   \n",
       "2015-01-07 00:00:00+00:00            0.020107           0.022308   \n",
       "2015-01-08 00:00:00+00:00           -0.007955          -0.003644   \n",
       "2015-01-09 00:00:00+00:00            0.012669           0.014974   \n",
       "2015-01-12 00:00:00+00:00            0.026719           0.027134   \n",
       "2015-01-13 00:00:00+00:00            0.056665           0.059200   \n",
       "2015-01-14 00:00:00+00:00            0.094237           0.066556   \n",
       "2015-01-15 00:00:00+00:00            0.097169           0.115901   \n",
       "2015-01-16 00:00:00+00:00            0.083647           0.087546   \n",
       "2015-01-20 00:00:00+00:00            0.087425           0.078321   \n",
       "2015-01-21 00:00:00+00:00            0.098127           0.083576   \n",
       "2015-01-22 00:00:00+00:00            0.062602           0.077437   \n",
       "2015-01-23 00:00:00+00:00            0.048738           0.093385   \n",
       "2015-01-26 00:00:00+00:00            0.073422           0.086498   \n",
       "2015-01-27 00:00:00+00:00            0.105094           0.110694   \n",
       "2015-01-28 00:00:00+00:00            0.125979           0.113876   \n",
       "2015-01-29 00:00:00+00:00            0.113608           0.130835   \n",
       "2015-01-30 00:00:00+00:00            0.125873           0.135067   \n",
       "2015-02-02 00:00:00+00:00            0.091689           0.124409   \n",
       "2015-02-03 00:00:00+00:00            0.093476           0.090510   \n",
       "2015-02-04 00:00:00+00:00            0.073346           0.084634   \n",
       "2015-02-05 00:00:00+00:00            0.066211           0.070691   \n",
       "2015-02-06 00:00:00+00:00            0.047416           0.047216   \n",
       "2015-02-09 00:00:00+00:00            0.050878           0.057501   \n",
       "2015-02-10 00:00:00+00:00            0.064064           0.042289   \n",
       "2015-02-11 00:00:00+00:00            0.062868           0.041146   \n",
       "2015-02-12 00:00:00+00:00            0.049940           0.043677   \n",
       "2015-02-13 00:00:00+00:00            0.041166           0.036927   \n",
       "...                                       ...                ...   \n",
       "2015-04-20 00:00:00+00:00            0.077110          -0.004247   \n",
       "2015-04-21 00:00:00+00:00            0.066872           0.028277   \n",
       "2015-04-22 00:00:00+00:00            0.067011           0.015506   \n",
       "2015-04-23 00:00:00+00:00            0.046275           0.054722   \n",
       "2015-04-24 00:00:00+00:00            0.036843           0.068912   \n",
       "2015-04-27 00:00:00+00:00            0.047153           0.096396   \n",
       "2015-04-28 00:00:00+00:00            0.052348           0.086853   \n",
       "2015-04-29 00:00:00+00:00            0.032102           0.088495   \n",
       "2015-04-30 00:00:00+00:00            0.049829           0.118776   \n",
       "2015-05-01 00:00:00+00:00            0.044759           0.076453   \n",
       "2015-05-04 00:00:00+00:00            0.056156           0.070440   \n",
       "2015-05-05 00:00:00+00:00            0.050000           0.090391   \n",
       "2015-05-06 00:00:00+00:00            0.058666           0.099199   \n",
       "2015-05-07 00:00:00+00:00            0.045765           0.069581   \n",
       "2015-05-08 00:00:00+00:00            0.020839           0.053813   \n",
       "2015-05-11 00:00:00+00:00            0.036207           0.087784   \n",
       "2015-05-12 00:00:00+00:00            0.040219           0.089645   \n",
       "2015-05-13 00:00:00+00:00            0.036066           0.071151   \n",
       "2015-05-14 00:00:00+00:00           -0.006547           0.058051   \n",
       "2015-05-15 00:00:00+00:00            0.012923           0.061431   \n",
       "2015-05-18 00:00:00+00:00           -0.018514           0.067306   \n",
       "2015-05-19 00:00:00+00:00           -0.002889           0.082924   \n",
       "2015-05-20 00:00:00+00:00            0.001256           0.032470   \n",
       "2015-05-21 00:00:00+00:00            0.021224           0.044902   \n",
       "2015-05-22 00:00:00+00:00            0.043853           0.012611   \n",
       "2015-05-26 00:00:00+00:00            0.051033           0.006170   \n",
       "2015-05-27 00:00:00+00:00            0.047150          -0.025037   \n",
       "2015-05-28 00:00:00+00:00            0.033621          -0.036603   \n",
       "2015-05-29 00:00:00+00:00            0.027564          -0.058555   \n",
       "2015-06-01 00:00:00+00:00            0.014652          -0.066463   \n",
       "\n",
       "                                   ...           Equity(48073 [CRC])  \\\n",
       "2015-01-02 00:00:00+00:00          ...                      0.128877   \n",
       "2015-01-05 00:00:00+00:00          ...                      0.267162   \n",
       "2015-01-06 00:00:00+00:00          ...                      0.407953   \n",
       "2015-01-07 00:00:00+00:00          ...                      0.323250   \n",
       "2015-01-08 00:00:00+00:00          ...                      0.376757   \n",
       "2015-01-09 00:00:00+00:00          ...                      0.230924   \n",
       "2015-01-12 00:00:00+00:00          ...                      0.393457   \n",
       "2015-01-13 00:00:00+00:00          ...                      0.608354   \n",
       "2015-01-14 00:00:00+00:00          ...                      0.587919   \n",
       "2015-01-15 00:00:00+00:00          ...                      0.617456   \n",
       "2015-01-16 00:00:00+00:00          ...                      0.559204   \n",
       "2015-01-20 00:00:00+00:00          ...                      0.626186   \n",
       "2015-01-21 00:00:00+00:00          ...                      0.720176   \n",
       "2015-01-22 00:00:00+00:00          ...                      0.707143   \n",
       "2015-01-23 00:00:00+00:00          ...                      0.681604   \n",
       "2015-01-26 00:00:00+00:00          ...                      0.604552   \n",
       "2015-01-27 00:00:00+00:00          ...                      0.531229   \n",
       "2015-01-28 00:00:00+00:00          ...                      0.566696   \n",
       "2015-01-29 00:00:00+00:00          ...                      0.535692   \n",
       "2015-01-30 00:00:00+00:00          ...                      0.466745   \n",
       "2015-02-02 00:00:00+00:00          ...                      0.436804   \n",
       "2015-02-03 00:00:00+00:00          ...                      0.194145   \n",
       "2015-02-04 00:00:00+00:00          ...                      0.121654   \n",
       "2015-02-05 00:00:00+00:00          ...                      0.070084   \n",
       "2015-02-06 00:00:00+00:00          ...                      0.112182   \n",
       "2015-02-09 00:00:00+00:00          ...                      0.081975   \n",
       "2015-02-10 00:00:00+00:00          ...                      0.168793   \n",
       "2015-02-11 00:00:00+00:00          ...                      0.087313   \n",
       "2015-02-12 00:00:00+00:00          ...                      0.054148   \n",
       "2015-02-13 00:00:00+00:00          ...                     -0.000924   \n",
       "...                                ...                           ...   \n",
       "2015-04-20 00:00:00+00:00          ...                     -0.186623   \n",
       "2015-04-21 00:00:00+00:00          ...                     -0.110515   \n",
       "2015-04-22 00:00:00+00:00          ...                     -0.067282   \n",
       "2015-04-23 00:00:00+00:00          ...                     -0.089384   \n",
       "2015-04-24 00:00:00+00:00          ...                     -0.088836   \n",
       "2015-04-27 00:00:00+00:00          ...                     -0.071985   \n",
       "2015-04-28 00:00:00+00:00          ...                     -0.078163   \n",
       "2015-04-29 00:00:00+00:00          ...                     -0.115589   \n",
       "2015-04-30 00:00:00+00:00          ...                     -0.175091   \n",
       "2015-05-01 00:00:00+00:00          ...                     -0.100121   \n",
       "2015-05-04 00:00:00+00:00          ...                     -0.060857   \n",
       "2015-05-05 00:00:00+00:00          ...                     -0.058851   \n",
       "2015-05-06 00:00:00+00:00          ...                     -0.038601   \n",
       "2015-05-07 00:00:00+00:00          ...                      0.010512   \n",
       "2015-05-08 00:00:00+00:00          ...                     -0.040791   \n",
       "2015-05-11 00:00:00+00:00          ...                     -0.015094   \n",
       "2015-05-12 00:00:00+00:00          ...                     -0.053528   \n",
       "2015-05-13 00:00:00+00:00          ...                     -0.054430   \n",
       "2015-05-14 00:00:00+00:00          ...                     -0.051020   \n",
       "2015-05-15 00:00:00+00:00          ...                     -0.068922   \n",
       "2015-05-18 00:00:00+00:00          ...                     -0.081582   \n",
       "2015-05-19 00:00:00+00:00          ...                     -0.078680   \n",
       "2015-05-20 00:00:00+00:00          ...                     -0.124372   \n",
       "2015-05-21 00:00:00+00:00          ...                     -0.139259   \n",
       "2015-05-22 00:00:00+00:00          ...                     -0.113022   \n",
       "2015-05-26 00:00:00+00:00          ...                     -0.096370   \n",
       "2015-05-27 00:00:00+00:00          ...                     -0.102757   \n",
       "2015-05-28 00:00:00+00:00          ...                     -0.144487   \n",
       "2015-05-29 00:00:00+00:00          ...                     -0.177409   \n",
       "2015-06-01 00:00:00+00:00          ...                     -0.212516   \n",
       "\n",
       "                           Equity(48091 [VA])  Equity(48104 [PGRE])  \\\n",
       "2015-01-02 00:00:00+00:00           -0.195890              0.039372   \n",
       "2015-01-05 00:00:00+00:00           -0.149483              0.018485   \n",
       "2015-01-06 00:00:00+00:00           -0.151707              0.012582   \n",
       "2015-01-07 00:00:00+00:00           -0.133182             -0.044729   \n",
       "2015-01-08 00:00:00+00:00           -0.190743             -0.050826   \n",
       "2015-01-09 00:00:00+00:00           -0.198296             -0.039977   \n",
       "2015-01-12 00:00:00+00:00           -0.181168             -0.047745   \n",
       "2015-01-13 00:00:00+00:00           -0.146133             -0.035179   \n",
       "2015-01-14 00:00:00+00:00           -0.113856             -0.034308   \n",
       "2015-01-15 00:00:00+00:00           -0.089461             -0.019377   \n",
       "2015-01-16 00:00:00+00:00           -0.057256             -0.020174   \n",
       "2015-01-20 00:00:00+00:00           -0.094421             -0.027988   \n",
       "2015-01-21 00:00:00+00:00           -0.091669             -0.017288   \n",
       "2015-01-22 00:00:00+00:00           -0.127781             -0.027958   \n",
       "2015-01-23 00:00:00+00:00           -0.049270             -0.041986   \n",
       "2015-01-26 00:00:00+00:00           -0.029507             -0.053155   \n",
       "2015-01-27 00:00:00+00:00           -0.040227             -0.072714   \n",
       "2015-01-28 00:00:00+00:00            0.001143             -0.061332   \n",
       "2015-01-29 00:00:00+00:00           -0.004960             -0.062856   \n",
       "2015-01-30 00:00:00+00:00            0.088419             -0.039261   \n",
       "2015-02-02 00:00:00+00:00            0.022128             -0.034326   \n",
       "2015-02-03 00:00:00+00:00            0.030097             -0.055057   \n",
       "2015-02-04 00:00:00+00:00           -0.002826             -0.068873   \n",
       "2015-02-05 00:00:00+00:00            0.002300             -0.046084   \n",
       "2015-02-06 00:00:00+00:00           -0.028173              0.003002   \n",
       "2015-02-09 00:00:00+00:00            0.022577              0.025350   \n",
       "2015-02-10 00:00:00+00:00            0.020956              0.029203   \n",
       "2015-02-11 00:00:00+00:00            0.048134              0.023923   \n",
       "2015-02-12 00:00:00+00:00            0.001475              0.042493   \n",
       "2015-02-13 00:00:00+00:00           -0.010348              0.046988   \n",
       "...                                       ...                   ...   \n",
       "2015-04-20 00:00:00+00:00           -0.026192              0.011820   \n",
       "2015-04-21 00:00:00+00:00           -0.076410              0.017991   \n",
       "2015-04-22 00:00:00+00:00           -0.088387              0.014797   \n",
       "2015-04-23 00:00:00+00:00           -0.062521              0.011645   \n",
       "2015-04-24 00:00:00+00:00           -0.132303             -0.007317   \n",
       "2015-04-27 00:00:00+00:00           -0.053258             -0.013087   \n",
       "2015-04-28 00:00:00+00:00           -0.054618             -0.007395   \n",
       "2015-04-29 00:00:00+00:00           -0.066601             -0.008089   \n",
       "2015-04-30 00:00:00+00:00            0.009053              0.015047   \n",
       "2015-05-01 00:00:00+00:00            0.022791              0.009265   \n",
       "2015-05-04 00:00:00+00:00            0.042178              0.007159   \n",
       "2015-05-05 00:00:00+00:00            0.037383              0.024275   \n",
       "2015-05-06 00:00:00+00:00            0.050538              0.010117   \n",
       "2015-05-07 00:00:00+00:00           -0.017452              0.000000   \n",
       "2015-05-08 00:00:00+00:00           -0.042288             -0.031530   \n",
       "2015-05-11 00:00:00+00:00           -0.040816             -0.027842   \n",
       "2015-05-12 00:00:00+00:00           -0.019142             -0.018945   \n",
       "2015-05-13 00:00:00+00:00            0.019266             -0.034818   \n",
       "2015-05-14 00:00:00+00:00            0.003551             -0.035130   \n",
       "2015-05-15 00:00:00+00:00           -0.016272             -0.031470   \n",
       "2015-05-18 00:00:00+00:00           -0.027972             -0.030536   \n",
       "2015-05-19 00:00:00+00:00           -0.001724             -0.034459   \n",
       "2015-05-20 00:00:00+00:00            0.053829             -0.064471   \n",
       "2015-05-21 00:00:00+00:00            0.046355             -0.073013   \n",
       "2015-05-22 00:00:00+00:00            0.039663             -0.079470   \n",
       "2015-05-26 00:00:00+00:00            0.023156             -0.078592   \n",
       "2015-05-27 00:00:00+00:00           -0.017121             -0.077861   \n",
       "2015-05-28 00:00:00+00:00           -0.022059             -0.066352   \n",
       "2015-05-29 00:00:00+00:00           -0.051670             -0.064039   \n",
       "2015-06-01 00:00:00+00:00           -0.051070             -0.071359   \n",
       "\n",
       "                           Equity(48126 [HABT])  Equity(48169 [KLXI])  \\\n",
       "2015-01-02 00:00:00+00:00             -0.027628              0.010686   \n",
       "2015-01-05 00:00:00+00:00             -0.005178             -0.020182   \n",
       "2015-01-06 00:00:00+00:00             -0.019909             -0.052941   \n",
       "2015-01-07 00:00:00+00:00             -0.030684             -0.037284   \n",
       "2015-01-08 00:00:00+00:00             -0.067792             -0.064632   \n",
       "2015-01-09 00:00:00+00:00              0.011254             -0.067119   \n",
       "2015-01-12 00:00:00+00:00             -0.038643             -0.049480   \n",
       "2015-01-13 00:00:00+00:00             -0.041732             -0.016841   \n",
       "2015-01-14 00:00:00+00:00             -0.005425             -0.009519   \n",
       "2015-01-15 00:00:00+00:00              0.039447             -0.001533   \n",
       "2015-01-16 00:00:00+00:00              0.053083              0.024046   \n",
       "2015-01-20 00:00:00+00:00              0.039457              0.046026   \n",
       "2015-01-21 00:00:00+00:00              0.028745              0.032860   \n",
       "2015-01-22 00:00:00+00:00              0.059426              0.032681   \n",
       "2015-01-23 00:00:00+00:00              0.100564              0.055672   \n",
       "2015-01-26 00:00:00+00:00              0.048377              0.059187   \n",
       "2015-01-27 00:00:00+00:00              0.009408              0.055469   \n",
       "2015-01-28 00:00:00+00:00              0.032538              0.024096   \n",
       "2015-01-29 00:00:00+00:00             -0.026194              0.022716   \n",
       "2015-01-30 00:00:00+00:00             -0.047835              0.040946   \n",
       "2015-02-02 00:00:00+00:00              0.030514              0.032022   \n",
       "2015-02-03 00:00:00+00:00              0.044089              0.007376   \n",
       "2015-02-04 00:00:00+00:00              0.077098              0.029892   \n",
       "2015-02-05 00:00:00+00:00              0.170163              0.060041   \n",
       "2015-02-06 00:00:00+00:00              0.128173              0.025904   \n",
       "2015-02-09 00:00:00+00:00              0.054945              0.053172   \n",
       "2015-02-10 00:00:00+00:00              0.016216              0.041558   \n",
       "2015-02-11 00:00:00+00:00             -0.020425              0.034357   \n",
       "2015-02-12 00:00:00+00:00              0.008125              0.027771   \n",
       "2015-02-13 00:00:00+00:00             -0.033180              0.026234   \n",
       "...                                         ...                   ...   \n",
       "2015-04-20 00:00:00+00:00              0.178295              0.056488   \n",
       "2015-04-21 00:00:00+00:00              0.150031              0.069139   \n",
       "2015-04-22 00:00:00+00:00              0.190505              0.070058   \n",
       "2015-04-23 00:00:00+00:00              0.065096              0.048159   \n",
       "2015-04-24 00:00:00+00:00              0.027246              0.063713   \n",
       "2015-04-27 00:00:00+00:00              0.017539              0.089552   \n",
       "2015-04-28 00:00:00+00:00              0.010547              0.055664   \n",
       "2015-04-29 00:00:00+00:00              0.017376              0.062788   \n",
       "2015-04-30 00:00:00+00:00              0.063142              0.048914   \n",
       "2015-05-01 00:00:00+00:00             -0.015074              0.054064   \n",
       "2015-05-04 00:00:00+00:00             -0.114452              0.071960   \n",
       "2015-05-05 00:00:00+00:00             -0.115545              0.029220   \n",
       "2015-05-06 00:00:00+00:00             -0.075464              0.026405   \n",
       "2015-05-07 00:00:00+00:00             -0.080064              0.026936   \n",
       "2015-05-08 00:00:00+00:00             -0.093448              0.028871   \n",
       "2015-05-11 00:00:00+00:00             -0.097390              0.033046   \n",
       "2015-05-12 00:00:00+00:00             -0.038313              0.009558   \n",
       "2015-05-13 00:00:00+00:00             -0.047960              0.012427   \n",
       "2015-05-14 00:00:00+00:00             -0.067746              0.010804   \n",
       "2015-05-15 00:00:00+00:00             -0.067568             -0.002022   \n",
       "2015-05-18 00:00:00+00:00             -0.042530             -0.017025   \n",
       "2015-05-19 00:00:00+00:00             -0.085789             -0.013647   \n",
       "2015-05-20 00:00:00+00:00             -0.039646             -0.023719   \n",
       "2015-05-21 00:00:00+00:00             -0.107950             -0.011659   \n",
       "2015-05-22 00:00:00+00:00             -0.024336              0.003153   \n",
       "2015-05-26 00:00:00+00:00             -0.045147             -0.006080   \n",
       "2015-05-27 00:00:00+00:00             -0.059904              0.004110   \n",
       "2015-05-28 00:00:00+00:00             -0.084062              0.037697   \n",
       "2015-05-29 00:00:00+00:00             -0.094791              0.003650   \n",
       "2015-06-01 00:00:00+00:00             -0.110543              0.004322   \n",
       "\n",
       "                           Equity(48220 [LC])  Equity(48317 [JUNO])  \\\n",
       "2015-01-02 00:00:00+00:00           -0.185468             -0.146973   \n",
       "2015-01-05 00:00:00+00:00           -0.164931             -0.161087   \n",
       "2015-01-06 00:00:00+00:00           -0.114024             -0.200427   \n",
       "2015-01-07 00:00:00+00:00           -0.107471             -0.252747   \n",
       "2015-01-08 00:00:00+00:00           -0.069397             -0.253081   \n",
       "2015-01-09 00:00:00+00:00           -0.076238             -0.234936   \n",
       "2015-01-12 00:00:00+00:00            0.053333             -0.319350   \n",
       "2015-01-13 00:00:00+00:00            0.016572             -0.285891   \n",
       "2015-01-14 00:00:00+00:00            0.043272             -0.218515   \n",
       "2015-01-15 00:00:00+00:00            0.017655             -0.095826   \n",
       "2015-01-16 00:00:00+00:00            0.026697             -0.144823   \n",
       "2015-01-20 00:00:00+00:00           -0.002716             -0.058367   \n",
       "2015-01-21 00:00:00+00:00            0.134358             -0.007634   \n",
       "2015-01-22 00:00:00+00:00            0.221708              0.036919   \n",
       "2015-01-23 00:00:00+00:00            0.238869              0.102015   \n",
       "2015-01-26 00:00:00+00:00            0.026013              0.056288   \n",
       "2015-01-27 00:00:00+00:00            0.034500              0.048458   \n",
       "2015-01-28 00:00:00+00:00            0.013930              0.105821   \n",
       "2015-01-29 00:00:00+00:00            0.029351              0.096584   \n",
       "2015-01-30 00:00:00+00:00            0.065495              0.125527   \n",
       "2015-02-02 00:00:00+00:00            0.042575              0.191667   \n",
       "2015-02-03 00:00:00+00:00           -0.020700              0.264496   \n",
       "2015-02-04 00:00:00+00:00           -0.001496              0.369267   \n",
       "2015-02-05 00:00:00+00:00           -0.021943              0.223464   \n",
       "2015-02-06 00:00:00+00:00           -0.045032              0.294118   \n",
       "2015-02-09 00:00:00+00:00           -0.095878              0.267259   \n",
       "2015-02-10 00:00:00+00:00           -0.082530              0.204239   \n",
       "2015-02-11 00:00:00+00:00           -0.137432              0.181558   \n",
       "2015-02-12 00:00:00+00:00           -0.102934              0.301190   \n",
       "2015-02-13 00:00:00+00:00           -0.125798              0.317621   \n",
       "...                                       ...                   ...   \n",
       "2015-04-20 00:00:00+00:00           -0.093347             -0.186896   \n",
       "2015-04-21 00:00:00+00:00           -0.088114             -0.187170   \n",
       "2015-04-22 00:00:00+00:00           -0.058158             -0.169879   \n",
       "2015-04-23 00:00:00+00:00           -0.021243             -0.190055   \n",
       "2015-04-24 00:00:00+00:00            0.008201             -0.181048   \n",
       "2015-04-27 00:00:00+00:00            0.053215             -0.077725   \n",
       "2015-04-28 00:00:00+00:00            0.056111              0.067922   \n",
       "2015-04-29 00:00:00+00:00            0.086538              0.135234   \n",
       "2015-04-30 00:00:00+00:00            0.094037              0.242623   \n",
       "2015-05-01 00:00:00+00:00            0.063305              0.265475   \n",
       "2015-05-04 00:00:00+00:00            0.046291              0.266770   \n",
       "2015-05-05 00:00:00+00:00            0.042662              0.478261   \n",
       "2015-05-06 00:00:00+00:00            0.022963              0.549648   \n",
       "2015-05-07 00:00:00+00:00            0.008088              0.469692   \n",
       "2015-05-08 00:00:00+00:00            0.045687              0.345904   \n",
       "2015-05-11 00:00:00+00:00            0.033848              0.414725   \n",
       "2015-05-12 00:00:00+00:00            0.014002              0.351970   \n",
       "2015-05-13 00:00:00+00:00            0.013482              0.297918   \n",
       "2015-05-14 00:00:00+00:00           -0.003212              0.339202   \n",
       "2015-05-15 00:00:00+00:00            0.001453              0.344796   \n",
       "2015-05-18 00:00:00+00:00            0.005184              0.253731   \n",
       "2015-05-19 00:00:00+00:00           -0.029010              0.143989   \n",
       "2015-05-20 00:00:00+00:00           -0.019552              0.114066   \n",
       "2015-05-21 00:00:00+00:00           -0.058396              0.114471   \n",
       "2015-05-22 00:00:00+00:00           -0.102008              0.099465   \n",
       "2015-05-26 00:00:00+00:00           -0.118764              0.099332   \n",
       "2015-05-27 00:00:00+00:00           -0.154211              0.046512   \n",
       "2015-05-28 00:00:00+00:00           -0.197265             -0.076481   \n",
       "2015-05-29 00:00:00+00:00           -0.243103             -0.118744   \n",
       "2015-06-01 00:00:00+00:00           -0.226939              0.006219   \n",
       "\n",
       "                           Equity(48384 [QRVO])  Equity(48486 [BOX])  \\\n",
       "2015-01-02 00:00:00+00:00                   NaN                  NaN   \n",
       "2015-01-05 00:00:00+00:00              0.010352                  NaN   \n",
       "2015-01-06 00:00:00+00:00              0.042221                  NaN   \n",
       "2015-01-07 00:00:00+00:00             -0.012003                  NaN   \n",
       "2015-01-08 00:00:00+00:00             -0.058502                  NaN   \n",
       "2015-01-09 00:00:00+00:00             -0.030705                  NaN   \n",
       "2015-01-12 00:00:00+00:00             -0.011132                  NaN   \n",
       "2015-01-13 00:00:00+00:00              0.017074                  NaN   \n",
       "2015-01-14 00:00:00+00:00              0.085218                  NaN   \n",
       "2015-01-15 00:00:00+00:00              0.079397                  NaN   \n",
       "2015-01-16 00:00:00+00:00              0.026444                  NaN   \n",
       "2015-01-20 00:00:00+00:00             -0.040699                  NaN   \n",
       "2015-01-21 00:00:00+00:00             -0.053587                  NaN   \n",
       "2015-01-22 00:00:00+00:00             -0.079026                  NaN   \n",
       "2015-01-23 00:00:00+00:00             -0.055048            -0.188337   \n",
       "2015-01-26 00:00:00+00:00             -0.081077            -0.173026   \n",
       "2015-01-27 00:00:00+00:00             -0.030098            -0.111215   \n",
       "2015-01-28 00:00:00+00:00             -0.083113            -0.059151   \n",
       "2015-01-29 00:00:00+00:00             -0.085575             0.001600   \n",
       "2015-01-30 00:00:00+00:00             -0.041148            -0.015949   \n",
       "2015-02-02 00:00:00+00:00              0.048173             0.052486   \n",
       "2015-02-03 00:00:00+00:00              0.087274             0.054366   \n",
       "2015-02-04 00:00:00+00:00              0.068355             0.107791   \n",
       "2015-02-05 00:00:00+00:00              0.110402             0.162470   \n",
       "2015-02-06 00:00:00+00:00              0.095368             0.090909   \n",
       "2015-02-09 00:00:00+00:00              0.144673             0.054496   \n",
       "2015-02-10 00:00:00+00:00              0.129171            -0.136797   \n",
       "2015-02-11 00:00:00+00:00              0.120136            -0.142446   \n",
       "2015-02-12 00:00:00+00:00              0.152931            -0.154685   \n",
       "2015-02-13 00:00:00+00:00              0.109509            -0.152626   \n",
       "...                                         ...                  ...   \n",
       "2015-04-20 00:00:00+00:00              0.112964            -0.061384   \n",
       "2015-04-21 00:00:00+00:00              0.095720            -0.058626   \n",
       "2015-04-22 00:00:00+00:00              0.090872            -0.077638   \n",
       "2015-04-23 00:00:00+00:00              0.146854            -0.072717   \n",
       "2015-04-24 00:00:00+00:00              0.175816            -0.042230   \n",
       "2015-04-27 00:00:00+00:00              0.245869             0.010935   \n",
       "2015-04-28 00:00:00+00:00              0.213149             0.009169   \n",
       "2015-04-29 00:00:00+00:00              0.195921             0.019175   \n",
       "2015-04-30 00:00:00+00:00              0.228038             0.021004   \n",
       "2015-05-01 00:00:00+00:00              0.161758            -0.007433   \n",
       "2015-05-04 00:00:00+00:00              0.182398            -0.000576   \n",
       "2015-05-05 00:00:00+00:00              0.212178            -0.002303   \n",
       "2015-05-06 00:00:00+00:00              0.211410             0.028756   \n",
       "2015-05-07 00:00:00+00:00              0.062070             0.034058   \n",
       "2015-05-08 00:00:00+00:00              0.045977            -0.009368   \n",
       "2015-05-11 00:00:00+00:00              0.108235             0.025346   \n",
       "2015-05-12 00:00:00+00:00              0.097124             0.057391   \n",
       "2015-05-13 00:00:00+00:00              0.114877             0.004659   \n",
       "2015-05-14 00:00:00+00:00              0.067550             0.002343   \n",
       "2015-05-15 00:00:00+00:00              0.107395             0.056014   \n",
       "2015-05-18 00:00:00+00:00              0.053051             0.029656   \n",
       "2015-05-19 00:00:00+00:00              0.056679             0.041617   \n",
       "2015-05-20 00:00:00+00:00              0.049778             0.032028   \n",
       "2015-05-21 00:00:00+00:00              0.080472             0.040308   \n",
       "2015-05-22 00:00:00+00:00              0.015352             0.034198   \n",
       "2015-05-26 00:00:00+00:00              0.025952             0.091123   \n",
       "2015-05-27 00:00:00+00:00             -0.016562             0.088732   \n",
       "2015-05-28 00:00:00+00:00             -0.022722             0.082340   \n",
       "2015-05-29 00:00:00+00:00             -0.036663             0.033067   \n",
       "2015-06-01 00:00:00+00:00             -0.008278             0.068000   \n",
       "\n",
       "                           Equity(48543 [SHAK])  \n",
       "2015-01-02 00:00:00+00:00                   NaN  \n",
       "2015-01-05 00:00:00+00:00                   NaN  \n",
       "2015-01-06 00:00:00+00:00                   NaN  \n",
       "2015-01-07 00:00:00+00:00                   NaN  \n",
       "2015-01-08 00:00:00+00:00                   NaN  \n",
       "2015-01-09 00:00:00+00:00                   NaN  \n",
       "2015-01-12 00:00:00+00:00                   NaN  \n",
       "2015-01-13 00:00:00+00:00                   NaN  \n",
       "2015-01-14 00:00:00+00:00                   NaN  \n",
       "2015-01-15 00:00:00+00:00                   NaN  \n",
       "2015-01-16 00:00:00+00:00                   NaN  \n",
       "2015-01-20 00:00:00+00:00                   NaN  \n",
       "2015-01-21 00:00:00+00:00                   NaN  \n",
       "2015-01-22 00:00:00+00:00                   NaN  \n",
       "2015-01-23 00:00:00+00:00                   NaN  \n",
       "2015-01-26 00:00:00+00:00                   NaN  \n",
       "2015-01-27 00:00:00+00:00                   NaN  \n",
       "2015-01-28 00:00:00+00:00                   NaN  \n",
       "2015-01-29 00:00:00+00:00                   NaN  \n",
       "2015-01-30 00:00:00+00:00             -0.025350  \n",
       "2015-02-02 00:00:00+00:00              0.061609  \n",
       "2015-02-03 00:00:00+00:00             -0.014709  \n",
       "2015-02-04 00:00:00+00:00              0.061229  \n",
       "2015-02-05 00:00:00+00:00              0.025671  \n",
       "2015-02-06 00:00:00+00:00              0.094976  \n",
       "2015-02-09 00:00:00+00:00              0.142203  \n",
       "2015-02-10 00:00:00+00:00              0.134249  \n",
       "2015-02-11 00:00:00+00:00              0.166747  \n",
       "2015-02-12 00:00:00+00:00              0.143209  \n",
       "2015-02-13 00:00:00+00:00              0.126075  \n",
       "...                                         ...  \n",
       "2015-04-20 00:00:00+00:00              0.194758  \n",
       "2015-04-21 00:00:00+00:00              0.379569  \n",
       "2015-04-22 00:00:00+00:00              0.448968  \n",
       "2015-04-23 00:00:00+00:00              0.473391  \n",
       "2015-04-24 00:00:00+00:00              0.255403  \n",
       "2015-04-27 00:00:00+00:00              0.061472  \n",
       "2015-04-28 00:00:00+00:00              0.109975  \n",
       "2015-04-29 00:00:00+00:00              0.202789  \n",
       "2015-04-30 00:00:00+00:00              0.144478  \n",
       "2015-05-01 00:00:00+00:00              0.114064  \n",
       "2015-05-04 00:00:00+00:00              0.023926  \n",
       "2015-05-05 00:00:00+00:00             -0.031250  \n",
       "2015-05-06 00:00:00+00:00              0.026533  \n",
       "2015-05-07 00:00:00+00:00              0.167474  \n",
       "2015-05-08 00:00:00+00:00              0.125920  \n",
       "2015-05-11 00:00:00+00:00              0.139153  \n",
       "2015-05-12 00:00:00+00:00              0.174175  \n",
       "2015-05-13 00:00:00+00:00              0.104939  \n",
       "2015-05-14 00:00:00+00:00              0.142792  \n",
       "2015-05-15 00:00:00+00:00              0.063698  \n",
       "2015-05-18 00:00:00+00:00             -0.005932  \n",
       "2015-05-19 00:00:00+00:00             -0.092999  \n",
       "2015-05-20 00:00:00+00:00             -0.163702  \n",
       "2015-05-21 00:00:00+00:00             -0.266789  \n",
       "2015-05-22 00:00:00+00:00             -0.308532  \n",
       "2015-05-26 00:00:00+00:00             -0.273933  \n",
       "2015-05-27 00:00:00+00:00             -0.130642  \n",
       "2015-05-28 00:00:00+00:00             -0.179079  \n",
       "2015-05-29 00:00:00+00:00             -0.273430  \n",
       "2015-06-01 00:00:00+00:00             -0.233537  \n",
       "\n",
       "[103 rows x 1603 columns]"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = pricing.pct_change(n_fwd_days).shift(-n_fwd_days)\n",
    "df = df[:end]\n",
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {
    "collapsed": false,
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "2015-01-02 00:00:00+00:00  Equity(2 [ARNC])          0.045963\n",
       "                           Equity(24 [AAPL])         0.085087\n",
       "                           Equity(41 [ARCB])        -0.116546\n",
       "                           Equity(53 [ABMD])         0.417962\n",
       "                           Equity(62 [ABT])          0.025660\n",
       "                           Equity(67 [ADSK])        -0.077608\n",
       "                           Equity(76 [TAP])          0.053617\n",
       "                           Equity(110 [ACXM])       -0.015047\n",
       "                           Equity(114 [ADBE])       -0.006083\n",
       "                           Equity(122 [ADI])        -0.028088\n",
       "                           Equity(128 [ADM])        -0.063594\n",
       "                           Equity(161 [AEP])         0.026646\n",
       "                           Equity(166 [AES])        -0.080893\n",
       "                           Equity(168 [AET])         0.063326\n",
       "                           Equity(185 [AFL])        -0.032088\n",
       "                           Equity(197 [AGCO])        0.087274\n",
       "                           Equity(205 [AGN])         0.037381\n",
       "                           Equity(216 [HES])        -0.020496\n",
       "                           Equity(239 [AIG])        -0.084858\n",
       "                           Equity(266 [AJG])        -0.028550\n",
       "                           Equity(270 [AKRX])        0.212642\n",
       "                           Equity(300 [ALK])         0.080417\n",
       "                           Equity(301 [ALKS])        0.189756\n",
       "                           Equity(328 [ALTR])       -0.081680\n",
       "                           Equity(337 [AMAT])       -0.060168\n",
       "                           Equity(351 [AMD])         0.024119\n",
       "                           Equity(353 [AME])        -0.040879\n",
       "                           Equity(357 [TWX])        -0.054277\n",
       "                           Equity(368 [AMGN])       -0.047064\n",
       "                           Equity(410 [AN])          0.052298\n",
       "                                                       ...   \n",
       "2015-06-01 00:00:00+00:00  Equity(47207 [SERV])      0.071831\n",
       "                           Equity(47208 [GPRO])     -0.098649\n",
       "                           Equity(47228 [MIK])      -0.023593\n",
       "                           Equity(47230 [CLNS])     -0.154865\n",
       "                           Equity(47334 [TERP])     -0.048835\n",
       "                           Equity(47382 [LOCO])     -0.000963\n",
       "                           Equity(47414 [CTLT])     -0.044144\n",
       "                           Equity(47415 [SYF])       0.016076\n",
       "                           Equity(47430 [MBLY])      0.146121\n",
       "                           Equity(47578 [LTRP_A])    0.137227\n",
       "                           Equity(47752 [CDK])       0.011944\n",
       "                           Equity(47777 [CFG])       0.012611\n",
       "                           Equity(47779 [CYBR])      0.035803\n",
       "                           Equity(47820 [VSLR])     -0.132668\n",
       "                           Equity(47833 [W])         0.307532\n",
       "                           Equity(47888 [FCAU])     -0.107494\n",
       "                           Equity(47912 [ZAYO])     -0.020936\n",
       "                           Equity(47921 [KEYS])     -0.050244\n",
       "                           Equity(47929 [HYH])      -0.024085\n",
       "                           Equity(48065 [AXTA])     -0.048591\n",
       "                           Equity(48073 [CRC])      -0.212516\n",
       "                           Equity(48091 [VA])       -0.051070\n",
       "                           Equity(48104 [PGRE])     -0.071359\n",
       "                           Equity(48126 [HABT])     -0.110543\n",
       "                           Equity(48169 [KLXI])      0.004322\n",
       "                           Equity(48220 [LC])       -0.226939\n",
       "                           Equity(48317 [JUNO])      0.006219\n",
       "                           Equity(48384 [QRVO])     -0.008278\n",
       "                           Equity(48486 [BOX])       0.068000\n",
       "                           Equity(48543 [SHAK])     -0.233537\n",
       "dtype: float64"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df1 = df.stack()\n",
    "df1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "df1.index.names = ['date', 'security']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "collapsed": false,
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "date                       security              \n",
       "2015-01-02 00:00:00+00:00  Equity(2 [ARNC])          0.045963\n",
       "                           Equity(24 [AAPL])         0.085087\n",
       "                           Equity(41 [ARCB])        -0.116546\n",
       "                           Equity(53 [ABMD])         0.417962\n",
       "                           Equity(62 [ABT])          0.025660\n",
       "                           Equity(67 [ADSK])        -0.077608\n",
       "                           Equity(76 [TAP])          0.053617\n",
       "                           Equity(110 [ACXM])       -0.015047\n",
       "                           Equity(114 [ADBE])       -0.006083\n",
       "                           Equity(122 [ADI])        -0.028088\n",
       "                           Equity(128 [ADM])        -0.063594\n",
       "                           Equity(161 [AEP])         0.026646\n",
       "                           Equity(166 [AES])        -0.080893\n",
       "                           Equity(168 [AET])         0.063326\n",
       "                           Equity(185 [AFL])        -0.032088\n",
       "                           Equity(197 [AGCO])        0.087274\n",
       "                           Equity(205 [AGN])         0.037381\n",
       "                           Equity(216 [HES])        -0.020496\n",
       "                           Equity(239 [AIG])        -0.084858\n",
       "                           Equity(266 [AJG])        -0.028550\n",
       "                           Equity(270 [AKRX])        0.212642\n",
       "                           Equity(300 [ALK])         0.080417\n",
       "                           Equity(301 [ALKS])        0.189756\n",
       "                           Equity(328 [ALTR])       -0.081680\n",
       "                           Equity(337 [AMAT])       -0.060168\n",
       "                           Equity(351 [AMD])         0.024119\n",
       "                           Equity(353 [AME])        -0.040879\n",
       "                           Equity(357 [TWX])        -0.054277\n",
       "                           Equity(368 [AMGN])       -0.047064\n",
       "                           Equity(410 [AN])          0.052298\n",
       "                                                       ...   \n",
       "2015-06-01 00:00:00+00:00  Equity(47207 [SERV])      0.071831\n",
       "                           Equity(47208 [GPRO])     -0.098649\n",
       "                           Equity(47228 [MIK])      -0.023593\n",
       "                           Equity(47230 [CLNS])     -0.154865\n",
       "                           Equity(47334 [TERP])     -0.048835\n",
       "                           Equity(47382 [LOCO])     -0.000963\n",
       "                           Equity(47414 [CTLT])     -0.044144\n",
       "                           Equity(47415 [SYF])       0.016076\n",
       "                           Equity(47430 [MBLY])      0.146121\n",
       "                           Equity(47578 [LTRP_A])    0.137227\n",
       "                           Equity(47752 [CDK])       0.011944\n",
       "                           Equity(47777 [CFG])       0.012611\n",
       "                           Equity(47779 [CYBR])      0.035803\n",
       "                           Equity(47820 [VSLR])     -0.132668\n",
       "                           Equity(47833 [W])         0.307532\n",
       "                           Equity(47888 [FCAU])     -0.107494\n",
       "                           Equity(47912 [ZAYO])     -0.020936\n",
       "                           Equity(47921 [KEYS])     -0.050244\n",
       "                           Equity(47929 [HYH])      -0.024085\n",
       "                           Equity(48065 [AXTA])     -0.048591\n",
       "                           Equity(48073 [CRC])      -0.212516\n",
       "                           Equity(48091 [VA])       -0.051070\n",
       "                           Equity(48104 [PGRE])     -0.071359\n",
       "                           Equity(48126 [HABT])     -0.110543\n",
       "                           Equity(48169 [KLXI])      0.004322\n",
       "                           Equity(48220 [LC])       -0.226939\n",
       "                           Equity(48317 [JUNO])      0.006219\n",
       "                           Equity(48384 [QRVO])     -0.008278\n",
       "                           Equity(48486 [BOX])       0.068000\n",
       "                           Equity(48543 [SHAK])     -0.233537\n",
       "dtype: float64"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "df1.name = 'returns'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>Earnings_Quality</th>\n",
       "      <th>Price_Momentum_1M</th>\n",
       "      <th>Price_Oscillator</th>\n",
       "      <th>assets_turnover</th>\n",
       "      <th>cf_yield</th>\n",
       "      <th>dividend_yield</th>\n",
       "      <th>forward_earning_yield</th>\n",
       "      <th>gearing</th>\n",
       "      <th>gp_ta</th>\n",
       "      <th>market_cap</th>\n",
       "      <th>net_margin</th>\n",
       "      <th>pb_ratio</th>\n",
       "      <th>roe</th>\n",
       "      <th>vol</th>\n",
       "      <th>returns</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th>security</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"30\" valign=\"top\">2015-01-02 00:00:00+00:00</th>\n",
       "      <th>Equity(2 [ARNC])</th>\n",
       "      <td>NaN</td>\n",
       "      <td>0.913295</td>\n",
       "      <td>0.097341</td>\n",
       "      <td>0.169928</td>\n",
       "      <td>0.0630</td>\n",
       "      <td>0.0076</td>\n",
       "      <td>0.0656</td>\n",
       "      <td>0.725073</td>\n",
       "      <td>0.035963</td>\n",
       "      <td>1.868430e+10</td>\n",
       "      <td>0.023882</td>\n",
       "      <td>1.5144</td>\n",
       "      <td>0.012437</td>\n",
       "      <td>0.840949</td>\n",
       "      <td>0.045963</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(24 [AAPL])</th>\n",
       "      <td>9.330986e+09</td>\n",
       "      <td>0.963444</td>\n",
       "      <td>0.225832</td>\n",
       "      <td>0.185417</td>\n",
       "      <td>0.0867</td>\n",
       "      <td>0.0164</td>\n",
       "      <td>0.0697</td>\n",
       "      <td>0.316414</td>\n",
       "      <td>0.069052</td>\n",
       "      <td>6.599120e+11</td>\n",
       "      <td>0.201007</td>\n",
       "      <td>5.9160</td>\n",
       "      <td>0.072838</td>\n",
       "      <td>6.343392</td>\n",
       "      <td>0.085087</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(41 [ARCB])</th>\n",
       "      <td>8.183514e+07</td>\n",
       "      <td>1.060856</td>\n",
       "      <td>0.171412</td>\n",
       "      <td>0.639185</td>\n",
       "      <td>0.1212</td>\n",
       "      <td>0.0032</td>\n",
       "      <td>0.0556</td>\n",
       "      <td>0.257198</td>\n",
       "      <td>0.408964</td>\n",
       "      <td>1.205120e+09</td>\n",
       "      <td>0.027581</td>\n",
       "      <td>2.1868</td>\n",
       "      <td>0.036211</td>\n",
       "      <td>4.553984</td>\n",
       "      <td>-0.116546</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(62 [ABT])</th>\n",
       "      <td>1.937097e+09</td>\n",
       "      <td>0.995797</td>\n",
       "      <td>0.111621</td>\n",
       "      <td>0.121540</td>\n",
       "      <td>0.0578</td>\n",
       "      <td>0.0193</td>\n",
       "      <td>0.0515</td>\n",
       "      <td>0.362679</td>\n",
       "      <td>0.065226</td>\n",
       "      <td>6.879960e+10</td>\n",
       "      <td>0.105408</td>\n",
       "      <td>3.0059</td>\n",
       "      <td>0.023145</td>\n",
       "      <td>1.616591</td>\n",
       "      <td>0.025660</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(67 [ADSK])</th>\n",
       "      <td>1.133333e+09</td>\n",
       "      <td>0.988969</td>\n",
       "      <td>0.110709</td>\n",
       "      <td>0.130929</td>\n",
       "      <td>0.0452</td>\n",
       "      <td>0.0004</td>\n",
       "      <td>0.0151</td>\n",
       "      <td>0.329292</td>\n",
       "      <td>0.112312</td>\n",
       "      <td>1.376730e+10</td>\n",
       "      <td>0.017314</td>\n",
       "      <td>6.0689</td>\n",
       "      <td>0.004701</td>\n",
       "      <td>3.173699</td>\n",
       "      <td>-0.077608</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(76 [TAP])</th>\n",
       "      <td>9.844898e+08</td>\n",
       "      <td>0.973093</td>\n",
       "      <td>0.122957</td>\n",
       "      <td>0.076075</td>\n",
       "      <td>0.0860</td>\n",
       "      <td>0.0198</td>\n",
       "      <td>0.0572</td>\n",
       "      <td>0.411348</td>\n",
       "      <td>0.033802</td>\n",
       "      <td>1.387820e+10</td>\n",
       "      <td>-0.029452</td>\n",
       "      <td>1.6526</td>\n",
       "      <td>-0.003963</td>\n",
       "      <td>2.240364</td>\n",
       "      <td>0.053617</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(110 [ACXM])</th>\n",
       "      <td>1.432889e+08</td>\n",
       "      <td>1.019608</td>\n",
       "      <td>-0.176652</td>\n",
       "      <td>0.200592</td>\n",
       "      <td>0.0840</td>\n",
       "      <td>0.0063</td>\n",
       "      <td>0.0324</td>\n",
       "      <td>0.449514</td>\n",
       "      <td>0.041604</td>\n",
       "      <td>1.581810e+09</td>\n",
       "      <td>-0.005938</td>\n",
       "      <td>2.3314</td>\n",
       "      <td>-0.002274</td>\n",
       "      <td>1.454109</td>\n",
       "      <td>-0.015047</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(114 [ADBE])</th>\n",
       "      <td>1.817873e+09</td>\n",
       "      <td>0.989114</td>\n",
       "      <td>0.085783</td>\n",
       "      <td>0.100878</td>\n",
       "      <td>0.0323</td>\n",
       "      <td>0.0002</td>\n",
       "      <td>0.0346</td>\n",
       "      <td>0.223982</td>\n",
       "      <td>0.084589</td>\n",
       "      <td>3.645030e+10</td>\n",
       "      <td>0.068285</td>\n",
       "      <td>5.4151</td>\n",
       "      <td>0.010864</td>\n",
       "      <td>3.659694</td>\n",
       "      <td>-0.006083</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(122 [ADI])</th>\n",
       "      <td>3.800913e+08</td>\n",
       "      <td>1.012582</td>\n",
       "      <td>0.110466</td>\n",
       "      <td>0.102853</td>\n",
       "      <td>0.0493</td>\n",
       "      <td>0.0266</td>\n",
       "      <td>0.0521</td>\n",
       "      <td>0.183440</td>\n",
       "      <td>0.070854</td>\n",
       "      <td>1.728900e+10</td>\n",
       "      <td>0.133491</td>\n",
       "      <td>3.6337</td>\n",
       "      <td>0.022262</td>\n",
       "      <td>4.480362</td>\n",
       "      <td>-0.028088</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(128 [ADM])</th>\n",
       "      <td>4.248148e+09</td>\n",
       "      <td>0.975239</td>\n",
       "      <td>0.137061</td>\n",
       "      <td>0.443224</td>\n",
       "      <td>0.1371</td>\n",
       "      <td>0.0182</td>\n",
       "      <td>0.0659</td>\n",
       "      <td>0.273954</td>\n",
       "      <td>0.035150</td>\n",
       "      <td>3.404990e+10</td>\n",
       "      <td>0.041232</td>\n",
       "      <td>1.6835</td>\n",
       "      <td>0.036971</td>\n",
       "      <td>3.211012</td>\n",
       "      <td>-0.063594</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(161 [AEP])</th>\n",
       "      <td>1.512871e+09</td>\n",
       "      <td>1.040617</td>\n",
       "      <td>0.145289</td>\n",
       "      <td>0.074464</td>\n",
       "      <td>0.1589</td>\n",
       "      <td>0.0329</td>\n",
       "      <td>0.0574</td>\n",
       "      <td>1.146550</td>\n",
       "      <td>0.047872</td>\n",
       "      <td>3.019590e+10</td>\n",
       "      <td>0.114598</td>\n",
       "      <td>1.7901</td>\n",
       "      <td>0.029478</td>\n",
       "      <td>2.489858</td>\n",
       "      <td>0.026646</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(166 [AES])</th>\n",
       "      <td>2.062162e+09</td>\n",
       "      <td>0.995303</td>\n",
       "      <td>-0.040617</td>\n",
       "      <td>0.113268</td>\n",
       "      <td>0.1844</td>\n",
       "      <td>0.0143</td>\n",
       "      <td>0.0970</td>\n",
       "      <td>4.790994</td>\n",
       "      <td>0.019675</td>\n",
       "      <td>9.996910e+09</td>\n",
       "      <td>0.109885</td>\n",
       "      <td>2.2736</td>\n",
       "      <td>0.113383</td>\n",
       "      <td>0.370432</td>\n",
       "      <td>-0.080893</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(168 [AET])</th>\n",
       "      <td>5.516201e+08</td>\n",
       "      <td>1.005546</td>\n",
       "      <td>0.146121</td>\n",
       "      <td>0.277395</td>\n",
       "      <td>0.1131</td>\n",
       "      <td>0.0100</td>\n",
       "      <td>0.0789</td>\n",
       "      <td>0.530346</td>\n",
       "      <td>0.072638</td>\n",
       "      <td>3.170220e+10</td>\n",
       "      <td>0.040366</td>\n",
       "      <td>2.1246</td>\n",
       "      <td>0.040146</td>\n",
       "      <td>4.996933</td>\n",
       "      <td>0.063326</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(185 [AFL])</th>\n",
       "      <td>9.569536e+08</td>\n",
       "      <td>1.024740</td>\n",
       "      <td>-0.007477</td>\n",
       "      <td>0.044966</td>\n",
       "      <td>0.2805</td>\n",
       "      <td>0.0242</td>\n",
       "      <td>0.1019</td>\n",
       "      <td>0.255307</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.792740e+10</td>\n",
       "      <td>0.123082</td>\n",
       "      <td>1.5643</td>\n",
       "      <td>0.039875</td>\n",
       "      <td>1.616456</td>\n",
       "      <td>-0.032088</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(197 [AGCO])</th>\n",
       "      <td>5.478873e+07</td>\n",
       "      <td>1.040534</td>\n",
       "      <td>-0.117823</td>\n",
       "      <td>0.259877</td>\n",
       "      <td>0.0937</td>\n",
       "      <td>0.0096</td>\n",
       "      <td>0.0716</td>\n",
       "      <td>0.377989</td>\n",
       "      <td>0.051997</td>\n",
       "      <td>4.204330e+09</td>\n",
       "      <td>0.030165</td>\n",
       "      <td>1.1182</td>\n",
       "      <td>0.016693</td>\n",
       "      <td>1.135995</td>\n",
       "      <td>0.087274</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(205 [AGN])</th>\n",
       "      <td>3.339888e+08</td>\n",
       "      <td>1.008720</td>\n",
       "      <td>0.312273</td>\n",
       "      <td>0.160545</td>\n",
       "      <td>0.0270</td>\n",
       "      <td>0.0009</td>\n",
       "      <td>0.0402</td>\n",
       "      <td>0.301574</td>\n",
       "      <td>0.138290</td>\n",
       "      <td>6.357160e+10</td>\n",
       "      <td>0.171977</td>\n",
       "      <td>8.9403</td>\n",
       "      <td>0.044975</td>\n",
       "      <td>13.078002</td>\n",
       "      <td>0.037381</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(216 [HES])</th>\n",
       "      <td>1.079032e+09</td>\n",
       "      <td>0.986402</td>\n",
       "      <td>-0.167012</td>\n",
       "      <td>0.066914</td>\n",
       "      <td>0.2103</td>\n",
       "      <td>0.0135</td>\n",
       "      <td>0.0207</td>\n",
       "      <td>0.247268</td>\n",
       "      <td>0.040317</td>\n",
       "      <td>2.216250e+10</td>\n",
       "      <td>0.367213</td>\n",
       "      <td>0.9140</td>\n",
       "      <td>0.041562</td>\n",
       "      <td>6.017771</td>\n",
       "      <td>-0.020496</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(239 [AIG])</th>\n",
       "      <td>2.244628e+09</td>\n",
       "      <td>1.018919</td>\n",
       "      <td>0.053255</td>\n",
       "      <td>0.031533</td>\n",
       "      <td>0.0758</td>\n",
       "      <td>0.0088</td>\n",
       "      <td>0.0868</td>\n",
       "      <td>0.333603</td>\n",
       "      <td>NaN</td>\n",
       "      <td>7.910900e+10</td>\n",
       "      <td>0.131620</td>\n",
       "      <td>0.7286</td>\n",
       "      <td>0.020227</td>\n",
       "      <td>1.899744</td>\n",
       "      <td>-0.084858</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(266 [AJG])</th>\n",
       "      <td>3.882353e+07</td>\n",
       "      <td>0.987823</td>\n",
       "      <td>0.045623</td>\n",
       "      <td>0.128633</td>\n",
       "      <td>0.0434</td>\n",
       "      <td>0.0301</td>\n",
       "      <td>0.0587</td>\n",
       "      <td>0.743612</td>\n",
       "      <td>0.039648</td>\n",
       "      <td>7.720130e+09</td>\n",
       "      <td>0.072739</td>\n",
       "      <td>2.3710</td>\n",
       "      <td>0.028775</td>\n",
       "      <td>1.415853</td>\n",
       "      <td>-0.028550</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(270 [AKRX])</th>\n",
       "      <td>-2.974231e+07</td>\n",
       "      <td>0.916857</td>\n",
       "      <td>0.238675</td>\n",
       "      <td>0.085617</td>\n",
       "      <td>0.0068</td>\n",
       "      <td>0.0076</td>\n",
       "      <td>0.0502</td>\n",
       "      <td>3.612237</td>\n",
       "      <td>0.027565</td>\n",
       "      <td>3.930440e+09</td>\n",
       "      <td>-0.087771</td>\n",
       "      <td>12.2703</td>\n",
       "      <td>-0.037899</td>\n",
       "      <td>2.717795</td>\n",
       "      <td>0.212642</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(300 [ALK])</th>\n",
       "      <td>1.748299e+08</td>\n",
       "      <td>1.082006</td>\n",
       "      <td>0.220172</td>\n",
       "      <td>0.233466</td>\n",
       "      <td>0.1269</td>\n",
       "      <td>0.0084</td>\n",
       "      <td>0.0866</td>\n",
       "      <td>0.370121</td>\n",
       "      <td>0.142399</td>\n",
       "      <td>7.927410e+09</td>\n",
       "      <td>0.135154</td>\n",
       "      <td>3.5565</td>\n",
       "      <td>0.089411</td>\n",
       "      <td>5.507418</td>\n",
       "      <td>0.080417</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(301 [ALKS])</th>\n",
       "      <td>6.006923e+07</td>\n",
       "      <td>1.044595</td>\n",
       "      <td>0.196002</td>\n",
       "      <td>0.086589</td>\n",
       "      <td>0.0160</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0074</td>\n",
       "      <td>0.269611</td>\n",
       "      <td>0.061298</td>\n",
       "      <td>8.493130e+09</td>\n",
       "      <td>-0.249737</td>\n",
       "      <td>6.3686</td>\n",
       "      <td>-0.029758</td>\n",
       "      <td>5.917624</td>\n",
       "      <td>0.189756</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(328 [ALTR])</th>\n",
       "      <td>5.632868e+08</td>\n",
       "      <td>0.989821</td>\n",
       "      <td>0.095659</td>\n",
       "      <td>0.086162</td>\n",
       "      <td>0.0547</td>\n",
       "      <td>0.0177</td>\n",
       "      <td>0.0498</td>\n",
       "      <td>0.448218</td>\n",
       "      <td>0.057704</td>\n",
       "      <td>1.138950e+10</td>\n",
       "      <td>0.236204</td>\n",
       "      <td>3.4206</td>\n",
       "      <td>0.035127</td>\n",
       "      <td>2.128549</td>\n",
       "      <td>-0.081680</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(337 [AMAT])</th>\n",
       "      <td>1.507407e+09</td>\n",
       "      <td>1.044407</td>\n",
       "      <td>0.187895</td>\n",
       "      <td>0.173987</td>\n",
       "      <td>0.0580</td>\n",
       "      <td>0.0159</td>\n",
       "      <td>0.0454</td>\n",
       "      <td>0.247458</td>\n",
       "      <td>0.072795</td>\n",
       "      <td>3.080550e+10</td>\n",
       "      <td>0.113074</td>\n",
       "      <td>3.9153</td>\n",
       "      <td>0.032922</td>\n",
       "      <td>1.831033</td>\n",
       "      <td>-0.060168</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(351 [AMD])</th>\n",
       "      <td>6.000000e+08</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>-0.290074</td>\n",
       "      <td>0.333450</td>\n",
       "      <td>-0.0962</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0392</td>\n",
       "      <td>4.127103</td>\n",
       "      <td>0.114220</td>\n",
       "      <td>2.039150e+09</td>\n",
       "      <td>0.011896</td>\n",
       "      <td>3.8115</td>\n",
       "      <td>0.032819</td>\n",
       "      <td>0.203308</td>\n",
       "      <td>0.024119</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(353 [AME])</th>\n",
       "      <td>3.171210e+08</td>\n",
       "      <td>1.032169</td>\n",
       "      <td>0.001005</td>\n",
       "      <td>0.158059</td>\n",
       "      <td>0.0548</td>\n",
       "      <td>0.0062</td>\n",
       "      <td>0.0484</td>\n",
       "      <td>0.471965</td>\n",
       "      <td>0.053884</td>\n",
       "      <td>1.310330e+10</td>\n",
       "      <td>0.137439</td>\n",
       "      <td>3.7786</td>\n",
       "      <td>0.041166</td>\n",
       "      <td>1.809216</td>\n",
       "      <td>-0.040879</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(357 [TWX])</th>\n",
       "      <td>5.180328e+08</td>\n",
       "      <td>1.011009</td>\n",
       "      <td>0.186248</td>\n",
       "      <td>0.097864</td>\n",
       "      <td>0.0494</td>\n",
       "      <td>0.0148</td>\n",
       "      <td>0.0530</td>\n",
       "      <td>0.894055</td>\n",
       "      <td>0.040605</td>\n",
       "      <td>7.207630e+10</td>\n",
       "      <td>0.154893</td>\n",
       "      <td>2.8568</td>\n",
       "      <td>0.037820</td>\n",
       "      <td>4.438961</td>\n",
       "      <td>-0.054277</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(368 [AMGN])</th>\n",
       "      <td>1.191739e+09</td>\n",
       "      <td>0.941635</td>\n",
       "      <td>0.266144</td>\n",
       "      <td>0.071713</td>\n",
       "      <td>0.0643</td>\n",
       "      <td>0.0152</td>\n",
       "      <td>0.0584</td>\n",
       "      <td>1.302270</td>\n",
       "      <td>0.055994</td>\n",
       "      <td>1.221860e+11</td>\n",
       "      <td>0.247267</td>\n",
       "      <td>4.8247</td>\n",
       "      <td>0.050053</td>\n",
       "      <td>12.068039</td>\n",
       "      <td>-0.047064</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(410 [AN])</th>\n",
       "      <td>2.688889e+08</td>\n",
       "      <td>1.023212</td>\n",
       "      <td>0.086186</td>\n",
       "      <td>0.626736</td>\n",
       "      <td>0.0637</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0650</td>\n",
       "      <td>0.960736</td>\n",
       "      <td>0.096604</td>\n",
       "      <td>6.879140e+09</td>\n",
       "      <td>0.021695</td>\n",
       "      <td>3.4191</td>\n",
       "      <td>0.051485</td>\n",
       "      <td>3.677288</td>\n",
       "      <td>0.052298</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(430 [ANN])</th>\n",
       "      <td>-1.905694e+07</td>\n",
       "      <td>1.020711</td>\n",
       "      <td>-0.033704</td>\n",
       "      <td>0.631602</td>\n",
       "      <td>0.0864</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0462</td>\n",
       "      <td>0.038133</td>\n",
       "      <td>0.323971</td>\n",
       "      <td>1.688270e+09</td>\n",
       "      <td>0.046159</td>\n",
       "      <td>3.3214</td>\n",
       "      <td>0.060750</td>\n",
       "      <td>1.242885</td>\n",
       "      <td>-0.058315</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"30\" valign=\"top\">2015-06-01 00:00:00+00:00</th>\n",
       "      <th>Equity(47207 [SERV])</th>\n",
       "      <td>1.818182e+08</td>\n",
       "      <td>0.971933</td>\n",
       "      <td>0.294502</td>\n",
       "      <td>0.113260</td>\n",
       "      <td>0.0644</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0448</td>\n",
       "      <td>7.198492</td>\n",
       "      <td>0.054152</td>\n",
       "      <td>4.538030e+09</td>\n",
       "      <td>0.049037</td>\n",
       "      <td>11.4021</td>\n",
       "      <td>0.073976</td>\n",
       "      <td>1.132785</td>\n",
       "      <td>0.071831</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47208 [GPRO])</th>\n",
       "      <td>6.024273e+08</td>\n",
       "      <td>1.107072</td>\n",
       "      <td>-0.074905</td>\n",
       "      <td>0.392906</td>\n",
       "      <td>0.0168</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0323</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.175937</td>\n",
       "      <td>7.613530e+09</td>\n",
       "      <td>0.046135</td>\n",
       "      <td>10.8498</td>\n",
       "      <td>0.024949</td>\n",
       "      <td>4.867164</td>\n",
       "      <td>-0.098649</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47228 [MIK])</th>\n",
       "      <td>5.400000e+08</td>\n",
       "      <td>1.058414</td>\n",
       "      <td>0.206545</td>\n",
       "      <td>0.797026</td>\n",
       "      <td>0.0774</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0625</td>\n",
       "      <td>-1.491710</td>\n",
       "      <td>0.330673</td>\n",
       "      <td>5.667600e+09</td>\n",
       "      <td>0.096393</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.856450</td>\n",
       "      <td>-0.023593</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47230 [CLNS])</th>\n",
       "      <td>NaN</td>\n",
       "      <td>1.045280</td>\n",
       "      <td>0.054035</td>\n",
       "      <td>0.353490</td>\n",
       "      <td>0.0150</td>\n",
       "      <td>0.0139</td>\n",
       "      <td>0.0483</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.364112</td>\n",
       "      <td>4.264080e+09</td>\n",
       "      <td>0.237378</td>\n",
       "      <td>19.7011</td>\n",
       "      <td>0.104107</td>\n",
       "      <td>1.313744</td>\n",
       "      <td>-0.154865</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47334 [TERP])</th>\n",
       "      <td>3.422258e+07</td>\n",
       "      <td>1.023136</td>\n",
       "      <td>0.223291</td>\n",
       "      <td>0.018212</td>\n",
       "      <td>0.0185</td>\n",
       "      <td>0.0204</td>\n",
       "      <td>0.0261</td>\n",
       "      <td>3.120117</td>\n",
       "      <td>0.011465</td>\n",
       "      <td>5.001900e+09</td>\n",
       "      <td>-0.398724</td>\n",
       "      <td>7.1111</td>\n",
       "      <td>-0.047866</td>\n",
       "      <td>2.587195</td>\n",
       "      <td>-0.048835</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47382 [LOCO])</th>\n",
       "      <td>8.419412e+07</td>\n",
       "      <td>0.790396</td>\n",
       "      <td>-0.137241</td>\n",
       "      <td>0.200330</td>\n",
       "      <td>0.0412</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.692801</td>\n",
       "      <td>0.053032</td>\n",
       "      <td>7.966950e+08</td>\n",
       "      <td>0.075100</td>\n",
       "      <td>3.6603</td>\n",
       "      <td>0.031729</td>\n",
       "      <td>1.957695</td>\n",
       "      <td>-0.000963</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47414 [CTLT])</th>\n",
       "      <td>2.050000e+08</td>\n",
       "      <td>1.109837</td>\n",
       "      <td>0.113226</td>\n",
       "      <td>0.148565</td>\n",
       "      <td>0.0454</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0555</td>\n",
       "      <td>4.019223</td>\n",
       "      <td>0.051175</td>\n",
       "      <td>3.964740e+09</td>\n",
       "      <td>0.070533</td>\n",
       "      <td>8.4680</td>\n",
       "      <td>0.065523</td>\n",
       "      <td>0.950306</td>\n",
       "      <td>-0.044144</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47415 [SYF])</th>\n",
       "      <td>2.522727e+09</td>\n",
       "      <td>1.036930</td>\n",
       "      <td>0.124502</td>\n",
       "      <td>0.040100</td>\n",
       "      <td>0.1929</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0847</td>\n",
       "      <td>2.180138</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.712240e+10</td>\n",
       "      <td>0.185484</td>\n",
       "      <td>2.4576</td>\n",
       "      <td>0.051315</td>\n",
       "      <td>0.891160</td>\n",
       "      <td>0.016076</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47430 [MBLY])</th>\n",
       "      <td>5.366000e+08</td>\n",
       "      <td>1.049849</td>\n",
       "      <td>0.068858</td>\n",
       "      <td>0.097486</td>\n",
       "      <td>0.0072</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0149</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.067264</td>\n",
       "      <td>1.005400e+10</td>\n",
       "      <td>0.222417</td>\n",
       "      <td>24.0345</td>\n",
       "      <td>0.024940</td>\n",
       "      <td>3.592887</td>\n",
       "      <td>0.146121</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47578 [LTRP_A])</th>\n",
       "      <td>-1.055556e+09</td>\n",
       "      <td>0.941770</td>\n",
       "      <td>0.007994</td>\n",
       "      <td>0.050479</td>\n",
       "      <td>0.1696</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.1271</td>\n",
       "      <td>0.846506</td>\n",
       "      <td>0.048944</td>\n",
       "      <td>2.130870e+09</td>\n",
       "      <td>-0.018717</td>\n",
       "      <td>2.4409</td>\n",
       "      <td>-0.007910</td>\n",
       "      <td>1.232077</td>\n",
       "      <td>0.137227</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47752 [CDK])</th>\n",
       "      <td>1.540000e+08</td>\n",
       "      <td>1.110417</td>\n",
       "      <td>0.244637</td>\n",
       "      <td>0.209533</td>\n",
       "      <td>0.0316</td>\n",
       "      <td>0.0044</td>\n",
       "      <td>0.0284</td>\n",
       "      <td>1.321367</td>\n",
       "      <td>0.081537</td>\n",
       "      <td>8.730820e+09</td>\n",
       "      <td>0.106953</td>\n",
       "      <td>11.6086</td>\n",
       "      <td>0.074922</td>\n",
       "      <td>2.865034</td>\n",
       "      <td>0.011944</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47777 [CFG])</th>\n",
       "      <td>2.512821e+08</td>\n",
       "      <td>1.033526</td>\n",
       "      <td>0.082254</td>\n",
       "      <td>0.008783</td>\n",
       "      <td>0.0536</td>\n",
       "      <td>0.0112</td>\n",
       "      <td>0.0759</td>\n",
       "      <td>0.557555</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.440830e+10</td>\n",
       "      <td>0.176669</td>\n",
       "      <td>0.7365</td>\n",
       "      <td>0.010764</td>\n",
       "      <td>0.802111</td>\n",
       "      <td>0.012611</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47779 [CYBR])</th>\n",
       "      <td>9.912667e+07</td>\n",
       "      <td>0.987801</td>\n",
       "      <td>0.366843</td>\n",
       "      <td>0.152169</td>\n",
       "      <td>0.0114</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0064</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.129055</td>\n",
       "      <td>1.960020e+09</td>\n",
       "      <td>0.126568</td>\n",
       "      <td>12.2165</td>\n",
       "      <td>0.026413</td>\n",
       "      <td>5.123477</td>\n",
       "      <td>0.035803</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47820 [VSLR])</th>\n",
       "      <td>-4.005455e+08</td>\n",
       "      <td>1.017693</td>\n",
       "      <td>0.274120</td>\n",
       "      <td>0.008580</td>\n",
       "      <td>-0.0990</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.2099</td>\n",
       "      <td>0.268694</td>\n",
       "      <td>-0.012727</td>\n",
       "      <td>1.544440e+09</td>\n",
       "      <td>1.272813</td>\n",
       "      <td>3.1335</td>\n",
       "      <td>0.025027</td>\n",
       "      <td>1.596070</td>\n",
       "      <td>-0.132668</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47833 [W])</th>\n",
       "      <td>1.066727e+08</td>\n",
       "      <td>0.929979</td>\n",
       "      <td>0.124799</td>\n",
       "      <td>0.781005</td>\n",
       "      <td>-0.0026</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0176</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.193587</td>\n",
       "      <td>2.437410e+09</td>\n",
       "      <td>-0.063944</td>\n",
       "      <td>8.6257</td>\n",
       "      <td>-0.092282</td>\n",
       "      <td>2.185281</td>\n",
       "      <td>0.307532</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47888 [FCAU])</th>\n",
       "      <td>NaN</td>\n",
       "      <td>1.086043</td>\n",
       "      <td>0.122071</td>\n",
       "      <td>0.254434</td>\n",
       "      <td>0.3993</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0939</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.077670e+10</td>\n",
       "      <td>0.002955</td>\n",
       "      <td>1.2802</td>\n",
       "      <td>0.005509</td>\n",
       "      <td>0.621343</td>\n",
       "      <td>-0.107494</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47912 [ZAYO])</th>\n",
       "      <td>-2.407143e+09</td>\n",
       "      <td>0.989458</td>\n",
       "      <td>-0.017195</td>\n",
       "      <td>0.061224</td>\n",
       "      <td>0.0904</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0179</td>\n",
       "      <td>3.280101</td>\n",
       "      <td>0.039533</td>\n",
       "      <td>6.442160e+09</td>\n",
       "      <td>-0.157617</td>\n",
       "      <td>5.6004</td>\n",
       "      <td>-0.048263</td>\n",
       "      <td>0.762919</td>\n",
       "      <td>-0.020936</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47921 [KEYS])</th>\n",
       "      <td>9.714286e+07</td>\n",
       "      <td>0.981775</td>\n",
       "      <td>-0.011298</td>\n",
       "      <td>0.243021</td>\n",
       "      <td>0.0942</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.060811</td>\n",
       "      <td>0.135903</td>\n",
       "      <td>5.542020e+09</td>\n",
       "      <td>0.129730</td>\n",
       "      <td>6.0371</td>\n",
       "      <td>0.098260</td>\n",
       "      <td>1.749636</td>\n",
       "      <td>-0.050244</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(47929 [HYH])</th>\n",
       "      <td>7.784314e+07</td>\n",
       "      <td>0.854932</td>\n",
       "      <td>-0.011202</td>\n",
       "      <td>0.155687</td>\n",
       "      <td>0.0838</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.420228</td>\n",
       "      <td>0.052082</td>\n",
       "      <td>1.932640e+09</td>\n",
       "      <td>0.055048</td>\n",
       "      <td>1.2784</td>\n",
       "      <td>0.014452</td>\n",
       "      <td>2.699387</td>\n",
       "      <td>-0.024085</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48065 [AXTA])</th>\n",
       "      <td>-5.194737e+08</td>\n",
       "      <td>1.115711</td>\n",
       "      <td>0.190773</td>\n",
       "      <td>0.164181</td>\n",
       "      <td>0.0284</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0399</td>\n",
       "      <td>3.686076</td>\n",
       "      <td>0.058948</td>\n",
       "      <td>7.737130e+09</td>\n",
       "      <td>0.045213</td>\n",
       "      <td>7.9039</td>\n",
       "      <td>0.044574</td>\n",
       "      <td>2.376141</td>\n",
       "      <td>-0.048591</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48073 [CRC])</th>\n",
       "      <td>-4.600000e+08</td>\n",
       "      <td>0.842642</td>\n",
       "      <td>0.158331</td>\n",
       "      <td>0.046606</td>\n",
       "      <td>0.5793</td>\n",
       "      <td>0.0013</td>\n",
       "      <td>0.0190</td>\n",
       "      <td>2.585056</td>\n",
       "      <td>0.027316</td>\n",
       "      <td>3.045580e+09</td>\n",
       "      <td>-0.173310</td>\n",
       "      <td>1.2105</td>\n",
       "      <td>-0.039009</td>\n",
       "      <td>0.739683</td>\n",
       "      <td>-0.212516</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48091 [VA])</th>\n",
       "      <td>1.378250e+08</td>\n",
       "      <td>0.990599</td>\n",
       "      <td>-0.163349</td>\n",
       "      <td>0.310931</td>\n",
       "      <td>0.1333</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.1022</td>\n",
       "      <td>0.283876</td>\n",
       "      <td>0.175441</td>\n",
       "      <td>1.233420e+09</td>\n",
       "      <td>0.039179</td>\n",
       "      <td>2.5398</td>\n",
       "      <td>0.027063</td>\n",
       "      <td>2.460519</td>\n",
       "      <td>-0.051070</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48104 [PGRE])</th>\n",
       "      <td>1.328000e+07</td>\n",
       "      <td>1.003277</td>\n",
       "      <td>-0.008298</td>\n",
       "      <td>0.017931</td>\n",
       "      <td>0.0194</td>\n",
       "      <td>0.0071</td>\n",
       "      <td>-0.0219</td>\n",
       "      <td>0.756244</td>\n",
       "      <td>0.011096</td>\n",
       "      <td>3.977000e+09</td>\n",
       "      <td>-0.060356</td>\n",
       "      <td>1.0386</td>\n",
       "      <td>-0.002514</td>\n",
       "      <td>0.442655</td>\n",
       "      <td>-0.071359</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48126 [HABT])</th>\n",
       "      <td>9.364444e+07</td>\n",
       "      <td>1.061329</td>\n",
       "      <td>0.108044</td>\n",
       "      <td>0.338791</td>\n",
       "      <td>0.0279</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0079</td>\n",
       "      <td>0.058460</td>\n",
       "      <td>0.075141</td>\n",
       "      <td>9.220580e+08</td>\n",
       "      <td>0.012513</td>\n",
       "      <td>21.8321</td>\n",
       "      <td>0.016305</td>\n",
       "      <td>2.611577</td>\n",
       "      <td>-0.110543</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48169 [KLXI])</th>\n",
       "      <td>1.522857e+08</td>\n",
       "      <td>1.046051</td>\n",
       "      <td>0.057081</td>\n",
       "      <td>0.100914</td>\n",
       "      <td>0.0475</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0548</td>\n",
       "      <td>0.457439</td>\n",
       "      <td>0.025164</td>\n",
       "      <td>2.269090e+09</td>\n",
       "      <td>0.041483</td>\n",
       "      <td>0.8660</td>\n",
       "      <td>0.006823</td>\n",
       "      <td>1.817851</td>\n",
       "      <td>0.004322</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48220 [LC])</th>\n",
       "      <td>-6.495000e+08</td>\n",
       "      <td>1.101491</td>\n",
       "      <td>-0.130713</td>\n",
       "      <td>0.019771</td>\n",
       "      <td>0.0051</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0100</td>\n",
       "      <td>3.308586</td>\n",
       "      <td>0.012955</td>\n",
       "      <td>7.073960e+09</td>\n",
       "      <td>-0.078462</td>\n",
       "      <td>7.2029</td>\n",
       "      <td>-0.006520</td>\n",
       "      <td>1.005054</td>\n",
       "      <td>-0.226939</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48317 [JUNO])</th>\n",
       "      <td>6.765312e+07</td>\n",
       "      <td>1.230679</td>\n",
       "      <td>-0.073137</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0277</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.030044</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>4.575570e+09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>13.9052</td>\n",
       "      <td>-0.181065</td>\n",
       "      <td>6.355961</td>\n",
       "      <td>0.006219</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48384 [QRVO])</th>\n",
       "      <td>1.489516e+08</td>\n",
       "      <td>1.245638</td>\n",
       "      <td>0.063276</td>\n",
       "      <td>0.157581</td>\n",
       "      <td>0.0398</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0610</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.027405</td>\n",
       "      <td>1.229840e+10</td>\n",
       "      <td>0.010210</td>\n",
       "      <td>1.9922</td>\n",
       "      <td>0.001834</td>\n",
       "      <td>4.787459</td>\n",
       "      <td>-0.008278</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48486 [BOX])</th>\n",
       "      <td>7.318779e+06</td>\n",
       "      <td>1.023337</td>\n",
       "      <td>-0.054090</td>\n",
       "      <td>0.155315</td>\n",
       "      <td>-0.3039</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0670</td>\n",
       "      <td>0.156130</td>\n",
       "      <td>0.097317</td>\n",
       "      <td>2.110680e+09</td>\n",
       "      <td>-0.844857</td>\n",
       "      <td>7.8719</td>\n",
       "      <td>-0.272739</td>\n",
       "      <td>0.853853</td>\n",
       "      <td>0.068000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Equity(48543 [SHAK])</th>\n",
       "      <td>1.294000e+08</td>\n",
       "      <td>1.204714</td>\n",
       "      <td>0.348204</td>\n",
       "      <td>0.323332</td>\n",
       "      <td>0.0063</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.002841</td>\n",
       "      <td>0.073160</td>\n",
       "      <td>2.755360e+09</td>\n",
       "      <td>-0.335061</td>\n",
       "      <td>25.0060</td>\n",
       "      <td>-0.206339</td>\n",
       "      <td>13.106065</td>\n",
       "      <td>-0.233537</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>153892 rows × 15 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                                                  Earnings_Quality  \\\n",
       "date                      security                                   \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])                     NaN   \n",
       "                          Equity(24 [AAPL])           9.330986e+09   \n",
       "                          Equity(41 [ARCB])           8.183514e+07   \n",
       "                          Equity(62 [ABT])            1.937097e+09   \n",
       "                          Equity(67 [ADSK])           1.133333e+09   \n",
       "                          Equity(76 [TAP])            9.844898e+08   \n",
       "                          Equity(110 [ACXM])          1.432889e+08   \n",
       "                          Equity(114 [ADBE])          1.817873e+09   \n",
       "                          Equity(122 [ADI])           3.800913e+08   \n",
       "                          Equity(128 [ADM])           4.248148e+09   \n",
       "                          Equity(161 [AEP])           1.512871e+09   \n",
       "                          Equity(166 [AES])           2.062162e+09   \n",
       "                          Equity(168 [AET])           5.516201e+08   \n",
       "                          Equity(185 [AFL])           9.569536e+08   \n",
       "                          Equity(197 [AGCO])          5.478873e+07   \n",
       "                          Equity(205 [AGN])           3.339888e+08   \n",
       "                          Equity(216 [HES])           1.079032e+09   \n",
       "                          Equity(239 [AIG])           2.244628e+09   \n",
       "                          Equity(266 [AJG])           3.882353e+07   \n",
       "                          Equity(270 [AKRX])         -2.974231e+07   \n",
       "                          Equity(300 [ALK])           1.748299e+08   \n",
       "                          Equity(301 [ALKS])          6.006923e+07   \n",
       "                          Equity(328 [ALTR])          5.632868e+08   \n",
       "                          Equity(337 [AMAT])          1.507407e+09   \n",
       "                          Equity(351 [AMD])           6.000000e+08   \n",
       "                          Equity(353 [AME])           3.171210e+08   \n",
       "                          Equity(357 [TWX])           5.180328e+08   \n",
       "                          Equity(368 [AMGN])          1.191739e+09   \n",
       "                          Equity(410 [AN])            2.688889e+08   \n",
       "                          Equity(430 [ANN])          -1.905694e+07   \n",
       "...                                                            ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])        1.818182e+08   \n",
       "                          Equity(47208 [GPRO])        6.024273e+08   \n",
       "                          Equity(47228 [MIK])         5.400000e+08   \n",
       "                          Equity(47230 [CLNS])                 NaN   \n",
       "                          Equity(47334 [TERP])        3.422258e+07   \n",
       "                          Equity(47382 [LOCO])        8.419412e+07   \n",
       "                          Equity(47414 [CTLT])        2.050000e+08   \n",
       "                          Equity(47415 [SYF])         2.522727e+09   \n",
       "                          Equity(47430 [MBLY])        5.366000e+08   \n",
       "                          Equity(47578 [LTRP_A])     -1.055556e+09   \n",
       "                          Equity(47752 [CDK])         1.540000e+08   \n",
       "                          Equity(47777 [CFG])         2.512821e+08   \n",
       "                          Equity(47779 [CYBR])        9.912667e+07   \n",
       "                          Equity(47820 [VSLR])       -4.005455e+08   \n",
       "                          Equity(47833 [W])           1.066727e+08   \n",
       "                          Equity(47888 [FCAU])                 NaN   \n",
       "                          Equity(47912 [ZAYO])       -2.407143e+09   \n",
       "                          Equity(47921 [KEYS])        9.714286e+07   \n",
       "                          Equity(47929 [HYH])         7.784314e+07   \n",
       "                          Equity(48065 [AXTA])       -5.194737e+08   \n",
       "                          Equity(48073 [CRC])        -4.600000e+08   \n",
       "                          Equity(48091 [VA])          1.378250e+08   \n",
       "                          Equity(48104 [PGRE])        1.328000e+07   \n",
       "                          Equity(48126 [HABT])        9.364444e+07   \n",
       "                          Equity(48169 [KLXI])        1.522857e+08   \n",
       "                          Equity(48220 [LC])         -6.495000e+08   \n",
       "                          Equity(48317 [JUNO])        6.765312e+07   \n",
       "                          Equity(48384 [QRVO])        1.489516e+08   \n",
       "                          Equity(48486 [BOX])         7.318779e+06   \n",
       "                          Equity(48543 [SHAK])        1.294000e+08   \n",
       "\n",
       "                                                  Price_Momentum_1M  \\\n",
       "date                      security                                    \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])                 0.913295   \n",
       "                          Equity(24 [AAPL])                0.963444   \n",
       "                          Equity(41 [ARCB])                1.060856   \n",
       "                          Equity(62 [ABT])                 0.995797   \n",
       "                          Equity(67 [ADSK])                0.988969   \n",
       "                          Equity(76 [TAP])                 0.973093   \n",
       "                          Equity(110 [ACXM])               1.019608   \n",
       "                          Equity(114 [ADBE])               0.989114   \n",
       "                          Equity(122 [ADI])                1.012582   \n",
       "                          Equity(128 [ADM])                0.975239   \n",
       "                          Equity(161 [AEP])                1.040617   \n",
       "                          Equity(166 [AES])                0.995303   \n",
       "                          Equity(168 [AET])                1.005546   \n",
       "                          Equity(185 [AFL])                1.024740   \n",
       "                          Equity(197 [AGCO])               1.040534   \n",
       "                          Equity(205 [AGN])                1.008720   \n",
       "                          Equity(216 [HES])                0.986402   \n",
       "                          Equity(239 [AIG])                1.018919   \n",
       "                          Equity(266 [AJG])                0.987823   \n",
       "                          Equity(270 [AKRX])               0.916857   \n",
       "                          Equity(300 [ALK])                1.082006   \n",
       "                          Equity(301 [ALKS])               1.044595   \n",
       "                          Equity(328 [ALTR])               0.989821   \n",
       "                          Equity(337 [AMAT])               1.044407   \n",
       "                          Equity(351 [AMD])                1.000000   \n",
       "                          Equity(353 [AME])                1.032169   \n",
       "                          Equity(357 [TWX])                1.011009   \n",
       "                          Equity(368 [AMGN])               0.941635   \n",
       "                          Equity(410 [AN])                 1.023212   \n",
       "                          Equity(430 [ANN])                1.020711   \n",
       "...                                                             ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])             0.971933   \n",
       "                          Equity(47208 [GPRO])             1.107072   \n",
       "                          Equity(47228 [MIK])              1.058414   \n",
       "                          Equity(47230 [CLNS])             1.045280   \n",
       "                          Equity(47334 [TERP])             1.023136   \n",
       "                          Equity(47382 [LOCO])             0.790396   \n",
       "                          Equity(47414 [CTLT])             1.109837   \n",
       "                          Equity(47415 [SYF])              1.036930   \n",
       "                          Equity(47430 [MBLY])             1.049849   \n",
       "                          Equity(47578 [LTRP_A])           0.941770   \n",
       "                          Equity(47752 [CDK])              1.110417   \n",
       "                          Equity(47777 [CFG])              1.033526   \n",
       "                          Equity(47779 [CYBR])             0.987801   \n",
       "                          Equity(47820 [VSLR])             1.017693   \n",
       "                          Equity(47833 [W])                0.929979   \n",
       "                          Equity(47888 [FCAU])             1.086043   \n",
       "                          Equity(47912 [ZAYO])             0.989458   \n",
       "                          Equity(47921 [KEYS])             0.981775   \n",
       "                          Equity(47929 [HYH])              0.854932   \n",
       "                          Equity(48065 [AXTA])             1.115711   \n",
       "                          Equity(48073 [CRC])              0.842642   \n",
       "                          Equity(48091 [VA])               0.990599   \n",
       "                          Equity(48104 [PGRE])             1.003277   \n",
       "                          Equity(48126 [HABT])             1.061329   \n",
       "                          Equity(48169 [KLXI])             1.046051   \n",
       "                          Equity(48220 [LC])               1.101491   \n",
       "                          Equity(48317 [JUNO])             1.230679   \n",
       "                          Equity(48384 [QRVO])             1.245638   \n",
       "                          Equity(48486 [BOX])              1.023337   \n",
       "                          Equity(48543 [SHAK])             1.204714   \n",
       "\n",
       "                                                  Price_Oscillator  \\\n",
       "date                      security                                   \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])                0.097341   \n",
       "                          Equity(24 [AAPL])               0.225832   \n",
       "                          Equity(41 [ARCB])               0.171412   \n",
       "                          Equity(62 [ABT])                0.111621   \n",
       "                          Equity(67 [ADSK])               0.110709   \n",
       "                          Equity(76 [TAP])                0.122957   \n",
       "                          Equity(110 [ACXM])             -0.176652   \n",
       "                          Equity(114 [ADBE])              0.085783   \n",
       "                          Equity(122 [ADI])               0.110466   \n",
       "                          Equity(128 [ADM])               0.137061   \n",
       "                          Equity(161 [AEP])               0.145289   \n",
       "                          Equity(166 [AES])              -0.040617   \n",
       "                          Equity(168 [AET])               0.146121   \n",
       "                          Equity(185 [AFL])              -0.007477   \n",
       "                          Equity(197 [AGCO])             -0.117823   \n",
       "                          Equity(205 [AGN])               0.312273   \n",
       "                          Equity(216 [HES])              -0.167012   \n",
       "                          Equity(239 [AIG])               0.053255   \n",
       "                          Equity(266 [AJG])               0.045623   \n",
       "                          Equity(270 [AKRX])              0.238675   \n",
       "                          Equity(300 [ALK])               0.220172   \n",
       "                          Equity(301 [ALKS])              0.196002   \n",
       "                          Equity(328 [ALTR])              0.095659   \n",
       "                          Equity(337 [AMAT])              0.187895   \n",
       "                          Equity(351 [AMD])              -0.290074   \n",
       "                          Equity(353 [AME])               0.001005   \n",
       "                          Equity(357 [TWX])               0.186248   \n",
       "                          Equity(368 [AMGN])              0.266144   \n",
       "                          Equity(410 [AN])                0.086186   \n",
       "                          Equity(430 [ANN])              -0.033704   \n",
       "...                                                            ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])            0.294502   \n",
       "                          Equity(47208 [GPRO])           -0.074905   \n",
       "                          Equity(47228 [MIK])             0.206545   \n",
       "                          Equity(47230 [CLNS])            0.054035   \n",
       "                          Equity(47334 [TERP])            0.223291   \n",
       "                          Equity(47382 [LOCO])           -0.137241   \n",
       "                          Equity(47414 [CTLT])            0.113226   \n",
       "                          Equity(47415 [SYF])             0.124502   \n",
       "                          Equity(47430 [MBLY])            0.068858   \n",
       "                          Equity(47578 [LTRP_A])          0.007994   \n",
       "                          Equity(47752 [CDK])             0.244637   \n",
       "                          Equity(47777 [CFG])             0.082254   \n",
       "                          Equity(47779 [CYBR])            0.366843   \n",
       "                          Equity(47820 [VSLR])            0.274120   \n",
       "                          Equity(47833 [W])               0.124799   \n",
       "                          Equity(47888 [FCAU])            0.122071   \n",
       "                          Equity(47912 [ZAYO])           -0.017195   \n",
       "                          Equity(47921 [KEYS])           -0.011298   \n",
       "                          Equity(47929 [HYH])            -0.011202   \n",
       "                          Equity(48065 [AXTA])            0.190773   \n",
       "                          Equity(48073 [CRC])             0.158331   \n",
       "                          Equity(48091 [VA])             -0.163349   \n",
       "                          Equity(48104 [PGRE])           -0.008298   \n",
       "                          Equity(48126 [HABT])            0.108044   \n",
       "                          Equity(48169 [KLXI])            0.057081   \n",
       "                          Equity(48220 [LC])             -0.130713   \n",
       "                          Equity(48317 [JUNO])           -0.073137   \n",
       "                          Equity(48384 [QRVO])            0.063276   \n",
       "                          Equity(48486 [BOX])            -0.054090   \n",
       "                          Equity(48543 [SHAK])            0.348204   \n",
       "\n",
       "                                                  assets_turnover  cf_yield  \\\n",
       "date                      security                                            \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])               0.169928    0.0630   \n",
       "                          Equity(24 [AAPL])              0.185417    0.0867   \n",
       "                          Equity(41 [ARCB])              0.639185    0.1212   \n",
       "                          Equity(62 [ABT])               0.121540    0.0578   \n",
       "                          Equity(67 [ADSK])              0.130929    0.0452   \n",
       "                          Equity(76 [TAP])               0.076075    0.0860   \n",
       "                          Equity(110 [ACXM])             0.200592    0.0840   \n",
       "                          Equity(114 [ADBE])             0.100878    0.0323   \n",
       "                          Equity(122 [ADI])              0.102853    0.0493   \n",
       "                          Equity(128 [ADM])              0.443224    0.1371   \n",
       "                          Equity(161 [AEP])              0.074464    0.1589   \n",
       "                          Equity(166 [AES])              0.113268    0.1844   \n",
       "                          Equity(168 [AET])              0.277395    0.1131   \n",
       "                          Equity(185 [AFL])              0.044966    0.2805   \n",
       "                          Equity(197 [AGCO])             0.259877    0.0937   \n",
       "                          Equity(205 [AGN])              0.160545    0.0270   \n",
       "                          Equity(216 [HES])              0.066914    0.2103   \n",
       "                          Equity(239 [AIG])              0.031533    0.0758   \n",
       "                          Equity(266 [AJG])              0.128633    0.0434   \n",
       "                          Equity(270 [AKRX])             0.085617    0.0068   \n",
       "                          Equity(300 [ALK])              0.233466    0.1269   \n",
       "                          Equity(301 [ALKS])             0.086589    0.0160   \n",
       "                          Equity(328 [ALTR])             0.086162    0.0547   \n",
       "                          Equity(337 [AMAT])             0.173987    0.0580   \n",
       "                          Equity(351 [AMD])              0.333450   -0.0962   \n",
       "                          Equity(353 [AME])              0.158059    0.0548   \n",
       "                          Equity(357 [TWX])              0.097864    0.0494   \n",
       "                          Equity(368 [AMGN])             0.071713    0.0643   \n",
       "                          Equity(410 [AN])               0.626736    0.0637   \n",
       "                          Equity(430 [ANN])              0.631602    0.0864   \n",
       "...                                                           ...       ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])           0.113260    0.0644   \n",
       "                          Equity(47208 [GPRO])           0.392906    0.0168   \n",
       "                          Equity(47228 [MIK])            0.797026    0.0774   \n",
       "                          Equity(47230 [CLNS])           0.353490    0.0150   \n",
       "                          Equity(47334 [TERP])           0.018212    0.0185   \n",
       "                          Equity(47382 [LOCO])           0.200330    0.0412   \n",
       "                          Equity(47414 [CTLT])           0.148565    0.0454   \n",
       "                          Equity(47415 [SYF])            0.040100    0.1929   \n",
       "                          Equity(47430 [MBLY])           0.097486    0.0072   \n",
       "                          Equity(47578 [LTRP_A])         0.050479    0.1696   \n",
       "                          Equity(47752 [CDK])            0.209533    0.0316   \n",
       "                          Equity(47777 [CFG])            0.008783    0.0536   \n",
       "                          Equity(47779 [CYBR])           0.152169    0.0114   \n",
       "                          Equity(47820 [VSLR])           0.008580   -0.0990   \n",
       "                          Equity(47833 [W])              0.781005   -0.0026   \n",
       "                          Equity(47888 [FCAU])           0.254434    0.3993   \n",
       "                          Equity(47912 [ZAYO])           0.061224    0.0904   \n",
       "                          Equity(47921 [KEYS])           0.243021    0.0942   \n",
       "                          Equity(47929 [HYH])            0.155687    0.0838   \n",
       "                          Equity(48065 [AXTA])           0.164181    0.0284   \n",
       "                          Equity(48073 [CRC])            0.046606    0.5793   \n",
       "                          Equity(48091 [VA])             0.310931    0.1333   \n",
       "                          Equity(48104 [PGRE])           0.017931    0.0194   \n",
       "                          Equity(48126 [HABT])           0.338791    0.0279   \n",
       "                          Equity(48169 [KLXI])           0.100914    0.0475   \n",
       "                          Equity(48220 [LC])             0.019771    0.0051   \n",
       "                          Equity(48317 [JUNO])                NaN   -0.0277   \n",
       "                          Equity(48384 [QRVO])           0.157581    0.0398   \n",
       "                          Equity(48486 [BOX])            0.155315   -0.3039   \n",
       "                          Equity(48543 [SHAK])           0.323332    0.0063   \n",
       "\n",
       "                                                  dividend_yield  \\\n",
       "date                      security                                 \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])                0.0076   \n",
       "                          Equity(24 [AAPL])               0.0164   \n",
       "                          Equity(41 [ARCB])               0.0032   \n",
       "                          Equity(62 [ABT])                0.0193   \n",
       "                          Equity(67 [ADSK])               0.0004   \n",
       "                          Equity(76 [TAP])                0.0198   \n",
       "                          Equity(110 [ACXM])              0.0063   \n",
       "                          Equity(114 [ADBE])              0.0002   \n",
       "                          Equity(122 [ADI])               0.0266   \n",
       "                          Equity(128 [ADM])               0.0182   \n",
       "                          Equity(161 [AEP])               0.0329   \n",
       "                          Equity(166 [AES])               0.0143   \n",
       "                          Equity(168 [AET])               0.0100   \n",
       "                          Equity(185 [AFL])               0.0242   \n",
       "                          Equity(197 [AGCO])              0.0096   \n",
       "                          Equity(205 [AGN])               0.0009   \n",
       "                          Equity(216 [HES])               0.0135   \n",
       "                          Equity(239 [AIG])               0.0088   \n",
       "                          Equity(266 [AJG])               0.0301   \n",
       "                          Equity(270 [AKRX])              0.0076   \n",
       "                          Equity(300 [ALK])               0.0084   \n",
       "                          Equity(301 [ALKS])                 NaN   \n",
       "                          Equity(328 [ALTR])              0.0177   \n",
       "                          Equity(337 [AMAT])              0.0159   \n",
       "                          Equity(351 [AMD])                  NaN   \n",
       "                          Equity(353 [AME])               0.0062   \n",
       "                          Equity(357 [TWX])               0.0148   \n",
       "                          Equity(368 [AMGN])              0.0152   \n",
       "                          Equity(410 [AN])                   NaN   \n",
       "                          Equity(430 [ANN])                  NaN   \n",
       "...                                                          ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])               NaN   \n",
       "                          Equity(47208 [GPRO])               NaN   \n",
       "                          Equity(47228 [MIK])                NaN   \n",
       "                          Equity(47230 [CLNS])            0.0139   \n",
       "                          Equity(47334 [TERP])            0.0204   \n",
       "                          Equity(47382 [LOCO])               NaN   \n",
       "                          Equity(47414 [CTLT])               NaN   \n",
       "                          Equity(47415 [SYF])                NaN   \n",
       "                          Equity(47430 [MBLY])               NaN   \n",
       "                          Equity(47578 [LTRP_A])             NaN   \n",
       "                          Equity(47752 [CDK])             0.0044   \n",
       "                          Equity(47777 [CFG])             0.0112   \n",
       "                          Equity(47779 [CYBR])               NaN   \n",
       "                          Equity(47820 [VSLR])               NaN   \n",
       "                          Equity(47833 [W])                  NaN   \n",
       "                          Equity(47888 [FCAU])               NaN   \n",
       "                          Equity(47912 [ZAYO])               NaN   \n",
       "                          Equity(47921 [KEYS])               NaN   \n",
       "                          Equity(47929 [HYH])                NaN   \n",
       "                          Equity(48065 [AXTA])               NaN   \n",
       "                          Equity(48073 [CRC])             0.0013   \n",
       "                          Equity(48091 [VA])                 NaN   \n",
       "                          Equity(48104 [PGRE])            0.0071   \n",
       "                          Equity(48126 [HABT])               NaN   \n",
       "                          Equity(48169 [KLXI])               NaN   \n",
       "                          Equity(48220 [LC])                 NaN   \n",
       "                          Equity(48317 [JUNO])               NaN   \n",
       "                          Equity(48384 [QRVO])               NaN   \n",
       "                          Equity(48486 [BOX])                NaN   \n",
       "                          Equity(48543 [SHAK])               NaN   \n",
       "\n",
       "                                                  forward_earning_yield  \\\n",
       "date                      security                                        \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])                       0.0656   \n",
       "                          Equity(24 [AAPL])                      0.0697   \n",
       "                          Equity(41 [ARCB])                      0.0556   \n",
       "                          Equity(62 [ABT])                       0.0515   \n",
       "                          Equity(67 [ADSK])                      0.0151   \n",
       "                          Equity(76 [TAP])                       0.0572   \n",
       "                          Equity(110 [ACXM])                     0.0324   \n",
       "                          Equity(114 [ADBE])                     0.0346   \n",
       "                          Equity(122 [ADI])                      0.0521   \n",
       "                          Equity(128 [ADM])                      0.0659   \n",
       "                          Equity(161 [AEP])                      0.0574   \n",
       "                          Equity(166 [AES])                      0.0970   \n",
       "                          Equity(168 [AET])                      0.0789   \n",
       "                          Equity(185 [AFL])                      0.1019   \n",
       "                          Equity(197 [AGCO])                     0.0716   \n",
       "                          Equity(205 [AGN])                      0.0402   \n",
       "                          Equity(216 [HES])                      0.0207   \n",
       "                          Equity(239 [AIG])                      0.0868   \n",
       "                          Equity(266 [AJG])                      0.0587   \n",
       "                          Equity(270 [AKRX])                     0.0502   \n",
       "                          Equity(300 [ALK])                      0.0866   \n",
       "                          Equity(301 [ALKS])                     0.0074   \n",
       "                          Equity(328 [ALTR])                     0.0498   \n",
       "                          Equity(337 [AMAT])                     0.0454   \n",
       "                          Equity(351 [AMD])                      0.0392   \n",
       "                          Equity(353 [AME])                      0.0484   \n",
       "                          Equity(357 [TWX])                      0.0530   \n",
       "                          Equity(368 [AMGN])                     0.0584   \n",
       "                          Equity(410 [AN])                       0.0650   \n",
       "                          Equity(430 [ANN])                      0.0462   \n",
       "...                                                                 ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])                   0.0448   \n",
       "                          Equity(47208 [GPRO])                   0.0323   \n",
       "                          Equity(47228 [MIK])                    0.0625   \n",
       "                          Equity(47230 [CLNS])                   0.0483   \n",
       "                          Equity(47334 [TERP])                   0.0261   \n",
       "                          Equity(47382 [LOCO])                      NaN   \n",
       "                          Equity(47414 [CTLT])                   0.0555   \n",
       "                          Equity(47415 [SYF])                    0.0847   \n",
       "                          Equity(47430 [MBLY])                   0.0149   \n",
       "                          Equity(47578 [LTRP_A])                 0.1271   \n",
       "                          Equity(47752 [CDK])                    0.0284   \n",
       "                          Equity(47777 [CFG])                    0.0759   \n",
       "                          Equity(47779 [CYBR])                   0.0064   \n",
       "                          Equity(47820 [VSLR])                  -0.2099   \n",
       "                          Equity(47833 [W])                     -0.0176   \n",
       "                          Equity(47888 [FCAU])                   0.0939   \n",
       "                          Equity(47912 [ZAYO])                   0.0179   \n",
       "                          Equity(47921 [KEYS])                      NaN   \n",
       "                          Equity(47929 [HYH])                       NaN   \n",
       "                          Equity(48065 [AXTA])                   0.0399   \n",
       "                          Equity(48073 [CRC])                    0.0190   \n",
       "                          Equity(48091 [VA])                     0.1022   \n",
       "                          Equity(48104 [PGRE])                  -0.0219   \n",
       "                          Equity(48126 [HABT])                   0.0079   \n",
       "                          Equity(48169 [KLXI])                   0.0548   \n",
       "                          Equity(48220 [LC])                     0.0100   \n",
       "                          Equity(48317 [JUNO])                      NaN   \n",
       "                          Equity(48384 [QRVO])                   0.0610   \n",
       "                          Equity(48486 [BOX])                   -0.0670   \n",
       "                          Equity(48543 [SHAK])                      NaN   \n",
       "\n",
       "                                                   gearing     gp_ta  \\\n",
       "date                      security                                     \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])        0.725073  0.035963   \n",
       "                          Equity(24 [AAPL])       0.316414  0.069052   \n",
       "                          Equity(41 [ARCB])       0.257198  0.408964   \n",
       "                          Equity(62 [ABT])        0.362679  0.065226   \n",
       "                          Equity(67 [ADSK])       0.329292  0.112312   \n",
       "                          Equity(76 [TAP])        0.411348  0.033802   \n",
       "                          Equity(110 [ACXM])      0.449514  0.041604   \n",
       "                          Equity(114 [ADBE])      0.223982  0.084589   \n",
       "                          Equity(122 [ADI])       0.183440  0.070854   \n",
       "                          Equity(128 [ADM])       0.273954  0.035150   \n",
       "                          Equity(161 [AEP])       1.146550  0.047872   \n",
       "                          Equity(166 [AES])       4.790994  0.019675   \n",
       "                          Equity(168 [AET])       0.530346  0.072638   \n",
       "                          Equity(185 [AFL])       0.255307       NaN   \n",
       "                          Equity(197 [AGCO])      0.377989  0.051997   \n",
       "                          Equity(205 [AGN])       0.301574  0.138290   \n",
       "                          Equity(216 [HES])       0.247268  0.040317   \n",
       "                          Equity(239 [AIG])       0.333603       NaN   \n",
       "                          Equity(266 [AJG])       0.743612  0.039648   \n",
       "                          Equity(270 [AKRX])      3.612237  0.027565   \n",
       "                          Equity(300 [ALK])       0.370121  0.142399   \n",
       "                          Equity(301 [ALKS])      0.269611  0.061298   \n",
       "                          Equity(328 [ALTR])      0.448218  0.057704   \n",
       "                          Equity(337 [AMAT])      0.247458  0.072795   \n",
       "                          Equity(351 [AMD])       4.127103  0.114220   \n",
       "                          Equity(353 [AME])       0.471965  0.053884   \n",
       "                          Equity(357 [TWX])       0.894055  0.040605   \n",
       "                          Equity(368 [AMGN])      1.302270  0.055994   \n",
       "                          Equity(410 [AN])        0.960736  0.096604   \n",
       "                          Equity(430 [ANN])       0.038133  0.323971   \n",
       "...                                                    ...       ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])    7.198492  0.054152   \n",
       "                          Equity(47208 [GPRO])    0.000000  0.175937   \n",
       "                          Equity(47228 [MIK])    -1.491710  0.330673   \n",
       "                          Equity(47230 [CLNS])         NaN  0.364112   \n",
       "                          Equity(47334 [TERP])    3.120117  0.011465   \n",
       "                          Equity(47382 [LOCO])    0.692801  0.053032   \n",
       "                          Equity(47414 [CTLT])    4.019223  0.051175   \n",
       "                          Equity(47415 [SYF])     2.180138       NaN   \n",
       "                          Equity(47430 [MBLY])         NaN  0.067264   \n",
       "                          Equity(47578 [LTRP_A])  0.846506  0.048944   \n",
       "                          Equity(47752 [CDK])     1.321367  0.081537   \n",
       "                          Equity(47777 [CFG])     0.557555       NaN   \n",
       "                          Equity(47779 [CYBR])         NaN  0.129055   \n",
       "                          Equity(47820 [VSLR])    0.268694 -0.012727   \n",
       "                          Equity(47833 [W])            NaN  0.193587   \n",
       "                          Equity(47888 [FCAU])         NaN       NaN   \n",
       "                          Equity(47912 [ZAYO])    3.280101  0.039533   \n",
       "                          Equity(47921 [KEYS])    1.060811  0.135903   \n",
       "                          Equity(47929 [HYH])     0.420228  0.052082   \n",
       "                          Equity(48065 [AXTA])    3.686076  0.058948   \n",
       "                          Equity(48073 [CRC])     2.585056  0.027316   \n",
       "                          Equity(48091 [VA])      0.283876  0.175441   \n",
       "                          Equity(48104 [PGRE])    0.756244  0.011096   \n",
       "                          Equity(48126 [HABT])    0.058460  0.075141   \n",
       "                          Equity(48169 [KLXI])    0.457439  0.025164   \n",
       "                          Equity(48220 [LC])      3.308586  0.012955   \n",
       "                          Equity(48317 [JUNO])    0.030044  0.000000   \n",
       "                          Equity(48384 [QRVO])    0.000000  0.027405   \n",
       "                          Equity(48486 [BOX])     0.156130  0.097317   \n",
       "                          Equity(48543 [SHAK])    0.002841  0.073160   \n",
       "\n",
       "                                                    market_cap  net_margin  \\\n",
       "date                      security                                           \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])        1.868430e+10    0.023882   \n",
       "                          Equity(24 [AAPL])       6.599120e+11    0.201007   \n",
       "                          Equity(41 [ARCB])       1.205120e+09    0.027581   \n",
       "                          Equity(62 [ABT])        6.879960e+10    0.105408   \n",
       "                          Equity(67 [ADSK])       1.376730e+10    0.017314   \n",
       "                          Equity(76 [TAP])        1.387820e+10   -0.029452   \n",
       "                          Equity(110 [ACXM])      1.581810e+09   -0.005938   \n",
       "                          Equity(114 [ADBE])      3.645030e+10    0.068285   \n",
       "                          Equity(122 [ADI])       1.728900e+10    0.133491   \n",
       "                          Equity(128 [ADM])       3.404990e+10    0.041232   \n",
       "                          Equity(161 [AEP])       3.019590e+10    0.114598   \n",
       "                          Equity(166 [AES])       9.996910e+09    0.109885   \n",
       "                          Equity(168 [AET])       3.170220e+10    0.040366   \n",
       "                          Equity(185 [AFL])       2.792740e+10    0.123082   \n",
       "                          Equity(197 [AGCO])      4.204330e+09    0.030165   \n",
       "                          Equity(205 [AGN])       6.357160e+10    0.171977   \n",
       "                          Equity(216 [HES])       2.216250e+10    0.367213   \n",
       "                          Equity(239 [AIG])       7.910900e+10    0.131620   \n",
       "                          Equity(266 [AJG])       7.720130e+09    0.072739   \n",
       "                          Equity(270 [AKRX])      3.930440e+09   -0.087771   \n",
       "                          Equity(300 [ALK])       7.927410e+09    0.135154   \n",
       "                          Equity(301 [ALKS])      8.493130e+09   -0.249737   \n",
       "                          Equity(328 [ALTR])      1.138950e+10    0.236204   \n",
       "                          Equity(337 [AMAT])      3.080550e+10    0.113074   \n",
       "                          Equity(351 [AMD])       2.039150e+09    0.011896   \n",
       "                          Equity(353 [AME])       1.310330e+10    0.137439   \n",
       "                          Equity(357 [TWX])       7.207630e+10    0.154893   \n",
       "                          Equity(368 [AMGN])      1.221860e+11    0.247267   \n",
       "                          Equity(410 [AN])        6.879140e+09    0.021695   \n",
       "                          Equity(430 [ANN])       1.688270e+09    0.046159   \n",
       "...                                                        ...         ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])    4.538030e+09    0.049037   \n",
       "                          Equity(47208 [GPRO])    7.613530e+09    0.046135   \n",
       "                          Equity(47228 [MIK])     5.667600e+09    0.096393   \n",
       "                          Equity(47230 [CLNS])    4.264080e+09    0.237378   \n",
       "                          Equity(47334 [TERP])    5.001900e+09   -0.398724   \n",
       "                          Equity(47382 [LOCO])    7.966950e+08    0.075100   \n",
       "                          Equity(47414 [CTLT])    3.964740e+09    0.070533   \n",
       "                          Equity(47415 [SYF])     2.712240e+10    0.185484   \n",
       "                          Equity(47430 [MBLY])    1.005400e+10    0.222417   \n",
       "                          Equity(47578 [LTRP_A])  2.130870e+09   -0.018717   \n",
       "                          Equity(47752 [CDK])     8.730820e+09    0.106953   \n",
       "                          Equity(47777 [CFG])     1.440830e+10    0.176669   \n",
       "                          Equity(47779 [CYBR])    1.960020e+09    0.126568   \n",
       "                          Equity(47820 [VSLR])    1.544440e+09    1.272813   \n",
       "                          Equity(47833 [W])       2.437410e+09   -0.063944   \n",
       "                          Equity(47888 [FCAU])    2.077670e+10    0.002955   \n",
       "                          Equity(47912 [ZAYO])    6.442160e+09   -0.157617   \n",
       "                          Equity(47921 [KEYS])    5.542020e+09    0.129730   \n",
       "                          Equity(47929 [HYH])     1.932640e+09    0.055048   \n",
       "                          Equity(48065 [AXTA])    7.737130e+09    0.045213   \n",
       "                          Equity(48073 [CRC])     3.045580e+09   -0.173310   \n",
       "                          Equity(48091 [VA])      1.233420e+09    0.039179   \n",
       "                          Equity(48104 [PGRE])    3.977000e+09   -0.060356   \n",
       "                          Equity(48126 [HABT])    9.220580e+08    0.012513   \n",
       "                          Equity(48169 [KLXI])    2.269090e+09    0.041483   \n",
       "                          Equity(48220 [LC])      7.073960e+09   -0.078462   \n",
       "                          Equity(48317 [JUNO])    4.575570e+09         NaN   \n",
       "                          Equity(48384 [QRVO])    1.229840e+10    0.010210   \n",
       "                          Equity(48486 [BOX])     2.110680e+09   -0.844857   \n",
       "                          Equity(48543 [SHAK])    2.755360e+09   -0.335061   \n",
       "\n",
       "                                                  pb_ratio       roe  \\\n",
       "date                      security                                     \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])          1.5144  0.012437   \n",
       "                          Equity(24 [AAPL])         5.9160  0.072838   \n",
       "                          Equity(41 [ARCB])         2.1868  0.036211   \n",
       "                          Equity(62 [ABT])          3.0059  0.023145   \n",
       "                          Equity(67 [ADSK])         6.0689  0.004701   \n",
       "                          Equity(76 [TAP])          1.6526 -0.003963   \n",
       "                          Equity(110 [ACXM])        2.3314 -0.002274   \n",
       "                          Equity(114 [ADBE])        5.4151  0.010864   \n",
       "                          Equity(122 [ADI])         3.6337  0.022262   \n",
       "                          Equity(128 [ADM])         1.6835  0.036971   \n",
       "                          Equity(161 [AEP])         1.7901  0.029478   \n",
       "                          Equity(166 [AES])         2.2736  0.113383   \n",
       "                          Equity(168 [AET])         2.1246  0.040146   \n",
       "                          Equity(185 [AFL])         1.5643  0.039875   \n",
       "                          Equity(197 [AGCO])        1.1182  0.016693   \n",
       "                          Equity(205 [AGN])         8.9403  0.044975   \n",
       "                          Equity(216 [HES])         0.9140  0.041562   \n",
       "                          Equity(239 [AIG])         0.7286  0.020227   \n",
       "                          Equity(266 [AJG])         2.3710  0.028775   \n",
       "                          Equity(270 [AKRX])       12.2703 -0.037899   \n",
       "                          Equity(300 [ALK])         3.5565  0.089411   \n",
       "                          Equity(301 [ALKS])        6.3686 -0.029758   \n",
       "                          Equity(328 [ALTR])        3.4206  0.035127   \n",
       "                          Equity(337 [AMAT])        3.9153  0.032922   \n",
       "                          Equity(351 [AMD])         3.8115  0.032819   \n",
       "                          Equity(353 [AME])         3.7786  0.041166   \n",
       "                          Equity(357 [TWX])         2.8568  0.037820   \n",
       "                          Equity(368 [AMGN])        4.8247  0.050053   \n",
       "                          Equity(410 [AN])          3.4191  0.051485   \n",
       "                          Equity(430 [ANN])         3.3214  0.060750   \n",
       "...                                                    ...       ...   \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])     11.4021  0.073976   \n",
       "                          Equity(47208 [GPRO])     10.8498  0.024949   \n",
       "                          Equity(47228 [MIK])          NaN       NaN   \n",
       "                          Equity(47230 [CLNS])     19.7011  0.104107   \n",
       "                          Equity(47334 [TERP])      7.1111 -0.047866   \n",
       "                          Equity(47382 [LOCO])      3.6603  0.031729   \n",
       "                          Equity(47414 [CTLT])      8.4680  0.065523   \n",
       "                          Equity(47415 [SYF])       2.4576  0.051315   \n",
       "                          Equity(47430 [MBLY])     24.0345  0.024940   \n",
       "                          Equity(47578 [LTRP_A])    2.4409 -0.007910   \n",
       "                          Equity(47752 [CDK])      11.6086  0.074922   \n",
       "                          Equity(47777 [CFG])       0.7365  0.010764   \n",
       "                          Equity(47779 [CYBR])     12.2165  0.026413   \n",
       "                          Equity(47820 [VSLR])      3.1335  0.025027   \n",
       "                          Equity(47833 [W])         8.6257 -0.092282   \n",
       "                          Equity(47888 [FCAU])      1.2802  0.005509   \n",
       "                          Equity(47912 [ZAYO])      5.6004 -0.048263   \n",
       "                          Equity(47921 [KEYS])      6.0371  0.098260   \n",
       "                          Equity(47929 [HYH])       1.2784  0.014452   \n",
       "                          Equity(48065 [AXTA])      7.9039  0.044574   \n",
       "                          Equity(48073 [CRC])       1.2105 -0.039009   \n",
       "                          Equity(48091 [VA])        2.5398  0.027063   \n",
       "                          Equity(48104 [PGRE])      1.0386 -0.002514   \n",
       "                          Equity(48126 [HABT])     21.8321  0.016305   \n",
       "                          Equity(48169 [KLXI])      0.8660  0.006823   \n",
       "                          Equity(48220 [LC])        7.2029 -0.006520   \n",
       "                          Equity(48317 [JUNO])     13.9052 -0.181065   \n",
       "                          Equity(48384 [QRVO])      1.9922  0.001834   \n",
       "                          Equity(48486 [BOX])       7.8719 -0.272739   \n",
       "                          Equity(48543 [SHAK])     25.0060 -0.206339   \n",
       "\n",
       "                                                        vol   returns  \n",
       "date                      security                                     \n",
       "2015-01-02 00:00:00+00:00 Equity(2 [ARNC])         0.840949  0.045963  \n",
       "                          Equity(24 [AAPL])        6.343392  0.085087  \n",
       "                          Equity(41 [ARCB])        4.553984 -0.116546  \n",
       "                          Equity(62 [ABT])         1.616591  0.025660  \n",
       "                          Equity(67 [ADSK])        3.173699 -0.077608  \n",
       "                          Equity(76 [TAP])         2.240364  0.053617  \n",
       "                          Equity(110 [ACXM])       1.454109 -0.015047  \n",
       "                          Equity(114 [ADBE])       3.659694 -0.006083  \n",
       "                          Equity(122 [ADI])        4.480362 -0.028088  \n",
       "                          Equity(128 [ADM])        3.211012 -0.063594  \n",
       "                          Equity(161 [AEP])        2.489858  0.026646  \n",
       "                          Equity(166 [AES])        0.370432 -0.080893  \n",
       "                          Equity(168 [AET])        4.996933  0.063326  \n",
       "                          Equity(185 [AFL])        1.616456 -0.032088  \n",
       "                          Equity(197 [AGCO])       1.135995  0.087274  \n",
       "                          Equity(205 [AGN])       13.078002  0.037381  \n",
       "                          Equity(216 [HES])        6.017771 -0.020496  \n",
       "                          Equity(239 [AIG])        1.899744 -0.084858  \n",
       "                          Equity(266 [AJG])        1.415853 -0.028550  \n",
       "                          Equity(270 [AKRX])       2.717795  0.212642  \n",
       "                          Equity(300 [ALK])        5.507418  0.080417  \n",
       "                          Equity(301 [ALKS])       5.917624  0.189756  \n",
       "                          Equity(328 [ALTR])       2.128549 -0.081680  \n",
       "                          Equity(337 [AMAT])       1.831033 -0.060168  \n",
       "                          Equity(351 [AMD])        0.203308  0.024119  \n",
       "                          Equity(353 [AME])        1.809216 -0.040879  \n",
       "                          Equity(357 [TWX])        4.438961 -0.054277  \n",
       "                          Equity(368 [AMGN])      12.068039 -0.047064  \n",
       "                          Equity(410 [AN])         3.677288  0.052298  \n",
       "                          Equity(430 [ANN])        1.242885 -0.058315  \n",
       "...                                                     ...       ...  \n",
       "2015-06-01 00:00:00+00:00 Equity(47207 [SERV])     1.132785  0.071831  \n",
       "                          Equity(47208 [GPRO])     4.867164 -0.098649  \n",
       "                          Equity(47228 [MIK])      0.856450 -0.023593  \n",
       "                          Equity(47230 [CLNS])     1.313744 -0.154865  \n",
       "                          Equity(47334 [TERP])     2.587195 -0.048835  \n",
       "                          Equity(47382 [LOCO])     1.957695 -0.000963  \n",
       "                          Equity(47414 [CTLT])     0.950306 -0.044144  \n",
       "                          Equity(47415 [SYF])      0.891160  0.016076  \n",
       "                          Equity(47430 [MBLY])     3.592887  0.146121  \n",
       "                          Equity(47578 [LTRP_A])   1.232077  0.137227  \n",
       "                          Equity(47752 [CDK])      2.865034  0.011944  \n",
       "                          Equity(47777 [CFG])      0.802111  0.012611  \n",
       "                          Equity(47779 [CYBR])     5.123477  0.035803  \n",
       "                          Equity(47820 [VSLR])     1.596070 -0.132668  \n",
       "                          Equity(47833 [W])        2.185281  0.307532  \n",
       "                          Equity(47888 [FCAU])     0.621343 -0.107494  \n",
       "                          Equity(47912 [ZAYO])     0.762919 -0.020936  \n",
       "                          Equity(47921 [KEYS])     1.749636 -0.050244  \n",
       "                          Equity(47929 [HYH])      2.699387 -0.024085  \n",
       "                          Equity(48065 [AXTA])     2.376141 -0.048591  \n",
       "                          Equity(48073 [CRC])      0.739683 -0.212516  \n",
       "                          Equity(48091 [VA])       2.460519 -0.051070  \n",
       "                          Equity(48104 [PGRE])     0.442655 -0.071359  \n",
       "                          Equity(48126 [HABT])     2.611577 -0.110543  \n",
       "                          Equity(48169 [KLXI])     1.817851  0.004322  \n",
       "                          Equity(48220 [LC])       1.005054 -0.226939  \n",
       "                          Equity(48317 [JUNO])     6.355961  0.006219  \n",
       "                          Equity(48384 [QRVO])     4.787459 -0.008278  \n",
       "                          Equity(48486 [BOX])      0.853853  0.068000  \n",
       "                          Equity(48543 [SHAK])    13.106065 -0.233537  \n",
       "\n",
       "[153892 rows x 15 columns]"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_combined = results.join(df1)\n",
    "df_combined"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Remove Ticker Name\n",
    "\n",
    "remove all the ticker names. We do not need them to build our model"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "res = df_combined.copy()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Earnings_Quality</th>\n",
       "      <th>Price_Momentum_1M</th>\n",
       "      <th>Price_Oscillator</th>\n",
       "      <th>assets_turnover</th>\n",
       "      <th>cf_yield</th>\n",
       "      <th>dividend_yield</th>\n",
       "      <th>forward_earning_yield</th>\n",
       "      <th>gearing</th>\n",
       "      <th>gp_ta</th>\n",
       "      <th>market_cap</th>\n",
       "      <th>net_margin</th>\n",
       "      <th>pb_ratio</th>\n",
       "      <th>roe</th>\n",
       "      <th>vol</th>\n",
       "      <th>returns</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>0.913295</td>\n",
       "      <td>0.097341</td>\n",
       "      <td>0.169928</td>\n",
       "      <td>0.0630</td>\n",
       "      <td>0.0076</td>\n",
       "      <td>0.0656</td>\n",
       "      <td>0.725073</td>\n",
       "      <td>0.035963</td>\n",
       "      <td>1.868430e+10</td>\n",
       "      <td>0.023882</td>\n",
       "      <td>1.5144</td>\n",
       "      <td>0.012437</td>\n",
       "      <td>0.840949</td>\n",
       "      <td>0.045963</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>9.330986e+09</td>\n",
       "      <td>0.963444</td>\n",
       "      <td>0.225832</td>\n",
       "      <td>0.185417</td>\n",
       "      <td>0.0867</td>\n",
       "      <td>0.0164</td>\n",
       "      <td>0.0697</td>\n",
       "      <td>0.316414</td>\n",
       "      <td>0.069052</td>\n",
       "      <td>6.599120e+11</td>\n",
       "      <td>0.201007</td>\n",
       "      <td>5.9160</td>\n",
       "      <td>0.072838</td>\n",
       "      <td>6.343392</td>\n",
       "      <td>0.085087</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>8.183514e+07</td>\n",
       "      <td>1.060856</td>\n",
       "      <td>0.171412</td>\n",
       "      <td>0.639185</td>\n",
       "      <td>0.1212</td>\n",
       "      <td>0.0032</td>\n",
       "      <td>0.0556</td>\n",
       "      <td>0.257198</td>\n",
       "      <td>0.408964</td>\n",
       "      <td>1.205120e+09</td>\n",
       "      <td>0.027581</td>\n",
       "      <td>2.1868</td>\n",
       "      <td>0.036211</td>\n",
       "      <td>4.553984</td>\n",
       "      <td>-0.116546</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.937097e+09</td>\n",
       "      <td>0.995797</td>\n",
       "      <td>0.111621</td>\n",
       "      <td>0.121540</td>\n",
       "      <td>0.0578</td>\n",
       "      <td>0.0193</td>\n",
       "      <td>0.0515</td>\n",
       "      <td>0.362679</td>\n",
       "      <td>0.065226</td>\n",
       "      <td>6.879960e+10</td>\n",
       "      <td>0.105408</td>\n",
       "      <td>3.0059</td>\n",
       "      <td>0.023145</td>\n",
       "      <td>1.616591</td>\n",
       "      <td>0.025660</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.133333e+09</td>\n",
       "      <td>0.988969</td>\n",
       "      <td>0.110709</td>\n",
       "      <td>0.130929</td>\n",
       "      <td>0.0452</td>\n",
       "      <td>0.0004</td>\n",
       "      <td>0.0151</td>\n",
       "      <td>0.329292</td>\n",
       "      <td>0.112312</td>\n",
       "      <td>1.376730e+10</td>\n",
       "      <td>0.017314</td>\n",
       "      <td>6.0689</td>\n",
       "      <td>0.004701</td>\n",
       "      <td>3.173699</td>\n",
       "      <td>-0.077608</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>9.844898e+08</td>\n",
       "      <td>0.973093</td>\n",
       "      <td>0.122957</td>\n",
       "      <td>0.076075</td>\n",
       "      <td>0.0860</td>\n",
       "      <td>0.0198</td>\n",
       "      <td>0.0572</td>\n",
       "      <td>0.411348</td>\n",
       "      <td>0.033802</td>\n",
       "      <td>1.387820e+10</td>\n",
       "      <td>-0.029452</td>\n",
       "      <td>1.6526</td>\n",
       "      <td>-0.003963</td>\n",
       "      <td>2.240364</td>\n",
       "      <td>0.053617</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.432889e+08</td>\n",
       "      <td>1.019608</td>\n",
       "      <td>-0.176652</td>\n",
       "      <td>0.200592</td>\n",
       "      <td>0.0840</td>\n",
       "      <td>0.0063</td>\n",
       "      <td>0.0324</td>\n",
       "      <td>0.449514</td>\n",
       "      <td>0.041604</td>\n",
       "      <td>1.581810e+09</td>\n",
       "      <td>-0.005938</td>\n",
       "      <td>2.3314</td>\n",
       "      <td>-0.002274</td>\n",
       "      <td>1.454109</td>\n",
       "      <td>-0.015047</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.817873e+09</td>\n",
       "      <td>0.989114</td>\n",
       "      <td>0.085783</td>\n",
       "      <td>0.100878</td>\n",
       "      <td>0.0323</td>\n",
       "      <td>0.0002</td>\n",
       "      <td>0.0346</td>\n",
       "      <td>0.223982</td>\n",
       "      <td>0.084589</td>\n",
       "      <td>3.645030e+10</td>\n",
       "      <td>0.068285</td>\n",
       "      <td>5.4151</td>\n",
       "      <td>0.010864</td>\n",
       "      <td>3.659694</td>\n",
       "      <td>-0.006083</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.800913e+08</td>\n",
       "      <td>1.012582</td>\n",
       "      <td>0.110466</td>\n",
       "      <td>0.102853</td>\n",
       "      <td>0.0493</td>\n",
       "      <td>0.0266</td>\n",
       "      <td>0.0521</td>\n",
       "      <td>0.183440</td>\n",
       "      <td>0.070854</td>\n",
       "      <td>1.728900e+10</td>\n",
       "      <td>0.133491</td>\n",
       "      <td>3.6337</td>\n",
       "      <td>0.022262</td>\n",
       "      <td>4.480362</td>\n",
       "      <td>-0.028088</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>4.248148e+09</td>\n",
       "      <td>0.975239</td>\n",
       "      <td>0.137061</td>\n",
       "      <td>0.443224</td>\n",
       "      <td>0.1371</td>\n",
       "      <td>0.0182</td>\n",
       "      <td>0.0659</td>\n",
       "      <td>0.273954</td>\n",
       "      <td>0.035150</td>\n",
       "      <td>3.404990e+10</td>\n",
       "      <td>0.041232</td>\n",
       "      <td>1.6835</td>\n",
       "      <td>0.036971</td>\n",
       "      <td>3.211012</td>\n",
       "      <td>-0.063594</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.512871e+09</td>\n",
       "      <td>1.040617</td>\n",
       "      <td>0.145289</td>\n",
       "      <td>0.074464</td>\n",
       "      <td>0.1589</td>\n",
       "      <td>0.0329</td>\n",
       "      <td>0.0574</td>\n",
       "      <td>1.146550</td>\n",
       "      <td>0.047872</td>\n",
       "      <td>3.019590e+10</td>\n",
       "      <td>0.114598</td>\n",
       "      <td>1.7901</td>\n",
       "      <td>0.029478</td>\n",
       "      <td>2.489858</td>\n",
       "      <td>0.026646</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>2.062162e+09</td>\n",
       "      <td>0.995303</td>\n",
       "      <td>-0.040617</td>\n",
       "      <td>0.113268</td>\n",
       "      <td>0.1844</td>\n",
       "      <td>0.0143</td>\n",
       "      <td>0.0970</td>\n",
       "      <td>4.790994</td>\n",
       "      <td>0.019675</td>\n",
       "      <td>9.996910e+09</td>\n",
       "      <td>0.109885</td>\n",
       "      <td>2.2736</td>\n",
       "      <td>0.113383</td>\n",
       "      <td>0.370432</td>\n",
       "      <td>-0.080893</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.516201e+08</td>\n",
       "      <td>1.005546</td>\n",
       "      <td>0.146121</td>\n",
       "      <td>0.277395</td>\n",
       "      <td>0.1131</td>\n",
       "      <td>0.0100</td>\n",
       "      <td>0.0789</td>\n",
       "      <td>0.530346</td>\n",
       "      <td>0.072638</td>\n",
       "      <td>3.170220e+10</td>\n",
       "      <td>0.040366</td>\n",
       "      <td>2.1246</td>\n",
       "      <td>0.040146</td>\n",
       "      <td>4.996933</td>\n",
       "      <td>0.063326</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>9.569536e+08</td>\n",
       "      <td>1.024740</td>\n",
       "      <td>-0.007477</td>\n",
       "      <td>0.044966</td>\n",
       "      <td>0.2805</td>\n",
       "      <td>0.0242</td>\n",
       "      <td>0.1019</td>\n",
       "      <td>0.255307</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.792740e+10</td>\n",
       "      <td>0.123082</td>\n",
       "      <td>1.5643</td>\n",
       "      <td>0.039875</td>\n",
       "      <td>1.616456</td>\n",
       "      <td>-0.032088</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.478873e+07</td>\n",
       "      <td>1.040534</td>\n",
       "      <td>-0.117823</td>\n",
       "      <td>0.259877</td>\n",
       "      <td>0.0937</td>\n",
       "      <td>0.0096</td>\n",
       "      <td>0.0716</td>\n",
       "      <td>0.377989</td>\n",
       "      <td>0.051997</td>\n",
       "      <td>4.204330e+09</td>\n",
       "      <td>0.030165</td>\n",
       "      <td>1.1182</td>\n",
       "      <td>0.016693</td>\n",
       "      <td>1.135995</td>\n",
       "      <td>0.087274</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.339888e+08</td>\n",
       "      <td>1.008720</td>\n",
       "      <td>0.312273</td>\n",
       "      <td>0.160545</td>\n",
       "      <td>0.0270</td>\n",
       "      <td>0.0009</td>\n",
       "      <td>0.0402</td>\n",
       "      <td>0.301574</td>\n",
       "      <td>0.138290</td>\n",
       "      <td>6.357160e+10</td>\n",
       "      <td>0.171977</td>\n",
       "      <td>8.9403</td>\n",
       "      <td>0.044975</td>\n",
       "      <td>13.078002</td>\n",
       "      <td>0.037381</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.079032e+09</td>\n",
       "      <td>0.986402</td>\n",
       "      <td>-0.167012</td>\n",
       "      <td>0.066914</td>\n",
       "      <td>0.2103</td>\n",
       "      <td>0.0135</td>\n",
       "      <td>0.0207</td>\n",
       "      <td>0.247268</td>\n",
       "      <td>0.040317</td>\n",
       "      <td>2.216250e+10</td>\n",
       "      <td>0.367213</td>\n",
       "      <td>0.9140</td>\n",
       "      <td>0.041562</td>\n",
       "      <td>6.017771</td>\n",
       "      <td>-0.020496</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>2.244628e+09</td>\n",
       "      <td>1.018919</td>\n",
       "      <td>0.053255</td>\n",
       "      <td>0.031533</td>\n",
       "      <td>0.0758</td>\n",
       "      <td>0.0088</td>\n",
       "      <td>0.0868</td>\n",
       "      <td>0.333603</td>\n",
       "      <td>NaN</td>\n",
       "      <td>7.910900e+10</td>\n",
       "      <td>0.131620</td>\n",
       "      <td>0.7286</td>\n",
       "      <td>0.020227</td>\n",
       "      <td>1.899744</td>\n",
       "      <td>-0.084858</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.882353e+07</td>\n",
       "      <td>0.987823</td>\n",
       "      <td>0.045623</td>\n",
       "      <td>0.128633</td>\n",
       "      <td>0.0434</td>\n",
       "      <td>0.0301</td>\n",
       "      <td>0.0587</td>\n",
       "      <td>0.743612</td>\n",
       "      <td>0.039648</td>\n",
       "      <td>7.720130e+09</td>\n",
       "      <td>0.072739</td>\n",
       "      <td>2.3710</td>\n",
       "      <td>0.028775</td>\n",
       "      <td>1.415853</td>\n",
       "      <td>-0.028550</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>-2.974231e+07</td>\n",
       "      <td>0.916857</td>\n",
       "      <td>0.238675</td>\n",
       "      <td>0.085617</td>\n",
       "      <td>0.0068</td>\n",
       "      <td>0.0076</td>\n",
       "      <td>0.0502</td>\n",
       "      <td>3.612237</td>\n",
       "      <td>0.027565</td>\n",
       "      <td>3.930440e+09</td>\n",
       "      <td>-0.087771</td>\n",
       "      <td>12.2703</td>\n",
       "      <td>-0.037899</td>\n",
       "      <td>2.717795</td>\n",
       "      <td>0.212642</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.748299e+08</td>\n",
       "      <td>1.082006</td>\n",
       "      <td>0.220172</td>\n",
       "      <td>0.233466</td>\n",
       "      <td>0.1269</td>\n",
       "      <td>0.0084</td>\n",
       "      <td>0.0866</td>\n",
       "      <td>0.370121</td>\n",
       "      <td>0.142399</td>\n",
       "      <td>7.927410e+09</td>\n",
       "      <td>0.135154</td>\n",
       "      <td>3.5565</td>\n",
       "      <td>0.089411</td>\n",
       "      <td>5.507418</td>\n",
       "      <td>0.080417</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>6.006923e+07</td>\n",
       "      <td>1.044595</td>\n",
       "      <td>0.196002</td>\n",
       "      <td>0.086589</td>\n",
       "      <td>0.0160</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0074</td>\n",
       "      <td>0.269611</td>\n",
       "      <td>0.061298</td>\n",
       "      <td>8.493130e+09</td>\n",
       "      <td>-0.249737</td>\n",
       "      <td>6.3686</td>\n",
       "      <td>-0.029758</td>\n",
       "      <td>5.917624</td>\n",
       "      <td>0.189756</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.632868e+08</td>\n",
       "      <td>0.989821</td>\n",
       "      <td>0.095659</td>\n",
       "      <td>0.086162</td>\n",
       "      <td>0.0547</td>\n",
       "      <td>0.0177</td>\n",
       "      <td>0.0498</td>\n",
       "      <td>0.448218</td>\n",
       "      <td>0.057704</td>\n",
       "      <td>1.138950e+10</td>\n",
       "      <td>0.236204</td>\n",
       "      <td>3.4206</td>\n",
       "      <td>0.035127</td>\n",
       "      <td>2.128549</td>\n",
       "      <td>-0.081680</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.507407e+09</td>\n",
       "      <td>1.044407</td>\n",
       "      <td>0.187895</td>\n",
       "      <td>0.173987</td>\n",
       "      <td>0.0580</td>\n",
       "      <td>0.0159</td>\n",
       "      <td>0.0454</td>\n",
       "      <td>0.247458</td>\n",
       "      <td>0.072795</td>\n",
       "      <td>3.080550e+10</td>\n",
       "      <td>0.113074</td>\n",
       "      <td>3.9153</td>\n",
       "      <td>0.032922</td>\n",
       "      <td>1.831033</td>\n",
       "      <td>-0.060168</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>6.000000e+08</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>-0.290074</td>\n",
       "      <td>0.333450</td>\n",
       "      <td>-0.0962</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0392</td>\n",
       "      <td>4.127103</td>\n",
       "      <td>0.114220</td>\n",
       "      <td>2.039150e+09</td>\n",
       "      <td>0.011896</td>\n",
       "      <td>3.8115</td>\n",
       "      <td>0.032819</td>\n",
       "      <td>0.203308</td>\n",
       "      <td>0.024119</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.171210e+08</td>\n",
       "      <td>1.032169</td>\n",
       "      <td>0.001005</td>\n",
       "      <td>0.158059</td>\n",
       "      <td>0.0548</td>\n",
       "      <td>0.0062</td>\n",
       "      <td>0.0484</td>\n",
       "      <td>0.471965</td>\n",
       "      <td>0.053884</td>\n",
       "      <td>1.310330e+10</td>\n",
       "      <td>0.137439</td>\n",
       "      <td>3.7786</td>\n",
       "      <td>0.041166</td>\n",
       "      <td>1.809216</td>\n",
       "      <td>-0.040879</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.180328e+08</td>\n",
       "      <td>1.011009</td>\n",
       "      <td>0.186248</td>\n",
       "      <td>0.097864</td>\n",
       "      <td>0.0494</td>\n",
       "      <td>0.0148</td>\n",
       "      <td>0.0530</td>\n",
       "      <td>0.894055</td>\n",
       "      <td>0.040605</td>\n",
       "      <td>7.207630e+10</td>\n",
       "      <td>0.154893</td>\n",
       "      <td>2.8568</td>\n",
       "      <td>0.037820</td>\n",
       "      <td>4.438961</td>\n",
       "      <td>-0.054277</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.191739e+09</td>\n",
       "      <td>0.941635</td>\n",
       "      <td>0.266144</td>\n",
       "      <td>0.071713</td>\n",
       "      <td>0.0643</td>\n",
       "      <td>0.0152</td>\n",
       "      <td>0.0584</td>\n",
       "      <td>1.302270</td>\n",
       "      <td>0.055994</td>\n",
       "      <td>1.221860e+11</td>\n",
       "      <td>0.247267</td>\n",
       "      <td>4.8247</td>\n",
       "      <td>0.050053</td>\n",
       "      <td>12.068039</td>\n",
       "      <td>-0.047064</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>2.688889e+08</td>\n",
       "      <td>1.023212</td>\n",
       "      <td>0.086186</td>\n",
       "      <td>0.626736</td>\n",
       "      <td>0.0637</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0650</td>\n",
       "      <td>0.960736</td>\n",
       "      <td>0.096604</td>\n",
       "      <td>6.879140e+09</td>\n",
       "      <td>0.021695</td>\n",
       "      <td>3.4191</td>\n",
       "      <td>0.051485</td>\n",
       "      <td>3.677288</td>\n",
       "      <td>0.052298</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>-1.905694e+07</td>\n",
       "      <td>1.020711</td>\n",
       "      <td>-0.033704</td>\n",
       "      <td>0.631602</td>\n",
       "      <td>0.0864</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0462</td>\n",
       "      <td>0.038133</td>\n",
       "      <td>0.323971</td>\n",
       "      <td>1.688270e+09</td>\n",
       "      <td>0.046159</td>\n",
       "      <td>3.3214</td>\n",
       "      <td>0.060750</td>\n",
       "      <td>1.242885</td>\n",
       "      <td>-0.058315</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.818182e+08</td>\n",
       "      <td>0.971933</td>\n",
       "      <td>0.294502</td>\n",
       "      <td>0.113260</td>\n",
       "      <td>0.0644</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0448</td>\n",
       "      <td>7.198492</td>\n",
       "      <td>0.054152</td>\n",
       "      <td>4.538030e+09</td>\n",
       "      <td>0.049037</td>\n",
       "      <td>11.4021</td>\n",
       "      <td>0.073976</td>\n",
       "      <td>1.132785</td>\n",
       "      <td>0.071831</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>6.024273e+08</td>\n",
       "      <td>1.107072</td>\n",
       "      <td>-0.074905</td>\n",
       "      <td>0.392906</td>\n",
       "      <td>0.0168</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0323</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.175937</td>\n",
       "      <td>7.613530e+09</td>\n",
       "      <td>0.046135</td>\n",
       "      <td>10.8498</td>\n",
       "      <td>0.024949</td>\n",
       "      <td>4.867164</td>\n",
       "      <td>-0.098649</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>5.400000e+08</td>\n",
       "      <td>1.058414</td>\n",
       "      <td>0.206545</td>\n",
       "      <td>0.797026</td>\n",
       "      <td>0.0774</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0625</td>\n",
       "      <td>-1.491710</td>\n",
       "      <td>0.330673</td>\n",
       "      <td>5.667600e+09</td>\n",
       "      <td>0.096393</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.856450</td>\n",
       "      <td>-0.023593</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>1.045280</td>\n",
       "      <td>0.054035</td>\n",
       "      <td>0.353490</td>\n",
       "      <td>0.0150</td>\n",
       "      <td>0.0139</td>\n",
       "      <td>0.0483</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.364112</td>\n",
       "      <td>4.264080e+09</td>\n",
       "      <td>0.237378</td>\n",
       "      <td>19.7011</td>\n",
       "      <td>0.104107</td>\n",
       "      <td>1.313744</td>\n",
       "      <td>-0.154865</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>3.422258e+07</td>\n",
       "      <td>1.023136</td>\n",
       "      <td>0.223291</td>\n",
       "      <td>0.018212</td>\n",
       "      <td>0.0185</td>\n",
       "      <td>0.0204</td>\n",
       "      <td>0.0261</td>\n",
       "      <td>3.120117</td>\n",
       "      <td>0.011465</td>\n",
       "      <td>5.001900e+09</td>\n",
       "      <td>-0.398724</td>\n",
       "      <td>7.1111</td>\n",
       "      <td>-0.047866</td>\n",
       "      <td>2.587195</td>\n",
       "      <td>-0.048835</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>8.419412e+07</td>\n",
       "      <td>0.790396</td>\n",
       "      <td>-0.137241</td>\n",
       "      <td>0.200330</td>\n",
       "      <td>0.0412</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.692801</td>\n",
       "      <td>0.053032</td>\n",
       "      <td>7.966950e+08</td>\n",
       "      <td>0.075100</td>\n",
       "      <td>3.6603</td>\n",
       "      <td>0.031729</td>\n",
       "      <td>1.957695</td>\n",
       "      <td>-0.000963</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>2.050000e+08</td>\n",
       "      <td>1.109837</td>\n",
       "      <td>0.113226</td>\n",
       "      <td>0.148565</td>\n",
       "      <td>0.0454</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0555</td>\n",
       "      <td>4.019223</td>\n",
       "      <td>0.051175</td>\n",
       "      <td>3.964740e+09</td>\n",
       "      <td>0.070533</td>\n",
       "      <td>8.4680</td>\n",
       "      <td>0.065523</td>\n",
       "      <td>0.950306</td>\n",
       "      <td>-0.044144</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>2.522727e+09</td>\n",
       "      <td>1.036930</td>\n",
       "      <td>0.124502</td>\n",
       "      <td>0.040100</td>\n",
       "      <td>0.1929</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0847</td>\n",
       "      <td>2.180138</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.712240e+10</td>\n",
       "      <td>0.185484</td>\n",
       "      <td>2.4576</td>\n",
       "      <td>0.051315</td>\n",
       "      <td>0.891160</td>\n",
       "      <td>0.016076</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>5.366000e+08</td>\n",
       "      <td>1.049849</td>\n",
       "      <td>0.068858</td>\n",
       "      <td>0.097486</td>\n",
       "      <td>0.0072</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0149</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.067264</td>\n",
       "      <td>1.005400e+10</td>\n",
       "      <td>0.222417</td>\n",
       "      <td>24.0345</td>\n",
       "      <td>0.024940</td>\n",
       "      <td>3.592887</td>\n",
       "      <td>0.146121</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-1.055556e+09</td>\n",
       "      <td>0.941770</td>\n",
       "      <td>0.007994</td>\n",
       "      <td>0.050479</td>\n",
       "      <td>0.1696</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.1271</td>\n",
       "      <td>0.846506</td>\n",
       "      <td>0.048944</td>\n",
       "      <td>2.130870e+09</td>\n",
       "      <td>-0.018717</td>\n",
       "      <td>2.4409</td>\n",
       "      <td>-0.007910</td>\n",
       "      <td>1.232077</td>\n",
       "      <td>0.137227</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.540000e+08</td>\n",
       "      <td>1.110417</td>\n",
       "      <td>0.244637</td>\n",
       "      <td>0.209533</td>\n",
       "      <td>0.0316</td>\n",
       "      <td>0.0044</td>\n",
       "      <td>0.0284</td>\n",
       "      <td>1.321367</td>\n",
       "      <td>0.081537</td>\n",
       "      <td>8.730820e+09</td>\n",
       "      <td>0.106953</td>\n",
       "      <td>11.6086</td>\n",
       "      <td>0.074922</td>\n",
       "      <td>2.865034</td>\n",
       "      <td>0.011944</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>2.512821e+08</td>\n",
       "      <td>1.033526</td>\n",
       "      <td>0.082254</td>\n",
       "      <td>0.008783</td>\n",
       "      <td>0.0536</td>\n",
       "      <td>0.0112</td>\n",
       "      <td>0.0759</td>\n",
       "      <td>0.557555</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.440830e+10</td>\n",
       "      <td>0.176669</td>\n",
       "      <td>0.7365</td>\n",
       "      <td>0.010764</td>\n",
       "      <td>0.802111</td>\n",
       "      <td>0.012611</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>9.912667e+07</td>\n",
       "      <td>0.987801</td>\n",
       "      <td>0.366843</td>\n",
       "      <td>0.152169</td>\n",
       "      <td>0.0114</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0064</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.129055</td>\n",
       "      <td>1.960020e+09</td>\n",
       "      <td>0.126568</td>\n",
       "      <td>12.2165</td>\n",
       "      <td>0.026413</td>\n",
       "      <td>5.123477</td>\n",
       "      <td>0.035803</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-4.005455e+08</td>\n",
       "      <td>1.017693</td>\n",
       "      <td>0.274120</td>\n",
       "      <td>0.008580</td>\n",
       "      <td>-0.0990</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.2099</td>\n",
       "      <td>0.268694</td>\n",
       "      <td>-0.012727</td>\n",
       "      <td>1.544440e+09</td>\n",
       "      <td>1.272813</td>\n",
       "      <td>3.1335</td>\n",
       "      <td>0.025027</td>\n",
       "      <td>1.596070</td>\n",
       "      <td>-0.132668</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.066727e+08</td>\n",
       "      <td>0.929979</td>\n",
       "      <td>0.124799</td>\n",
       "      <td>0.781005</td>\n",
       "      <td>-0.0026</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0176</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.193587</td>\n",
       "      <td>2.437410e+09</td>\n",
       "      <td>-0.063944</td>\n",
       "      <td>8.6257</td>\n",
       "      <td>-0.092282</td>\n",
       "      <td>2.185281</td>\n",
       "      <td>0.307532</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>1.086043</td>\n",
       "      <td>0.122071</td>\n",
       "      <td>0.254434</td>\n",
       "      <td>0.3993</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0939</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2.077670e+10</td>\n",
       "      <td>0.002955</td>\n",
       "      <td>1.2802</td>\n",
       "      <td>0.005509</td>\n",
       "      <td>0.621343</td>\n",
       "      <td>-0.107494</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-2.407143e+09</td>\n",
       "      <td>0.989458</td>\n",
       "      <td>-0.017195</td>\n",
       "      <td>0.061224</td>\n",
       "      <td>0.0904</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0179</td>\n",
       "      <td>3.280101</td>\n",
       "      <td>0.039533</td>\n",
       "      <td>6.442160e+09</td>\n",
       "      <td>-0.157617</td>\n",
       "      <td>5.6004</td>\n",
       "      <td>-0.048263</td>\n",
       "      <td>0.762919</td>\n",
       "      <td>-0.020936</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>9.714286e+07</td>\n",
       "      <td>0.981775</td>\n",
       "      <td>-0.011298</td>\n",
       "      <td>0.243021</td>\n",
       "      <td>0.0942</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.060811</td>\n",
       "      <td>0.135903</td>\n",
       "      <td>5.542020e+09</td>\n",
       "      <td>0.129730</td>\n",
       "      <td>6.0371</td>\n",
       "      <td>0.098260</td>\n",
       "      <td>1.749636</td>\n",
       "      <td>-0.050244</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>7.784314e+07</td>\n",
       "      <td>0.854932</td>\n",
       "      <td>-0.011202</td>\n",
       "      <td>0.155687</td>\n",
       "      <td>0.0838</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.420228</td>\n",
       "      <td>0.052082</td>\n",
       "      <td>1.932640e+09</td>\n",
       "      <td>0.055048</td>\n",
       "      <td>1.2784</td>\n",
       "      <td>0.014452</td>\n",
       "      <td>2.699387</td>\n",
       "      <td>-0.024085</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-5.194737e+08</td>\n",
       "      <td>1.115711</td>\n",
       "      <td>0.190773</td>\n",
       "      <td>0.164181</td>\n",
       "      <td>0.0284</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0399</td>\n",
       "      <td>3.686076</td>\n",
       "      <td>0.058948</td>\n",
       "      <td>7.737130e+09</td>\n",
       "      <td>0.045213</td>\n",
       "      <td>7.9039</td>\n",
       "      <td>0.044574</td>\n",
       "      <td>2.376141</td>\n",
       "      <td>-0.048591</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-4.600000e+08</td>\n",
       "      <td>0.842642</td>\n",
       "      <td>0.158331</td>\n",
       "      <td>0.046606</td>\n",
       "      <td>0.5793</td>\n",
       "      <td>0.0013</td>\n",
       "      <td>0.0190</td>\n",
       "      <td>2.585056</td>\n",
       "      <td>0.027316</td>\n",
       "      <td>3.045580e+09</td>\n",
       "      <td>-0.173310</td>\n",
       "      <td>1.2105</td>\n",
       "      <td>-0.039009</td>\n",
       "      <td>0.739683</td>\n",
       "      <td>-0.212516</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.378250e+08</td>\n",
       "      <td>0.990599</td>\n",
       "      <td>-0.163349</td>\n",
       "      <td>0.310931</td>\n",
       "      <td>0.1333</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.1022</td>\n",
       "      <td>0.283876</td>\n",
       "      <td>0.175441</td>\n",
       "      <td>1.233420e+09</td>\n",
       "      <td>0.039179</td>\n",
       "      <td>2.5398</td>\n",
       "      <td>0.027063</td>\n",
       "      <td>2.460519</td>\n",
       "      <td>-0.051070</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.328000e+07</td>\n",
       "      <td>1.003277</td>\n",
       "      <td>-0.008298</td>\n",
       "      <td>0.017931</td>\n",
       "      <td>0.0194</td>\n",
       "      <td>0.0071</td>\n",
       "      <td>-0.0219</td>\n",
       "      <td>0.756244</td>\n",
       "      <td>0.011096</td>\n",
       "      <td>3.977000e+09</td>\n",
       "      <td>-0.060356</td>\n",
       "      <td>1.0386</td>\n",
       "      <td>-0.002514</td>\n",
       "      <td>0.442655</td>\n",
       "      <td>-0.071359</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>9.364444e+07</td>\n",
       "      <td>1.061329</td>\n",
       "      <td>0.108044</td>\n",
       "      <td>0.338791</td>\n",
       "      <td>0.0279</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0079</td>\n",
       "      <td>0.058460</td>\n",
       "      <td>0.075141</td>\n",
       "      <td>9.220580e+08</td>\n",
       "      <td>0.012513</td>\n",
       "      <td>21.8321</td>\n",
       "      <td>0.016305</td>\n",
       "      <td>2.611577</td>\n",
       "      <td>-0.110543</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.522857e+08</td>\n",
       "      <td>1.046051</td>\n",
       "      <td>0.057081</td>\n",
       "      <td>0.100914</td>\n",
       "      <td>0.0475</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0548</td>\n",
       "      <td>0.457439</td>\n",
       "      <td>0.025164</td>\n",
       "      <td>2.269090e+09</td>\n",
       "      <td>0.041483</td>\n",
       "      <td>0.8660</td>\n",
       "      <td>0.006823</td>\n",
       "      <td>1.817851</td>\n",
       "      <td>0.004322</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-6.495000e+08</td>\n",
       "      <td>1.101491</td>\n",
       "      <td>-0.130713</td>\n",
       "      <td>0.019771</td>\n",
       "      <td>0.0051</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0100</td>\n",
       "      <td>3.308586</td>\n",
       "      <td>0.012955</td>\n",
       "      <td>7.073960e+09</td>\n",
       "      <td>-0.078462</td>\n",
       "      <td>7.2029</td>\n",
       "      <td>-0.006520</td>\n",
       "      <td>1.005054</td>\n",
       "      <td>-0.226939</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>6.765312e+07</td>\n",
       "      <td>1.230679</td>\n",
       "      <td>-0.073137</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0277</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.030044</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>4.575570e+09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>13.9052</td>\n",
       "      <td>-0.181065</td>\n",
       "      <td>6.355961</td>\n",
       "      <td>0.006219</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.489516e+08</td>\n",
       "      <td>1.245638</td>\n",
       "      <td>0.063276</td>\n",
       "      <td>0.157581</td>\n",
       "      <td>0.0398</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0610</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.027405</td>\n",
       "      <td>1.229840e+10</td>\n",
       "      <td>0.010210</td>\n",
       "      <td>1.9922</td>\n",
       "      <td>0.001834</td>\n",
       "      <td>4.787459</td>\n",
       "      <td>-0.008278</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>7.318779e+06</td>\n",
       "      <td>1.023337</td>\n",
       "      <td>-0.054090</td>\n",
       "      <td>0.155315</td>\n",
       "      <td>-0.3039</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.0670</td>\n",
       "      <td>0.156130</td>\n",
       "      <td>0.097317</td>\n",
       "      <td>2.110680e+09</td>\n",
       "      <td>-0.844857</td>\n",
       "      <td>7.8719</td>\n",
       "      <td>-0.272739</td>\n",
       "      <td>0.853853</td>\n",
       "      <td>0.068000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.294000e+08</td>\n",
       "      <td>1.204714</td>\n",
       "      <td>0.348204</td>\n",
       "      <td>0.323332</td>\n",
       "      <td>0.0063</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.002841</td>\n",
       "      <td>0.073160</td>\n",
       "      <td>2.755360e+09</td>\n",
       "      <td>-0.335061</td>\n",
       "      <td>25.0060</td>\n",
       "      <td>-0.206339</td>\n",
       "      <td>13.106065</td>\n",
       "      <td>-0.233537</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>153892 rows × 15 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                           Earnings_Quality  Price_Momentum_1M  \\\n",
       "date                                                             \n",
       "2015-01-02 00:00:00+00:00               NaN           0.913295   \n",
       "2015-01-02 00:00:00+00:00      9.330986e+09           0.963444   \n",
       "2015-01-02 00:00:00+00:00      8.183514e+07           1.060856   \n",
       "2015-01-02 00:00:00+00:00      1.937097e+09           0.995797   \n",
       "2015-01-02 00:00:00+00:00      1.133333e+09           0.988969   \n",
       "2015-01-02 00:00:00+00:00      9.844898e+08           0.973093   \n",
       "2015-01-02 00:00:00+00:00      1.432889e+08           1.019608   \n",
       "2015-01-02 00:00:00+00:00      1.817873e+09           0.989114   \n",
       "2015-01-02 00:00:00+00:00      3.800913e+08           1.012582   \n",
       "2015-01-02 00:00:00+00:00      4.248148e+09           0.975239   \n",
       "2015-01-02 00:00:00+00:00      1.512871e+09           1.040617   \n",
       "2015-01-02 00:00:00+00:00      2.062162e+09           0.995303   \n",
       "2015-01-02 00:00:00+00:00      5.516201e+08           1.005546   \n",
       "2015-01-02 00:00:00+00:00      9.569536e+08           1.024740   \n",
       "2015-01-02 00:00:00+00:00      5.478873e+07           1.040534   \n",
       "2015-01-02 00:00:00+00:00      3.339888e+08           1.008720   \n",
       "2015-01-02 00:00:00+00:00      1.079032e+09           0.986402   \n",
       "2015-01-02 00:00:00+00:00      2.244628e+09           1.018919   \n",
       "2015-01-02 00:00:00+00:00      3.882353e+07           0.987823   \n",
       "2015-01-02 00:00:00+00:00     -2.974231e+07           0.916857   \n",
       "2015-01-02 00:00:00+00:00      1.748299e+08           1.082006   \n",
       "2015-01-02 00:00:00+00:00      6.006923e+07           1.044595   \n",
       "2015-01-02 00:00:00+00:00      5.632868e+08           0.989821   \n",
       "2015-01-02 00:00:00+00:00      1.507407e+09           1.044407   \n",
       "2015-01-02 00:00:00+00:00      6.000000e+08           1.000000   \n",
       "2015-01-02 00:00:00+00:00      3.171210e+08           1.032169   \n",
       "2015-01-02 00:00:00+00:00      5.180328e+08           1.011009   \n",
       "2015-01-02 00:00:00+00:00      1.191739e+09           0.941635   \n",
       "2015-01-02 00:00:00+00:00      2.688889e+08           1.023212   \n",
       "2015-01-02 00:00:00+00:00     -1.905694e+07           1.020711   \n",
       "...                                     ...                ...   \n",
       "2015-06-01 00:00:00+00:00      1.818182e+08           0.971933   \n",
       "2015-06-01 00:00:00+00:00      6.024273e+08           1.107072   \n",
       "2015-06-01 00:00:00+00:00      5.400000e+08           1.058414   \n",
       "2015-06-01 00:00:00+00:00               NaN           1.045280   \n",
       "2015-06-01 00:00:00+00:00      3.422258e+07           1.023136   \n",
       "2015-06-01 00:00:00+00:00      8.419412e+07           0.790396   \n",
       "2015-06-01 00:00:00+00:00      2.050000e+08           1.109837   \n",
       "2015-06-01 00:00:00+00:00      2.522727e+09           1.036930   \n",
       "2015-06-01 00:00:00+00:00      5.366000e+08           1.049849   \n",
       "2015-06-01 00:00:00+00:00     -1.055556e+09           0.941770   \n",
       "2015-06-01 00:00:00+00:00      1.540000e+08           1.110417   \n",
       "2015-06-01 00:00:00+00:00      2.512821e+08           1.033526   \n",
       "2015-06-01 00:00:00+00:00      9.912667e+07           0.987801   \n",
       "2015-06-01 00:00:00+00:00     -4.005455e+08           1.017693   \n",
       "2015-06-01 00:00:00+00:00      1.066727e+08           0.929979   \n",
       "2015-06-01 00:00:00+00:00               NaN           1.086043   \n",
       "2015-06-01 00:00:00+00:00     -2.407143e+09           0.989458   \n",
       "2015-06-01 00:00:00+00:00      9.714286e+07           0.981775   \n",
       "2015-06-01 00:00:00+00:00      7.784314e+07           0.854932   \n",
       "2015-06-01 00:00:00+00:00     -5.194737e+08           1.115711   \n",
       "2015-06-01 00:00:00+00:00     -4.600000e+08           0.842642   \n",
       "2015-06-01 00:00:00+00:00      1.378250e+08           0.990599   \n",
       "2015-06-01 00:00:00+00:00      1.328000e+07           1.003277   \n",
       "2015-06-01 00:00:00+00:00      9.364444e+07           1.061329   \n",
       "2015-06-01 00:00:00+00:00      1.522857e+08           1.046051   \n",
       "2015-06-01 00:00:00+00:00     -6.495000e+08           1.101491   \n",
       "2015-06-01 00:00:00+00:00      6.765312e+07           1.230679   \n",
       "2015-06-01 00:00:00+00:00      1.489516e+08           1.245638   \n",
       "2015-06-01 00:00:00+00:00      7.318779e+06           1.023337   \n",
       "2015-06-01 00:00:00+00:00      1.294000e+08           1.204714   \n",
       "\n",
       "                           Price_Oscillator  assets_turnover  cf_yield  \\\n",
       "date                                                                     \n",
       "2015-01-02 00:00:00+00:00          0.097341         0.169928    0.0630   \n",
       "2015-01-02 00:00:00+00:00          0.225832         0.185417    0.0867   \n",
       "2015-01-02 00:00:00+00:00          0.171412         0.639185    0.1212   \n",
       "2015-01-02 00:00:00+00:00          0.111621         0.121540    0.0578   \n",
       "2015-01-02 00:00:00+00:00          0.110709         0.130929    0.0452   \n",
       "2015-01-02 00:00:00+00:00          0.122957         0.076075    0.0860   \n",
       "2015-01-02 00:00:00+00:00         -0.176652         0.200592    0.0840   \n",
       "2015-01-02 00:00:00+00:00          0.085783         0.100878    0.0323   \n",
       "2015-01-02 00:00:00+00:00          0.110466         0.102853    0.0493   \n",
       "2015-01-02 00:00:00+00:00          0.137061         0.443224    0.1371   \n",
       "2015-01-02 00:00:00+00:00          0.145289         0.074464    0.1589   \n",
       "2015-01-02 00:00:00+00:00         -0.040617         0.113268    0.1844   \n",
       "2015-01-02 00:00:00+00:00          0.146121         0.277395    0.1131   \n",
       "2015-01-02 00:00:00+00:00         -0.007477         0.044966    0.2805   \n",
       "2015-01-02 00:00:00+00:00         -0.117823         0.259877    0.0937   \n",
       "2015-01-02 00:00:00+00:00          0.312273         0.160545    0.0270   \n",
       "2015-01-02 00:00:00+00:00         -0.167012         0.066914    0.2103   \n",
       "2015-01-02 00:00:00+00:00          0.053255         0.031533    0.0758   \n",
       "2015-01-02 00:00:00+00:00          0.045623         0.128633    0.0434   \n",
       "2015-01-02 00:00:00+00:00          0.238675         0.085617    0.0068   \n",
       "2015-01-02 00:00:00+00:00          0.220172         0.233466    0.1269   \n",
       "2015-01-02 00:00:00+00:00          0.196002         0.086589    0.0160   \n",
       "2015-01-02 00:00:00+00:00          0.095659         0.086162    0.0547   \n",
       "2015-01-02 00:00:00+00:00          0.187895         0.173987    0.0580   \n",
       "2015-01-02 00:00:00+00:00         -0.290074         0.333450   -0.0962   \n",
       "2015-01-02 00:00:00+00:00          0.001005         0.158059    0.0548   \n",
       "2015-01-02 00:00:00+00:00          0.186248         0.097864    0.0494   \n",
       "2015-01-02 00:00:00+00:00          0.266144         0.071713    0.0643   \n",
       "2015-01-02 00:00:00+00:00          0.086186         0.626736    0.0637   \n",
       "2015-01-02 00:00:00+00:00         -0.033704         0.631602    0.0864   \n",
       "...                                     ...              ...       ...   \n",
       "2015-06-01 00:00:00+00:00          0.294502         0.113260    0.0644   \n",
       "2015-06-01 00:00:00+00:00         -0.074905         0.392906    0.0168   \n",
       "2015-06-01 00:00:00+00:00          0.206545         0.797026    0.0774   \n",
       "2015-06-01 00:00:00+00:00          0.054035         0.353490    0.0150   \n",
       "2015-06-01 00:00:00+00:00          0.223291         0.018212    0.0185   \n",
       "2015-06-01 00:00:00+00:00         -0.137241         0.200330    0.0412   \n",
       "2015-06-01 00:00:00+00:00          0.113226         0.148565    0.0454   \n",
       "2015-06-01 00:00:00+00:00          0.124502         0.040100    0.1929   \n",
       "2015-06-01 00:00:00+00:00          0.068858         0.097486    0.0072   \n",
       "2015-06-01 00:00:00+00:00          0.007994         0.050479    0.1696   \n",
       "2015-06-01 00:00:00+00:00          0.244637         0.209533    0.0316   \n",
       "2015-06-01 00:00:00+00:00          0.082254         0.008783    0.0536   \n",
       "2015-06-01 00:00:00+00:00          0.366843         0.152169    0.0114   \n",
       "2015-06-01 00:00:00+00:00          0.274120         0.008580   -0.0990   \n",
       "2015-06-01 00:00:00+00:00          0.124799         0.781005   -0.0026   \n",
       "2015-06-01 00:00:00+00:00          0.122071         0.254434    0.3993   \n",
       "2015-06-01 00:00:00+00:00         -0.017195         0.061224    0.0904   \n",
       "2015-06-01 00:00:00+00:00         -0.011298         0.243021    0.0942   \n",
       "2015-06-01 00:00:00+00:00         -0.011202         0.155687    0.0838   \n",
       "2015-06-01 00:00:00+00:00          0.190773         0.164181    0.0284   \n",
       "2015-06-01 00:00:00+00:00          0.158331         0.046606    0.5793   \n",
       "2015-06-01 00:00:00+00:00         -0.163349         0.310931    0.1333   \n",
       "2015-06-01 00:00:00+00:00         -0.008298         0.017931    0.0194   \n",
       "2015-06-01 00:00:00+00:00          0.108044         0.338791    0.0279   \n",
       "2015-06-01 00:00:00+00:00          0.057081         0.100914    0.0475   \n",
       "2015-06-01 00:00:00+00:00         -0.130713         0.019771    0.0051   \n",
       "2015-06-01 00:00:00+00:00         -0.073137              NaN   -0.0277   \n",
       "2015-06-01 00:00:00+00:00          0.063276         0.157581    0.0398   \n",
       "2015-06-01 00:00:00+00:00         -0.054090         0.155315   -0.3039   \n",
       "2015-06-01 00:00:00+00:00          0.348204         0.323332    0.0063   \n",
       "\n",
       "                           dividend_yield  forward_earning_yield   gearing  \\\n",
       "date                                                                         \n",
       "2015-01-02 00:00:00+00:00          0.0076                 0.0656  0.725073   \n",
       "2015-01-02 00:00:00+00:00          0.0164                 0.0697  0.316414   \n",
       "2015-01-02 00:00:00+00:00          0.0032                 0.0556  0.257198   \n",
       "2015-01-02 00:00:00+00:00          0.0193                 0.0515  0.362679   \n",
       "2015-01-02 00:00:00+00:00          0.0004                 0.0151  0.329292   \n",
       "2015-01-02 00:00:00+00:00          0.0198                 0.0572  0.411348   \n",
       "2015-01-02 00:00:00+00:00          0.0063                 0.0324  0.449514   \n",
       "2015-01-02 00:00:00+00:00          0.0002                 0.0346  0.223982   \n",
       "2015-01-02 00:00:00+00:00          0.0266                 0.0521  0.183440   \n",
       "2015-01-02 00:00:00+00:00          0.0182                 0.0659  0.273954   \n",
       "2015-01-02 00:00:00+00:00          0.0329                 0.0574  1.146550   \n",
       "2015-01-02 00:00:00+00:00          0.0143                 0.0970  4.790994   \n",
       "2015-01-02 00:00:00+00:00          0.0100                 0.0789  0.530346   \n",
       "2015-01-02 00:00:00+00:00          0.0242                 0.1019  0.255307   \n",
       "2015-01-02 00:00:00+00:00          0.0096                 0.0716  0.377989   \n",
       "2015-01-02 00:00:00+00:00          0.0009                 0.0402  0.301574   \n",
       "2015-01-02 00:00:00+00:00          0.0135                 0.0207  0.247268   \n",
       "2015-01-02 00:00:00+00:00          0.0088                 0.0868  0.333603   \n",
       "2015-01-02 00:00:00+00:00          0.0301                 0.0587  0.743612   \n",
       "2015-01-02 00:00:00+00:00          0.0076                 0.0502  3.612237   \n",
       "2015-01-02 00:00:00+00:00          0.0084                 0.0866  0.370121   \n",
       "2015-01-02 00:00:00+00:00             NaN                 0.0074  0.269611   \n",
       "2015-01-02 00:00:00+00:00          0.0177                 0.0498  0.448218   \n",
       "2015-01-02 00:00:00+00:00          0.0159                 0.0454  0.247458   \n",
       "2015-01-02 00:00:00+00:00             NaN                 0.0392  4.127103   \n",
       "2015-01-02 00:00:00+00:00          0.0062                 0.0484  0.471965   \n",
       "2015-01-02 00:00:00+00:00          0.0148                 0.0530  0.894055   \n",
       "2015-01-02 00:00:00+00:00          0.0152                 0.0584  1.302270   \n",
       "2015-01-02 00:00:00+00:00             NaN                 0.0650  0.960736   \n",
       "2015-01-02 00:00:00+00:00             NaN                 0.0462  0.038133   \n",
       "...                                   ...                    ...       ...   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0448  7.198492   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0323  0.000000   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0625 -1.491710   \n",
       "2015-06-01 00:00:00+00:00          0.0139                 0.0483       NaN   \n",
       "2015-06-01 00:00:00+00:00          0.0204                 0.0261  3.120117   \n",
       "2015-06-01 00:00:00+00:00             NaN                    NaN  0.692801   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0555  4.019223   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0847  2.180138   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0149       NaN   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.1271  0.846506   \n",
       "2015-06-01 00:00:00+00:00          0.0044                 0.0284  1.321367   \n",
       "2015-06-01 00:00:00+00:00          0.0112                 0.0759  0.557555   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0064       NaN   \n",
       "2015-06-01 00:00:00+00:00             NaN                -0.2099  0.268694   \n",
       "2015-06-01 00:00:00+00:00             NaN                -0.0176       NaN   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0939       NaN   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0179  3.280101   \n",
       "2015-06-01 00:00:00+00:00             NaN                    NaN  1.060811   \n",
       "2015-06-01 00:00:00+00:00             NaN                    NaN  0.420228   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0399  3.686076   \n",
       "2015-06-01 00:00:00+00:00          0.0013                 0.0190  2.585056   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.1022  0.283876   \n",
       "2015-06-01 00:00:00+00:00          0.0071                -0.0219  0.756244   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0079  0.058460   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0548  0.457439   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0100  3.308586   \n",
       "2015-06-01 00:00:00+00:00             NaN                    NaN  0.030044   \n",
       "2015-06-01 00:00:00+00:00             NaN                 0.0610  0.000000   \n",
       "2015-06-01 00:00:00+00:00             NaN                -0.0670  0.156130   \n",
       "2015-06-01 00:00:00+00:00             NaN                    NaN  0.002841   \n",
       "\n",
       "                              gp_ta    market_cap  net_margin  pb_ratio  \\\n",
       "date                                                                      \n",
       "2015-01-02 00:00:00+00:00  0.035963  1.868430e+10    0.023882    1.5144   \n",
       "2015-01-02 00:00:00+00:00  0.069052  6.599120e+11    0.201007    5.9160   \n",
       "2015-01-02 00:00:00+00:00  0.408964  1.205120e+09    0.027581    2.1868   \n",
       "2015-01-02 00:00:00+00:00  0.065226  6.879960e+10    0.105408    3.0059   \n",
       "2015-01-02 00:00:00+00:00  0.112312  1.376730e+10    0.017314    6.0689   \n",
       "2015-01-02 00:00:00+00:00  0.033802  1.387820e+10   -0.029452    1.6526   \n",
       "2015-01-02 00:00:00+00:00  0.041604  1.581810e+09   -0.005938    2.3314   \n",
       "2015-01-02 00:00:00+00:00  0.084589  3.645030e+10    0.068285    5.4151   \n",
       "2015-01-02 00:00:00+00:00  0.070854  1.728900e+10    0.133491    3.6337   \n",
       "2015-01-02 00:00:00+00:00  0.035150  3.404990e+10    0.041232    1.6835   \n",
       "2015-01-02 00:00:00+00:00  0.047872  3.019590e+10    0.114598    1.7901   \n",
       "2015-01-02 00:00:00+00:00  0.019675  9.996910e+09    0.109885    2.2736   \n",
       "2015-01-02 00:00:00+00:00  0.072638  3.170220e+10    0.040366    2.1246   \n",
       "2015-01-02 00:00:00+00:00       NaN  2.792740e+10    0.123082    1.5643   \n",
       "2015-01-02 00:00:00+00:00  0.051997  4.204330e+09    0.030165    1.1182   \n",
       "2015-01-02 00:00:00+00:00  0.138290  6.357160e+10    0.171977    8.9403   \n",
       "2015-01-02 00:00:00+00:00  0.040317  2.216250e+10    0.367213    0.9140   \n",
       "2015-01-02 00:00:00+00:00       NaN  7.910900e+10    0.131620    0.7286   \n",
       "2015-01-02 00:00:00+00:00  0.039648  7.720130e+09    0.072739    2.3710   \n",
       "2015-01-02 00:00:00+00:00  0.027565  3.930440e+09   -0.087771   12.2703   \n",
       "2015-01-02 00:00:00+00:00  0.142399  7.927410e+09    0.135154    3.5565   \n",
       "2015-01-02 00:00:00+00:00  0.061298  8.493130e+09   -0.249737    6.3686   \n",
       "2015-01-02 00:00:00+00:00  0.057704  1.138950e+10    0.236204    3.4206   \n",
       "2015-01-02 00:00:00+00:00  0.072795  3.080550e+10    0.113074    3.9153   \n",
       "2015-01-02 00:00:00+00:00  0.114220  2.039150e+09    0.011896    3.8115   \n",
       "2015-01-02 00:00:00+00:00  0.053884  1.310330e+10    0.137439    3.7786   \n",
       "2015-01-02 00:00:00+00:00  0.040605  7.207630e+10    0.154893    2.8568   \n",
       "2015-01-02 00:00:00+00:00  0.055994  1.221860e+11    0.247267    4.8247   \n",
       "2015-01-02 00:00:00+00:00  0.096604  6.879140e+09    0.021695    3.4191   \n",
       "2015-01-02 00:00:00+00:00  0.323971  1.688270e+09    0.046159    3.3214   \n",
       "...                             ...           ...         ...       ...   \n",
       "2015-06-01 00:00:00+00:00  0.054152  4.538030e+09    0.049037   11.4021   \n",
       "2015-06-01 00:00:00+00:00  0.175937  7.613530e+09    0.046135   10.8498   \n",
       "2015-06-01 00:00:00+00:00  0.330673  5.667600e+09    0.096393       NaN   \n",
       "2015-06-01 00:00:00+00:00  0.364112  4.264080e+09    0.237378   19.7011   \n",
       "2015-06-01 00:00:00+00:00  0.011465  5.001900e+09   -0.398724    7.1111   \n",
       "2015-06-01 00:00:00+00:00  0.053032  7.966950e+08    0.075100    3.6603   \n",
       "2015-06-01 00:00:00+00:00  0.051175  3.964740e+09    0.070533    8.4680   \n",
       "2015-06-01 00:00:00+00:00       NaN  2.712240e+10    0.185484    2.4576   \n",
       "2015-06-01 00:00:00+00:00  0.067264  1.005400e+10    0.222417   24.0345   \n",
       "2015-06-01 00:00:00+00:00  0.048944  2.130870e+09   -0.018717    2.4409   \n",
       "2015-06-01 00:00:00+00:00  0.081537  8.730820e+09    0.106953   11.6086   \n",
       "2015-06-01 00:00:00+00:00       NaN  1.440830e+10    0.176669    0.7365   \n",
       "2015-06-01 00:00:00+00:00  0.129055  1.960020e+09    0.126568   12.2165   \n",
       "2015-06-01 00:00:00+00:00 -0.012727  1.544440e+09    1.272813    3.1335   \n",
       "2015-06-01 00:00:00+00:00  0.193587  2.437410e+09   -0.063944    8.6257   \n",
       "2015-06-01 00:00:00+00:00       NaN  2.077670e+10    0.002955    1.2802   \n",
       "2015-06-01 00:00:00+00:00  0.039533  6.442160e+09   -0.157617    5.6004   \n",
       "2015-06-01 00:00:00+00:00  0.135903  5.542020e+09    0.129730    6.0371   \n",
       "2015-06-01 00:00:00+00:00  0.052082  1.932640e+09    0.055048    1.2784   \n",
       "2015-06-01 00:00:00+00:00  0.058948  7.737130e+09    0.045213    7.9039   \n",
       "2015-06-01 00:00:00+00:00  0.027316  3.045580e+09   -0.173310    1.2105   \n",
       "2015-06-01 00:00:00+00:00  0.175441  1.233420e+09    0.039179    2.5398   \n",
       "2015-06-01 00:00:00+00:00  0.011096  3.977000e+09   -0.060356    1.0386   \n",
       "2015-06-01 00:00:00+00:00  0.075141  9.220580e+08    0.012513   21.8321   \n",
       "2015-06-01 00:00:00+00:00  0.025164  2.269090e+09    0.041483    0.8660   \n",
       "2015-06-01 00:00:00+00:00  0.012955  7.073960e+09   -0.078462    7.2029   \n",
       "2015-06-01 00:00:00+00:00  0.000000  4.575570e+09         NaN   13.9052   \n",
       "2015-06-01 00:00:00+00:00  0.027405  1.229840e+10    0.010210    1.9922   \n",
       "2015-06-01 00:00:00+00:00  0.097317  2.110680e+09   -0.844857    7.8719   \n",
       "2015-06-01 00:00:00+00:00  0.073160  2.755360e+09   -0.335061   25.0060   \n",
       "\n",
       "                                roe        vol   returns  \n",
       "date                                                      \n",
       "2015-01-02 00:00:00+00:00  0.012437   0.840949  0.045963  \n",
       "2015-01-02 00:00:00+00:00  0.072838   6.343392  0.085087  \n",
       "2015-01-02 00:00:00+00:00  0.036211   4.553984 -0.116546  \n",
       "2015-01-02 00:00:00+00:00  0.023145   1.616591  0.025660  \n",
       "2015-01-02 00:00:00+00:00  0.004701   3.173699 -0.077608  \n",
       "2015-01-02 00:00:00+00:00 -0.003963   2.240364  0.053617  \n",
       "2015-01-02 00:00:00+00:00 -0.002274   1.454109 -0.015047  \n",
       "2015-01-02 00:00:00+00:00  0.010864   3.659694 -0.006083  \n",
       "2015-01-02 00:00:00+00:00  0.022262   4.480362 -0.028088  \n",
       "2015-01-02 00:00:00+00:00  0.036971   3.211012 -0.063594  \n",
       "2015-01-02 00:00:00+00:00  0.029478   2.489858  0.026646  \n",
       "2015-01-02 00:00:00+00:00  0.113383   0.370432 -0.080893  \n",
       "2015-01-02 00:00:00+00:00  0.040146   4.996933  0.063326  \n",
       "2015-01-02 00:00:00+00:00  0.039875   1.616456 -0.032088  \n",
       "2015-01-02 00:00:00+00:00  0.016693   1.135995  0.087274  \n",
       "2015-01-02 00:00:00+00:00  0.044975  13.078002  0.037381  \n",
       "2015-01-02 00:00:00+00:00  0.041562   6.017771 -0.020496  \n",
       "2015-01-02 00:00:00+00:00  0.020227   1.899744 -0.084858  \n",
       "2015-01-02 00:00:00+00:00  0.028775   1.415853 -0.028550  \n",
       "2015-01-02 00:00:00+00:00 -0.037899   2.717795  0.212642  \n",
       "2015-01-02 00:00:00+00:00  0.089411   5.507418  0.080417  \n",
       "2015-01-02 00:00:00+00:00 -0.029758   5.917624  0.189756  \n",
       "2015-01-02 00:00:00+00:00  0.035127   2.128549 -0.081680  \n",
       "2015-01-02 00:00:00+00:00  0.032922   1.831033 -0.060168  \n",
       "2015-01-02 00:00:00+00:00  0.032819   0.203308  0.024119  \n",
       "2015-01-02 00:00:00+00:00  0.041166   1.809216 -0.040879  \n",
       "2015-01-02 00:00:00+00:00  0.037820   4.438961 -0.054277  \n",
       "2015-01-02 00:00:00+00:00  0.050053  12.068039 -0.047064  \n",
       "2015-01-02 00:00:00+00:00  0.051485   3.677288  0.052298  \n",
       "2015-01-02 00:00:00+00:00  0.060750   1.242885 -0.058315  \n",
       "...                             ...        ...       ...  \n",
       "2015-06-01 00:00:00+00:00  0.073976   1.132785  0.071831  \n",
       "2015-06-01 00:00:00+00:00  0.024949   4.867164 -0.098649  \n",
       "2015-06-01 00:00:00+00:00       NaN   0.856450 -0.023593  \n",
       "2015-06-01 00:00:00+00:00  0.104107   1.313744 -0.154865  \n",
       "2015-06-01 00:00:00+00:00 -0.047866   2.587195 -0.048835  \n",
       "2015-06-01 00:00:00+00:00  0.031729   1.957695 -0.000963  \n",
       "2015-06-01 00:00:00+00:00  0.065523   0.950306 -0.044144  \n",
       "2015-06-01 00:00:00+00:00  0.051315   0.891160  0.016076  \n",
       "2015-06-01 00:00:00+00:00  0.024940   3.592887  0.146121  \n",
       "2015-06-01 00:00:00+00:00 -0.007910   1.232077  0.137227  \n",
       "2015-06-01 00:00:00+00:00  0.074922   2.865034  0.011944  \n",
       "2015-06-01 00:00:00+00:00  0.010764   0.802111  0.012611  \n",
       "2015-06-01 00:00:00+00:00  0.026413   5.123477  0.035803  \n",
       "2015-06-01 00:00:00+00:00  0.025027   1.596070 -0.132668  \n",
       "2015-06-01 00:00:00+00:00 -0.092282   2.185281  0.307532  \n",
       "2015-06-01 00:00:00+00:00  0.005509   0.621343 -0.107494  \n",
       "2015-06-01 00:00:00+00:00 -0.048263   0.762919 -0.020936  \n",
       "2015-06-01 00:00:00+00:00  0.098260   1.749636 -0.050244  \n",
       "2015-06-01 00:00:00+00:00  0.014452   2.699387 -0.024085  \n",
       "2015-06-01 00:00:00+00:00  0.044574   2.376141 -0.048591  \n",
       "2015-06-01 00:00:00+00:00 -0.039009   0.739683 -0.212516  \n",
       "2015-06-01 00:00:00+00:00  0.027063   2.460519 -0.051070  \n",
       "2015-06-01 00:00:00+00:00 -0.002514   0.442655 -0.071359  \n",
       "2015-06-01 00:00:00+00:00  0.016305   2.611577 -0.110543  \n",
       "2015-06-01 00:00:00+00:00  0.006823   1.817851  0.004322  \n",
       "2015-06-01 00:00:00+00:00 -0.006520   1.005054 -0.226939  \n",
       "2015-06-01 00:00:00+00:00 -0.181065   6.355961  0.006219  \n",
       "2015-06-01 00:00:00+00:00  0.001834   4.787459 -0.008278  \n",
       "2015-06-01 00:00:00+00:00 -0.272739   0.853853  0.068000  \n",
       "2015-06-01 00:00:00+00:00 -0.206339  13.106065 -0.233537  \n",
       "\n",
       "[153892 rows x 15 columns]"
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "res = res.reset_index().set_index('date')\n",
    "res.pop('security')\n",
    "res"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "try replacing nan with 0. Alternative is to remove the data.\n",
    "\n",
    "Prefer not to use mean as is the case for `sklean imputer` and it would distort the model"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "for e in res.columns:\n",
    "    res[e]  = res[e].replace(np.nan, 0)\n",
    "    res[e]  = res[e].replace([np.inf, -np.inf], 0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Earnings_Quality</th>\n",
       "      <th>Price_Momentum_1M</th>\n",
       "      <th>Price_Oscillator</th>\n",
       "      <th>assets_turnover</th>\n",
       "      <th>cf_yield</th>\n",
       "      <th>dividend_yield</th>\n",
       "      <th>forward_earning_yield</th>\n",
       "      <th>gearing</th>\n",
       "      <th>gp_ta</th>\n",
       "      <th>market_cap</th>\n",
       "      <th>net_margin</th>\n",
       "      <th>pb_ratio</th>\n",
       "      <th>roe</th>\n",
       "      <th>vol</th>\n",
       "      <th>returns</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.913295</td>\n",
       "      <td>0.097341</td>\n",
       "      <td>0.169928</td>\n",
       "      <td>0.0630</td>\n",
       "      <td>0.0076</td>\n",
       "      <td>0.0656</td>\n",
       "      <td>0.725073</td>\n",
       "      <td>0.035963</td>\n",
       "      <td>1.868430e+10</td>\n",
       "      <td>0.023882</td>\n",
       "      <td>1.5144</td>\n",
       "      <td>0.012437</td>\n",
       "      <td>0.840949</td>\n",
       "      <td>0.045963</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>9.330986e+09</td>\n",
       "      <td>0.963444</td>\n",
       "      <td>0.225832</td>\n",
       "      <td>0.185417</td>\n",
       "      <td>0.0867</td>\n",
       "      <td>0.0164</td>\n",
       "      <td>0.0697</td>\n",
       "      <td>0.316414</td>\n",
       "      <td>0.069052</td>\n",
       "      <td>6.599120e+11</td>\n",
       "      <td>0.201007</td>\n",
       "      <td>5.9160</td>\n",
       "      <td>0.072838</td>\n",
       "      <td>6.343392</td>\n",
       "      <td>0.085087</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>8.183514e+07</td>\n",
       "      <td>1.060856</td>\n",
       "      <td>0.171412</td>\n",
       "      <td>0.639185</td>\n",
       "      <td>0.1212</td>\n",
       "      <td>0.0032</td>\n",
       "      <td>0.0556</td>\n",
       "      <td>0.257198</td>\n",
       "      <td>0.408964</td>\n",
       "      <td>1.205120e+09</td>\n",
       "      <td>0.027581</td>\n",
       "      <td>2.1868</td>\n",
       "      <td>0.036211</td>\n",
       "      <td>4.553984</td>\n",
       "      <td>-0.116546</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.937097e+09</td>\n",
       "      <td>0.995797</td>\n",
       "      <td>0.111621</td>\n",
       "      <td>0.121540</td>\n",
       "      <td>0.0578</td>\n",
       "      <td>0.0193</td>\n",
       "      <td>0.0515</td>\n",
       "      <td>0.362679</td>\n",
       "      <td>0.065226</td>\n",
       "      <td>6.879960e+10</td>\n",
       "      <td>0.105408</td>\n",
       "      <td>3.0059</td>\n",
       "      <td>0.023145</td>\n",
       "      <td>1.616591</td>\n",
       "      <td>0.025660</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.133333e+09</td>\n",
       "      <td>0.988969</td>\n",
       "      <td>0.110709</td>\n",
       "      <td>0.130929</td>\n",
       "      <td>0.0452</td>\n",
       "      <td>0.0004</td>\n",
       "      <td>0.0151</td>\n",
       "      <td>0.329292</td>\n",
       "      <td>0.112312</td>\n",
       "      <td>1.376730e+10</td>\n",
       "      <td>0.017314</td>\n",
       "      <td>6.0689</td>\n",
       "      <td>0.004701</td>\n",
       "      <td>3.173699</td>\n",
       "      <td>-0.077608</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>9.844898e+08</td>\n",
       "      <td>0.973093</td>\n",
       "      <td>0.122957</td>\n",
       "      <td>0.076075</td>\n",
       "      <td>0.0860</td>\n",
       "      <td>0.0198</td>\n",
       "      <td>0.0572</td>\n",
       "      <td>0.411348</td>\n",
       "      <td>0.033802</td>\n",
       "      <td>1.387820e+10</td>\n",
       "      <td>-0.029452</td>\n",
       "      <td>1.6526</td>\n",
       "      <td>-0.003963</td>\n",
       "      <td>2.240364</td>\n",
       "      <td>0.053617</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.432889e+08</td>\n",
       "      <td>1.019608</td>\n",
       "      <td>-0.176652</td>\n",
       "      <td>0.200592</td>\n",
       "      <td>0.0840</td>\n",
       "      <td>0.0063</td>\n",
       "      <td>0.0324</td>\n",
       "      <td>0.449514</td>\n",
       "      <td>0.041604</td>\n",
       "      <td>1.581810e+09</td>\n",
       "      <td>-0.005938</td>\n",
       "      <td>2.3314</td>\n",
       "      <td>-0.002274</td>\n",
       "      <td>1.454109</td>\n",
       "      <td>-0.015047</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.817873e+09</td>\n",
       "      <td>0.989114</td>\n",
       "      <td>0.085783</td>\n",
       "      <td>0.100878</td>\n",
       "      <td>0.0323</td>\n",
       "      <td>0.0002</td>\n",
       "      <td>0.0346</td>\n",
       "      <td>0.223982</td>\n",
       "      <td>0.084589</td>\n",
       "      <td>3.645030e+10</td>\n",
       "      <td>0.068285</td>\n",
       "      <td>5.4151</td>\n",
       "      <td>0.010864</td>\n",
       "      <td>3.659694</td>\n",
       "      <td>-0.006083</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.800913e+08</td>\n",
       "      <td>1.012582</td>\n",
       "      <td>0.110466</td>\n",
       "      <td>0.102853</td>\n",
       "      <td>0.0493</td>\n",
       "      <td>0.0266</td>\n",
       "      <td>0.0521</td>\n",
       "      <td>0.183440</td>\n",
       "      <td>0.070854</td>\n",
       "      <td>1.728900e+10</td>\n",
       "      <td>0.133491</td>\n",
       "      <td>3.6337</td>\n",
       "      <td>0.022262</td>\n",
       "      <td>4.480362</td>\n",
       "      <td>-0.028088</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>4.248148e+09</td>\n",
       "      <td>0.975239</td>\n",
       "      <td>0.137061</td>\n",
       "      <td>0.443224</td>\n",
       "      <td>0.1371</td>\n",
       "      <td>0.0182</td>\n",
       "      <td>0.0659</td>\n",
       "      <td>0.273954</td>\n",
       "      <td>0.035150</td>\n",
       "      <td>3.404990e+10</td>\n",
       "      <td>0.041232</td>\n",
       "      <td>1.6835</td>\n",
       "      <td>0.036971</td>\n",
       "      <td>3.211012</td>\n",
       "      <td>-0.063594</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.512871e+09</td>\n",
       "      <td>1.040617</td>\n",
       "      <td>0.145289</td>\n",
       "      <td>0.074464</td>\n",
       "      <td>0.1589</td>\n",
       "      <td>0.0329</td>\n",
       "      <td>0.0574</td>\n",
       "      <td>1.146550</td>\n",
       "      <td>0.047872</td>\n",
       "      <td>3.019590e+10</td>\n",
       "      <td>0.114598</td>\n",
       "      <td>1.7901</td>\n",
       "      <td>0.029478</td>\n",
       "      <td>2.489858</td>\n",
       "      <td>0.026646</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>2.062162e+09</td>\n",
       "      <td>0.995303</td>\n",
       "      <td>-0.040617</td>\n",
       "      <td>0.113268</td>\n",
       "      <td>0.1844</td>\n",
       "      <td>0.0143</td>\n",
       "      <td>0.0970</td>\n",
       "      <td>4.790994</td>\n",
       "      <td>0.019675</td>\n",
       "      <td>9.996910e+09</td>\n",
       "      <td>0.109885</td>\n",
       "      <td>2.2736</td>\n",
       "      <td>0.113383</td>\n",
       "      <td>0.370432</td>\n",
       "      <td>-0.080893</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.516201e+08</td>\n",
       "      <td>1.005546</td>\n",
       "      <td>0.146121</td>\n",
       "      <td>0.277395</td>\n",
       "      <td>0.1131</td>\n",
       "      <td>0.0100</td>\n",
       "      <td>0.0789</td>\n",
       "      <td>0.530346</td>\n",
       "      <td>0.072638</td>\n",
       "      <td>3.170220e+10</td>\n",
       "      <td>0.040366</td>\n",
       "      <td>2.1246</td>\n",
       "      <td>0.040146</td>\n",
       "      <td>4.996933</td>\n",
       "      <td>0.063326</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>9.569536e+08</td>\n",
       "      <td>1.024740</td>\n",
       "      <td>-0.007477</td>\n",
       "      <td>0.044966</td>\n",
       "      <td>0.2805</td>\n",
       "      <td>0.0242</td>\n",
       "      <td>0.1019</td>\n",
       "      <td>0.255307</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>2.792740e+10</td>\n",
       "      <td>0.123082</td>\n",
       "      <td>1.5643</td>\n",
       "      <td>0.039875</td>\n",
       "      <td>1.616456</td>\n",
       "      <td>-0.032088</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.478873e+07</td>\n",
       "      <td>1.040534</td>\n",
       "      <td>-0.117823</td>\n",
       "      <td>0.259877</td>\n",
       "      <td>0.0937</td>\n",
       "      <td>0.0096</td>\n",
       "      <td>0.0716</td>\n",
       "      <td>0.377989</td>\n",
       "      <td>0.051997</td>\n",
       "      <td>4.204330e+09</td>\n",
       "      <td>0.030165</td>\n",
       "      <td>1.1182</td>\n",
       "      <td>0.016693</td>\n",
       "      <td>1.135995</td>\n",
       "      <td>0.087274</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.339888e+08</td>\n",
       "      <td>1.008720</td>\n",
       "      <td>0.312273</td>\n",
       "      <td>0.160545</td>\n",
       "      <td>0.0270</td>\n",
       "      <td>0.0009</td>\n",
       "      <td>0.0402</td>\n",
       "      <td>0.301574</td>\n",
       "      <td>0.138290</td>\n",
       "      <td>6.357160e+10</td>\n",
       "      <td>0.171977</td>\n",
       "      <td>8.9403</td>\n",
       "      <td>0.044975</td>\n",
       "      <td>13.078002</td>\n",
       "      <td>0.037381</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.079032e+09</td>\n",
       "      <td>0.986402</td>\n",
       "      <td>-0.167012</td>\n",
       "      <td>0.066914</td>\n",
       "      <td>0.2103</td>\n",
       "      <td>0.0135</td>\n",
       "      <td>0.0207</td>\n",
       "      <td>0.247268</td>\n",
       "      <td>0.040317</td>\n",
       "      <td>2.216250e+10</td>\n",
       "      <td>0.367213</td>\n",
       "      <td>0.9140</td>\n",
       "      <td>0.041562</td>\n",
       "      <td>6.017771</td>\n",
       "      <td>-0.020496</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>2.244628e+09</td>\n",
       "      <td>1.018919</td>\n",
       "      <td>0.053255</td>\n",
       "      <td>0.031533</td>\n",
       "      <td>0.0758</td>\n",
       "      <td>0.0088</td>\n",
       "      <td>0.0868</td>\n",
       "      <td>0.333603</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>7.910900e+10</td>\n",
       "      <td>0.131620</td>\n",
       "      <td>0.7286</td>\n",
       "      <td>0.020227</td>\n",
       "      <td>1.899744</td>\n",
       "      <td>-0.084858</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.882353e+07</td>\n",
       "      <td>0.987823</td>\n",
       "      <td>0.045623</td>\n",
       "      <td>0.128633</td>\n",
       "      <td>0.0434</td>\n",
       "      <td>0.0301</td>\n",
       "      <td>0.0587</td>\n",
       "      <td>0.743612</td>\n",
       "      <td>0.039648</td>\n",
       "      <td>7.720130e+09</td>\n",
       "      <td>0.072739</td>\n",
       "      <td>2.3710</td>\n",
       "      <td>0.028775</td>\n",
       "      <td>1.415853</td>\n",
       "      <td>-0.028550</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>-2.974231e+07</td>\n",
       "      <td>0.916857</td>\n",
       "      <td>0.238675</td>\n",
       "      <td>0.085617</td>\n",
       "      <td>0.0068</td>\n",
       "      <td>0.0076</td>\n",
       "      <td>0.0502</td>\n",
       "      <td>3.612237</td>\n",
       "      <td>0.027565</td>\n",
       "      <td>3.930440e+09</td>\n",
       "      <td>-0.087771</td>\n",
       "      <td>12.2703</td>\n",
       "      <td>-0.037899</td>\n",
       "      <td>2.717795</td>\n",
       "      <td>0.212642</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.748299e+08</td>\n",
       "      <td>1.082006</td>\n",
       "      <td>0.220172</td>\n",
       "      <td>0.233466</td>\n",
       "      <td>0.1269</td>\n",
       "      <td>0.0084</td>\n",
       "      <td>0.0866</td>\n",
       "      <td>0.370121</td>\n",
       "      <td>0.142399</td>\n",
       "      <td>7.927410e+09</td>\n",
       "      <td>0.135154</td>\n",
       "      <td>3.5565</td>\n",
       "      <td>0.089411</td>\n",
       "      <td>5.507418</td>\n",
       "      <td>0.080417</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>6.006923e+07</td>\n",
       "      <td>1.044595</td>\n",
       "      <td>0.196002</td>\n",
       "      <td>0.086589</td>\n",
       "      <td>0.0160</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0074</td>\n",
       "      <td>0.269611</td>\n",
       "      <td>0.061298</td>\n",
       "      <td>8.493130e+09</td>\n",
       "      <td>-0.249737</td>\n",
       "      <td>6.3686</td>\n",
       "      <td>-0.029758</td>\n",
       "      <td>5.917624</td>\n",
       "      <td>0.189756</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.632868e+08</td>\n",
       "      <td>0.989821</td>\n",
       "      <td>0.095659</td>\n",
       "      <td>0.086162</td>\n",
       "      <td>0.0547</td>\n",
       "      <td>0.0177</td>\n",
       "      <td>0.0498</td>\n",
       "      <td>0.448218</td>\n",
       "      <td>0.057704</td>\n",
       "      <td>1.138950e+10</td>\n",
       "      <td>0.236204</td>\n",
       "      <td>3.4206</td>\n",
       "      <td>0.035127</td>\n",
       "      <td>2.128549</td>\n",
       "      <td>-0.081680</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.507407e+09</td>\n",
       "      <td>1.044407</td>\n",
       "      <td>0.187895</td>\n",
       "      <td>0.173987</td>\n",
       "      <td>0.0580</td>\n",
       "      <td>0.0159</td>\n",
       "      <td>0.0454</td>\n",
       "      <td>0.247458</td>\n",
       "      <td>0.072795</td>\n",
       "      <td>3.080550e+10</td>\n",
       "      <td>0.113074</td>\n",
       "      <td>3.9153</td>\n",
       "      <td>0.032922</td>\n",
       "      <td>1.831033</td>\n",
       "      <td>-0.060168</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>6.000000e+08</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>-0.290074</td>\n",
       "      <td>0.333450</td>\n",
       "      <td>-0.0962</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0392</td>\n",
       "      <td>4.127103</td>\n",
       "      <td>0.114220</td>\n",
       "      <td>2.039150e+09</td>\n",
       "      <td>0.011896</td>\n",
       "      <td>3.8115</td>\n",
       "      <td>0.032819</td>\n",
       "      <td>0.203308</td>\n",
       "      <td>0.024119</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.171210e+08</td>\n",
       "      <td>1.032169</td>\n",
       "      <td>0.001005</td>\n",
       "      <td>0.158059</td>\n",
       "      <td>0.0548</td>\n",
       "      <td>0.0062</td>\n",
       "      <td>0.0484</td>\n",
       "      <td>0.471965</td>\n",
       "      <td>0.053884</td>\n",
       "      <td>1.310330e+10</td>\n",
       "      <td>0.137439</td>\n",
       "      <td>3.7786</td>\n",
       "      <td>0.041166</td>\n",
       "      <td>1.809216</td>\n",
       "      <td>-0.040879</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.180328e+08</td>\n",
       "      <td>1.011009</td>\n",
       "      <td>0.186248</td>\n",
       "      <td>0.097864</td>\n",
       "      <td>0.0494</td>\n",
       "      <td>0.0148</td>\n",
       "      <td>0.0530</td>\n",
       "      <td>0.894055</td>\n",
       "      <td>0.040605</td>\n",
       "      <td>7.207630e+10</td>\n",
       "      <td>0.154893</td>\n",
       "      <td>2.8568</td>\n",
       "      <td>0.037820</td>\n",
       "      <td>4.438961</td>\n",
       "      <td>-0.054277</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.191739e+09</td>\n",
       "      <td>0.941635</td>\n",
       "      <td>0.266144</td>\n",
       "      <td>0.071713</td>\n",
       "      <td>0.0643</td>\n",
       "      <td>0.0152</td>\n",
       "      <td>0.0584</td>\n",
       "      <td>1.302270</td>\n",
       "      <td>0.055994</td>\n",
       "      <td>1.221860e+11</td>\n",
       "      <td>0.247267</td>\n",
       "      <td>4.8247</td>\n",
       "      <td>0.050053</td>\n",
       "      <td>12.068039</td>\n",
       "      <td>-0.047064</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>2.688889e+08</td>\n",
       "      <td>1.023212</td>\n",
       "      <td>0.086186</td>\n",
       "      <td>0.626736</td>\n",
       "      <td>0.0637</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0650</td>\n",
       "      <td>0.960736</td>\n",
       "      <td>0.096604</td>\n",
       "      <td>6.879140e+09</td>\n",
       "      <td>0.021695</td>\n",
       "      <td>3.4191</td>\n",
       "      <td>0.051485</td>\n",
       "      <td>3.677288</td>\n",
       "      <td>0.052298</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>-1.905694e+07</td>\n",
       "      <td>1.020711</td>\n",
       "      <td>-0.033704</td>\n",
       "      <td>0.631602</td>\n",
       "      <td>0.0864</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0462</td>\n",
       "      <td>0.038133</td>\n",
       "      <td>0.323971</td>\n",
       "      <td>1.688270e+09</td>\n",
       "      <td>0.046159</td>\n",
       "      <td>3.3214</td>\n",
       "      <td>0.060750</td>\n",
       "      <td>1.242885</td>\n",
       "      <td>-0.058315</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.818182e+08</td>\n",
       "      <td>0.971933</td>\n",
       "      <td>0.294502</td>\n",
       "      <td>0.113260</td>\n",
       "      <td>0.0644</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0448</td>\n",
       "      <td>7.198492</td>\n",
       "      <td>0.054152</td>\n",
       "      <td>4.538030e+09</td>\n",
       "      <td>0.049037</td>\n",
       "      <td>11.4021</td>\n",
       "      <td>0.073976</td>\n",
       "      <td>1.132785</td>\n",
       "      <td>0.071831</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>6.024273e+08</td>\n",
       "      <td>1.107072</td>\n",
       "      <td>-0.074905</td>\n",
       "      <td>0.392906</td>\n",
       "      <td>0.0168</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0323</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.175937</td>\n",
       "      <td>7.613530e+09</td>\n",
       "      <td>0.046135</td>\n",
       "      <td>10.8498</td>\n",
       "      <td>0.024949</td>\n",
       "      <td>4.867164</td>\n",
       "      <td>-0.098649</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>5.400000e+08</td>\n",
       "      <td>1.058414</td>\n",
       "      <td>0.206545</td>\n",
       "      <td>0.797026</td>\n",
       "      <td>0.0774</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0625</td>\n",
       "      <td>-1.491710</td>\n",
       "      <td>0.330673</td>\n",
       "      <td>5.667600e+09</td>\n",
       "      <td>0.096393</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.856450</td>\n",
       "      <td>-0.023593</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>1.045280</td>\n",
       "      <td>0.054035</td>\n",
       "      <td>0.353490</td>\n",
       "      <td>0.0150</td>\n",
       "      <td>0.0139</td>\n",
       "      <td>0.0483</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.364112</td>\n",
       "      <td>4.264080e+09</td>\n",
       "      <td>0.237378</td>\n",
       "      <td>19.7011</td>\n",
       "      <td>0.104107</td>\n",
       "      <td>1.313744</td>\n",
       "      <td>-0.154865</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>3.422258e+07</td>\n",
       "      <td>1.023136</td>\n",
       "      <td>0.223291</td>\n",
       "      <td>0.018212</td>\n",
       "      <td>0.0185</td>\n",
       "      <td>0.0204</td>\n",
       "      <td>0.0261</td>\n",
       "      <td>3.120117</td>\n",
       "      <td>0.011465</td>\n",
       "      <td>5.001900e+09</td>\n",
       "      <td>-0.398724</td>\n",
       "      <td>7.1111</td>\n",
       "      <td>-0.047866</td>\n",
       "      <td>2.587195</td>\n",
       "      <td>-0.048835</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>8.419412e+07</td>\n",
       "      <td>0.790396</td>\n",
       "      <td>-0.137241</td>\n",
       "      <td>0.200330</td>\n",
       "      <td>0.0412</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.692801</td>\n",
       "      <td>0.053032</td>\n",
       "      <td>7.966950e+08</td>\n",
       "      <td>0.075100</td>\n",
       "      <td>3.6603</td>\n",
       "      <td>0.031729</td>\n",
       "      <td>1.957695</td>\n",
       "      <td>-0.000963</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>2.050000e+08</td>\n",
       "      <td>1.109837</td>\n",
       "      <td>0.113226</td>\n",
       "      <td>0.148565</td>\n",
       "      <td>0.0454</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0555</td>\n",
       "      <td>4.019223</td>\n",
       "      <td>0.051175</td>\n",
       "      <td>3.964740e+09</td>\n",
       "      <td>0.070533</td>\n",
       "      <td>8.4680</td>\n",
       "      <td>0.065523</td>\n",
       "      <td>0.950306</td>\n",
       "      <td>-0.044144</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>2.522727e+09</td>\n",
       "      <td>1.036930</td>\n",
       "      <td>0.124502</td>\n",
       "      <td>0.040100</td>\n",
       "      <td>0.1929</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0847</td>\n",
       "      <td>2.180138</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>2.712240e+10</td>\n",
       "      <td>0.185484</td>\n",
       "      <td>2.4576</td>\n",
       "      <td>0.051315</td>\n",
       "      <td>0.891160</td>\n",
       "      <td>0.016076</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>5.366000e+08</td>\n",
       "      <td>1.049849</td>\n",
       "      <td>0.068858</td>\n",
       "      <td>0.097486</td>\n",
       "      <td>0.0072</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0149</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.067264</td>\n",
       "      <td>1.005400e+10</td>\n",
       "      <td>0.222417</td>\n",
       "      <td>24.0345</td>\n",
       "      <td>0.024940</td>\n",
       "      <td>3.592887</td>\n",
       "      <td>0.146121</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-1.055556e+09</td>\n",
       "      <td>0.941770</td>\n",
       "      <td>0.007994</td>\n",
       "      <td>0.050479</td>\n",
       "      <td>0.1696</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.1271</td>\n",
       "      <td>0.846506</td>\n",
       "      <td>0.048944</td>\n",
       "      <td>2.130870e+09</td>\n",
       "      <td>-0.018717</td>\n",
       "      <td>2.4409</td>\n",
       "      <td>-0.007910</td>\n",
       "      <td>1.232077</td>\n",
       "      <td>0.137227</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.540000e+08</td>\n",
       "      <td>1.110417</td>\n",
       "      <td>0.244637</td>\n",
       "      <td>0.209533</td>\n",
       "      <td>0.0316</td>\n",
       "      <td>0.0044</td>\n",
       "      <td>0.0284</td>\n",
       "      <td>1.321367</td>\n",
       "      <td>0.081537</td>\n",
       "      <td>8.730820e+09</td>\n",
       "      <td>0.106953</td>\n",
       "      <td>11.6086</td>\n",
       "      <td>0.074922</td>\n",
       "      <td>2.865034</td>\n",
       "      <td>0.011944</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>2.512821e+08</td>\n",
       "      <td>1.033526</td>\n",
       "      <td>0.082254</td>\n",
       "      <td>0.008783</td>\n",
       "      <td>0.0536</td>\n",
       "      <td>0.0112</td>\n",
       "      <td>0.0759</td>\n",
       "      <td>0.557555</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.440830e+10</td>\n",
       "      <td>0.176669</td>\n",
       "      <td>0.7365</td>\n",
       "      <td>0.010764</td>\n",
       "      <td>0.802111</td>\n",
       "      <td>0.012611</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>9.912667e+07</td>\n",
       "      <td>0.987801</td>\n",
       "      <td>0.366843</td>\n",
       "      <td>0.152169</td>\n",
       "      <td>0.0114</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0064</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.129055</td>\n",
       "      <td>1.960020e+09</td>\n",
       "      <td>0.126568</td>\n",
       "      <td>12.2165</td>\n",
       "      <td>0.026413</td>\n",
       "      <td>5.123477</td>\n",
       "      <td>0.035803</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-4.005455e+08</td>\n",
       "      <td>1.017693</td>\n",
       "      <td>0.274120</td>\n",
       "      <td>0.008580</td>\n",
       "      <td>-0.0990</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-0.2099</td>\n",
       "      <td>0.268694</td>\n",
       "      <td>-0.012727</td>\n",
       "      <td>1.544440e+09</td>\n",
       "      <td>1.272813</td>\n",
       "      <td>3.1335</td>\n",
       "      <td>0.025027</td>\n",
       "      <td>1.596070</td>\n",
       "      <td>-0.132668</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.066727e+08</td>\n",
       "      <td>0.929979</td>\n",
       "      <td>0.124799</td>\n",
       "      <td>0.781005</td>\n",
       "      <td>-0.0026</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-0.0176</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.193587</td>\n",
       "      <td>2.437410e+09</td>\n",
       "      <td>-0.063944</td>\n",
       "      <td>8.6257</td>\n",
       "      <td>-0.092282</td>\n",
       "      <td>2.185281</td>\n",
       "      <td>0.307532</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>1.086043</td>\n",
       "      <td>0.122071</td>\n",
       "      <td>0.254434</td>\n",
       "      <td>0.3993</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0939</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>2.077670e+10</td>\n",
       "      <td>0.002955</td>\n",
       "      <td>1.2802</td>\n",
       "      <td>0.005509</td>\n",
       "      <td>0.621343</td>\n",
       "      <td>-0.107494</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-2.407143e+09</td>\n",
       "      <td>0.989458</td>\n",
       "      <td>-0.017195</td>\n",
       "      <td>0.061224</td>\n",
       "      <td>0.0904</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0179</td>\n",
       "      <td>3.280101</td>\n",
       "      <td>0.039533</td>\n",
       "      <td>6.442160e+09</td>\n",
       "      <td>-0.157617</td>\n",
       "      <td>5.6004</td>\n",
       "      <td>-0.048263</td>\n",
       "      <td>0.762919</td>\n",
       "      <td>-0.020936</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>9.714286e+07</td>\n",
       "      <td>0.981775</td>\n",
       "      <td>-0.011298</td>\n",
       "      <td>0.243021</td>\n",
       "      <td>0.0942</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>1.060811</td>\n",
       "      <td>0.135903</td>\n",
       "      <td>5.542020e+09</td>\n",
       "      <td>0.129730</td>\n",
       "      <td>6.0371</td>\n",
       "      <td>0.098260</td>\n",
       "      <td>1.749636</td>\n",
       "      <td>-0.050244</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>7.784314e+07</td>\n",
       "      <td>0.854932</td>\n",
       "      <td>-0.011202</td>\n",
       "      <td>0.155687</td>\n",
       "      <td>0.0838</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.420228</td>\n",
       "      <td>0.052082</td>\n",
       "      <td>1.932640e+09</td>\n",
       "      <td>0.055048</td>\n",
       "      <td>1.2784</td>\n",
       "      <td>0.014452</td>\n",
       "      <td>2.699387</td>\n",
       "      <td>-0.024085</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-5.194737e+08</td>\n",
       "      <td>1.115711</td>\n",
       "      <td>0.190773</td>\n",
       "      <td>0.164181</td>\n",
       "      <td>0.0284</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0399</td>\n",
       "      <td>3.686076</td>\n",
       "      <td>0.058948</td>\n",
       "      <td>7.737130e+09</td>\n",
       "      <td>0.045213</td>\n",
       "      <td>7.9039</td>\n",
       "      <td>0.044574</td>\n",
       "      <td>2.376141</td>\n",
       "      <td>-0.048591</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-4.600000e+08</td>\n",
       "      <td>0.842642</td>\n",
       "      <td>0.158331</td>\n",
       "      <td>0.046606</td>\n",
       "      <td>0.5793</td>\n",
       "      <td>0.0013</td>\n",
       "      <td>0.0190</td>\n",
       "      <td>2.585056</td>\n",
       "      <td>0.027316</td>\n",
       "      <td>3.045580e+09</td>\n",
       "      <td>-0.173310</td>\n",
       "      <td>1.2105</td>\n",
       "      <td>-0.039009</td>\n",
       "      <td>0.739683</td>\n",
       "      <td>-0.212516</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.378250e+08</td>\n",
       "      <td>0.990599</td>\n",
       "      <td>-0.163349</td>\n",
       "      <td>0.310931</td>\n",
       "      <td>0.1333</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.1022</td>\n",
       "      <td>0.283876</td>\n",
       "      <td>0.175441</td>\n",
       "      <td>1.233420e+09</td>\n",
       "      <td>0.039179</td>\n",
       "      <td>2.5398</td>\n",
       "      <td>0.027063</td>\n",
       "      <td>2.460519</td>\n",
       "      <td>-0.051070</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.328000e+07</td>\n",
       "      <td>1.003277</td>\n",
       "      <td>-0.008298</td>\n",
       "      <td>0.017931</td>\n",
       "      <td>0.0194</td>\n",
       "      <td>0.0071</td>\n",
       "      <td>-0.0219</td>\n",
       "      <td>0.756244</td>\n",
       "      <td>0.011096</td>\n",
       "      <td>3.977000e+09</td>\n",
       "      <td>-0.060356</td>\n",
       "      <td>1.0386</td>\n",
       "      <td>-0.002514</td>\n",
       "      <td>0.442655</td>\n",
       "      <td>-0.071359</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>9.364444e+07</td>\n",
       "      <td>1.061329</td>\n",
       "      <td>0.108044</td>\n",
       "      <td>0.338791</td>\n",
       "      <td>0.0279</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0079</td>\n",
       "      <td>0.058460</td>\n",
       "      <td>0.075141</td>\n",
       "      <td>9.220580e+08</td>\n",
       "      <td>0.012513</td>\n",
       "      <td>21.8321</td>\n",
       "      <td>0.016305</td>\n",
       "      <td>2.611577</td>\n",
       "      <td>-0.110543</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.522857e+08</td>\n",
       "      <td>1.046051</td>\n",
       "      <td>0.057081</td>\n",
       "      <td>0.100914</td>\n",
       "      <td>0.0475</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0548</td>\n",
       "      <td>0.457439</td>\n",
       "      <td>0.025164</td>\n",
       "      <td>2.269090e+09</td>\n",
       "      <td>0.041483</td>\n",
       "      <td>0.8660</td>\n",
       "      <td>0.006823</td>\n",
       "      <td>1.817851</td>\n",
       "      <td>0.004322</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-6.495000e+08</td>\n",
       "      <td>1.101491</td>\n",
       "      <td>-0.130713</td>\n",
       "      <td>0.019771</td>\n",
       "      <td>0.0051</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0100</td>\n",
       "      <td>3.308586</td>\n",
       "      <td>0.012955</td>\n",
       "      <td>7.073960e+09</td>\n",
       "      <td>-0.078462</td>\n",
       "      <td>7.2029</td>\n",
       "      <td>-0.006520</td>\n",
       "      <td>1.005054</td>\n",
       "      <td>-0.226939</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>6.765312e+07</td>\n",
       "      <td>1.230679</td>\n",
       "      <td>-0.073137</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.0277</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.030044</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>4.575570e+09</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>13.9052</td>\n",
       "      <td>-0.181065</td>\n",
       "      <td>6.355961</td>\n",
       "      <td>0.006219</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.489516e+08</td>\n",
       "      <td>1.245638</td>\n",
       "      <td>0.063276</td>\n",
       "      <td>0.157581</td>\n",
       "      <td>0.0398</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0610</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.027405</td>\n",
       "      <td>1.229840e+10</td>\n",
       "      <td>0.010210</td>\n",
       "      <td>1.9922</td>\n",
       "      <td>0.001834</td>\n",
       "      <td>4.787459</td>\n",
       "      <td>-0.008278</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>7.318779e+06</td>\n",
       "      <td>1.023337</td>\n",
       "      <td>-0.054090</td>\n",
       "      <td>0.155315</td>\n",
       "      <td>-0.3039</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-0.0670</td>\n",
       "      <td>0.156130</td>\n",
       "      <td>0.097317</td>\n",
       "      <td>2.110680e+09</td>\n",
       "      <td>-0.844857</td>\n",
       "      <td>7.8719</td>\n",
       "      <td>-0.272739</td>\n",
       "      <td>0.853853</td>\n",
       "      <td>0.068000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.294000e+08</td>\n",
       "      <td>1.204714</td>\n",
       "      <td>0.348204</td>\n",
       "      <td>0.323332</td>\n",
       "      <td>0.0063</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.002841</td>\n",
       "      <td>0.073160</td>\n",
       "      <td>2.755360e+09</td>\n",
       "      <td>-0.335061</td>\n",
       "      <td>25.0060</td>\n",
       "      <td>-0.206339</td>\n",
       "      <td>13.106065</td>\n",
       "      <td>-0.233537</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>153892 rows × 15 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                           Earnings_Quality  Price_Momentum_1M  \\\n",
       "date                                                             \n",
       "2015-01-02 00:00:00+00:00      0.000000e+00           0.913295   \n",
       "2015-01-02 00:00:00+00:00      9.330986e+09           0.963444   \n",
       "2015-01-02 00:00:00+00:00      8.183514e+07           1.060856   \n",
       "2015-01-02 00:00:00+00:00      1.937097e+09           0.995797   \n",
       "2015-01-02 00:00:00+00:00      1.133333e+09           0.988969   \n",
       "2015-01-02 00:00:00+00:00      9.844898e+08           0.973093   \n",
       "2015-01-02 00:00:00+00:00      1.432889e+08           1.019608   \n",
       "2015-01-02 00:00:00+00:00      1.817873e+09           0.989114   \n",
       "2015-01-02 00:00:00+00:00      3.800913e+08           1.012582   \n",
       "2015-01-02 00:00:00+00:00      4.248148e+09           0.975239   \n",
       "2015-01-02 00:00:00+00:00      1.512871e+09           1.040617   \n",
       "2015-01-02 00:00:00+00:00      2.062162e+09           0.995303   \n",
       "2015-01-02 00:00:00+00:00      5.516201e+08           1.005546   \n",
       "2015-01-02 00:00:00+00:00      9.569536e+08           1.024740   \n",
       "2015-01-02 00:00:00+00:00      5.478873e+07           1.040534   \n",
       "2015-01-02 00:00:00+00:00      3.339888e+08           1.008720   \n",
       "2015-01-02 00:00:00+00:00      1.079032e+09           0.986402   \n",
       "2015-01-02 00:00:00+00:00      2.244628e+09           1.018919   \n",
       "2015-01-02 00:00:00+00:00      3.882353e+07           0.987823   \n",
       "2015-01-02 00:00:00+00:00     -2.974231e+07           0.916857   \n",
       "2015-01-02 00:00:00+00:00      1.748299e+08           1.082006   \n",
       "2015-01-02 00:00:00+00:00      6.006923e+07           1.044595   \n",
       "2015-01-02 00:00:00+00:00      5.632868e+08           0.989821   \n",
       "2015-01-02 00:00:00+00:00      1.507407e+09           1.044407   \n",
       "2015-01-02 00:00:00+00:00      6.000000e+08           1.000000   \n",
       "2015-01-02 00:00:00+00:00      3.171210e+08           1.032169   \n",
       "2015-01-02 00:00:00+00:00      5.180328e+08           1.011009   \n",
       "2015-01-02 00:00:00+00:00      1.191739e+09           0.941635   \n",
       "2015-01-02 00:00:00+00:00      2.688889e+08           1.023212   \n",
       "2015-01-02 00:00:00+00:00     -1.905694e+07           1.020711   \n",
       "...                                     ...                ...   \n",
       "2015-06-01 00:00:00+00:00      1.818182e+08           0.971933   \n",
       "2015-06-01 00:00:00+00:00      6.024273e+08           1.107072   \n",
       "2015-06-01 00:00:00+00:00      5.400000e+08           1.058414   \n",
       "2015-06-01 00:00:00+00:00      0.000000e+00           1.045280   \n",
       "2015-06-01 00:00:00+00:00      3.422258e+07           1.023136   \n",
       "2015-06-01 00:00:00+00:00      8.419412e+07           0.790396   \n",
       "2015-06-01 00:00:00+00:00      2.050000e+08           1.109837   \n",
       "2015-06-01 00:00:00+00:00      2.522727e+09           1.036930   \n",
       "2015-06-01 00:00:00+00:00      5.366000e+08           1.049849   \n",
       "2015-06-01 00:00:00+00:00     -1.055556e+09           0.941770   \n",
       "2015-06-01 00:00:00+00:00      1.540000e+08           1.110417   \n",
       "2015-06-01 00:00:00+00:00      2.512821e+08           1.033526   \n",
       "2015-06-01 00:00:00+00:00      9.912667e+07           0.987801   \n",
       "2015-06-01 00:00:00+00:00     -4.005455e+08           1.017693   \n",
       "2015-06-01 00:00:00+00:00      1.066727e+08           0.929979   \n",
       "2015-06-01 00:00:00+00:00      0.000000e+00           1.086043   \n",
       "2015-06-01 00:00:00+00:00     -2.407143e+09           0.989458   \n",
       "2015-06-01 00:00:00+00:00      9.714286e+07           0.981775   \n",
       "2015-06-01 00:00:00+00:00      7.784314e+07           0.854932   \n",
       "2015-06-01 00:00:00+00:00     -5.194737e+08           1.115711   \n",
       "2015-06-01 00:00:00+00:00     -4.600000e+08           0.842642   \n",
       "2015-06-01 00:00:00+00:00      1.378250e+08           0.990599   \n",
       "2015-06-01 00:00:00+00:00      1.328000e+07           1.003277   \n",
       "2015-06-01 00:00:00+00:00      9.364444e+07           1.061329   \n",
       "2015-06-01 00:00:00+00:00      1.522857e+08           1.046051   \n",
       "2015-06-01 00:00:00+00:00     -6.495000e+08           1.101491   \n",
       "2015-06-01 00:00:00+00:00      6.765312e+07           1.230679   \n",
       "2015-06-01 00:00:00+00:00      1.489516e+08           1.245638   \n",
       "2015-06-01 00:00:00+00:00      7.318779e+06           1.023337   \n",
       "2015-06-01 00:00:00+00:00      1.294000e+08           1.204714   \n",
       "\n",
       "                           Price_Oscillator  assets_turnover  cf_yield  \\\n",
       "date                                                                     \n",
       "2015-01-02 00:00:00+00:00          0.097341         0.169928    0.0630   \n",
       "2015-01-02 00:00:00+00:00          0.225832         0.185417    0.0867   \n",
       "2015-01-02 00:00:00+00:00          0.171412         0.639185    0.1212   \n",
       "2015-01-02 00:00:00+00:00          0.111621         0.121540    0.0578   \n",
       "2015-01-02 00:00:00+00:00          0.110709         0.130929    0.0452   \n",
       "2015-01-02 00:00:00+00:00          0.122957         0.076075    0.0860   \n",
       "2015-01-02 00:00:00+00:00         -0.176652         0.200592    0.0840   \n",
       "2015-01-02 00:00:00+00:00          0.085783         0.100878    0.0323   \n",
       "2015-01-02 00:00:00+00:00          0.110466         0.102853    0.0493   \n",
       "2015-01-02 00:00:00+00:00          0.137061         0.443224    0.1371   \n",
       "2015-01-02 00:00:00+00:00          0.145289         0.074464    0.1589   \n",
       "2015-01-02 00:00:00+00:00         -0.040617         0.113268    0.1844   \n",
       "2015-01-02 00:00:00+00:00          0.146121         0.277395    0.1131   \n",
       "2015-01-02 00:00:00+00:00         -0.007477         0.044966    0.2805   \n",
       "2015-01-02 00:00:00+00:00         -0.117823         0.259877    0.0937   \n",
       "2015-01-02 00:00:00+00:00          0.312273         0.160545    0.0270   \n",
       "2015-01-02 00:00:00+00:00         -0.167012         0.066914    0.2103   \n",
       "2015-01-02 00:00:00+00:00          0.053255         0.031533    0.0758   \n",
       "2015-01-02 00:00:00+00:00          0.045623         0.128633    0.0434   \n",
       "2015-01-02 00:00:00+00:00          0.238675         0.085617    0.0068   \n",
       "2015-01-02 00:00:00+00:00          0.220172         0.233466    0.1269   \n",
       "2015-01-02 00:00:00+00:00          0.196002         0.086589    0.0160   \n",
       "2015-01-02 00:00:00+00:00          0.095659         0.086162    0.0547   \n",
       "2015-01-02 00:00:00+00:00          0.187895         0.173987    0.0580   \n",
       "2015-01-02 00:00:00+00:00         -0.290074         0.333450   -0.0962   \n",
       "2015-01-02 00:00:00+00:00          0.001005         0.158059    0.0548   \n",
       "2015-01-02 00:00:00+00:00          0.186248         0.097864    0.0494   \n",
       "2015-01-02 00:00:00+00:00          0.266144         0.071713    0.0643   \n",
       "2015-01-02 00:00:00+00:00          0.086186         0.626736    0.0637   \n",
       "2015-01-02 00:00:00+00:00         -0.033704         0.631602    0.0864   \n",
       "...                                     ...              ...       ...   \n",
       "2015-06-01 00:00:00+00:00          0.294502         0.113260    0.0644   \n",
       "2015-06-01 00:00:00+00:00         -0.074905         0.392906    0.0168   \n",
       "2015-06-01 00:00:00+00:00          0.206545         0.797026    0.0774   \n",
       "2015-06-01 00:00:00+00:00          0.054035         0.353490    0.0150   \n",
       "2015-06-01 00:00:00+00:00          0.223291         0.018212    0.0185   \n",
       "2015-06-01 00:00:00+00:00         -0.137241         0.200330    0.0412   \n",
       "2015-06-01 00:00:00+00:00          0.113226         0.148565    0.0454   \n",
       "2015-06-01 00:00:00+00:00          0.124502         0.040100    0.1929   \n",
       "2015-06-01 00:00:00+00:00          0.068858         0.097486    0.0072   \n",
       "2015-06-01 00:00:00+00:00          0.007994         0.050479    0.1696   \n",
       "2015-06-01 00:00:00+00:00          0.244637         0.209533    0.0316   \n",
       "2015-06-01 00:00:00+00:00          0.082254         0.008783    0.0536   \n",
       "2015-06-01 00:00:00+00:00          0.366843         0.152169    0.0114   \n",
       "2015-06-01 00:00:00+00:00          0.274120         0.008580   -0.0990   \n",
       "2015-06-01 00:00:00+00:00          0.124799         0.781005   -0.0026   \n",
       "2015-06-01 00:00:00+00:00          0.122071         0.254434    0.3993   \n",
       "2015-06-01 00:00:00+00:00         -0.017195         0.061224    0.0904   \n",
       "2015-06-01 00:00:00+00:00         -0.011298         0.243021    0.0942   \n",
       "2015-06-01 00:00:00+00:00         -0.011202         0.155687    0.0838   \n",
       "2015-06-01 00:00:00+00:00          0.190773         0.164181    0.0284   \n",
       "2015-06-01 00:00:00+00:00          0.158331         0.046606    0.5793   \n",
       "2015-06-01 00:00:00+00:00         -0.163349         0.310931    0.1333   \n",
       "2015-06-01 00:00:00+00:00         -0.008298         0.017931    0.0194   \n",
       "2015-06-01 00:00:00+00:00          0.108044         0.338791    0.0279   \n",
       "2015-06-01 00:00:00+00:00          0.057081         0.100914    0.0475   \n",
       "2015-06-01 00:00:00+00:00         -0.130713         0.019771    0.0051   \n",
       "2015-06-01 00:00:00+00:00         -0.073137         0.000000   -0.0277   \n",
       "2015-06-01 00:00:00+00:00          0.063276         0.157581    0.0398   \n",
       "2015-06-01 00:00:00+00:00         -0.054090         0.155315   -0.3039   \n",
       "2015-06-01 00:00:00+00:00          0.348204         0.323332    0.0063   \n",
       "\n",
       "                           dividend_yield  forward_earning_yield   gearing  \\\n",
       "date                                                                         \n",
       "2015-01-02 00:00:00+00:00          0.0076                 0.0656  0.725073   \n",
       "2015-01-02 00:00:00+00:00          0.0164                 0.0697  0.316414   \n",
       "2015-01-02 00:00:00+00:00          0.0032                 0.0556  0.257198   \n",
       "2015-01-02 00:00:00+00:00          0.0193                 0.0515  0.362679   \n",
       "2015-01-02 00:00:00+00:00          0.0004                 0.0151  0.329292   \n",
       "2015-01-02 00:00:00+00:00          0.0198                 0.0572  0.411348   \n",
       "2015-01-02 00:00:00+00:00          0.0063                 0.0324  0.449514   \n",
       "2015-01-02 00:00:00+00:00          0.0002                 0.0346  0.223982   \n",
       "2015-01-02 00:00:00+00:00          0.0266                 0.0521  0.183440   \n",
       "2015-01-02 00:00:00+00:00          0.0182                 0.0659  0.273954   \n",
       "2015-01-02 00:00:00+00:00          0.0329                 0.0574  1.146550   \n",
       "2015-01-02 00:00:00+00:00          0.0143                 0.0970  4.790994   \n",
       "2015-01-02 00:00:00+00:00          0.0100                 0.0789  0.530346   \n",
       "2015-01-02 00:00:00+00:00          0.0242                 0.1019  0.255307   \n",
       "2015-01-02 00:00:00+00:00          0.0096                 0.0716  0.377989   \n",
       "2015-01-02 00:00:00+00:00          0.0009                 0.0402  0.301574   \n",
       "2015-01-02 00:00:00+00:00          0.0135                 0.0207  0.247268   \n",
       "2015-01-02 00:00:00+00:00          0.0088                 0.0868  0.333603   \n",
       "2015-01-02 00:00:00+00:00          0.0301                 0.0587  0.743612   \n",
       "2015-01-02 00:00:00+00:00          0.0076                 0.0502  3.612237   \n",
       "2015-01-02 00:00:00+00:00          0.0084                 0.0866  0.370121   \n",
       "2015-01-02 00:00:00+00:00          0.0000                 0.0074  0.269611   \n",
       "2015-01-02 00:00:00+00:00          0.0177                 0.0498  0.448218   \n",
       "2015-01-02 00:00:00+00:00          0.0159                 0.0454  0.247458   \n",
       "2015-01-02 00:00:00+00:00          0.0000                 0.0392  4.127103   \n",
       "2015-01-02 00:00:00+00:00          0.0062                 0.0484  0.471965   \n",
       "2015-01-02 00:00:00+00:00          0.0148                 0.0530  0.894055   \n",
       "2015-01-02 00:00:00+00:00          0.0152                 0.0584  1.302270   \n",
       "2015-01-02 00:00:00+00:00          0.0000                 0.0650  0.960736   \n",
       "2015-01-02 00:00:00+00:00          0.0000                 0.0462  0.038133   \n",
       "...                                   ...                    ...       ...   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0448  7.198492   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0323  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0625 -1.491710   \n",
       "2015-06-01 00:00:00+00:00          0.0139                 0.0483  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0204                 0.0261  3.120117   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0000  0.692801   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0555  4.019223   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0847  2.180138   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0149  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.1271  0.846506   \n",
       "2015-06-01 00:00:00+00:00          0.0044                 0.0284  1.321367   \n",
       "2015-06-01 00:00:00+00:00          0.0112                 0.0759  0.557555   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0064  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                -0.2099  0.268694   \n",
       "2015-06-01 00:00:00+00:00          0.0000                -0.0176  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0939  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0179  3.280101   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0000  1.060811   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0000  0.420228   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0399  3.686076   \n",
       "2015-06-01 00:00:00+00:00          0.0013                 0.0190  2.585056   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.1022  0.283876   \n",
       "2015-06-01 00:00:00+00:00          0.0071                -0.0219  0.756244   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0079  0.058460   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0548  0.457439   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0100  3.308586   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0000  0.030044   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0610  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                -0.0670  0.156130   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0000  0.002841   \n",
       "\n",
       "                              gp_ta    market_cap  net_margin  pb_ratio  \\\n",
       "date                                                                      \n",
       "2015-01-02 00:00:00+00:00  0.035963  1.868430e+10    0.023882    1.5144   \n",
       "2015-01-02 00:00:00+00:00  0.069052  6.599120e+11    0.201007    5.9160   \n",
       "2015-01-02 00:00:00+00:00  0.408964  1.205120e+09    0.027581    2.1868   \n",
       "2015-01-02 00:00:00+00:00  0.065226  6.879960e+10    0.105408    3.0059   \n",
       "2015-01-02 00:00:00+00:00  0.112312  1.376730e+10    0.017314    6.0689   \n",
       "2015-01-02 00:00:00+00:00  0.033802  1.387820e+10   -0.029452    1.6526   \n",
       "2015-01-02 00:00:00+00:00  0.041604  1.581810e+09   -0.005938    2.3314   \n",
       "2015-01-02 00:00:00+00:00  0.084589  3.645030e+10    0.068285    5.4151   \n",
       "2015-01-02 00:00:00+00:00  0.070854  1.728900e+10    0.133491    3.6337   \n",
       "2015-01-02 00:00:00+00:00  0.035150  3.404990e+10    0.041232    1.6835   \n",
       "2015-01-02 00:00:00+00:00  0.047872  3.019590e+10    0.114598    1.7901   \n",
       "2015-01-02 00:00:00+00:00  0.019675  9.996910e+09    0.109885    2.2736   \n",
       "2015-01-02 00:00:00+00:00  0.072638  3.170220e+10    0.040366    2.1246   \n",
       "2015-01-02 00:00:00+00:00  0.000000  2.792740e+10    0.123082    1.5643   \n",
       "2015-01-02 00:00:00+00:00  0.051997  4.204330e+09    0.030165    1.1182   \n",
       "2015-01-02 00:00:00+00:00  0.138290  6.357160e+10    0.171977    8.9403   \n",
       "2015-01-02 00:00:00+00:00  0.040317  2.216250e+10    0.367213    0.9140   \n",
       "2015-01-02 00:00:00+00:00  0.000000  7.910900e+10    0.131620    0.7286   \n",
       "2015-01-02 00:00:00+00:00  0.039648  7.720130e+09    0.072739    2.3710   \n",
       "2015-01-02 00:00:00+00:00  0.027565  3.930440e+09   -0.087771   12.2703   \n",
       "2015-01-02 00:00:00+00:00  0.142399  7.927410e+09    0.135154    3.5565   \n",
       "2015-01-02 00:00:00+00:00  0.061298  8.493130e+09   -0.249737    6.3686   \n",
       "2015-01-02 00:00:00+00:00  0.057704  1.138950e+10    0.236204    3.4206   \n",
       "2015-01-02 00:00:00+00:00  0.072795  3.080550e+10    0.113074    3.9153   \n",
       "2015-01-02 00:00:00+00:00  0.114220  2.039150e+09    0.011896    3.8115   \n",
       "2015-01-02 00:00:00+00:00  0.053884  1.310330e+10    0.137439    3.7786   \n",
       "2015-01-02 00:00:00+00:00  0.040605  7.207630e+10    0.154893    2.8568   \n",
       "2015-01-02 00:00:00+00:00  0.055994  1.221860e+11    0.247267    4.8247   \n",
       "2015-01-02 00:00:00+00:00  0.096604  6.879140e+09    0.021695    3.4191   \n",
       "2015-01-02 00:00:00+00:00  0.323971  1.688270e+09    0.046159    3.3214   \n",
       "...                             ...           ...         ...       ...   \n",
       "2015-06-01 00:00:00+00:00  0.054152  4.538030e+09    0.049037   11.4021   \n",
       "2015-06-01 00:00:00+00:00  0.175937  7.613530e+09    0.046135   10.8498   \n",
       "2015-06-01 00:00:00+00:00  0.330673  5.667600e+09    0.096393    0.0000   \n",
       "2015-06-01 00:00:00+00:00  0.364112  4.264080e+09    0.237378   19.7011   \n",
       "2015-06-01 00:00:00+00:00  0.011465  5.001900e+09   -0.398724    7.1111   \n",
       "2015-06-01 00:00:00+00:00  0.053032  7.966950e+08    0.075100    3.6603   \n",
       "2015-06-01 00:00:00+00:00  0.051175  3.964740e+09    0.070533    8.4680   \n",
       "2015-06-01 00:00:00+00:00  0.000000  2.712240e+10    0.185484    2.4576   \n",
       "2015-06-01 00:00:00+00:00  0.067264  1.005400e+10    0.222417   24.0345   \n",
       "2015-06-01 00:00:00+00:00  0.048944  2.130870e+09   -0.018717    2.4409   \n",
       "2015-06-01 00:00:00+00:00  0.081537  8.730820e+09    0.106953   11.6086   \n",
       "2015-06-01 00:00:00+00:00  0.000000  1.440830e+10    0.176669    0.7365   \n",
       "2015-06-01 00:00:00+00:00  0.129055  1.960020e+09    0.126568   12.2165   \n",
       "2015-06-01 00:00:00+00:00 -0.012727  1.544440e+09    1.272813    3.1335   \n",
       "2015-06-01 00:00:00+00:00  0.193587  2.437410e+09   -0.063944    8.6257   \n",
       "2015-06-01 00:00:00+00:00  0.000000  2.077670e+10    0.002955    1.2802   \n",
       "2015-06-01 00:00:00+00:00  0.039533  6.442160e+09   -0.157617    5.6004   \n",
       "2015-06-01 00:00:00+00:00  0.135903  5.542020e+09    0.129730    6.0371   \n",
       "2015-06-01 00:00:00+00:00  0.052082  1.932640e+09    0.055048    1.2784   \n",
       "2015-06-01 00:00:00+00:00  0.058948  7.737130e+09    0.045213    7.9039   \n",
       "2015-06-01 00:00:00+00:00  0.027316  3.045580e+09   -0.173310    1.2105   \n",
       "2015-06-01 00:00:00+00:00  0.175441  1.233420e+09    0.039179    2.5398   \n",
       "2015-06-01 00:00:00+00:00  0.011096  3.977000e+09   -0.060356    1.0386   \n",
       "2015-06-01 00:00:00+00:00  0.075141  9.220580e+08    0.012513   21.8321   \n",
       "2015-06-01 00:00:00+00:00  0.025164  2.269090e+09    0.041483    0.8660   \n",
       "2015-06-01 00:00:00+00:00  0.012955  7.073960e+09   -0.078462    7.2029   \n",
       "2015-06-01 00:00:00+00:00  0.000000  4.575570e+09    0.000000   13.9052   \n",
       "2015-06-01 00:00:00+00:00  0.027405  1.229840e+10    0.010210    1.9922   \n",
       "2015-06-01 00:00:00+00:00  0.097317  2.110680e+09   -0.844857    7.8719   \n",
       "2015-06-01 00:00:00+00:00  0.073160  2.755360e+09   -0.335061   25.0060   \n",
       "\n",
       "                                roe        vol   returns  \n",
       "date                                                      \n",
       "2015-01-02 00:00:00+00:00  0.012437   0.840949  0.045963  \n",
       "2015-01-02 00:00:00+00:00  0.072838   6.343392  0.085087  \n",
       "2015-01-02 00:00:00+00:00  0.036211   4.553984 -0.116546  \n",
       "2015-01-02 00:00:00+00:00  0.023145   1.616591  0.025660  \n",
       "2015-01-02 00:00:00+00:00  0.004701   3.173699 -0.077608  \n",
       "2015-01-02 00:00:00+00:00 -0.003963   2.240364  0.053617  \n",
       "2015-01-02 00:00:00+00:00 -0.002274   1.454109 -0.015047  \n",
       "2015-01-02 00:00:00+00:00  0.010864   3.659694 -0.006083  \n",
       "2015-01-02 00:00:00+00:00  0.022262   4.480362 -0.028088  \n",
       "2015-01-02 00:00:00+00:00  0.036971   3.211012 -0.063594  \n",
       "2015-01-02 00:00:00+00:00  0.029478   2.489858  0.026646  \n",
       "2015-01-02 00:00:00+00:00  0.113383   0.370432 -0.080893  \n",
       "2015-01-02 00:00:00+00:00  0.040146   4.996933  0.063326  \n",
       "2015-01-02 00:00:00+00:00  0.039875   1.616456 -0.032088  \n",
       "2015-01-02 00:00:00+00:00  0.016693   1.135995  0.087274  \n",
       "2015-01-02 00:00:00+00:00  0.044975  13.078002  0.037381  \n",
       "2015-01-02 00:00:00+00:00  0.041562   6.017771 -0.020496  \n",
       "2015-01-02 00:00:00+00:00  0.020227   1.899744 -0.084858  \n",
       "2015-01-02 00:00:00+00:00  0.028775   1.415853 -0.028550  \n",
       "2015-01-02 00:00:00+00:00 -0.037899   2.717795  0.212642  \n",
       "2015-01-02 00:00:00+00:00  0.089411   5.507418  0.080417  \n",
       "2015-01-02 00:00:00+00:00 -0.029758   5.917624  0.189756  \n",
       "2015-01-02 00:00:00+00:00  0.035127   2.128549 -0.081680  \n",
       "2015-01-02 00:00:00+00:00  0.032922   1.831033 -0.060168  \n",
       "2015-01-02 00:00:00+00:00  0.032819   0.203308  0.024119  \n",
       "2015-01-02 00:00:00+00:00  0.041166   1.809216 -0.040879  \n",
       "2015-01-02 00:00:00+00:00  0.037820   4.438961 -0.054277  \n",
       "2015-01-02 00:00:00+00:00  0.050053  12.068039 -0.047064  \n",
       "2015-01-02 00:00:00+00:00  0.051485   3.677288  0.052298  \n",
       "2015-01-02 00:00:00+00:00  0.060750   1.242885 -0.058315  \n",
       "...                             ...        ...       ...  \n",
       "2015-06-01 00:00:00+00:00  0.073976   1.132785  0.071831  \n",
       "2015-06-01 00:00:00+00:00  0.024949   4.867164 -0.098649  \n",
       "2015-06-01 00:00:00+00:00  0.000000   0.856450 -0.023593  \n",
       "2015-06-01 00:00:00+00:00  0.104107   1.313744 -0.154865  \n",
       "2015-06-01 00:00:00+00:00 -0.047866   2.587195 -0.048835  \n",
       "2015-06-01 00:00:00+00:00  0.031729   1.957695 -0.000963  \n",
       "2015-06-01 00:00:00+00:00  0.065523   0.950306 -0.044144  \n",
       "2015-06-01 00:00:00+00:00  0.051315   0.891160  0.016076  \n",
       "2015-06-01 00:00:00+00:00  0.024940   3.592887  0.146121  \n",
       "2015-06-01 00:00:00+00:00 -0.007910   1.232077  0.137227  \n",
       "2015-06-01 00:00:00+00:00  0.074922   2.865034  0.011944  \n",
       "2015-06-01 00:00:00+00:00  0.010764   0.802111  0.012611  \n",
       "2015-06-01 00:00:00+00:00  0.026413   5.123477  0.035803  \n",
       "2015-06-01 00:00:00+00:00  0.025027   1.596070 -0.132668  \n",
       "2015-06-01 00:00:00+00:00 -0.092282   2.185281  0.307532  \n",
       "2015-06-01 00:00:00+00:00  0.005509   0.621343 -0.107494  \n",
       "2015-06-01 00:00:00+00:00 -0.048263   0.762919 -0.020936  \n",
       "2015-06-01 00:00:00+00:00  0.098260   1.749636 -0.050244  \n",
       "2015-06-01 00:00:00+00:00  0.014452   2.699387 -0.024085  \n",
       "2015-06-01 00:00:00+00:00  0.044574   2.376141 -0.048591  \n",
       "2015-06-01 00:00:00+00:00 -0.039009   0.739683 -0.212516  \n",
       "2015-06-01 00:00:00+00:00  0.027063   2.460519 -0.051070  \n",
       "2015-06-01 00:00:00+00:00 -0.002514   0.442655 -0.071359  \n",
       "2015-06-01 00:00:00+00:00  0.016305   2.611577 -0.110543  \n",
       "2015-06-01 00:00:00+00:00  0.006823   1.817851  0.004322  \n",
       "2015-06-01 00:00:00+00:00 -0.006520   1.005054 -0.226939  \n",
       "2015-06-01 00:00:00+00:00 -0.181065   6.355961  0.006219  \n",
       "2015-06-01 00:00:00+00:00  0.001834   4.787459 -0.008278  \n",
       "2015-06-01 00:00:00+00:00 -0.272739   0.853853  0.068000  \n",
       "2015-06-01 00:00:00+00:00 -0.206339  13.106065 -0.233537  \n",
       "\n",
       "[153892 rows x 15 columns]"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "res"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Splitting Training and Testing Datasets"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "In this case, we will hold back last month as our test dataset.\n",
    "\n",
    "The test data date need to be changed manually. The number of data points vary from day to day. Difficult to set automatically.\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "X = res.copy()\n",
    "Y = X.pop('returns')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {
    "collapsed": false,
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Earnings_Quality</th>\n",
       "      <th>Price_Momentum_1M</th>\n",
       "      <th>Price_Oscillator</th>\n",
       "      <th>assets_turnover</th>\n",
       "      <th>cf_yield</th>\n",
       "      <th>dividend_yield</th>\n",
       "      <th>forward_earning_yield</th>\n",
       "      <th>gearing</th>\n",
       "      <th>gp_ta</th>\n",
       "      <th>market_cap</th>\n",
       "      <th>net_margin</th>\n",
       "      <th>pb_ratio</th>\n",
       "      <th>roe</th>\n",
       "      <th>vol</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.913295</td>\n",
       "      <td>0.097341</td>\n",
       "      <td>0.169928</td>\n",
       "      <td>0.0630</td>\n",
       "      <td>0.0076</td>\n",
       "      <td>0.0656</td>\n",
       "      <td>0.725073</td>\n",
       "      <td>0.035963</td>\n",
       "      <td>1.868430e+10</td>\n",
       "      <td>0.023882</td>\n",
       "      <td>1.5144</td>\n",
       "      <td>0.012437</td>\n",
       "      <td>0.840949</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>9.330986e+09</td>\n",
       "      <td>0.963444</td>\n",
       "      <td>0.225832</td>\n",
       "      <td>0.185417</td>\n",
       "      <td>0.0867</td>\n",
       "      <td>0.0164</td>\n",
       "      <td>0.0697</td>\n",
       "      <td>0.316414</td>\n",
       "      <td>0.069052</td>\n",
       "      <td>6.599120e+11</td>\n",
       "      <td>0.201007</td>\n",
       "      <td>5.9160</td>\n",
       "      <td>0.072838</td>\n",
       "      <td>6.343392</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>8.183514e+07</td>\n",
       "      <td>1.060856</td>\n",
       "      <td>0.171412</td>\n",
       "      <td>0.639185</td>\n",
       "      <td>0.1212</td>\n",
       "      <td>0.0032</td>\n",
       "      <td>0.0556</td>\n",
       "      <td>0.257198</td>\n",
       "      <td>0.408964</td>\n",
       "      <td>1.205120e+09</td>\n",
       "      <td>0.027581</td>\n",
       "      <td>2.1868</td>\n",
       "      <td>0.036211</td>\n",
       "      <td>4.553984</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.937097e+09</td>\n",
       "      <td>0.995797</td>\n",
       "      <td>0.111621</td>\n",
       "      <td>0.121540</td>\n",
       "      <td>0.0578</td>\n",
       "      <td>0.0193</td>\n",
       "      <td>0.0515</td>\n",
       "      <td>0.362679</td>\n",
       "      <td>0.065226</td>\n",
       "      <td>6.879960e+10</td>\n",
       "      <td>0.105408</td>\n",
       "      <td>3.0059</td>\n",
       "      <td>0.023145</td>\n",
       "      <td>1.616591</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.133333e+09</td>\n",
       "      <td>0.988969</td>\n",
       "      <td>0.110709</td>\n",
       "      <td>0.130929</td>\n",
       "      <td>0.0452</td>\n",
       "      <td>0.0004</td>\n",
       "      <td>0.0151</td>\n",
       "      <td>0.329292</td>\n",
       "      <td>0.112312</td>\n",
       "      <td>1.376730e+10</td>\n",
       "      <td>0.017314</td>\n",
       "      <td>6.0689</td>\n",
       "      <td>0.004701</td>\n",
       "      <td>3.173699</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>9.844898e+08</td>\n",
       "      <td>0.973093</td>\n",
       "      <td>0.122957</td>\n",
       "      <td>0.076075</td>\n",
       "      <td>0.0860</td>\n",
       "      <td>0.0198</td>\n",
       "      <td>0.0572</td>\n",
       "      <td>0.411348</td>\n",
       "      <td>0.033802</td>\n",
       "      <td>1.387820e+10</td>\n",
       "      <td>-0.029452</td>\n",
       "      <td>1.6526</td>\n",
       "      <td>-0.003963</td>\n",
       "      <td>2.240364</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.432889e+08</td>\n",
       "      <td>1.019608</td>\n",
       "      <td>-0.176652</td>\n",
       "      <td>0.200592</td>\n",
       "      <td>0.0840</td>\n",
       "      <td>0.0063</td>\n",
       "      <td>0.0324</td>\n",
       "      <td>0.449514</td>\n",
       "      <td>0.041604</td>\n",
       "      <td>1.581810e+09</td>\n",
       "      <td>-0.005938</td>\n",
       "      <td>2.3314</td>\n",
       "      <td>-0.002274</td>\n",
       "      <td>1.454109</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.817873e+09</td>\n",
       "      <td>0.989114</td>\n",
       "      <td>0.085783</td>\n",
       "      <td>0.100878</td>\n",
       "      <td>0.0323</td>\n",
       "      <td>0.0002</td>\n",
       "      <td>0.0346</td>\n",
       "      <td>0.223982</td>\n",
       "      <td>0.084589</td>\n",
       "      <td>3.645030e+10</td>\n",
       "      <td>0.068285</td>\n",
       "      <td>5.4151</td>\n",
       "      <td>0.010864</td>\n",
       "      <td>3.659694</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.800913e+08</td>\n",
       "      <td>1.012582</td>\n",
       "      <td>0.110466</td>\n",
       "      <td>0.102853</td>\n",
       "      <td>0.0493</td>\n",
       "      <td>0.0266</td>\n",
       "      <td>0.0521</td>\n",
       "      <td>0.183440</td>\n",
       "      <td>0.070854</td>\n",
       "      <td>1.728900e+10</td>\n",
       "      <td>0.133491</td>\n",
       "      <td>3.6337</td>\n",
       "      <td>0.022262</td>\n",
       "      <td>4.480362</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>4.248148e+09</td>\n",
       "      <td>0.975239</td>\n",
       "      <td>0.137061</td>\n",
       "      <td>0.443224</td>\n",
       "      <td>0.1371</td>\n",
       "      <td>0.0182</td>\n",
       "      <td>0.0659</td>\n",
       "      <td>0.273954</td>\n",
       "      <td>0.035150</td>\n",
       "      <td>3.404990e+10</td>\n",
       "      <td>0.041232</td>\n",
       "      <td>1.6835</td>\n",
       "      <td>0.036971</td>\n",
       "      <td>3.211012</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.512871e+09</td>\n",
       "      <td>1.040617</td>\n",
       "      <td>0.145289</td>\n",
       "      <td>0.074464</td>\n",
       "      <td>0.1589</td>\n",
       "      <td>0.0329</td>\n",
       "      <td>0.0574</td>\n",
       "      <td>1.146550</td>\n",
       "      <td>0.047872</td>\n",
       "      <td>3.019590e+10</td>\n",
       "      <td>0.114598</td>\n",
       "      <td>1.7901</td>\n",
       "      <td>0.029478</td>\n",
       "      <td>2.489858</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>2.062162e+09</td>\n",
       "      <td>0.995303</td>\n",
       "      <td>-0.040617</td>\n",
       "      <td>0.113268</td>\n",
       "      <td>0.1844</td>\n",
       "      <td>0.0143</td>\n",
       "      <td>0.0970</td>\n",
       "      <td>4.790994</td>\n",
       "      <td>0.019675</td>\n",
       "      <td>9.996910e+09</td>\n",
       "      <td>0.109885</td>\n",
       "      <td>2.2736</td>\n",
       "      <td>0.113383</td>\n",
       "      <td>0.370432</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.516201e+08</td>\n",
       "      <td>1.005546</td>\n",
       "      <td>0.146121</td>\n",
       "      <td>0.277395</td>\n",
       "      <td>0.1131</td>\n",
       "      <td>0.0100</td>\n",
       "      <td>0.0789</td>\n",
       "      <td>0.530346</td>\n",
       "      <td>0.072638</td>\n",
       "      <td>3.170220e+10</td>\n",
       "      <td>0.040366</td>\n",
       "      <td>2.1246</td>\n",
       "      <td>0.040146</td>\n",
       "      <td>4.996933</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>9.569536e+08</td>\n",
       "      <td>1.024740</td>\n",
       "      <td>-0.007477</td>\n",
       "      <td>0.044966</td>\n",
       "      <td>0.2805</td>\n",
       "      <td>0.0242</td>\n",
       "      <td>0.1019</td>\n",
       "      <td>0.255307</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>2.792740e+10</td>\n",
       "      <td>0.123082</td>\n",
       "      <td>1.5643</td>\n",
       "      <td>0.039875</td>\n",
       "      <td>1.616456</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.478873e+07</td>\n",
       "      <td>1.040534</td>\n",
       "      <td>-0.117823</td>\n",
       "      <td>0.259877</td>\n",
       "      <td>0.0937</td>\n",
       "      <td>0.0096</td>\n",
       "      <td>0.0716</td>\n",
       "      <td>0.377989</td>\n",
       "      <td>0.051997</td>\n",
       "      <td>4.204330e+09</td>\n",
       "      <td>0.030165</td>\n",
       "      <td>1.1182</td>\n",
       "      <td>0.016693</td>\n",
       "      <td>1.135995</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.339888e+08</td>\n",
       "      <td>1.008720</td>\n",
       "      <td>0.312273</td>\n",
       "      <td>0.160545</td>\n",
       "      <td>0.0270</td>\n",
       "      <td>0.0009</td>\n",
       "      <td>0.0402</td>\n",
       "      <td>0.301574</td>\n",
       "      <td>0.138290</td>\n",
       "      <td>6.357160e+10</td>\n",
       "      <td>0.171977</td>\n",
       "      <td>8.9403</td>\n",
       "      <td>0.044975</td>\n",
       "      <td>13.078002</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.079032e+09</td>\n",
       "      <td>0.986402</td>\n",
       "      <td>-0.167012</td>\n",
       "      <td>0.066914</td>\n",
       "      <td>0.2103</td>\n",
       "      <td>0.0135</td>\n",
       "      <td>0.0207</td>\n",
       "      <td>0.247268</td>\n",
       "      <td>0.040317</td>\n",
       "      <td>2.216250e+10</td>\n",
       "      <td>0.367213</td>\n",
       "      <td>0.9140</td>\n",
       "      <td>0.041562</td>\n",
       "      <td>6.017771</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>2.244628e+09</td>\n",
       "      <td>1.018919</td>\n",
       "      <td>0.053255</td>\n",
       "      <td>0.031533</td>\n",
       "      <td>0.0758</td>\n",
       "      <td>0.0088</td>\n",
       "      <td>0.0868</td>\n",
       "      <td>0.333603</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>7.910900e+10</td>\n",
       "      <td>0.131620</td>\n",
       "      <td>0.7286</td>\n",
       "      <td>0.020227</td>\n",
       "      <td>1.899744</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.882353e+07</td>\n",
       "      <td>0.987823</td>\n",
       "      <td>0.045623</td>\n",
       "      <td>0.128633</td>\n",
       "      <td>0.0434</td>\n",
       "      <td>0.0301</td>\n",
       "      <td>0.0587</td>\n",
       "      <td>0.743612</td>\n",
       "      <td>0.039648</td>\n",
       "      <td>7.720130e+09</td>\n",
       "      <td>0.072739</td>\n",
       "      <td>2.3710</td>\n",
       "      <td>0.028775</td>\n",
       "      <td>1.415853</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>-2.974231e+07</td>\n",
       "      <td>0.916857</td>\n",
       "      <td>0.238675</td>\n",
       "      <td>0.085617</td>\n",
       "      <td>0.0068</td>\n",
       "      <td>0.0076</td>\n",
       "      <td>0.0502</td>\n",
       "      <td>3.612237</td>\n",
       "      <td>0.027565</td>\n",
       "      <td>3.930440e+09</td>\n",
       "      <td>-0.087771</td>\n",
       "      <td>12.2703</td>\n",
       "      <td>-0.037899</td>\n",
       "      <td>2.717795</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.748299e+08</td>\n",
       "      <td>1.082006</td>\n",
       "      <td>0.220172</td>\n",
       "      <td>0.233466</td>\n",
       "      <td>0.1269</td>\n",
       "      <td>0.0084</td>\n",
       "      <td>0.0866</td>\n",
       "      <td>0.370121</td>\n",
       "      <td>0.142399</td>\n",
       "      <td>7.927410e+09</td>\n",
       "      <td>0.135154</td>\n",
       "      <td>3.5565</td>\n",
       "      <td>0.089411</td>\n",
       "      <td>5.507418</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>6.006923e+07</td>\n",
       "      <td>1.044595</td>\n",
       "      <td>0.196002</td>\n",
       "      <td>0.086589</td>\n",
       "      <td>0.0160</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0074</td>\n",
       "      <td>0.269611</td>\n",
       "      <td>0.061298</td>\n",
       "      <td>8.493130e+09</td>\n",
       "      <td>-0.249737</td>\n",
       "      <td>6.3686</td>\n",
       "      <td>-0.029758</td>\n",
       "      <td>5.917624</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.632868e+08</td>\n",
       "      <td>0.989821</td>\n",
       "      <td>0.095659</td>\n",
       "      <td>0.086162</td>\n",
       "      <td>0.0547</td>\n",
       "      <td>0.0177</td>\n",
       "      <td>0.0498</td>\n",
       "      <td>0.448218</td>\n",
       "      <td>0.057704</td>\n",
       "      <td>1.138950e+10</td>\n",
       "      <td>0.236204</td>\n",
       "      <td>3.4206</td>\n",
       "      <td>0.035127</td>\n",
       "      <td>2.128549</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.507407e+09</td>\n",
       "      <td>1.044407</td>\n",
       "      <td>0.187895</td>\n",
       "      <td>0.173987</td>\n",
       "      <td>0.0580</td>\n",
       "      <td>0.0159</td>\n",
       "      <td>0.0454</td>\n",
       "      <td>0.247458</td>\n",
       "      <td>0.072795</td>\n",
       "      <td>3.080550e+10</td>\n",
       "      <td>0.113074</td>\n",
       "      <td>3.9153</td>\n",
       "      <td>0.032922</td>\n",
       "      <td>1.831033</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>6.000000e+08</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>-0.290074</td>\n",
       "      <td>0.333450</td>\n",
       "      <td>-0.0962</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0392</td>\n",
       "      <td>4.127103</td>\n",
       "      <td>0.114220</td>\n",
       "      <td>2.039150e+09</td>\n",
       "      <td>0.011896</td>\n",
       "      <td>3.8115</td>\n",
       "      <td>0.032819</td>\n",
       "      <td>0.203308</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>3.171210e+08</td>\n",
       "      <td>1.032169</td>\n",
       "      <td>0.001005</td>\n",
       "      <td>0.158059</td>\n",
       "      <td>0.0548</td>\n",
       "      <td>0.0062</td>\n",
       "      <td>0.0484</td>\n",
       "      <td>0.471965</td>\n",
       "      <td>0.053884</td>\n",
       "      <td>1.310330e+10</td>\n",
       "      <td>0.137439</td>\n",
       "      <td>3.7786</td>\n",
       "      <td>0.041166</td>\n",
       "      <td>1.809216</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>5.180328e+08</td>\n",
       "      <td>1.011009</td>\n",
       "      <td>0.186248</td>\n",
       "      <td>0.097864</td>\n",
       "      <td>0.0494</td>\n",
       "      <td>0.0148</td>\n",
       "      <td>0.0530</td>\n",
       "      <td>0.894055</td>\n",
       "      <td>0.040605</td>\n",
       "      <td>7.207630e+10</td>\n",
       "      <td>0.154893</td>\n",
       "      <td>2.8568</td>\n",
       "      <td>0.037820</td>\n",
       "      <td>4.438961</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>1.191739e+09</td>\n",
       "      <td>0.941635</td>\n",
       "      <td>0.266144</td>\n",
       "      <td>0.071713</td>\n",
       "      <td>0.0643</td>\n",
       "      <td>0.0152</td>\n",
       "      <td>0.0584</td>\n",
       "      <td>1.302270</td>\n",
       "      <td>0.055994</td>\n",
       "      <td>1.221860e+11</td>\n",
       "      <td>0.247267</td>\n",
       "      <td>4.8247</td>\n",
       "      <td>0.050053</td>\n",
       "      <td>12.068039</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>2.688889e+08</td>\n",
       "      <td>1.023212</td>\n",
       "      <td>0.086186</td>\n",
       "      <td>0.626736</td>\n",
       "      <td>0.0637</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0650</td>\n",
       "      <td>0.960736</td>\n",
       "      <td>0.096604</td>\n",
       "      <td>6.879140e+09</td>\n",
       "      <td>0.021695</td>\n",
       "      <td>3.4191</td>\n",
       "      <td>0.051485</td>\n",
       "      <td>3.677288</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-01-02 00:00:00+00:00</th>\n",
       "      <td>-1.905694e+07</td>\n",
       "      <td>1.020711</td>\n",
       "      <td>-0.033704</td>\n",
       "      <td>0.631602</td>\n",
       "      <td>0.0864</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0462</td>\n",
       "      <td>0.038133</td>\n",
       "      <td>0.323971</td>\n",
       "      <td>1.688270e+09</td>\n",
       "      <td>0.046159</td>\n",
       "      <td>3.3214</td>\n",
       "      <td>0.060750</td>\n",
       "      <td>1.242885</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.818182e+08</td>\n",
       "      <td>0.971933</td>\n",
       "      <td>0.294502</td>\n",
       "      <td>0.113260</td>\n",
       "      <td>0.0644</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0448</td>\n",
       "      <td>7.198492</td>\n",
       "      <td>0.054152</td>\n",
       "      <td>4.538030e+09</td>\n",
       "      <td>0.049037</td>\n",
       "      <td>11.4021</td>\n",
       "      <td>0.073976</td>\n",
       "      <td>1.132785</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>6.024273e+08</td>\n",
       "      <td>1.107072</td>\n",
       "      <td>-0.074905</td>\n",
       "      <td>0.392906</td>\n",
       "      <td>0.0168</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0323</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.175937</td>\n",
       "      <td>7.613530e+09</td>\n",
       "      <td>0.046135</td>\n",
       "      <td>10.8498</td>\n",
       "      <td>0.024949</td>\n",
       "      <td>4.867164</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>5.400000e+08</td>\n",
       "      <td>1.058414</td>\n",
       "      <td>0.206545</td>\n",
       "      <td>0.797026</td>\n",
       "      <td>0.0774</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0625</td>\n",
       "      <td>-1.491710</td>\n",
       "      <td>0.330673</td>\n",
       "      <td>5.667600e+09</td>\n",
       "      <td>0.096393</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.856450</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>1.045280</td>\n",
       "      <td>0.054035</td>\n",
       "      <td>0.353490</td>\n",
       "      <td>0.0150</td>\n",
       "      <td>0.0139</td>\n",
       "      <td>0.0483</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.364112</td>\n",
       "      <td>4.264080e+09</td>\n",
       "      <td>0.237378</td>\n",
       "      <td>19.7011</td>\n",
       "      <td>0.104107</td>\n",
       "      <td>1.313744</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>3.422258e+07</td>\n",
       "      <td>1.023136</td>\n",
       "      <td>0.223291</td>\n",
       "      <td>0.018212</td>\n",
       "      <td>0.0185</td>\n",
       "      <td>0.0204</td>\n",
       "      <td>0.0261</td>\n",
       "      <td>3.120117</td>\n",
       "      <td>0.011465</td>\n",
       "      <td>5.001900e+09</td>\n",
       "      <td>-0.398724</td>\n",
       "      <td>7.1111</td>\n",
       "      <td>-0.047866</td>\n",
       "      <td>2.587195</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>8.419412e+07</td>\n",
       "      <td>0.790396</td>\n",
       "      <td>-0.137241</td>\n",
       "      <td>0.200330</td>\n",
       "      <td>0.0412</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.692801</td>\n",
       "      <td>0.053032</td>\n",
       "      <td>7.966950e+08</td>\n",
       "      <td>0.075100</td>\n",
       "      <td>3.6603</td>\n",
       "      <td>0.031729</td>\n",
       "      <td>1.957695</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>2.050000e+08</td>\n",
       "      <td>1.109837</td>\n",
       "      <td>0.113226</td>\n",
       "      <td>0.148565</td>\n",
       "      <td>0.0454</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0555</td>\n",
       "      <td>4.019223</td>\n",
       "      <td>0.051175</td>\n",
       "      <td>3.964740e+09</td>\n",
       "      <td>0.070533</td>\n",
       "      <td>8.4680</td>\n",
       "      <td>0.065523</td>\n",
       "      <td>0.950306</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>2.522727e+09</td>\n",
       "      <td>1.036930</td>\n",
       "      <td>0.124502</td>\n",
       "      <td>0.040100</td>\n",
       "      <td>0.1929</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0847</td>\n",
       "      <td>2.180138</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>2.712240e+10</td>\n",
       "      <td>0.185484</td>\n",
       "      <td>2.4576</td>\n",
       "      <td>0.051315</td>\n",
       "      <td>0.891160</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>5.366000e+08</td>\n",
       "      <td>1.049849</td>\n",
       "      <td>0.068858</td>\n",
       "      <td>0.097486</td>\n",
       "      <td>0.0072</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0149</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.067264</td>\n",
       "      <td>1.005400e+10</td>\n",
       "      <td>0.222417</td>\n",
       "      <td>24.0345</td>\n",
       "      <td>0.024940</td>\n",
       "      <td>3.592887</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-1.055556e+09</td>\n",
       "      <td>0.941770</td>\n",
       "      <td>0.007994</td>\n",
       "      <td>0.050479</td>\n",
       "      <td>0.1696</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.1271</td>\n",
       "      <td>0.846506</td>\n",
       "      <td>0.048944</td>\n",
       "      <td>2.130870e+09</td>\n",
       "      <td>-0.018717</td>\n",
       "      <td>2.4409</td>\n",
       "      <td>-0.007910</td>\n",
       "      <td>1.232077</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.540000e+08</td>\n",
       "      <td>1.110417</td>\n",
       "      <td>0.244637</td>\n",
       "      <td>0.209533</td>\n",
       "      <td>0.0316</td>\n",
       "      <td>0.0044</td>\n",
       "      <td>0.0284</td>\n",
       "      <td>1.321367</td>\n",
       "      <td>0.081537</td>\n",
       "      <td>8.730820e+09</td>\n",
       "      <td>0.106953</td>\n",
       "      <td>11.6086</td>\n",
       "      <td>0.074922</td>\n",
       "      <td>2.865034</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>2.512821e+08</td>\n",
       "      <td>1.033526</td>\n",
       "      <td>0.082254</td>\n",
       "      <td>0.008783</td>\n",
       "      <td>0.0536</td>\n",
       "      <td>0.0112</td>\n",
       "      <td>0.0759</td>\n",
       "      <td>0.557555</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.440830e+10</td>\n",
       "      <td>0.176669</td>\n",
       "      <td>0.7365</td>\n",
       "      <td>0.010764</td>\n",
       "      <td>0.802111</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>9.912667e+07</td>\n",
       "      <td>0.987801</td>\n",
       "      <td>0.366843</td>\n",
       "      <td>0.152169</td>\n",
       "      <td>0.0114</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0064</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.129055</td>\n",
       "      <td>1.960020e+09</td>\n",
       "      <td>0.126568</td>\n",
       "      <td>12.2165</td>\n",
       "      <td>0.026413</td>\n",
       "      <td>5.123477</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-4.005455e+08</td>\n",
       "      <td>1.017693</td>\n",
       "      <td>0.274120</td>\n",
       "      <td>0.008580</td>\n",
       "      <td>-0.0990</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-0.2099</td>\n",
       "      <td>0.268694</td>\n",
       "      <td>-0.012727</td>\n",
       "      <td>1.544440e+09</td>\n",
       "      <td>1.272813</td>\n",
       "      <td>3.1335</td>\n",
       "      <td>0.025027</td>\n",
       "      <td>1.596070</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.066727e+08</td>\n",
       "      <td>0.929979</td>\n",
       "      <td>0.124799</td>\n",
       "      <td>0.781005</td>\n",
       "      <td>-0.0026</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-0.0176</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.193587</td>\n",
       "      <td>2.437410e+09</td>\n",
       "      <td>-0.063944</td>\n",
       "      <td>8.6257</td>\n",
       "      <td>-0.092282</td>\n",
       "      <td>2.185281</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>1.086043</td>\n",
       "      <td>0.122071</td>\n",
       "      <td>0.254434</td>\n",
       "      <td>0.3993</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0939</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>2.077670e+10</td>\n",
       "      <td>0.002955</td>\n",
       "      <td>1.2802</td>\n",
       "      <td>0.005509</td>\n",
       "      <td>0.621343</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-2.407143e+09</td>\n",
       "      <td>0.989458</td>\n",
       "      <td>-0.017195</td>\n",
       "      <td>0.061224</td>\n",
       "      <td>0.0904</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0179</td>\n",
       "      <td>3.280101</td>\n",
       "      <td>0.039533</td>\n",
       "      <td>6.442160e+09</td>\n",
       "      <td>-0.157617</td>\n",
       "      <td>5.6004</td>\n",
       "      <td>-0.048263</td>\n",
       "      <td>0.762919</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>9.714286e+07</td>\n",
       "      <td>0.981775</td>\n",
       "      <td>-0.011298</td>\n",
       "      <td>0.243021</td>\n",
       "      <td>0.0942</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>1.060811</td>\n",
       "      <td>0.135903</td>\n",
       "      <td>5.542020e+09</td>\n",
       "      <td>0.129730</td>\n",
       "      <td>6.0371</td>\n",
       "      <td>0.098260</td>\n",
       "      <td>1.749636</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>7.784314e+07</td>\n",
       "      <td>0.854932</td>\n",
       "      <td>-0.011202</td>\n",
       "      <td>0.155687</td>\n",
       "      <td>0.0838</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.420228</td>\n",
       "      <td>0.052082</td>\n",
       "      <td>1.932640e+09</td>\n",
       "      <td>0.055048</td>\n",
       "      <td>1.2784</td>\n",
       "      <td>0.014452</td>\n",
       "      <td>2.699387</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-5.194737e+08</td>\n",
       "      <td>1.115711</td>\n",
       "      <td>0.190773</td>\n",
       "      <td>0.164181</td>\n",
       "      <td>0.0284</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0399</td>\n",
       "      <td>3.686076</td>\n",
       "      <td>0.058948</td>\n",
       "      <td>7.737130e+09</td>\n",
       "      <td>0.045213</td>\n",
       "      <td>7.9039</td>\n",
       "      <td>0.044574</td>\n",
       "      <td>2.376141</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-4.600000e+08</td>\n",
       "      <td>0.842642</td>\n",
       "      <td>0.158331</td>\n",
       "      <td>0.046606</td>\n",
       "      <td>0.5793</td>\n",
       "      <td>0.0013</td>\n",
       "      <td>0.0190</td>\n",
       "      <td>2.585056</td>\n",
       "      <td>0.027316</td>\n",
       "      <td>3.045580e+09</td>\n",
       "      <td>-0.173310</td>\n",
       "      <td>1.2105</td>\n",
       "      <td>-0.039009</td>\n",
       "      <td>0.739683</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.378250e+08</td>\n",
       "      <td>0.990599</td>\n",
       "      <td>-0.163349</td>\n",
       "      <td>0.310931</td>\n",
       "      <td>0.1333</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.1022</td>\n",
       "      <td>0.283876</td>\n",
       "      <td>0.175441</td>\n",
       "      <td>1.233420e+09</td>\n",
       "      <td>0.039179</td>\n",
       "      <td>2.5398</td>\n",
       "      <td>0.027063</td>\n",
       "      <td>2.460519</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.328000e+07</td>\n",
       "      <td>1.003277</td>\n",
       "      <td>-0.008298</td>\n",
       "      <td>0.017931</td>\n",
       "      <td>0.0194</td>\n",
       "      <td>0.0071</td>\n",
       "      <td>-0.0219</td>\n",
       "      <td>0.756244</td>\n",
       "      <td>0.011096</td>\n",
       "      <td>3.977000e+09</td>\n",
       "      <td>-0.060356</td>\n",
       "      <td>1.0386</td>\n",
       "      <td>-0.002514</td>\n",
       "      <td>0.442655</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>9.364444e+07</td>\n",
       "      <td>1.061329</td>\n",
       "      <td>0.108044</td>\n",
       "      <td>0.338791</td>\n",
       "      <td>0.0279</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0079</td>\n",
       "      <td>0.058460</td>\n",
       "      <td>0.075141</td>\n",
       "      <td>9.220580e+08</td>\n",
       "      <td>0.012513</td>\n",
       "      <td>21.8321</td>\n",
       "      <td>0.016305</td>\n",
       "      <td>2.611577</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.522857e+08</td>\n",
       "      <td>1.046051</td>\n",
       "      <td>0.057081</td>\n",
       "      <td>0.100914</td>\n",
       "      <td>0.0475</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0548</td>\n",
       "      <td>0.457439</td>\n",
       "      <td>0.025164</td>\n",
       "      <td>2.269090e+09</td>\n",
       "      <td>0.041483</td>\n",
       "      <td>0.8660</td>\n",
       "      <td>0.006823</td>\n",
       "      <td>1.817851</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>-6.495000e+08</td>\n",
       "      <td>1.101491</td>\n",
       "      <td>-0.130713</td>\n",
       "      <td>0.019771</td>\n",
       "      <td>0.0051</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0100</td>\n",
       "      <td>3.308586</td>\n",
       "      <td>0.012955</td>\n",
       "      <td>7.073960e+09</td>\n",
       "      <td>-0.078462</td>\n",
       "      <td>7.2029</td>\n",
       "      <td>-0.006520</td>\n",
       "      <td>1.005054</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>6.765312e+07</td>\n",
       "      <td>1.230679</td>\n",
       "      <td>-0.073137</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.0277</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.030044</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>4.575570e+09</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>13.9052</td>\n",
       "      <td>-0.181065</td>\n",
       "      <td>6.355961</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.489516e+08</td>\n",
       "      <td>1.245638</td>\n",
       "      <td>0.063276</td>\n",
       "      <td>0.157581</td>\n",
       "      <td>0.0398</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0610</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.027405</td>\n",
       "      <td>1.229840e+10</td>\n",
       "      <td>0.010210</td>\n",
       "      <td>1.9922</td>\n",
       "      <td>0.001834</td>\n",
       "      <td>4.787459</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>7.318779e+06</td>\n",
       "      <td>1.023337</td>\n",
       "      <td>-0.054090</td>\n",
       "      <td>0.155315</td>\n",
       "      <td>-0.3039</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>-0.0670</td>\n",
       "      <td>0.156130</td>\n",
       "      <td>0.097317</td>\n",
       "      <td>2.110680e+09</td>\n",
       "      <td>-0.844857</td>\n",
       "      <td>7.8719</td>\n",
       "      <td>-0.272739</td>\n",
       "      <td>0.853853</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-06-01 00:00:00+00:00</th>\n",
       "      <td>1.294000e+08</td>\n",
       "      <td>1.204714</td>\n",
       "      <td>0.348204</td>\n",
       "      <td>0.323332</td>\n",
       "      <td>0.0063</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.002841</td>\n",
       "      <td>0.073160</td>\n",
       "      <td>2.755360e+09</td>\n",
       "      <td>-0.335061</td>\n",
       "      <td>25.0060</td>\n",
       "      <td>-0.206339</td>\n",
       "      <td>13.106065</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>153892 rows × 14 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                           Earnings_Quality  Price_Momentum_1M  \\\n",
       "date                                                             \n",
       "2015-01-02 00:00:00+00:00      0.000000e+00           0.913295   \n",
       "2015-01-02 00:00:00+00:00      9.330986e+09           0.963444   \n",
       "2015-01-02 00:00:00+00:00      8.183514e+07           1.060856   \n",
       "2015-01-02 00:00:00+00:00      1.937097e+09           0.995797   \n",
       "2015-01-02 00:00:00+00:00      1.133333e+09           0.988969   \n",
       "2015-01-02 00:00:00+00:00      9.844898e+08           0.973093   \n",
       "2015-01-02 00:00:00+00:00      1.432889e+08           1.019608   \n",
       "2015-01-02 00:00:00+00:00      1.817873e+09           0.989114   \n",
       "2015-01-02 00:00:00+00:00      3.800913e+08           1.012582   \n",
       "2015-01-02 00:00:00+00:00      4.248148e+09           0.975239   \n",
       "2015-01-02 00:00:00+00:00      1.512871e+09           1.040617   \n",
       "2015-01-02 00:00:00+00:00      2.062162e+09           0.995303   \n",
       "2015-01-02 00:00:00+00:00      5.516201e+08           1.005546   \n",
       "2015-01-02 00:00:00+00:00      9.569536e+08           1.024740   \n",
       "2015-01-02 00:00:00+00:00      5.478873e+07           1.040534   \n",
       "2015-01-02 00:00:00+00:00      3.339888e+08           1.008720   \n",
       "2015-01-02 00:00:00+00:00      1.079032e+09           0.986402   \n",
       "2015-01-02 00:00:00+00:00      2.244628e+09           1.018919   \n",
       "2015-01-02 00:00:00+00:00      3.882353e+07           0.987823   \n",
       "2015-01-02 00:00:00+00:00     -2.974231e+07           0.916857   \n",
       "2015-01-02 00:00:00+00:00      1.748299e+08           1.082006   \n",
       "2015-01-02 00:00:00+00:00      6.006923e+07           1.044595   \n",
       "2015-01-02 00:00:00+00:00      5.632868e+08           0.989821   \n",
       "2015-01-02 00:00:00+00:00      1.507407e+09           1.044407   \n",
       "2015-01-02 00:00:00+00:00      6.000000e+08           1.000000   \n",
       "2015-01-02 00:00:00+00:00      3.171210e+08           1.032169   \n",
       "2015-01-02 00:00:00+00:00      5.180328e+08           1.011009   \n",
       "2015-01-02 00:00:00+00:00      1.191739e+09           0.941635   \n",
       "2015-01-02 00:00:00+00:00      2.688889e+08           1.023212   \n",
       "2015-01-02 00:00:00+00:00     -1.905694e+07           1.020711   \n",
       "...                                     ...                ...   \n",
       "2015-06-01 00:00:00+00:00      1.818182e+08           0.971933   \n",
       "2015-06-01 00:00:00+00:00      6.024273e+08           1.107072   \n",
       "2015-06-01 00:00:00+00:00      5.400000e+08           1.058414   \n",
       "2015-06-01 00:00:00+00:00      0.000000e+00           1.045280   \n",
       "2015-06-01 00:00:00+00:00      3.422258e+07           1.023136   \n",
       "2015-06-01 00:00:00+00:00      8.419412e+07           0.790396   \n",
       "2015-06-01 00:00:00+00:00      2.050000e+08           1.109837   \n",
       "2015-06-01 00:00:00+00:00      2.522727e+09           1.036930   \n",
       "2015-06-01 00:00:00+00:00      5.366000e+08           1.049849   \n",
       "2015-06-01 00:00:00+00:00     -1.055556e+09           0.941770   \n",
       "2015-06-01 00:00:00+00:00      1.540000e+08           1.110417   \n",
       "2015-06-01 00:00:00+00:00      2.512821e+08           1.033526   \n",
       "2015-06-01 00:00:00+00:00      9.912667e+07           0.987801   \n",
       "2015-06-01 00:00:00+00:00     -4.005455e+08           1.017693   \n",
       "2015-06-01 00:00:00+00:00      1.066727e+08           0.929979   \n",
       "2015-06-01 00:00:00+00:00      0.000000e+00           1.086043   \n",
       "2015-06-01 00:00:00+00:00     -2.407143e+09           0.989458   \n",
       "2015-06-01 00:00:00+00:00      9.714286e+07           0.981775   \n",
       "2015-06-01 00:00:00+00:00      7.784314e+07           0.854932   \n",
       "2015-06-01 00:00:00+00:00     -5.194737e+08           1.115711   \n",
       "2015-06-01 00:00:00+00:00     -4.600000e+08           0.842642   \n",
       "2015-06-01 00:00:00+00:00      1.378250e+08           0.990599   \n",
       "2015-06-01 00:00:00+00:00      1.328000e+07           1.003277   \n",
       "2015-06-01 00:00:00+00:00      9.364444e+07           1.061329   \n",
       "2015-06-01 00:00:00+00:00      1.522857e+08           1.046051   \n",
       "2015-06-01 00:00:00+00:00     -6.495000e+08           1.101491   \n",
       "2015-06-01 00:00:00+00:00      6.765312e+07           1.230679   \n",
       "2015-06-01 00:00:00+00:00      1.489516e+08           1.245638   \n",
       "2015-06-01 00:00:00+00:00      7.318779e+06           1.023337   \n",
       "2015-06-01 00:00:00+00:00      1.294000e+08           1.204714   \n",
       "\n",
       "                           Price_Oscillator  assets_turnover  cf_yield  \\\n",
       "date                                                                     \n",
       "2015-01-02 00:00:00+00:00          0.097341         0.169928    0.0630   \n",
       "2015-01-02 00:00:00+00:00          0.225832         0.185417    0.0867   \n",
       "2015-01-02 00:00:00+00:00          0.171412         0.639185    0.1212   \n",
       "2015-01-02 00:00:00+00:00          0.111621         0.121540    0.0578   \n",
       "2015-01-02 00:00:00+00:00          0.110709         0.130929    0.0452   \n",
       "2015-01-02 00:00:00+00:00          0.122957         0.076075    0.0860   \n",
       "2015-01-02 00:00:00+00:00         -0.176652         0.200592    0.0840   \n",
       "2015-01-02 00:00:00+00:00          0.085783         0.100878    0.0323   \n",
       "2015-01-02 00:00:00+00:00          0.110466         0.102853    0.0493   \n",
       "2015-01-02 00:00:00+00:00          0.137061         0.443224    0.1371   \n",
       "2015-01-02 00:00:00+00:00          0.145289         0.074464    0.1589   \n",
       "2015-01-02 00:00:00+00:00         -0.040617         0.113268    0.1844   \n",
       "2015-01-02 00:00:00+00:00          0.146121         0.277395    0.1131   \n",
       "2015-01-02 00:00:00+00:00         -0.007477         0.044966    0.2805   \n",
       "2015-01-02 00:00:00+00:00         -0.117823         0.259877    0.0937   \n",
       "2015-01-02 00:00:00+00:00          0.312273         0.160545    0.0270   \n",
       "2015-01-02 00:00:00+00:00         -0.167012         0.066914    0.2103   \n",
       "2015-01-02 00:00:00+00:00          0.053255         0.031533    0.0758   \n",
       "2015-01-02 00:00:00+00:00          0.045623         0.128633    0.0434   \n",
       "2015-01-02 00:00:00+00:00          0.238675         0.085617    0.0068   \n",
       "2015-01-02 00:00:00+00:00          0.220172         0.233466    0.1269   \n",
       "2015-01-02 00:00:00+00:00          0.196002         0.086589    0.0160   \n",
       "2015-01-02 00:00:00+00:00          0.095659         0.086162    0.0547   \n",
       "2015-01-02 00:00:00+00:00          0.187895         0.173987    0.0580   \n",
       "2015-01-02 00:00:00+00:00         -0.290074         0.333450   -0.0962   \n",
       "2015-01-02 00:00:00+00:00          0.001005         0.158059    0.0548   \n",
       "2015-01-02 00:00:00+00:00          0.186248         0.097864    0.0494   \n",
       "2015-01-02 00:00:00+00:00          0.266144         0.071713    0.0643   \n",
       "2015-01-02 00:00:00+00:00          0.086186         0.626736    0.0637   \n",
       "2015-01-02 00:00:00+00:00         -0.033704         0.631602    0.0864   \n",
       "...                                     ...              ...       ...   \n",
       "2015-06-01 00:00:00+00:00          0.294502         0.113260    0.0644   \n",
       "2015-06-01 00:00:00+00:00         -0.074905         0.392906    0.0168   \n",
       "2015-06-01 00:00:00+00:00          0.206545         0.797026    0.0774   \n",
       "2015-06-01 00:00:00+00:00          0.054035         0.353490    0.0150   \n",
       "2015-06-01 00:00:00+00:00          0.223291         0.018212    0.0185   \n",
       "2015-06-01 00:00:00+00:00         -0.137241         0.200330    0.0412   \n",
       "2015-06-01 00:00:00+00:00          0.113226         0.148565    0.0454   \n",
       "2015-06-01 00:00:00+00:00          0.124502         0.040100    0.1929   \n",
       "2015-06-01 00:00:00+00:00          0.068858         0.097486    0.0072   \n",
       "2015-06-01 00:00:00+00:00          0.007994         0.050479    0.1696   \n",
       "2015-06-01 00:00:00+00:00          0.244637         0.209533    0.0316   \n",
       "2015-06-01 00:00:00+00:00          0.082254         0.008783    0.0536   \n",
       "2015-06-01 00:00:00+00:00          0.366843         0.152169    0.0114   \n",
       "2015-06-01 00:00:00+00:00          0.274120         0.008580   -0.0990   \n",
       "2015-06-01 00:00:00+00:00          0.124799         0.781005   -0.0026   \n",
       "2015-06-01 00:00:00+00:00          0.122071         0.254434    0.3993   \n",
       "2015-06-01 00:00:00+00:00         -0.017195         0.061224    0.0904   \n",
       "2015-06-01 00:00:00+00:00         -0.011298         0.243021    0.0942   \n",
       "2015-06-01 00:00:00+00:00         -0.011202         0.155687    0.0838   \n",
       "2015-06-01 00:00:00+00:00          0.190773         0.164181    0.0284   \n",
       "2015-06-01 00:00:00+00:00          0.158331         0.046606    0.5793   \n",
       "2015-06-01 00:00:00+00:00         -0.163349         0.310931    0.1333   \n",
       "2015-06-01 00:00:00+00:00         -0.008298         0.017931    0.0194   \n",
       "2015-06-01 00:00:00+00:00          0.108044         0.338791    0.0279   \n",
       "2015-06-01 00:00:00+00:00          0.057081         0.100914    0.0475   \n",
       "2015-06-01 00:00:00+00:00         -0.130713         0.019771    0.0051   \n",
       "2015-06-01 00:00:00+00:00         -0.073137         0.000000   -0.0277   \n",
       "2015-06-01 00:00:00+00:00          0.063276         0.157581    0.0398   \n",
       "2015-06-01 00:00:00+00:00         -0.054090         0.155315   -0.3039   \n",
       "2015-06-01 00:00:00+00:00          0.348204         0.323332    0.0063   \n",
       "\n",
       "                           dividend_yield  forward_earning_yield   gearing  \\\n",
       "date                                                                         \n",
       "2015-01-02 00:00:00+00:00          0.0076                 0.0656  0.725073   \n",
       "2015-01-02 00:00:00+00:00          0.0164                 0.0697  0.316414   \n",
       "2015-01-02 00:00:00+00:00          0.0032                 0.0556  0.257198   \n",
       "2015-01-02 00:00:00+00:00          0.0193                 0.0515  0.362679   \n",
       "2015-01-02 00:00:00+00:00          0.0004                 0.0151  0.329292   \n",
       "2015-01-02 00:00:00+00:00          0.0198                 0.0572  0.411348   \n",
       "2015-01-02 00:00:00+00:00          0.0063                 0.0324  0.449514   \n",
       "2015-01-02 00:00:00+00:00          0.0002                 0.0346  0.223982   \n",
       "2015-01-02 00:00:00+00:00          0.0266                 0.0521  0.183440   \n",
       "2015-01-02 00:00:00+00:00          0.0182                 0.0659  0.273954   \n",
       "2015-01-02 00:00:00+00:00          0.0329                 0.0574  1.146550   \n",
       "2015-01-02 00:00:00+00:00          0.0143                 0.0970  4.790994   \n",
       "2015-01-02 00:00:00+00:00          0.0100                 0.0789  0.530346   \n",
       "2015-01-02 00:00:00+00:00          0.0242                 0.1019  0.255307   \n",
       "2015-01-02 00:00:00+00:00          0.0096                 0.0716  0.377989   \n",
       "2015-01-02 00:00:00+00:00          0.0009                 0.0402  0.301574   \n",
       "2015-01-02 00:00:00+00:00          0.0135                 0.0207  0.247268   \n",
       "2015-01-02 00:00:00+00:00          0.0088                 0.0868  0.333603   \n",
       "2015-01-02 00:00:00+00:00          0.0301                 0.0587  0.743612   \n",
       "2015-01-02 00:00:00+00:00          0.0076                 0.0502  3.612237   \n",
       "2015-01-02 00:00:00+00:00          0.0084                 0.0866  0.370121   \n",
       "2015-01-02 00:00:00+00:00          0.0000                 0.0074  0.269611   \n",
       "2015-01-02 00:00:00+00:00          0.0177                 0.0498  0.448218   \n",
       "2015-01-02 00:00:00+00:00          0.0159                 0.0454  0.247458   \n",
       "2015-01-02 00:00:00+00:00          0.0000                 0.0392  4.127103   \n",
       "2015-01-02 00:00:00+00:00          0.0062                 0.0484  0.471965   \n",
       "2015-01-02 00:00:00+00:00          0.0148                 0.0530  0.894055   \n",
       "2015-01-02 00:00:00+00:00          0.0152                 0.0584  1.302270   \n",
       "2015-01-02 00:00:00+00:00          0.0000                 0.0650  0.960736   \n",
       "2015-01-02 00:00:00+00:00          0.0000                 0.0462  0.038133   \n",
       "...                                   ...                    ...       ...   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0448  7.198492   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0323  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0625 -1.491710   \n",
       "2015-06-01 00:00:00+00:00          0.0139                 0.0483  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0204                 0.0261  3.120117   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0000  0.692801   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0555  4.019223   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0847  2.180138   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0149  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.1271  0.846506   \n",
       "2015-06-01 00:00:00+00:00          0.0044                 0.0284  1.321367   \n",
       "2015-06-01 00:00:00+00:00          0.0112                 0.0759  0.557555   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0064  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                -0.2099  0.268694   \n",
       "2015-06-01 00:00:00+00:00          0.0000                -0.0176  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0939  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0179  3.280101   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0000  1.060811   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0000  0.420228   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0399  3.686076   \n",
       "2015-06-01 00:00:00+00:00          0.0013                 0.0190  2.585056   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.1022  0.283876   \n",
       "2015-06-01 00:00:00+00:00          0.0071                -0.0219  0.756244   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0079  0.058460   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0548  0.457439   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0100  3.308586   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0000  0.030044   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0610  0.000000   \n",
       "2015-06-01 00:00:00+00:00          0.0000                -0.0670  0.156130   \n",
       "2015-06-01 00:00:00+00:00          0.0000                 0.0000  0.002841   \n",
       "\n",
       "                              gp_ta    market_cap  net_margin  pb_ratio  \\\n",
       "date                                                                      \n",
       "2015-01-02 00:00:00+00:00  0.035963  1.868430e+10    0.023882    1.5144   \n",
       "2015-01-02 00:00:00+00:00  0.069052  6.599120e+11    0.201007    5.9160   \n",
       "2015-01-02 00:00:00+00:00  0.408964  1.205120e+09    0.027581    2.1868   \n",
       "2015-01-02 00:00:00+00:00  0.065226  6.879960e+10    0.105408    3.0059   \n",
       "2015-01-02 00:00:00+00:00  0.112312  1.376730e+10    0.017314    6.0689   \n",
       "2015-01-02 00:00:00+00:00  0.033802  1.387820e+10   -0.029452    1.6526   \n",
       "2015-01-02 00:00:00+00:00  0.041604  1.581810e+09   -0.005938    2.3314   \n",
       "2015-01-02 00:00:00+00:00  0.084589  3.645030e+10    0.068285    5.4151   \n",
       "2015-01-02 00:00:00+00:00  0.070854  1.728900e+10    0.133491    3.6337   \n",
       "2015-01-02 00:00:00+00:00  0.035150  3.404990e+10    0.041232    1.6835   \n",
       "2015-01-02 00:00:00+00:00  0.047872  3.019590e+10    0.114598    1.7901   \n",
       "2015-01-02 00:00:00+00:00  0.019675  9.996910e+09    0.109885    2.2736   \n",
       "2015-01-02 00:00:00+00:00  0.072638  3.170220e+10    0.040366    2.1246   \n",
       "2015-01-02 00:00:00+00:00  0.000000  2.792740e+10    0.123082    1.5643   \n",
       "2015-01-02 00:00:00+00:00  0.051997  4.204330e+09    0.030165    1.1182   \n",
       "2015-01-02 00:00:00+00:00  0.138290  6.357160e+10    0.171977    8.9403   \n",
       "2015-01-02 00:00:00+00:00  0.040317  2.216250e+10    0.367213    0.9140   \n",
       "2015-01-02 00:00:00+00:00  0.000000  7.910900e+10    0.131620    0.7286   \n",
       "2015-01-02 00:00:00+00:00  0.039648  7.720130e+09    0.072739    2.3710   \n",
       "2015-01-02 00:00:00+00:00  0.027565  3.930440e+09   -0.087771   12.2703   \n",
       "2015-01-02 00:00:00+00:00  0.142399  7.927410e+09    0.135154    3.5565   \n",
       "2015-01-02 00:00:00+00:00  0.061298  8.493130e+09   -0.249737    6.3686   \n",
       "2015-01-02 00:00:00+00:00  0.057704  1.138950e+10    0.236204    3.4206   \n",
       "2015-01-02 00:00:00+00:00  0.072795  3.080550e+10    0.113074    3.9153   \n",
       "2015-01-02 00:00:00+00:00  0.114220  2.039150e+09    0.011896    3.8115   \n",
       "2015-01-02 00:00:00+00:00  0.053884  1.310330e+10    0.137439    3.7786   \n",
       "2015-01-02 00:00:00+00:00  0.040605  7.207630e+10    0.154893    2.8568   \n",
       "2015-01-02 00:00:00+00:00  0.055994  1.221860e+11    0.247267    4.8247   \n",
       "2015-01-02 00:00:00+00:00  0.096604  6.879140e+09    0.021695    3.4191   \n",
       "2015-01-02 00:00:00+00:00  0.323971  1.688270e+09    0.046159    3.3214   \n",
       "...                             ...           ...         ...       ...   \n",
       "2015-06-01 00:00:00+00:00  0.054152  4.538030e+09    0.049037   11.4021   \n",
       "2015-06-01 00:00:00+00:00  0.175937  7.613530e+09    0.046135   10.8498   \n",
       "2015-06-01 00:00:00+00:00  0.330673  5.667600e+09    0.096393    0.0000   \n",
       "2015-06-01 00:00:00+00:00  0.364112  4.264080e+09    0.237378   19.7011   \n",
       "2015-06-01 00:00:00+00:00  0.011465  5.001900e+09   -0.398724    7.1111   \n",
       "2015-06-01 00:00:00+00:00  0.053032  7.966950e+08    0.075100    3.6603   \n",
       "2015-06-01 00:00:00+00:00  0.051175  3.964740e+09    0.070533    8.4680   \n",
       "2015-06-01 00:00:00+00:00  0.000000  2.712240e+10    0.185484    2.4576   \n",
       "2015-06-01 00:00:00+00:00  0.067264  1.005400e+10    0.222417   24.0345   \n",
       "2015-06-01 00:00:00+00:00  0.048944  2.130870e+09   -0.018717    2.4409   \n",
       "2015-06-01 00:00:00+00:00  0.081537  8.730820e+09    0.106953   11.6086   \n",
       "2015-06-01 00:00:00+00:00  0.000000  1.440830e+10    0.176669    0.7365   \n",
       "2015-06-01 00:00:00+00:00  0.129055  1.960020e+09    0.126568   12.2165   \n",
       "2015-06-01 00:00:00+00:00 -0.012727  1.544440e+09    1.272813    3.1335   \n",
       "2015-06-01 00:00:00+00:00  0.193587  2.437410e+09   -0.063944    8.6257   \n",
       "2015-06-01 00:00:00+00:00  0.000000  2.077670e+10    0.002955    1.2802   \n",
       "2015-06-01 00:00:00+00:00  0.039533  6.442160e+09   -0.157617    5.6004   \n",
       "2015-06-01 00:00:00+00:00  0.135903  5.542020e+09    0.129730    6.0371   \n",
       "2015-06-01 00:00:00+00:00  0.052082  1.932640e+09    0.055048    1.2784   \n",
       "2015-06-01 00:00:00+00:00  0.058948  7.737130e+09    0.045213    7.9039   \n",
       "2015-06-01 00:00:00+00:00  0.027316  3.045580e+09   -0.173310    1.2105   \n",
       "2015-06-01 00:00:00+00:00  0.175441  1.233420e+09    0.039179    2.5398   \n",
       "2015-06-01 00:00:00+00:00  0.011096  3.977000e+09   -0.060356    1.0386   \n",
       "2015-06-01 00:00:00+00:00  0.075141  9.220580e+08    0.012513   21.8321   \n",
       "2015-06-01 00:00:00+00:00  0.025164  2.269090e+09    0.041483    0.8660   \n",
       "2015-06-01 00:00:00+00:00  0.012955  7.073960e+09   -0.078462    7.2029   \n",
       "2015-06-01 00:00:00+00:00  0.000000  4.575570e+09    0.000000   13.9052   \n",
       "2015-06-01 00:00:00+00:00  0.027405  1.229840e+10    0.010210    1.9922   \n",
       "2015-06-01 00:00:00+00:00  0.097317  2.110680e+09   -0.844857    7.8719   \n",
       "2015-06-01 00:00:00+00:00  0.073160  2.755360e+09   -0.335061   25.0060   \n",
       "\n",
       "                                roe        vol  \n",
       "date                                            \n",
       "2015-01-02 00:00:00+00:00  0.012437   0.840949  \n",
       "2015-01-02 00:00:00+00:00  0.072838   6.343392  \n",
       "2015-01-02 00:00:00+00:00  0.036211   4.553984  \n",
       "2015-01-02 00:00:00+00:00  0.023145   1.616591  \n",
       "2015-01-02 00:00:00+00:00  0.004701   3.173699  \n",
       "2015-01-02 00:00:00+00:00 -0.003963   2.240364  \n",
       "2015-01-02 00:00:00+00:00 -0.002274   1.454109  \n",
       "2015-01-02 00:00:00+00:00  0.010864   3.659694  \n",
       "2015-01-02 00:00:00+00:00  0.022262   4.480362  \n",
       "2015-01-02 00:00:00+00:00  0.036971   3.211012  \n",
       "2015-01-02 00:00:00+00:00  0.029478   2.489858  \n",
       "2015-01-02 00:00:00+00:00  0.113383   0.370432  \n",
       "2015-01-02 00:00:00+00:00  0.040146   4.996933  \n",
       "2015-01-02 00:00:00+00:00  0.039875   1.616456  \n",
       "2015-01-02 00:00:00+00:00  0.016693   1.135995  \n",
       "2015-01-02 00:00:00+00:00  0.044975  13.078002  \n",
       "2015-01-02 00:00:00+00:00  0.041562   6.017771  \n",
       "2015-01-02 00:00:00+00:00  0.020227   1.899744  \n",
       "2015-01-02 00:00:00+00:00  0.028775   1.415853  \n",
       "2015-01-02 00:00:00+00:00 -0.037899   2.717795  \n",
       "2015-01-02 00:00:00+00:00  0.089411   5.507418  \n",
       "2015-01-02 00:00:00+00:00 -0.029758   5.917624  \n",
       "2015-01-02 00:00:00+00:00  0.035127   2.128549  \n",
       "2015-01-02 00:00:00+00:00  0.032922   1.831033  \n",
       "2015-01-02 00:00:00+00:00  0.032819   0.203308  \n",
       "2015-01-02 00:00:00+00:00  0.041166   1.809216  \n",
       "2015-01-02 00:00:00+00:00  0.037820   4.438961  \n",
       "2015-01-02 00:00:00+00:00  0.050053  12.068039  \n",
       "2015-01-02 00:00:00+00:00  0.051485   3.677288  \n",
       "2015-01-02 00:00:00+00:00  0.060750   1.242885  \n",
       "...                             ...        ...  \n",
       "2015-06-01 00:00:00+00:00  0.073976   1.132785  \n",
       "2015-06-01 00:00:00+00:00  0.024949   4.867164  \n",
       "2015-06-01 00:00:00+00:00  0.000000   0.856450  \n",
       "2015-06-01 00:00:00+00:00  0.104107   1.313744  \n",
       "2015-06-01 00:00:00+00:00 -0.047866   2.587195  \n",
       "2015-06-01 00:00:00+00:00  0.031729   1.957695  \n",
       "2015-06-01 00:00:00+00:00  0.065523   0.950306  \n",
       "2015-06-01 00:00:00+00:00  0.051315   0.891160  \n",
       "2015-06-01 00:00:00+00:00  0.024940   3.592887  \n",
       "2015-06-01 00:00:00+00:00 -0.007910   1.232077  \n",
       "2015-06-01 00:00:00+00:00  0.074922   2.865034  \n",
       "2015-06-01 00:00:00+00:00  0.010764   0.802111  \n",
       "2015-06-01 00:00:00+00:00  0.026413   5.123477  \n",
       "2015-06-01 00:00:00+00:00  0.025027   1.596070  \n",
       "2015-06-01 00:00:00+00:00 -0.092282   2.185281  \n",
       "2015-06-01 00:00:00+00:00  0.005509   0.621343  \n",
       "2015-06-01 00:00:00+00:00 -0.048263   0.762919  \n",
       "2015-06-01 00:00:00+00:00  0.098260   1.749636  \n",
       "2015-06-01 00:00:00+00:00  0.014452   2.699387  \n",
       "2015-06-01 00:00:00+00:00  0.044574   2.376141  \n",
       "2015-06-01 00:00:00+00:00 -0.039009   0.739683  \n",
       "2015-06-01 00:00:00+00:00  0.027063   2.460519  \n",
       "2015-06-01 00:00:00+00:00 -0.002514   0.442655  \n",
       "2015-06-01 00:00:00+00:00  0.016305   2.611577  \n",
       "2015-06-01 00:00:00+00:00  0.006823   1.817851  \n",
       "2015-06-01 00:00:00+00:00 -0.006520   1.005054  \n",
       "2015-06-01 00:00:00+00:00 -0.181065   6.355961  \n",
       "2015-06-01 00:00:00+00:00  0.001834   4.787459  \n",
       "2015-06-01 00:00:00+00:00 -0.272739   0.853853  \n",
       "2015-06-01 00:00:00+00:00 -0.206339  13.106065  \n",
       "\n",
       "[153892 rows x 14 columns]"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Earnings_Quality</th>\n",
       "      <th>Price_Momentum_1M</th>\n",
       "      <th>Price_Oscillator</th>\n",
       "      <th>assets_turnover</th>\n",
       "      <th>cf_yield</th>\n",
       "      <th>dividend_yield</th>\n",
       "      <th>forward_earning_yield</th>\n",
       "      <th>gearing</th>\n",
       "      <th>gp_ta</th>\n",
       "      <th>market_cap</th>\n",
       "      <th>net_margin</th>\n",
       "      <th>pb_ratio</th>\n",
       "      <th>roe</th>\n",
       "      <th>vol</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>count</th>\n",
       "      <td>1.538920e+05</td>\n",
       "      <td>153892.000000</td>\n",
       "      <td>153892.000000</td>\n",
       "      <td>153892.000000</td>\n",
       "      <td>153892.000000</td>\n",
       "      <td>153892.000000</td>\n",
       "      <td>153892.000000</td>\n",
       "      <td>153892.000000</td>\n",
       "      <td>153892.000000</td>\n",
       "      <td>1.538920e+05</td>\n",
       "      <td>153892.000000</td>\n",
       "      <td>153892.000000</td>\n",
       "      <td>153892.000000</td>\n",
       "      <td>153892.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>mean</th>\n",
       "      <td>5.643254e+08</td>\n",
       "      <td>1.013826</td>\n",
       "      <td>0.053471</td>\n",
       "      <td>0.241030</td>\n",
       "      <td>0.080779</td>\n",
       "      <td>0.016856</td>\n",
       "      <td>0.106258</td>\n",
       "      <td>1.501582</td>\n",
       "      <td>0.113323</td>\n",
       "      <td>1.583158e+10</td>\n",
       "      <td>-5.750417</td>\n",
       "      <td>10.903957</td>\n",
       "      <td>0.080525</td>\n",
       "      <td>2.935473</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>std</th>\n",
       "      <td>7.164344e+09</td>\n",
       "      <td>0.089293</td>\n",
       "      <td>0.186413</td>\n",
       "      <td>1.499594</td>\n",
       "      <td>0.108993</td>\n",
       "      <td>0.031126</td>\n",
       "      <td>2.043540</td>\n",
       "      <td>45.928210</td>\n",
       "      <td>1.491631</td>\n",
       "      <td>3.932997e+10</td>\n",
       "      <td>152.666098</td>\n",
       "      <td>75.692961</td>\n",
       "      <td>2.689894</td>\n",
       "      <td>4.015758</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>min</th>\n",
       "      <td>-5.595833e+10</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.746170</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.624800</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.610700</td>\n",
       "      <td>-1532.063444</td>\n",
       "      <td>-0.726025</td>\n",
       "      <td>5.001770e+08</td>\n",
       "      <td>-10093.750000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-43.854726</td>\n",
       "      <td>0.040930</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25%</th>\n",
       "      <td>4.029588e+07</td>\n",
       "      <td>0.968769</td>\n",
       "      <td>-0.033795</td>\n",
       "      <td>0.071713</td>\n",
       "      <td>0.041900</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.038200</td>\n",
       "      <td>0.219125</td>\n",
       "      <td>0.030702</td>\n",
       "      <td>2.549150e+09</td>\n",
       "      <td>0.021695</td>\n",
       "      <td>1.807600</td>\n",
       "      <td>0.009265</td>\n",
       "      <td>1.164419</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>50%</th>\n",
       "      <td>1.593726e+08</td>\n",
       "      <td>1.008329</td>\n",
       "      <td>0.064911</td>\n",
       "      <td>0.157153</td>\n",
       "      <td>0.064800</td>\n",
       "      <td>0.010400</td>\n",
       "      <td>0.057100</td>\n",
       "      <td>0.617158</td>\n",
       "      <td>0.059690</td>\n",
       "      <td>4.873520e+09</td>\n",
       "      <td>0.075278</td>\n",
       "      <td>3.116450</td>\n",
       "      <td>0.029595</td>\n",
       "      <td>1.993462</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>75%</th>\n",
       "      <td>4.790385e+08</td>\n",
       "      <td>1.052823</td>\n",
       "      <td>0.145538</td>\n",
       "      <td>0.267769</td>\n",
       "      <td>0.102600</td>\n",
       "      <td>0.023200</td>\n",
       "      <td>0.073600</td>\n",
       "      <td>1.205746</td>\n",
       "      <td>0.103935</td>\n",
       "      <td>1.227210e+10</td>\n",
       "      <td>0.155856</td>\n",
       "      <td>5.798100</td>\n",
       "      <td>0.053484</td>\n",
       "      <td>3.349752</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>max</th>\n",
       "      <td>4.548500e+11</td>\n",
       "      <td>2.316630</td>\n",
       "      <td>1.936554</td>\n",
       "      <td>65.122877</td>\n",
       "      <td>2.056500</td>\n",
       "      <td>0.666700</td>\n",
       "      <td>93.975500</td>\n",
       "      <td>2183.589744</td>\n",
       "      <td>65.122877</td>\n",
       "      <td>7.746910e+11</td>\n",
       "      <td>8.833056</td>\n",
       "      <td>3107.244300</td>\n",
       "      <td>90.322895</td>\n",
       "      <td>83.758538</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "       Earnings_Quality  Price_Momentum_1M  Price_Oscillator  assets_turnover  \\\n",
       "count      1.538920e+05      153892.000000     153892.000000    153892.000000   \n",
       "mean       5.643254e+08           1.013826          0.053471         0.241030   \n",
       "std        7.164344e+09           0.089293          0.186413         1.499594   \n",
       "min       -5.595833e+10           0.000000         -0.746170         0.000000   \n",
       "25%        4.029588e+07           0.968769         -0.033795         0.071713   \n",
       "50%        1.593726e+08           1.008329          0.064911         0.157153   \n",
       "75%        4.790385e+08           1.052823          0.145538         0.267769   \n",
       "max        4.548500e+11           2.316630          1.936554        65.122877   \n",
       "\n",
       "            cf_yield  dividend_yield  forward_earning_yield        gearing  \\\n",
       "count  153892.000000   153892.000000          153892.000000  153892.000000   \n",
       "mean        0.080779        0.016856               0.106258       1.501582   \n",
       "std         0.108993        0.031126               2.043540      45.928210   \n",
       "min        -0.624800        0.000000              -0.610700   -1532.063444   \n",
       "25%         0.041900        0.000000               0.038200       0.219125   \n",
       "50%         0.064800        0.010400               0.057100       0.617158   \n",
       "75%         0.102600        0.023200               0.073600       1.205746   \n",
       "max         2.056500        0.666700              93.975500    2183.589744   \n",
       "\n",
       "               gp_ta    market_cap     net_margin       pb_ratio  \\\n",
       "count  153892.000000  1.538920e+05  153892.000000  153892.000000   \n",
       "mean        0.113323  1.583158e+10      -5.750417      10.903957   \n",
       "std         1.491631  3.932997e+10     152.666098      75.692961   \n",
       "min        -0.726025  5.001770e+08  -10093.750000       0.000000   \n",
       "25%         0.030702  2.549150e+09       0.021695       1.807600   \n",
       "50%         0.059690  4.873520e+09       0.075278       3.116450   \n",
       "75%         0.103935  1.227210e+10       0.155856       5.798100   \n",
       "max        65.122877  7.746910e+11       8.833056    3107.244300   \n",
       "\n",
       "                 roe            vol  \n",
       "count  153892.000000  153892.000000  \n",
       "mean        0.080525       2.935473  \n",
       "std         2.689894       4.015758  \n",
       "min       -43.854726       0.040930  \n",
       "25%         0.009265       1.164419  \n",
       "50%         0.029595       1.993462  \n",
       "75%         0.053484       3.349752  \n",
       "max        90.322895      83.758538  "
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X.describe()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {
    "collapsed": false,
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "date\n",
       "2015-01-02 00:00:00+00:00    0.045963\n",
       "2015-01-02 00:00:00+00:00    0.085087\n",
       "2015-01-02 00:00:00+00:00   -0.116546\n",
       "2015-01-02 00:00:00+00:00    0.025660\n",
       "2015-01-02 00:00:00+00:00   -0.077608\n",
       "2015-01-02 00:00:00+00:00    0.053617\n",
       "2015-01-02 00:00:00+00:00   -0.015047\n",
       "2015-01-02 00:00:00+00:00   -0.006083\n",
       "2015-01-02 00:00:00+00:00   -0.028088\n",
       "2015-01-02 00:00:00+00:00   -0.063594\n",
       "2015-01-02 00:00:00+00:00    0.026646\n",
       "2015-01-02 00:00:00+00:00   -0.080893\n",
       "2015-01-02 00:00:00+00:00    0.063326\n",
       "2015-01-02 00:00:00+00:00   -0.032088\n",
       "2015-01-02 00:00:00+00:00    0.087274\n",
       "2015-01-02 00:00:00+00:00    0.037381\n",
       "2015-01-02 00:00:00+00:00   -0.020496\n",
       "2015-01-02 00:00:00+00:00   -0.084858\n",
       "2015-01-02 00:00:00+00:00   -0.028550\n",
       "2015-01-02 00:00:00+00:00    0.212642\n",
       "2015-01-02 00:00:00+00:00    0.080417\n",
       "2015-01-02 00:00:00+00:00    0.189756\n",
       "2015-01-02 00:00:00+00:00   -0.081680\n",
       "2015-01-02 00:00:00+00:00   -0.060168\n",
       "2015-01-02 00:00:00+00:00    0.024119\n",
       "2015-01-02 00:00:00+00:00   -0.040879\n",
       "2015-01-02 00:00:00+00:00   -0.054277\n",
       "2015-01-02 00:00:00+00:00   -0.047064\n",
       "2015-01-02 00:00:00+00:00    0.052298\n",
       "2015-01-02 00:00:00+00:00   -0.058315\n",
       "                               ...   \n",
       "2015-06-01 00:00:00+00:00    0.071831\n",
       "2015-06-01 00:00:00+00:00   -0.098649\n",
       "2015-06-01 00:00:00+00:00   -0.023593\n",
       "2015-06-01 00:00:00+00:00   -0.154865\n",
       "2015-06-01 00:00:00+00:00   -0.048835\n",
       "2015-06-01 00:00:00+00:00   -0.000963\n",
       "2015-06-01 00:00:00+00:00   -0.044144\n",
       "2015-06-01 00:00:00+00:00    0.016076\n",
       "2015-06-01 00:00:00+00:00    0.146121\n",
       "2015-06-01 00:00:00+00:00    0.137227\n",
       "2015-06-01 00:00:00+00:00    0.011944\n",
       "2015-06-01 00:00:00+00:00    0.012611\n",
       "2015-06-01 00:00:00+00:00    0.035803\n",
       "2015-06-01 00:00:00+00:00   -0.132668\n",
       "2015-06-01 00:00:00+00:00    0.307532\n",
       "2015-06-01 00:00:00+00:00   -0.107494\n",
       "2015-06-01 00:00:00+00:00   -0.020936\n",
       "2015-06-01 00:00:00+00:00   -0.050244\n",
       "2015-06-01 00:00:00+00:00   -0.024085\n",
       "2015-06-01 00:00:00+00:00   -0.048591\n",
       "2015-06-01 00:00:00+00:00   -0.212516\n",
       "2015-06-01 00:00:00+00:00   -0.051070\n",
       "2015-06-01 00:00:00+00:00   -0.071359\n",
       "2015-06-01 00:00:00+00:00   -0.110543\n",
       "2015-06-01 00:00:00+00:00    0.004322\n",
       "2015-06-01 00:00:00+00:00   -0.226939\n",
       "2015-06-01 00:00:00+00:00    0.006219\n",
       "2015-06-01 00:00:00+00:00   -0.008278\n",
       "2015-06-01 00:00:00+00:00    0.068000\n",
       "2015-06-01 00:00:00+00:00   -0.233537\n",
       "Name: returns, dtype: float64"
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Y"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "Y = Y > 0"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {
    "collapsed": false,
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "date\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "2015-01-02 00:00:00+00:00     True\n",
       "2015-01-02 00:00:00+00:00    False\n",
       "                             ...  \n",
       "2015-06-01 00:00:00+00:00     True\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00     True\n",
       "2015-06-01 00:00:00+00:00     True\n",
       "2015-06-01 00:00:00+00:00     True\n",
       "2015-06-01 00:00:00+00:00     True\n",
       "2015-06-01 00:00:00+00:00     True\n",
       "2015-06-01 00:00:00+00:00     True\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00     True\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00     True\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00     True\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "2015-06-01 00:00:00+00:00     True\n",
       "2015-06-01 00:00:00+00:00    False\n",
       "Name: returns, dtype: bool"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Y"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "X_train = X[X.index < test_start]\n",
    "X_test = X[X.index >= test_start]\n",
    "Y_train = Y[Y.index < test_start]\n",
    "Y_test = Y[Y.index >= test_start]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "((122535, 14), (122535,))"
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X_train.shape, Y_train.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "((31357, 14), (31357,))"
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X_test.shape, Y_test.shape"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Training our Logistic ML"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "start = time()\n",
    "scaler = preprocessing.StandardScaler()\n",
    "clf = LogisticRegression(random_state=0)\n",
    "X_train_trans = scaler.fit_transform(X_train)\n",
    "clf.fit(X_train_trans, Y_train)\n",
    "end = time()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Time taken to train ML: 0.38 secs\n"
     ]
    }
   ],
   "source": [
    "print \"Time taken to train ML: %0.2f secs\" % (end - start)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Evaluating our ML Classifier"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "# Transform test data\n",
    "X_test_trans = scaler.transform(X_test)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "Y_pred = clf.predict(X_test_trans)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "from sklearn.metrics import confusion_matrix, accuracy_score"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "0.500589979909\n"
     ]
    }
   ],
   "source": [
    "cm = confusion_matrix(Y_test, Y_pred)\n",
    "print(accuracy_score(Y_test, Y_pred))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[[  921 15018]\n",
      " [  642 14776]]\n"
     ]
    }
   ],
   "source": [
    "print(cm)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "collapsed": true
   },
   "source": [
    "***"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "***"
   ]
  }
 ],
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