项目3:智能beta组合与组合优化

智能beta有各种不同的定义,但是在实践中使用指数中的股票然后修改指数权重可以当作智能beta基金,一般可以按照两种方法设计:修改指数权重或者使波动最小化

项目的一些帮助函数

In [10]:
import numpy as np
from IPython.core.display import display, HTML
import pandas as pd
import project_tests
import plotly.graph_objs as go
import plotly.figure_factory as ff
import plotly.offline as offline_py
offline_py.init_notebook_mode(connected=True)


color_scheme = {
    'index': '#B6B2CF',
    'etf': '#2D3ECF',
    'tracking_error': '#6F91DE',
    'df_header': 'silver',
    'df_value': 'white',
    'df_line': 'silver',
    'heatmap_colorscale': [(0, '#6F91DE'), (0.5, 'grey'), (1, 'red')],
    'background_label': '#9dbdd5',
    'low_value': '#B6B2CF',
    'high_value': '#2D3ECF',
    'y_axis_2_text_color': 'grey',
    'shadow': 'rgba(0, 0, 0, 0.75)',
    'major_line': '#2D3ECF',
    'minor_line': '#B6B2CF',
    'main_line': 'black'}


def generate_config():
    return {'showLink': False, 'displayModeBar': False, 'showAxisRangeEntryBoxes': True}



def _generate_hover_text(x_text, y_text, z_values, x_label, y_label, z_label):
    float_to_str = np.vectorize('{:.7f}'.format)

    x_hover_text_values = np.tile(x_text, (len(y_text), 1))
    y_hover_text_values = np.tile(y_text, (len(x_text), 1))

    padding_len = np.full(3, max(len(x_label), len(y_label), len(z_label))) - \
                  [len(x_label), len(y_label), len(z_label)]

    # Additional padding added to ticker and date to align
    hover_text = x_label + ':  ' + padding_len[0] * ' ' + x_hover_text_values + '<br>' + \
                 y_label + ':  ' + padding_len[1] * ' ' + y_hover_text_values.T + '<br>' + \
                 z_label + ': ' + padding_len[2] * ' ' + float_to_str(z_values)

    return hover_text


def _generate_heatmap_trace(df, x_label, y_label, z_label, scale_min, scale_max):
    hover_text = _generate_hover_text(df.index, df.columns, df.values.T, x_label, y_label, z_label)

    return go.Heatmap(
        x=df.index,
        y=df.columns,
        z=df.values.T,
        zauto=False,
        zmax=scale_max,
        zmin=scale_min,
        colorscale=color_scheme['heatmap_colorscale'],
        text=hover_text,
        hoverinfo='text')


def _sanatize_string(string):
    return ''.join([i for i in string if i.isalpha()])


def large_dollar_volume_stocks(df, price_column, volume_column, top_percent):
    """
    Get the stocks with the largest dollar volume stocks.

    Parameters
    ----------
    df : DataFrame
        Stock prices with dates and ticker symbols
    price_column : str
        The column with the price data in `df`
    volume_column : str
        The column with the volume in `df`
    top_percent : float
        The top x percent to consider largest in the stock universe

    Returns
    -------
    large_dollar_volume_stocks_symbols : List of str
        List of of large dollar volume stock symbols
    """
    dollar_traded = df.groupby('ticker').apply(lambda row: sum(row[volume_column] * row[price_column]))

    return dollar_traded.sort_values().tail(int(len(dollar_traded) * top_percent)).index.values.tolist()


def plot_benchmark_returns(benchmark_data, etf_data, title):
    config = generate_config()
    index_trace = go.Scatter(
        name='Index',
        x=benchmark_data.index,
        y=benchmark_data,
        line={'color': color_scheme['index']})
    etf_trace = go.Scatter(
        name='ETF',
        x=etf_data.index,
        y=etf_data,
        line={'color': color_scheme['etf']})

    layout = go.Layout(
        title=title,
        xaxis={'title': 'Date'},
        yaxis={'title': 'Cumulative Returns', 'range': [0, 3]})

    fig = go.Figure(data=[index_trace, etf_trace], layout=layout)
    offline_py.iplot(fig, config=config)


def print_dataframe(df, n_rows=10, n_columns=3):
    missing_val_str = '...'
    config = generate_config()

    formatted_df = df.iloc[:n_rows, :n_columns]
    formatted_df = formatted_df.applymap('{:.3f}'.format)

    if len(df.columns) > n_columns:
        formatted_df[missing_val_str] = [missing_val_str]*len(formatted_df.index)
    if len(df.index) > n_rows:
        formatted_df.loc[missing_val_str] = [missing_val_str]*len(formatted_df.columns)

    trace = go.Table(
        type='table',
        columnwidth=[1, 3],
        header={
            'values': [''] + list(formatted_df.columns.values),
            'line': {'color': color_scheme['df_line']},
            'fill': {'color': color_scheme['df_header']},
            'font': {'size': 13}},
        cells={
            'values': formatted_df.reset_index().values.T,
            'line': {'color': color_scheme['df_line']},
            'fill': {'color': [color_scheme['df_header'], color_scheme['df_value']]},
            'font': {'size': 13}})

    offline_py.iplot([trace], config=config)


def plot_weights(weights, title):
    config = generate_config()
    graph_path = 'graphs/{}.html'.format(_sanatize_string(title))
    trace = _generate_heatmap_trace(weights.sort_index(axis=1, ascending=False), 'Date', 'Ticker', 'Weight', 0.0, 0.2)
    layout = go.Layout(
        title=title,
        xaxis={'title': 'Dates'},
        yaxis={'title': 'Tickers'})

    fig = go.Figure(data=[trace], layout=layout)
    offline_py.plot(fig, config=config, filename=graph_path, auto_open=False)
    display(HTML('The graph for {} is too large. You can view it <a href="{}" target="_blank">here</a>.'
                 .format(title, graph_path)))


def plot_returns(returns, title):
    config = generate_config()
    graph_path = 'graphs/{}.html'.format(_sanatize_string(title))
    trace = _generate_heatmap_trace(returns.sort_index(axis=1, ascending=False), 'Date', 'Ticker', 'Weight', -0.3, 0.3)
    layout = go.Layout(
        title=title,
        xaxis={'title': 'Dates'},
        yaxis={'title': 'Tickers'})

    fig = go.Figure(data=[trace], layout=layout)
    offline_py.plot(fig, config=config, filename=graph_path, auto_open=False)
    display(HTML('The graph for {} is too large. You can view it <a href="{}" target="_blank">here</a>.'
                 .format(title, graph_path)))


def plot_covariance_returns_correlation(correlation, title):
    config = generate_config()
    graph_path = 'graphs/{}.html'.format(_sanatize_string(title))
    data = []

    dendro_top = ff.create_dendrogram(correlation, orientation='bottom')
    for i in range(len(dendro_top['data'])):
        dendro_top['data'][i]['yaxis'] = 'y2'
    data.extend(dendro_top['data'])

    dendro_left = ff.create_dendrogram(correlation, orientation='right')
    for i in range(len(dendro_left['data'])):
        dendro_left['data'][i]['xaxis'] = 'x2'
    data.extend(dendro_left['data'])

    heatmap_hover_text = _generate_hover_text(
        correlation.index,
        correlation.columns,
        correlation.values,
        'Ticker 2',
        'Ticker 1',
        'Correlation')
    heatmap_trace = go.Heatmap(
        x=dendro_top['layout']['xaxis']['tickvals'],
        y=dendro_left['layout']['yaxis']['tickvals'],
        z=correlation.values,
        zauto=False,
        zmax=1.0,
        zmin=-1.0,
        text=heatmap_hover_text,
        hoverinfo='text')
    data.append(heatmap_trace)

    xaxis1_layout = {
        'showgrid': False,
        'showline': False,
        'zeroline': False,
        'showticklabels': False,
        'ticks': ""}
    xaxis2_layout = {
        'showgrid': False,
        'zeroline': False,
        'showticklabels': False}

    layout = go.Layout(
        title=title,
        showlegend=False,
        width=800,
        height=800)

    figure = go.Figure(data=data, layout=layout)
    figure['layout']['xaxis'].update({'domain': [.15, 1]})
    figure['layout']['xaxis'].update(xaxis1_layout)
    figure['layout']['yaxis'].update({'domain': [0, .85]})
    figure['layout']['yaxis'].update(xaxis1_layout)

    figure['layout']['xaxis2'].update({'domain': [0, .15]})
    figure['layout']['xaxis2'].update(xaxis2_layout)
    figure['layout']['yaxis2'].update({'domain': [.825, .975]})
    figure['layout']['yaxis2'].update(xaxis2_layout)

    offline_py.plot(figure, config=config, filename=graph_path, auto_open=False)
    display(HTML('The graph for {} is too large. You can view it <a href="{}" target="_blank">here</a>.'
                 .format(title, graph_path)))


def plot_xty(xty, title):
    config = generate_config()
    trace = go.Bar(
        x=xty.index,
        y=xty.values)

    layout = go.Layout(
        title=title,
        xaxis={'title': 'Tickers'},
        yaxis={'title': 'Covariance'})

    fig = go.Figure(data=[trace], layout=layout)
    offline_py.iplot(fig, config=config)

市场数据

In [11]:
df = pd.read_csv('./eod-quotemedia.csv')

percent_top_dollar = 0.2
high_volume_symbols = large_dollar_volume_stocks(df, 'adj_close', 'adj_volume', percent_top_dollar)
df = df[df['ticker'].isin(high_volume_symbols)]

close = df.reset_index().pivot(index='date', columns='ticker', values='adj_close')
volume = df.reset_index().pivot(index='date', columns='ticker', values='adj_volume')
dividends = df.reset_index().pivot(index='date', columns='ticker', values='dividends')
In [12]:
#print_dataframe(close)
close
Out[12]:
ticker AAL AAPL ABBV ABT AGN AIG AMAT AMGN AMZN APC ... USB UTX V VLO VZ WBA WFC WMT WYNN XOM
date
2013-07-01 16.17609308 53.10917319 34.92447839 31.42538772 122.62751990 41.55339742 13.63297558 86.80333359 282.10000000 82.90947737 ... 32.32004572 84.38110191 44.66007989 29.28427559 40.07272093 41.02191970 35.91510532 65.48939807 112.18880046 76.32080247
2013-07-02 15.81983388 54.31224742 35.42807578 31.27288084 121.05361758 41.36908428 13.63757665 85.53008744 283.73000000 82.89037160 ... 32.31114458 83.54388177 44.66490227 28.67721470 40.28756674 41.13293978 35.79353582 65.59475707 110.19759336 76.60816761
2013-07-03 16.12794994 54.61204262 35.44486235 30.72565028 121.21003024 40.75163526 13.80321523 85.30749196 284.03000000 83.04321774 ... 32.35565029 84.37219531 45.09891665 28.80546700 40.58994231 40.81838289 35.79353582 65.63865665 110.16265990 76.65042719
2013-07-05 16.21460758 54.17338125 35.85613355 31.32670680 123.53666845 41.64555399 14.00566239 86.93689088 285.88000000 84.42838587 ... 32.72059710 85.97538281 46.00311328 28.94226945 40.82070262 40.93865464 36.53163639 66.03375290 110.98359616 77.39419581
2013-07-08 16.31089385 53.86579916 36.66188936 31.76628544 123.65397794 41.94967067 13.93204524 87.41769712 290.59000000 84.35196280 ... 32.97873021 86.37617969 45.35450290 29.52367989 41.12705682 41.93783537 37.19158513 67.35074039 110.89626252 77.96892611
2013-07-09 16.71529618 54.81320389 36.35973093 31.16522893 122.89146626 42.18927775 14.41055670 87.55125441 291.53000000 84.40928010 ... 33.19235762 87.30246580 45.13749571 29.30992605 40.95827273 42.97402278 37.07869916 67.63169772 110.55566130 78.89018496
2013-07-10 16.53235227 54.60295791 36.85493502 31.16522893 121.28823656 42.13398381 14.99949388 90.87237898 292.33000000 84.65765508 ... 32.99653250 87.09761406 45.01693616 28.68576485 40.62070455 44.26925705 36.53163639 67.40341989 111.14953009 78.45068533
2013-07-11 16.72492481 55.45406479 37.08155384 31.85599537 122.19738511 42.31829695 15.17433461 91.94083728 299.66000000 86.55867893 ... 33.06774163 88.78986753 45.80298443 29.53223004 41.15920617 45.05564929 36.37533274 68.15849272 114.95727701 78.83102155
2013-07-12 16.90786872 55.35309481 38.15724076 31.81096287 123.35092842 43.07398082 15.33077105 92.84012302 307.55000000 86.64465488 ... 33.52169986 88.91455989 45.98623494 30.66085030 40.51621916 45.11115933 37.01791441 68.15849272 114.21494103 78.94089646
2013-07-15 17.10044125 55.47379158 37.79303181 31.95506689 122.37334934 43.03711820 15.15593032 93.00039177 306.57000000 85.12574638 ... 33.37928159 89.27973037 45.87290897 30.25044293 40.15453896 45.58299467 37.64312901 67.63169772 115.27167814 78.81411772
2013-07-16 17.28338516 55.83133953 37.10696377 32.15320992 120.08581429 42.61319797 15.25255283 92.64423900 306.87000000 84.29464550 ... 33.17455533 89.05706544 45.66313535 29.73743373 40.41173377 45.57374300 37.35657232 67.93021489 115.69087963 78.85637730
2013-07-17 17.76481650 55.84626440 37.23401341 32.26128793 119.34285419 43.15692174 15.35837748 92.87573830 308.69000000 84.90603005 ... 32.70279482 89.83193940 45.72582632 30.01103864 40.78145130 46.00857165 37.78206559 67.78095631 114.85247664 78.99160796
2013-07-18 17.73593062 56.03418797 37.53893253 32.15320992 121.56195871 43.30437225 15.23874961 93.28531398 304.11000000 86.22432800 ... 32.99653250 90.25945607 46.05615948 29.25862513 40.16257630 46.75795719 38.56358384 67.90387514 116.24108160 79.76918424
2013-07-19 17.55298671 55.15063572 37.70833205 32.30632044 122.60796832 43.20300002 15.23874961 97.39887846 305.23000000 88.69852487 ... 33.16565419 91.27480815 45.79333966 29.67758265 40.14650163 46.82271890 38.59831798 68.55358897 116.23234823 80.43688561
2013-07-22 17.47595770 55.32713852 38.08948096 32.24327493 125.06169181 43.72829247 15.04550460 97.00711042 303.48000000 86.97900581 ... 33.24576447 90.94526405 46.10679450 30.15639124 40.40369643 47.42407767 38.75462163 68.36921072 116.48561580 80.14952046
2013-07-23 17.37967143 54.37713815 37.53046256 33.03584705 123.57577161 42.94496163 14.96268531 94.93252054 301.06000000 87.07453465 ... 33.41488616 93.62614981 45.47024007 30.20769217 40.47603247 47.19278584 38.70252041 68.96624505 114.86121000 80.46224136
2013-07-24 17.81295964 57.17003539 36.96297418 32.82869752 123.90814850 42.35515958 14.81545101 94.91471290 298.94000000 85.52696749 ... 33.41488616 93.51036405 45.02899211 29.58353096 40.49210715 47.25754755 38.47674848 68.68528772 114.52060879 80.28475112
2013-07-25 18.13070432 56.90917464 37.47117273 32.94578204 125.96106457 42.85280506 14.84305744 97.50572430 303.40000000 85.48875596 ... 33.34367703 93.33223210 46.92418825 30.49839738 40.75733929 47.19278584 37.90363509 68.49212955 113.67347243 80.26784729
2013-07-26 18.38104862 57.23233050 37.93702140 33.12591207 129.73451982 42.88966768 14.84305744 97.58585867 312.01000000 84.55257336 ... 33.41488616 93.49255085 46.58421032 30.81475306 41.00649676 47.01700404 37.78206559 68.48334964 114.38960832 80.11571280
2013-07-29 18.51584940 58.11484449 38.16571074 33.08988606 131.46483479 42.64084494 14.74183387 97.38107083 306.10000000 84.68631373 ... 33.37038045 93.58161682 46.28763382 30.60099922 41.38425163 46.83197058 37.55629365 68.47456972 114.64287589 79.47336717
2013-07-30 18.48696352 58.83253602 37.86079161 33.21597708 132.34465597 42.29064998 14.97188745 99.01046974 302.41000000 84.82960698 ... 33.55730443 94.02694668 46.15984070 30.37869523 40.52425650 46.26761850 37.56497718 68.38677055 116.21488150 79.28742502
2013-07-31 18.63139292 58.73000866 38.52144972 32.99081455 131.25954319 41.94045501 15.01329710 96.41945835 301.22000000 84.56212624 ... 33.21906104 94.02694668 42.68049207 30.58389892 39.76874676 46.48965866 37.77338205 68.43067014 116.26728169 79.23671352
2013-08-01 18.66027880 59.26808264 38.32664028 33.17995107 132.73568760 43.37809750 15.17433461 97.39887846 305.57000000 86.35806837 ... 33.52169986 95.46090883 43.20130933 30.83185337 40.19472565 47.30380592 38.43333079 68.67650780 120.03136179 78.37461808
2013-08-02 18.21736196 60.02912118 38.38593011 33.09889256 132.84322130 44.53927029 15.01789817 97.10505243 304.21000000 86.41538567 ... 33.61961242 95.98639807 44.36591459 30.00248848 40.38762176 47.16503082 38.63305213 69.14184338 122.13610264 77.71536862
2013-08-05 18.45807764 60.92591114 37.86926159 32.82869752 133.78169722 44.76044606 14.81545101 95.65372990 300.99000000 86.78794814 ... 33.59290899 94.97995259 44.49611890 30.03668910 40.35547241 47.14652747 38.50279908 69.15940322 123.05310591 77.41109964
2013-08-06 18.21736196 60.38082896 38.01325118 32.51346997 132.57927495 44.29044755 14.87066388 93.68598585 300.75000000 85.13529926 ... 33.47719415 93.69740259 44.09827238 31.23371058 40.25902435 46.48040699 38.23360946 68.36921072 121.55096722 77.30967665
2013-08-07 18.16921883 60.34578796 37.75068193 32.36035945 132.39353492 44.20750663 14.62220600 100.07892805 296.91000000 85.24038098 ... 33.12114848 94.43665016 43.73659373 31.25081089 40.13042695 45.97156495 37.83416680 68.34287097 121.40250002 77.19980174
2013-08-08 18.27513373 60.22638901 38.16571074 32.35135295 131.40618005 44.78809303 14.40135456 98.28035657 295.74000000 86.43449144 ... 33.24576447 94.64150189 43.58951108 31.66121825 39.88126948 46.15659842 37.79044810 68.23687195 122.66010451 77.57168605
2013-08-09 17.90924591 59.36939001 37.86926159 32.32433344 130.86851156 44.26280058 14.41975884 97.61257013 297.26000000 85.78489535 ... 33.08554391 94.07147967 43.35562555 31.74671979 39.64014935 45.89755157 37.79919184 67.92770813 121.49903360 77.20825366
2013-08-12 18.12107570 61.05595360 38.14877079 32.33333995 130.25263673 44.00476218 14.40135456 96.34822780 296.69000000 85.15440503 ... 33.07664277 94.00022689 43.34356960 31.69969394 39.90538150 46.43414862 37.77296062 68.08670666 121.76291335 76.50187303
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2017-05-19 44.83282860 150.70113045 63.42995100 42.31486674 215.64365540 59.54954254 43.55716009 152.13612016 959.84000000 52.71589511 ... 49.66356610 118.42799656 91.86415886 61.69602544 43.24543157 78.82474944 51.61543767 76.92882736 120.03062981 78.78898294
2017-05-22 45.81435227 151.61679784 63.29454092 42.87370534 216.02745052 59.72468826 44.19945033 148.74365285 970.67000000 52.76534717 ... 49.99400861 118.91672220 92.68863174 61.66704656 43.30255895 79.53858231 51.56679892 76.71396964 123.41274646 79.13518133
2017-05-23 46.26049939 151.42972601 63.68142686 42.82468441 217.14931320 60.49338333 44.47612921 149.76430920 971.54000000 52.98293623 ... 50.49939128 119.31747722 93.23496919 61.93751606 43.30255895 79.44079698 51.93645340 76.65537209 122.41684622 79.41406336
2017-05-24 46.36955757 150.97681525 63.76847620 42.67762162 220.59362841 60.91178698 44.19883426 150.27949765 980.35000000 52.76534717 ... 50.33417002 119.32725173 94.17864297 61.63806769 42.88362479 78.79541385 51.64462092 76.32331926 122.26894025 79.13518133
2017-05-25 47.60885514 151.49864721 64.14569000 43.08939743 220.79044643 61.41776348 44.58506651 151.08630220 993.38000000 51.49937446 ... 50.31473223 119.49341845 94.40711136 61.03917093 43.14069802 78.96164890 51.34306069 76.47957941 122.70279778 78.61588375
2017-05-26 48.32269053 151.24265417 63.89421413 43.83451556 219.57017475 61.83616713 45.06042928 150.67803966 995.78000000 51.27189498 ... 49.99400861 119.10243794 94.03957525 60.32435867 43.15021926 79.45057551 50.98313397 76.30378674 123.97478917 78.42355131
2017-05-30 47.54936885 151.30172949 63.85552554 44.11883696 218.57624379 62.37133459 45.11984963 149.55045740 996.70000000 50.21362092 ... 49.66356610 118.53551620 94.08924229 59.97661217 43.98808759 78.38471549 50.73994023 76.32331926 124.81292304 77.99080333
2017-05-31 47.99551598 150.40575387 63.85552554 44.76591323 220.19015149 61.91400967 45.43675814 150.90161200 994.62000000 49.97625103 ... 49.45946925 118.54529071 94.59584611 59.37771541 44.40702176 79.22566927 49.74770981 76.76280094 126.90332750 77.41380602
2017-06-01 48.63003633 150.81928108 64.52290380 45.19729742 223.77223932 62.17672824 45.55559883 151.87366567 995.95000000 50.54989492 ... 50.08147869 119.04379086 94.76471405 60.00559105 44.28324575 80.35997902 50.66211824 77.94451836 131.72506232 77.60613845
2017-06-02 49.09601221 153.05429719 65.04519983 45.58946486 224.52998867 62.50755903 46.34787012 154.70234186 1006.73000000 49.51140168 ... 49.85794405 119.36634979 95.50971966 59.98627180 44.21659714 81.25960400 50.39946901 77.75895943 132.79984575 76.45214383
2017-06-05 49.31412858 151.55772252 65.29667569 45.70711509 224.54967047 62.10861602 46.26864299 155.74243929 1011.34000000 49.09600438 ... 49.88710074 118.25205533 95.90705599 60.27606055 44.14994852 81.53340291 50.31191927 78.38400005 131.41938997 77.04837438
2017-06-06 49.31412858 152.06970859 65.64487304 45.45220625 224.67760217 61.60263952 46.12009212 155.07172225 1003.00000000 49.55096332 ... 49.44975035 117.41144723 95.15211697 60.16980467 44.21659714 79.64614616 50.39946901 77.08508751 130.74888288 78.09658617
2017-06-07 50.42453920 152.97553010 66.49602213 45.64828997 224.55951137 61.45668475 46.80342610 157.14219657 1010.07000000 46.65307265 ... 49.70244169 117.07911380 95.45011922 60.17946430 44.27372452 79.65592469 50.67184599 77.29994522 130.46293132 77.80808751
2017-06-08 50.98965889 152.60138644 66.50569428 45.80515695 225.76010124 61.94320062 46.97178375 158.10452971 1010.27000000 46.11899041 ... 50.32445113 117.23550600 95.45011922 61.02951130 43.97856636 79.66570323 51.12905021 77.08508751 132.84914774 77.52920548
2017-06-09 49.83959075 146.68400898 67.38585980 46.36399555 228.66316693 62.44917713 44.30777156 159.47512539 978.31000000 47.45419601 ... 51.40324875 117.91972190 93.93030776 63.03871332 44.48319161 79.19633367 52.33529112 77.56363423 127.78090296 78.98131538
2017-06-12 49.05635469 143.17887358 67.25044972 46.24634532 227.09846373 62.41025586 43.91163592 160.27220940 964.91000000 47.82014125 ... 51.36437316 117.17685893 92.87736650 63.67624858 44.93068947 79.99817333 52.61739585 77.38784156 128.43168925 79.75064513
2017-06-13 49.02661155 144.33084223 67.38585980 46.53066671 227.11814553 62.81119922 44.41670886 159.83478524 980.79000000 48.73100108 ... 51.45184323 117.35280016 94.44684499 64.26548571 44.23563960 79.98839479 52.96759482 77.66129683 132.28710503 79.77949499
2017-06-14 48.96712526 142.92288054 68.20799244 46.70714206 229.33234817 62.83075743 43.55511384 160.48606120 976.47000000 46.81027491 ... 51.35465426 117.30392759 94.68524679 62.54607244 44.45462791 81.04447629 53.04541681 78.03241470 131.62645834 78.92361565
2017-06-15 48.68952261 142.06628846 68.28536963 47.17774299 231.02498308 62.40047675 42.74303577 159.52372807 964.17000000 45.65189882 ... 50.90758498 118.02724154 93.54290484 62.48811469 44.40702176 80.73156325 52.43256861 77.06555499 132.16878025 79.10633146
2017-06-16 48.37226243 140.07741950 68.72061632 47.26598066 231.74336882 62.38091854 42.69351882 157.88095736 987.71000000 46.57265931 ... 50.80067710 117.71445713 93.54290484 63.56033308 44.39750053 76.70280792 52.42284086 73.48133770 132.58291698 80.28917595
2017-06-19 49.23481354 144.08469508 69.00110863 47.93266531 233.88868516 62.53738424 43.86211896 160.47634067 995.17000000 46.23603719 ... 51.09224403 119.10243794 94.15877615 64.34276271 44.34037314 78.04246685 52.76331208 73.73526045 136.48763475 79.58716256
2017-06-20 47.61876952 142.77519225 68.88504285 47.81501508 234.83341162 61.98975429 42.94110359 161.64280507 992.59000000 45.83011053 ... 50.86870939 118.77010451 93.75150642 63.41543870 43.74053558 76.56590846 52.00454764 73.77432549 135.21564336 79.15441457
2017-06-21 48.01534474 143.62193844 69.00110863 47.61893136 240.50177038 61.82350949 43.19859176 166.56139665 1002.23000000 44.89944939 ... 50.53826687 119.00469281 93.91044095 62.47845507 43.23591034 76.38989488 51.53761568 74.45796366 135.54103650 78.31776847
2017-06-22 48.55072128 143.38563718 70.78078399 48.30522438 243.17849535 61.65726468 42.92129681 168.96236922 1001.30000000 44.64203249 ... 49.85794405 119.41522235 93.32436986 62.61368982 43.24543157 74.67865172 51.06095596 73.75479297 135.13676017 77.97157008
2017-06-23 48.21363235 144.02561977 70.25848796 48.11894484 242.53883681 61.62792736 43.66405114 167.67925838 1003.74000000 45.04795915 ... 49.34284248 119.46409491 94.94351540 63.73420633 43.21686787 74.64931612 51.02204496 73.09068731 136.38903077 78.48125104
2017-06-26 48.36234805 143.57270901 70.35520945 47.95227368 244.94985746 61.78439306 42.83216629 168.81656117 993.98000000 44.47372143 ... 49.57609602 119.12198697 94.58591270 63.79216408 43.55963219 75.81296147 51.45979368 73.73526045 135.23536415 78.12543603
2017-06-27 48.08474540 141.51491885 70.01668424 47.71697322 242.17472349 62.00931251 41.48530511 166.07536982 976.78000000 43.36484859 ... 49.97457082 118.84830061 94.26804364 64.53595521 42.69320016 75.54894110 51.71271516 74.23333969 133.73658359 78.00041995
2017-06-28 48.82832394 143.58255490 70.52930812 47.53069368 242.78485932 62.42981407 42.27757639 169.20538264 990.33000000 43.35494794 ... 50.79095821 119.73778127 95.58918693 65.17349047 42.69320016 75.38270605 52.85086183 74.72165267 134.04225594 78.40431807
2017-06-29 49.19515602 141.46568942 70.10373358 47.77579833 240.13765706 62.09732446 41.03965251 167.76674321 975.93000000 44.80044289 ... 50.59553320 118.90694769 93.79124005 64.80642471 42.28378723 76.63435819 54.26138547 74.15520961 130.90664925 77.60613845
2017-06-30 49.88916265 141.80044954 70.13275003 47.65814810 239.22245330 61.13897205 40.91090843 167.41680388 968.00000000 44.88954874 ... 50.73233071 119.35657527 93.15550193 65.16383084 42.52181800 76.57568700 53.90145875 73.91105312 132.24766343 77.63498832

1009 rows × 99 columns

指数权重

使用股息作为组合权重,然后和使用市值作为权重的指数比较性能如何。

在实践中,我们使用数据供应商(例如MSCI,FSTE,Standard and Poor's)等提供的指数权重,但是对于这个练习我们使用模拟的指数权重。例子如下:

                 Prices
               A         B         ...
2013-07-08     2         2         ...
2013-07-09     5         6         ...
2013-07-10     1         2         ...
2013-07-11     6         5         ...
...            ...       ...       ...

                 Volume
               A         B         ...
2013-07-08     100       340       ...
2013-07-09     240       220       ...
2013-07-10     120       500       ...
2013-07-11     10        100       ...
...            ...       ...       ...

假如价格和成交量如上,则函数generate_dollar_volume_weights 的结果应该像下面这样:

               A         B         ...
2013-07-08     0.126..   0.194..   ...
2013-07-09     0.759..   0.377..   ...
2013-07-10     0.075..   0.285..   ...
2013-07-11     0.037..   0.142..   ...
...            ...       ...       ...
In [13]:
def generate_dollar_volume_weights(close, volume):
    """
    Generate dollar volume weights.

    Parameters
    ----------
    close : DataFrame
        Close price for each ticker and date
    volume : str
        Volume for each ticker and date

    Returns
    -------
    dollar_volume_weights : DataFrame
        The dollar volume weights for each ticker and date
    """
    assert close.index.equals(volume.index)
    assert close.columns.equals(volume.columns)
    
    #TODO: Implement function
    d_volume=close*volume
    sum_d_volume=d_volume.sum(axis=1)

    return d_volume.div(sum_d_volume,axis=0)

project_tests.test_generate_dollar_volume_weights(generate_dollar_volume_weights)
Tests Passed
In [14]:
index_weights = generate_dollar_volume_weights(close, volume)
plot_weights(index_weights, 'Index Weights')
The graph for Index Weights is too large. You can view it here.

组合权重

我们根据股息计算组合权重。正常来说我们是根据最后的股息计算权重的,但是为了简单,我们使用所有的股息和作为权重。例子如下:

                 dividends
               A         B
2013-07-08     0         0
2013-07-09     0         1
2013-07-10     0.5       0
2013-07-11     0         0
2013-07-12     2         0
...            ...       ...

假设股息数据像上面的数据,则函数calculate_dividend_weights计算的结果应该像下面这样:

               A         B
2013-07-08     NaN       NaN
2013-07-09     0         1
2013-07-10     0.333..   0.666..
2013-07-11     0.333..   0.666..
2013-07-12     0.714..   0.285..
...            ...       ...
In [15]:
def calculate_dividend_weights(dividends):
    """
    Calculate dividend weights.

    Parameters
    ----------
    dividends : DataFrame
        Dividend for each stock and date

    Returns
    -------
    dividend_weights : DataFrame
        Weights for each stock and date
    """
    #TODO: Implement function
    cum_dividends=dividends.cumsum()
    s_cum_dividends=cum_dividends.sum(axis=1)

    return cum_dividends.div(s_cum_dividends,axis=0)

project_tests.test_calculate_dividend_weights(calculate_dividend_weights)
Tests Passed
In [16]:
etf_weights = calculate_dividend_weights(dividends)
plot_weights(etf_weights, 'ETF Weights')
The graph for ETF Weights is too large. You can view it here.

收益计算

我们计算收益而不是对数收益,因为我们不需要处理风险(方差),所以不必要使用对数收益。

In [17]:
def generate_returns(prices):
    """
    Generate returns for ticker and date.

    Parameters
    ----------
    prices : DataFrame
        Price for each ticker and date

    Returns
    -------
    returns : Dataframe
        The returns for each ticker and date
    """
    #TODO: Implement function
    return prices/prices.shift(1)-1

project_tests.test_generate_returns(generate_returns)
Tests Passed
In [18]:
returns = generate_returns(close)
plot_returns(returns, 'Close Returns')
The graph for Close Returns is too large. You can view it here.

组合加权回报

In [19]:
def generate_weighted_returns(returns, weights):
    """
    Generate weighted returns.

    Parameters
    ----------
    returns : DataFrame
        Returns for each ticker and date
    weights : DataFrame
        Weights for each ticker and date

    Returns
    -------
    weighted_returns : DataFrame
        Weighted returns for each ticker and date
    """
    assert returns.index.equals(weights.index)
    assert returns.columns.equals(weights.columns)
    
    #TODO: Implement function

    return returns*weights

project_tests.test_generate_weighted_returns(generate_weighted_returns)
Tests Passed
In [20]:
index_weighted_returns = generate_weighted_returns(returns, index_weights)
etf_weighted_returns = generate_weighted_returns(returns, etf_weights)
plot_returns(index_weighted_returns, 'Index Returns')
plot_returns(etf_weighted_returns, 'ETF Returns')
The graph for Index Returns is too large. You can view it here.
The graph for ETF Returns is too large. You can view it here.

累计回报

为了比较ETF和Index的性能,我们需要计算跟踪错误。所以首先需要计算ETF和Index的累计回报。

In [21]:
def calculate_cumulative_returns(returns):
    """
    Calculate cumulative returns.

    Parameters
    ----------
    returns : DataFrame
        Returns for each ticker and date

    Returns
    -------
    cumulative_returns : Pandas Series
        Cumulative returns for each date
    """
    #TODO: Implement function
    cum_returns = returns.copy()
    cum_returns = (cum_returns.sum(axis=1)+1).cumprod()
    return cum_returns

project_tests.test_calculate_cumulative_returns(calculate_cumulative_returns)
Tests Passed
In [22]:
index_weighted_cumulative_returns = calculate_cumulative_returns(index_weighted_returns)
etf_weighted_cumulative_returns = calculate_cumulative_returns(etf_weighted_returns)
plot_benchmark_returns(index_weighted_cumulative_returns, etf_weighted_cumulative_returns, 'Smart Beta ETF vs Index')

计算跟踪错误

计算每年跟踪错误公式如下: $$ TE = \sqrt{252} * SampleStdev(r_p - r_b) $$

其中 $ r_p $ 是组合回报, $ r_b $ 是基准指数。计算标准差时,使用的delta自由度为1,也就是默认值。

In [23]:
def tracking_error(benchmark_returns_by_date, etf_returns_by_date):
    """
    Calculate the tracking error.

    Parameters
    ----------
    benchmark_returns_by_date : Pandas Series
        The benchmark returns for each date
    etf_returns_by_date : Pandas Series
        The ETF returns for each date

    Returns
    -------
    tracking_error : float
        The tracking error
    """
    assert benchmark_returns_by_date.index.equals(etf_returns_by_date.index)
    
    #TODO: Implement function
    df = benchmark_returns_by_date - etf_returns_by_date
    te=np.sqrt(252)*df.std()

    return te

project_tests.test_tracking_error(tracking_error)
Tests Passed
In [24]:
smart_beta_tracking_error = tracking_error(np.sum(index_weighted_returns, 1), np.sum(etf_weighted_returns, 1))
print('Smart Beta Tracking Error: {}'.format(smart_beta_tracking_error))
Smart Beta Tracking Error: 0.10207614832007533

组合优化

我们想最小化组合方差同时可以更接近地跟踪基于市值权重的指数,也就是我们尝试最小化组合权重和基于市值权重指数的距离。

$最小化 \left [ \sigma^2_p + \lambda \sqrt{\sum_{1}^{m}(weight_i - indexWeight_i)^2} \right ]$ 其中 $m$ 是组合中股票的个数, $\lambda$ 是可以选择的参数,\sigma^2_p 是组合的方差。

协方差

如果我们有 $m$ 只股票序列,协方差矩阵是 $m \times m$包含每个股票对的协方差。我们可以使用Numpy.cov计算协方差,可以使用DataFrame.fillna填空nan值。

协方差矩阵 $\mathbf{P} = \begin{bmatrix} \sigma^2_{1,1} & ... & \sigma^2_{1,m} \\ ... & ... & ...\\ \sigma_{m,1} & ... & \sigma^2_{m,m} \\ \end{bmatrix}$

In [25]:
def get_covariance_returns(returns):
    """
    Calculate covariance matrices.

    Parameters
    ----------
    returns : DataFrame
        Returns for each ticker and date

    Returns
    -------
    returns_covariance  : 2 dimensional Ndarray
        The covariance of the returns
    """
    #TODO: Implement function
    cov=returns.fillna(0)
    cov=np.cov(cov.T)
    
    return cov

project_tests.test_get_covariance_returns(get_covariance_returns)
Tests Passed
In [26]:
covariance_returns = get_covariance_returns(returns)
covariance_returns = pd.DataFrame(covariance_returns, returns.columns, returns.columns)

covariance_returns_correlation = np.linalg.inv(np.diag(np.sqrt(np.diag(covariance_returns))))
covariance_returns_correlation = pd.DataFrame(
    covariance_returns_correlation.dot(covariance_returns).dot(covariance_returns_correlation),
    covariance_returns.index,
    covariance_returns.columns)

plot_covariance_returns_correlation(
    covariance_returns_correlation,
    'Covariance Returns Correlation Matrix')
The graph for Covariance Returns Correlation Matrix is too large. You can view it here.

组合方差

$\sigma^2_p = \mathbf{x^T} \mathbf{P} \mathbf{x}$

$\mathbf{x^T} \mathbf{P} \mathbf{x}$ 是二项式形式,可以使用 cvxpy 函数 quad_form(x,P) 获得二项式形式。

指数权重的距离

$\sqrt{\sum_{1}^{n}(weight_i - indexWeight_i)^2}$ 可以被写成 $\left \| \mathbf{x} - \mathbf{index} \right \|_2$。 cvxpy 有个函数为 norm()norm(x, p=2, axis=None)。默认就是L2范数,所以你可以传入一个参数,也就是组合权重和指数权重的差。

目标函数

我们想最小化组合方差和组合权重和指数权重的距离,函数如下:

$\mathbf{x^T} \mathbf{P} \mathbf{x} + \lambda \left \| \mathbf{x} - \mathbf{index} \right \|_2$

$\lambda$可以让我们选择最小化指数距离和组合方差之间的优先关系。

最后通过cvxpy objective = cvx.Minimize()优化目标函数。

约束

我们可以把所有的约束条件写一个列表(list)里面。例如我们想权重的和为1,则$\sum_{1}^{n}x = 1$,如果你只想做多,则$x_i >0 $ for all $i$。用cvxpy的形式表达为[x >= 0, sum(x) == 1],其中x为了cvx.Variable()变量。

优化

现在我们已经有了目标函数和约束,我们就可以求解$\mathbf{x}$的值了。cvxpy有个构造函数Problem(objective, constraints)可以返回一个问题对象ProblemProblem有个求解函数solve(),可以返回最小的解。

In [27]:
import cvxpy as cvx

def get_optimal_weights(covariance_returns, index_weights, scale=2.0):
    """
    Find the optimal weights.

    Parameters
    ----------
    covariance_returns : 2 dimensional Ndarray
        The covariance of the returns
    index_weights : Pandas Series
        Index weights for all tickers at a period in time
    scale : int
        The penalty factor for weights the deviate from the index 
    Returns
    -------
    x : 1 dimensional Ndarray
        The solution for x
    """
    assert len(covariance_returns.shape) == 2
    assert len(index_weights.shape) == 1
    assert covariance_returns.shape[0] == covariance_returns.shape[1]  == index_weights.shape[0]
    print(index_weights)
    #TODO: Implement function
    x = cvx.Variable(len(index_weights))
    distance = scale * cvx.norm(x-index_weights, p=2, axis=None)
    std = cvx.quad_form(x,covariance_returns)
    objective = cvx.Minimize(std + distance)
    
    constraints = [x >= 0,sum(x) == 1]
    
    problem = cvx.Problem(objective, constraints)
    
    problem.solve()
    
    
    
    return x.value

project_tests.test_get_optimal_weights(get_optimal_weights)
A   0.23623892
B   0.01256280
C   0.75119820
dtype: float64
Tests Passed

组合优化

In [28]:
raw_optimal_single_rebalance_etf_weights = get_optimal_weights(covariance_returns.values, index_weights.iloc[-1])
optimal_single_rebalance_etf_weights = pd.DataFrame(
    np.tile(raw_optimal_single_rebalance_etf_weights, (len(returns.index), 1)),
    returns.index,
    returns.columns)
ticker
AAL     0.00505383
AAPL    0.04996914
ABBV    0.00507628
ABT     0.00344529
AGN     0.00631443
AIG     0.00723481
AMAT    0.00628914
AMGN    0.00690689
AMZN    0.05022972
APC     0.00367206
AVGO    0.00923578
AXP     0.00420389
BA      0.00659224
BAC     0.03065369
BIIB    0.00570220
BMY     0.00386121
C       0.01591180
CAT     0.00755899
CBS     0.00230404
CELG    0.00784448
CHTR    0.00719021
CMCSA   0.01067014
CMG     0.00471339
COP     0.00600604
COST    0.01150549
CRM     0.00522686
CSCO    0.01085341
CVS     0.00530558
CVX     0.00845056
DAL     0.00402521
           ...    
NVDA    0.04032500
ORCL    0.00993157
OXY     0.00412432
PEP     0.00568072
PFE     0.00669019
PG      0.00783857
PM      0.00553949
PXD     0.00366138
QCOM    0.00714256
REGN    0.00952813
SBUX    0.00709645
SLB     0.00780563
T       0.01234318
TGT     0.00308681
TWX     0.00712188
TXN     0.00539759
UAL     0.00398087
UNH     0.00669447
UNP     0.00567573
UPS     0.00357363
USB     0.00531861
UTX     0.00440285
V       0.01288414
VLO     0.00296413
VZ      0.00869974
WBA     0.00831818
WFC     0.01381868
WMT     0.00787574
WYNN    0.00294507
XOM     0.01663095
Name: 2017-06-30, Length: 99, dtype: float64

计算得到的组合权重和指数权重比较

In [29]:
optim_etf_returns = generate_weighted_returns(returns, optimal_single_rebalance_etf_weights)
optim_etf_cumulative_returns = calculate_cumulative_returns(optim_etf_returns)
plot_benchmark_returns(index_weighted_cumulative_returns, optim_etf_cumulative_returns, 'Optimized ETF vs Index')

optim_etf_tracking_error = tracking_error(np.sum(index_weighted_returns, 1), np.sum(optim_etf_returns, 1))
print('Optimized ETF Tracking Error: {}'.format(optim_etf_tracking_error))
Optimized ETF Tracking Error: 0.05795012630412269

随着时间重新平衡组合

单个周期组合优化在完全的历史数据中使用相同的组合权重,对于完全的周期来说这也许不是最优的组合权重。下面实现rebalance_portfolio重新平衡组合权重。

shift_size表示组合每多少天需要重新平衡。

chunk_size表示组合重新平衡时需要回溯多少天的历史数据。

In [30]:
def rebalance_portfolio(returns, index_weights, shift_size, chunk_size):
    """
    Get weights for each rebalancing of the portfolio.

    Parameters
    ----------
    returns : DataFrame
        Returns for each ticker and date
    index_weights : DataFrame
        Index weight for each ticker and date
    shift_size : int
        The number of days between each rebalance
    chunk_size : int
        The number of days to look in the past for rebalancing

    Returns
    -------
    all_rebalance_weights  : list of Ndarrays
        The ETF weights for each point they are rebalanced
    """
    assert returns.index.equals(index_weights.index)
    assert returns.columns.equals(index_weights.columns)
    assert shift_size > 0
    assert chunk_size >= 0
    #TODO: Implement function
    all_rebalance_weights=[]
    for i in range(chunk_size,len(returns),shift_size):
        end=i
        begin=i-chunk_size
        preturn = returns.iloc[begin:end,]
        cov = get_covariance_returns(preturn)
        opt_weight = get_optimal_weights(cov,index_weights.iloc[end-1,])
        all_rebalance_weights.append(opt_weight)
        
    
    return all_rebalance_weights

project_tests.test_rebalance_portfolio(rebalance_portfolio)
IMGC   0.00395679
OCP    0.12434660
XXE    0.00335064
Name: 2003-08-29, dtype: float64
IMGC   0.00369562
OCP    0.11447422
XXE    0.00325973
Name: 2003-08-31, dtype: float64
IMGC   0.00366501
OCP    0.10806014
XXE    0.00314648
Name: 2003-09-02, dtype: float64
IMGC   0.00358844
OCP    0.10097531
XXE    0.00319009
Name: 2003-09-04, dtype: float64
Tests Passed
In [31]:
chunk_size = 250
shift_size = 5
all_rebalance_weights = rebalance_portfolio(returns, index_weights, shift_size, chunk_size)
ticker
AAL     0.01043134
AAPL    0.06006002
ABBV    0.01145332
ABT     0.00460319
AGN     0.00899074
AIG     0.00659741
AMAT    0.00588434
AMGN    0.00543873
AMZN    0.01913355
APC     0.00440472
AVGO    0.00117287
AXP     0.00498903
BA      0.00982399
BAC     0.02170975
BIIB    0.00656725
BMY     0.00762632
C       0.01871608
CAT     0.00315683
CBS     0.01490108
CELG    0.00299942
CHTR    0.00180181
CMCSA   0.01017089
CMG     0.00302964
COP     0.00757446
COST    0.00280221
CRM     0.00379319
CSCO    0.00894089
CVS     0.00609675
CVX     0.01479801
DAL     0.00855455
           ...    
NVDA    0.00246675
ORCL    0.01370560
OXY     0.00461931
PEP     0.00608005
PFE     0.01084456
PG      0.01092437
PM      0.01692651
PXD     0.00773170
QCOM    0.01131740
REGN    0.00577372
SBUX    0.00556129
SLB     0.03248384
T       0.00983902
TGT     0.00390546
TWX     0.00569000
TXN     0.00331695
UAL     0.00602821
UNH     0.00490272
UNP     0.00619657
UPS     0.00309221
USB     0.00749353
UTX     0.00667534
V       0.00947944
VLO     0.01536379
VZ      0.00830452
WBA     0.00620383
WFC     0.01276589
WMT     0.01015302
WYNN    0.00720301
XOM     0.01625009
Name: 2014-06-26, Length: 99, dtype: float64
ticker
AAL     0.01064740
AAPL    0.06444048
ABBV    0.00623301
ABT     0.00369916
AGN     0.01256357
AIG     0.00614116
AMAT    0.00379133
AMGN    0.00704277
AMZN    0.02111199
APC     0.00420007
AVGO    0.00180726
AXP     0.00471998
BA      0.00741200
BAC     0.03439230
BIIB    0.00688026
BMY     0.00451301
C       0.02042720
CAT     0.00902236
CBS     0.02925707
CELG    0.01263424
CHTR    0.00449042
CMCSA   0.01257776
CMG     0.00273047
COP     0.00654981
COST    0.00324911
CRM     0.00456564
CSCO    0.01394073
CVS     0.00466741
CVX     0.01260531
DAL     0.01020666
           ...    
NVDA    0.00199507
ORCL    0.00982919
OXY     0.00644561
PEP     0.00571962
PFE     0.01261782
PG      0.01245157
PM      0.00821700
PXD     0.00499030
QCOM    0.01305855
REGN    0.00637413
SBUX    0.00794489
SLB     0.01220479
T       0.01093813
TGT     0.00504452
TWX     0.00511640
TXN     0.00240195
UAL     0.00550536
UNH     0.00549731
UNP     0.00731179
UPS     0.00376938
USB     0.00449552
UTX     0.00590176
V       0.00942898
VLO     0.00621287
VZ      0.01094839
WBA     0.01053826
WFC     0.01330832
WMT     0.00630204
WYNN    0.00418008
XOM     0.01985035
Name: 2014-07-03, Length: 99, dtype: float64
ticker
AAL     0.00769333
AAPL    0.06903315
ABBV    0.01497718
ABT     0.00441796
AGN     0.00520380
AIG     0.00469487
AMAT    0.00449417
AMGN    0.00680436
AMZN    0.06581997
APC     0.00663625
AVGO    0.00196144
AXP     0.00428609
BA      0.00840713
BAC     0.01892006
BIIB    0.00644132
BMY     0.00378344
C       0.01579069
CAT     0.00440416
CBS     0.01149355
CELG    0.00755613
CHTR    0.00287407
CMCSA   0.00822048
CMG     0.00307877
COP     0.00835079
COST    0.00406165
CRM     0.00313075
CSCO    0.01074523
CVS     0.00369755
CVX     0.01311041
DAL     0.00936866
           ...    
NVDA    0.00200463
ORCL    0.01037592
OXY     0.00582340
PEP     0.00670118
PFE     0.01093576
PG      0.01229479
PM      0.00795605
PXD     0.00516728
QCOM    0.01373637
REGN    0.00691219
SBUX    0.00357785
SLB     0.01146641
T       0.00778773
TGT     0.00373442
TWX     0.00548836
TXN     0.00431226
UAL     0.00800797
UNH     0.00491558
UNP     0.00438152
UPS     0.00325343
USB     0.00458623
UTX     0.00878963
V       0.00687869
VLO     0.00739226
VZ      0.01717434
WBA     0.00413258
WFC     0.03158623
WMT     0.00719892
WYNN    0.00278967
XOM     0.01554892
Name: 2014-07-11, Length: 99, dtype: float64
ticker
AAL     0.00616613
AAPL    0.07389262
ABBV    0.03434482
ABT     0.00630641
AGN     0.00493682
AIG     0.00425496
AMAT    0.00423825
AMGN    0.00628112
AMZN    0.02055992
APC     0.00544426
AVGO    0.00400365
AXP     0.00497137
BA      0.00598047
BAC     0.01843068
BIIB    0.00731252
BMY     0.00556404
C       0.01242999
CAT     0.00396996
CBS     0.02290155
CELG    0.00696112
CHTR    0.00198364
CMCSA   0.00992605
CMG     0.00431053
COP     0.00595205
COST    0.00379617
CRM     0.00323822
CSCO    0.00974220
CVS     0.00393037
CVX     0.00808980
DAL     0.00619498
           ...    
NVDA    0.00423303
ORCL    0.01216470
OXY     0.00467230
PEP     0.00711976
PFE     0.01091110
PG      0.00781241
PM      0.00552556
PXD     0.00297799
QCOM    0.00977095
REGN    0.00404114
SBUX    0.00414588
SLB     0.01546643
T       0.00807482
TGT     0.00417896
TWX     0.02396761
TXN     0.00383966
UAL     0.00389051
UNH     0.00525746
UNP     0.00497237
UPS     0.00301669
USB     0.00507674
UTX     0.00737542
V       0.00996107
VLO     0.00482362
VZ      0.00726415
WBA     0.00789600
WFC     0.01192891
WMT     0.00573319
WYNN    0.00312199
XOM     0.01232416
Name: 2014-07-18, Length: 99, dtype: float64
ticker
AAL     0.00849226
AAPL    0.07608856
ABBV    0.01047717
ABT     0.00303387
AGN     0.00557975
AIG     0.00716587
AMAT    0.01241428
AMGN    0.00650348
AMZN    0.11137187
APC     0.00453987
AVGO    0.00463675
AXP     0.00649319
BA      0.01303572
BAC     0.01010698
BIIB    0.00636377
BMY     0.00504845
C       0.00937273
CAT     0.00736031
CBS     0.01407632
CELG    0.00594237
CHTR    0.00160974
CMCSA   0.00973875
CMG     0.00772954
COP     0.00448885
COST    0.00311746
CRM     0.00519212
CSCO    0.01257292
CVS     0.00466246
CVX     0.00809391
DAL     0.00692370
           ...    
NVDA    0.00219131
ORCL    0.00549507
OXY     0.00405443
PEP     0.00459460
PFE     0.00729263
PG      0.00855017
PM      0.00371217
PXD     0.00375321
QCOM    0.01738429
REGN    0.00215466
SBUX    0.01349015
SLB     0.01135209
T       0.01050841
TGT     0.00267288
TWX     0.00876577
TXN     0.00771068
UAL     0.01058512
UNH     0.00514908
UNP     0.00418457
UPS     0.00211308
USB     0.00403948
UTX     0.00829339
V       0.02766652
VLO     0.00420069
VZ      0.00917772
WBA     0.00444963
WFC     0.00890871
WMT     0.00519801
WYNN    0.00299217
XOM     0.01342392
Name: 2014-07-25, Length: 99, dtype: float64
ticker
AAL     0.00546108
AAPL    0.06935885
ABBV    0.00851619
ABT     0.00243419
AGN     0.03065271
AIG     0.00725948
AMAT    0.00305383
AMGN    0.00827334
AMZN    0.03652384
APC     0.00844534
AVGO    0.00201432
AXP     0.01600204
BA      0.01010678
BAC     0.02623693
BIIB    0.00641112
BMY     0.00572571
C       0.01618904
CAT     0.00853238
CBS     0.00535202
CELG    0.00706119
CHTR    0.00468062
CMCSA   0.00792091
CMG     0.00368642
COP     0.01094283
COST    0.00351177
CRM     0.00378376
CSCO    0.01003376
CVS     0.00508950
CVX     0.01281855
DAL     0.00568246
           ...    
NVDA    0.00149411
ORCL    0.00913365
OXY     0.00678390
PEP     0.00509282
PFE     0.01261526
PG      0.02044298
PM      0.00434542
PXD     0.01244848
QCOM    0.01540352
REGN    0.00790694
SBUX    0.00449808
SLB     0.00942333
T       0.01113099
TGT     0.00335446
TWX     0.00632876
TXN     0.00491314
UAL     0.00251041
UNH     0.00571037
UNP     0.00602028
UPS     0.00461096
USB     0.00500290
UTX     0.00720390
V       0.01159745
VLO     0.00494688
VZ      0.01221208
WBA     0.00856913
WFC     0.01351840
WMT     0.00869769
WYNN    0.00517396
XOM     0.02046276
Name: 2014-08-01, Length: 99, dtype: float64
ticker
AAL     0.01574075
AAPL    0.07837675
ABBV    0.01282181
ABT     0.00357958
AGN     0.00914547
AIG     0.00837615
AMAT    0.00375056
AMGN    0.00537268
AMZN    0.01811484
APC     0.00751148
AVGO    0.00178362
AXP     0.00730501
BA      0.01001043
BAC     0.01653741
BIIB    0.00755466
BMY     0.00414171
C       0.01185610
CAT     0.00904188
CBS     0.01402562
CELG    0.00545510
CHTR    0.00296935
CMCSA   0.01248685
CMG     0.00501264
COP     0.00627990
COST    0.00521061
CRM     0.00289526
CSCO    0.01004972
CVS     0.00698450
CVX     0.01086292
DAL     0.01006421
           ...    
NVDA    0.00862909
ORCL    0.00707027
OXY     0.00514758
PEP     0.00805649
PFE     0.01572322
PG      0.00940762
PM      0.00564639
PXD     0.00506995
QCOM    0.01246863
REGN    0.00448620
SBUX    0.00459628
SLB     0.00862470
T       0.01124698
TGT     0.00509334
TWX     0.01136070
TXN     0.00444046
UAL     0.00616179
UNH     0.00590282
UNP     0.00460345
UPS     0.00621674
USB     0.00480895
UTX     0.00912176
V       0.01000167
VLO     0.00421557
VZ      0.01330754
WBA     0.03230876
WFC     0.01383405
WMT     0.00713908
WYNN    0.00934584
XOM     0.02050639
Name: 2014-08-08, Length: 99, dtype: float64
ticker
AAL     0.00686136
AAPL    0.08294770
ABBV    0.00882481
ABT     0.00359991
AGN     0.00969361
AIG     0.00546425
AMAT    0.01011268
AMGN    0.00973772
AMZN    0.02404376
APC     0.00788283
AVGO    0.00273340
AXP     0.00495156
BA      0.00939953
BAC     0.01636478
BIIB    0.01005552
BMY     0.00441354
C       0.01409767
CAT     0.00708096
CBS     0.00618112
CELG    0.00723115
CHTR    0.00362588
CMCSA   0.01008995
CMG     0.00416036
COP     0.00721108
COST    0.00395090
CRM     0.00465874
CSCO    0.01333333
CVS     0.00448345
CVX     0.01150181
DAL     0.00690586
           ...    
NVDA    0.00312922
ORCL    0.00944935
OXY     0.00645445
PEP     0.00581795
PFE     0.01003952
PG      0.00994782
PM      0.00552643
PXD     0.00537233
QCOM    0.01177671
REGN    0.00354162
SBUX    0.00541283
SLB     0.00947247
T       0.01424393
TGT     0.00393878
TWX     0.01007023
TXN     0.00467810
UAL     0.00480697
UNH     0.00345555
UNP     0.00503737
UPS     0.00781096
USB     0.00400534
UTX     0.00554993
V       0.00851531
VLO     0.00545367
VZ      0.01241572
WBA     0.00948248
WFC     0.01110134
WMT     0.00859257
WYNN    0.00346902
XOM     0.01478355
Name: 2014-08-15, Length: 99, dtype: float64
ticker
AAL     0.00560596
AAPL    0.10550724
ABBV    0.01136890
ABT     0.00240813
AGN     0.00629966
AIG     0.00939865
AMAT    0.00400875
AMGN    0.00617093
AMZN    0.01851353
APC     0.00604411
AVGO    0.00284837
AXP     0.00589542
BA      0.00695929
BAC     0.04141948
BIIB    0.00535906
BMY     0.00541038
C       0.02481997
CAT     0.01101844
CBS     0.00470616
CELG    0.00608747
CHTR    0.00123899
CMCSA   0.01039187
CMG     0.00613465
COP     0.00657478
COST    0.00382823
CRM     0.03824855
CSCO    0.01226563
CVS     0.00650660
CVX     0.00890404
DAL     0.00647026
           ...    
NVDA    0.00292125
ORCL    0.00920171
OXY     0.00642978
PEP     0.00796453
PFE     0.01037311
PG      0.01302766
PM      0.00672461
PXD     0.00330677
QCOM    0.00861346
REGN    0.00386016
SBUX    0.00416601
SLB     0.01035156
T       0.01023619
TGT     0.00620679
TWX     0.00566696
TXN     0.00352159
UAL     0.00413666
UNH     0.00414964
UNP     0.00563100
UPS     0.00567616
USB     0.00381506
UTX     0.00597326
V       0.00948983
VLO     0.00409898
VZ      0.01030684
WBA     0.00891131
WFC     0.01066182
WMT     0.00712139
WYNN    0.00479994
XOM     0.01761282
Name: 2014-08-22, Length: 99, dtype: float64
ticker
AAL     0.00639348
AAPL    0.10950969
ABBV    0.00933782
ABT     0.00436677
AGN     0.00481393
AIG     0.00590568
AMAT    0.00875693
AMGN    0.00769789
AMZN    0.01685741
APC     0.00711580
AVGO    0.01237878
AXP     0.00576433
BA      0.00890182
BAC     0.01952678
BIIB    0.00567496
BMY     0.00471818
C       0.01147452
CAT     0.01095917
CBS     0.00700347
CELG    0.00678017
CHTR    0.00362661
CMCSA   0.00884257
CMG     0.00314553
COP     0.00631869
COST    0.00289964
CRM     0.00848896
CSCO    0.01010521
CVS     0.00456968
CVX     0.01000898
DAL     0.00642108
           ...    
NVDA    0.00250242
ORCL    0.00902832
OXY     0.00536779
PEP     0.00772596
PFE     0.01102607
PG      0.00925860
PM      0.00471827
PXD     0.00504897
QCOM    0.01111278
REGN    0.00472123
SBUX    0.00437000
SLB     0.01170829
T       0.00936915
TGT     0.00544269
TWX     0.00518293
TXN     0.00385229
UAL     0.00499929
UNH     0.00687960
UNP     0.00480102
UPS     0.00522239
USB     0.00333872
UTX     0.01194120
V       0.01942201
VLO     0.00462042
VZ      0.01207887
WBA     0.00463140
WFC     0.01050519
WMT     0.00883658
WYNN    0.00924073
XOM     0.01979335
Name: 2014-08-29, Length: 99, dtype: float64
ticker
AAL     0.00592953
AAPL    0.09310054
ABBV    0.00699162
ABT     0.00224169
AGN     0.00702000
AIG     0.00834156
AMAT    0.00472053
AMGN    0.00698036
AMZN    0.02212866
APC     0.00970310
AVGO    0.00521887
AXP     0.00661070
BA      0.01532139
BAC     0.03369187
BIIB    0.00619315
BMY     0.00351026
C       0.01489295
CAT     0.00729045
CBS     0.00499731
CELG    0.00670203
CHTR    0.00115407
CMCSA   0.01345731
CMG     0.00305060
COP     0.00942105
COST    0.00508159
CRM     0.00525037
CSCO    0.00679561
CVS     0.00555083
CVX     0.00993894
DAL     0.00731201
           ...    
NVDA    0.00333575
ORCL    0.01651805
OXY     0.00876461
PEP     0.00637061
PFE     0.00814820
PG      0.00791655
PM      0.00745706
PXD     0.00702157
QCOM    0.00916134
REGN    0.00496418
SBUX    0.00359020
SLB     0.01450393
T       0.00679403
TGT     0.00372749
TWX     0.00631262
TXN     0.00383051
UAL     0.00613910
UNH     0.00414852
UNP     0.00443122
UPS     0.00415926
USB     0.00500719
UTX     0.00822240
V       0.01179316
VLO     0.00435862
VZ      0.00819477
WBA     0.01146873
WFC     0.00784084
WMT     0.00900209
WYNN    0.00562184
XOM     0.01882225
Name: 2014-09-08, Length: 99, dtype: float64
ticker
AAL     0.00570557
AAPL    0.11661509
ABBV    0.00877819
ABT     0.00241597
AGN     0.00741154
AIG     0.00589622
AMAT    0.00493765
AMGN    0.00548394
AMZN    0.02597169
APC     0.00495493
AVGO    0.00259888
AXP     0.00655528
BA      0.00745695
BAC     0.02776384
BIIB    0.00628595
BMY     0.00353960
C       0.01295574
CAT     0.01309268
CBS     0.00691721
CELG    0.00880980
CHTR    0.00229634
CMCSA   0.01390910
CMG     0.00682293
COP     0.00555322
COST    0.00363056
CRM     0.00650379
CSCO    0.01472992
CVS     0.00660708
CVX     0.01160610
DAL     0.00499357
           ...    
NVDA    0.00268399
ORCL    0.01079977
OXY     0.00705861
PEP     0.00618403
PFE     0.01269405
PG      0.01044061
PM      0.00557333
PXD     0.00367085
QCOM    0.00877566
REGN    0.00374131
SBUX    0.00764719
SLB     0.01074508
T       0.00840213
TGT     0.00406195
TWX     0.00431684
TXN     0.00280681
UAL     0.00403803
UNH     0.00397037
UNP     0.00576544
UPS     0.00402042
USB     0.00387969
UTX     0.00499352
V       0.00736903
VLO     0.00670768
VZ      0.01018051
WBA     0.00436718
WFC     0.00952449
WMT     0.00511603
WYNN    0.00539336
XOM     0.01804886
Name: 2014-09-15, Length: 99, dtype: float64
ticker
AAL     0.00732166
AAPL    0.09686747
ABBV    0.00800842
ABT     0.00263851
AGN     0.01158426
AIG     0.00800871
AMAT    0.00373486
AMGN    0.00777096
AMZN    0.01961891
APC     0.01085627
AVGO    0.00379512
AXP     0.00505545
BA      0.00646497
BAC     0.03401248
BIIB    0.00607137
BMY     0.00424106
C       0.01636479
CAT     0.00879546
CBS     0.01112025
CELG    0.00643458
CHTR    0.00510567
CMCSA   0.01512264
CMG     0.00363782
COP     0.00710935
COST    0.00317213
CRM     0.00605108
CSCO    0.00909529
CVS     0.00513996
CVX     0.01194920
DAL     0.00568219
           ...    
NVDA    0.00196311
ORCL    0.01759675
OXY     0.00528379
PEP     0.00512721
PFE     0.01245545
PG      0.01221517
PM      0.00973229
PXD     0.00671525
QCOM    0.01361351
REGN    0.00520550
SBUX    0.00532129
SLB     0.01007633
T       0.00892817
TGT     0.00330261
TWX     0.00754320
TXN     0.00494766
UAL     0.00446386
UNH     0.00375515
UNP     0.00455706
UPS     0.00502505
USB     0.00366622
UTX     0.00767790
V       0.00881359
VLO     0.00668790
VZ      0.01194969
WBA     0.01218637
WFC     0.01222815
WMT     0.00585403
WYNN    0.00818538
XOM     0.01444184
Name: 2014-09-22, Length: 99, dtype: float64
ticker
AAL     0.00526416
AAPL    0.09679996
ABBV    0.00813524
ABT     0.00390844
AGN     0.00861343
AIG     0.00735562
AMAT    0.00303820
AMGN    0.00589815
AMZN    0.01290253
APC     0.00593639
AVGO    0.00166845
AXP     0.00567235
BA      0.00843375
BAC     0.02278181
BIIB    0.00507269
BMY     0.00613818
C       0.01357519
CAT     0.00578307
CBS     0.00885783
CELG    0.00969092
CHTR    0.00394544
CMCSA   0.01301285
CMG     0.00331711
COP     0.00847544
COST    0.00271968
CRM     0.00539938
CSCO    0.01315084
CVS     0.00467361
CVX     0.01458545
DAL     0.00681958
           ...    
NVDA    0.00193636
ORCL    0.01252245
OXY     0.00852903
PEP     0.00516295
PFE     0.01077792
PG      0.00989660
PM      0.00677153
PXD     0.00775847
QCOM    0.00905628
REGN    0.00263580
SBUX    0.00469090
SLB     0.01370200
T       0.00901864
TGT     0.00250676
TWX     0.00470860
TXN     0.00287944
UAL     0.00348291
UNH     0.00527912
UNP     0.00399538
UPS     0.00460002
USB     0.00327741
UTX     0.00578358
V       0.00937559
VLO     0.00623021
VZ      0.00800360
WBA     0.01027792
WFC     0.00965127
WMT     0.00709899
WYNN    0.00876774
XOM     0.02406915
Name: 2014-09-29, Length: 99, dtype: float64
ticker
AAL     0.00975849
AAPL    0.07807377
ABBV    0.00842799
ABT     0.00591648
AGN     0.00934050
AIG     0.00757024
AMAT    0.00437726
AMGN    0.00906230
AMZN    0.01672042
APC     0.01433065
AVGO    0.00343561
AXP     0.00584139
BA      0.00691407
BAC     0.02454142
BIIB    0.00490624
BMY     0.00558739
C       0.01446330
CAT     0.00780040
CBS     0.00401113
CELG    0.00640979
CHTR    0.00284890
CMCSA   0.00929523
CMG     0.00576032
COP     0.00963882
COST    0.00485728
CRM     0.00434539
CSCO    0.01198280
CVS     0.00575829
CVX     0.01238739
DAL     0.00921296
           ...    
NVDA    0.00196897
ORCL    0.01187923
OXY     0.00895914
PEP     0.00707332
PFE     0.00950303
PG      0.00948025
PM      0.00433743
PXD     0.00713618
QCOM    0.00923264
REGN    0.00368139
SBUX    0.00417504
SLB     0.01225422
T       0.01461496
TGT     0.00308241
TWX     0.00651735
TXN     0.00453549
UAL     0.00564695
UNH     0.00471149
UNP     0.00601914
UPS     0.00498297
USB     0.00339960
UTX     0.00642835
V       0.01042215
VLO     0.00517628
VZ      0.01049902
WBA     0.00615625
WFC     0.01150405
WMT     0.00860272
WYNN    0.00594046
XOM     0.01982556
Name: 2014-10-06, Length: 99, dtype: float64
ticker
AAL     0.01363698
AAPL    0.07158321
ABBV    0.01145091
ABT     0.00243587
AGN     0.01456189
AIG     0.00679883
AMAT    0.00923443
AMGN    0.01198720
AMZN    0.01916762
APC     0.02010949
AVGO    0.00604792
AXP     0.00566529
BA      0.00604569
BAC     0.02061677
BIIB    0.00916668
BMY     0.00323131
C       0.01793593
CAT     0.00678895
CBS     0.00696644
CELG    0.00836130
CHTR    0.00198958
CMCSA   0.01531457
CMG     0.00441004
COP     0.00754244
COST    0.00396536
CRM     0.00414642
CSCO    0.00964356
CVS     0.00800474
CVX     0.01072531
DAL     0.01717486
           ...    
NVDA    0.00230574
ORCL    0.01075398
OXY     0.00672400
PEP     0.00626701
PFE     0.01212090
PG      0.01065776
PM      0.00448711
PXD     0.00668670
QCOM    0.00955781
REGN    0.00413229
SBUX    0.00604216
SLB     0.01648187
T       0.00953696
TGT     0.00406724
TWX     0.00491975
TXN     0.00828667
UAL     0.00863366
UNH     0.00416715
UNP     0.01033524
UPS     0.00375430
USB     0.00397766
UTX     0.00664586
V       0.00868548
VLO     0.00472369
VZ      0.01152376
WBA     0.00539178
WFC     0.01246706
WMT     0.00824476
WYNN    0.00692461
XOM     0.01643813
Name: 2014-10-13, Length: 99, dtype: float64
ticker
AAL     0.00732590
AAPL    0.11513997
ABBV    0.01372478
ABT     0.00306075
AGN     0.00600021
AIG     0.00671010
AMAT    0.00309138
AMGN    0.01322496
AMZN    0.01579436
APC     0.00887989
AVGO    0.00167446
AXP     0.00660426
BA      0.00634951
BAC     0.01875692
BIIB    0.00691835
BMY     0.00430193
C       0.01071043
CAT     0.00569518
CBS     0.00712997
CELG    0.01169055
CHTR    0.00332609
CMCSA   0.01085923
CMG     0.01245976
COP     0.00664995
COST    0.00639474
CRM     0.00339511
CSCO    0.01110184
CVS     0.00691603
CVX     0.01343251
DAL     0.01077530
           ...    
NVDA    0.00135271
ORCL    0.00950408
OXY     0.00438227
PEP     0.00920525
PFE     0.01510396
PG      0.01016995
PM      0.00648915
PXD     0.00389228
QCOM    0.00665425
REGN    0.00668749
SBUX    0.00445174
SLB     0.01121120
T       0.00694017
TGT     0.00364173
TWX     0.00584852
TXN     0.00610436
UAL     0.00650533
UNH     0.00650802
UNP     0.00592698
UPS     0.00421280
USB     0.00360808
UTX     0.00945160
V       0.00615003
VLO     0.00406500
VZ      0.00855044
WBA     0.00629610
WFC     0.01057288
WMT     0.00762785
WYNN    0.00500114
XOM     0.01383801
Name: 2014-10-20, Length: 99, dtype: float64
ticker
AAL     0.01025478
AAPL    0.06697183
ABBV    0.01064950
ABT     0.00306993
AGN     0.00584535
AIG     0.00690853
AMAT    0.00414765
AMGN    0.01123838
AMZN    0.03438955
APC     0.01121898
AVGO    0.00228401
AXP     0.00587353
BA      0.00646998
BAC     0.01613297
BIIB    0.00655301
BMY     0.00723507
C       0.01203871
CAT     0.00758940
CBS     0.00325531
CELG    0.01259156
CHTR    0.00246760
CMCSA   0.01340096
CMG     0.00710899
COP     0.00924153
COST    0.00379268
CRM     0.00335855
CSCO    0.00706118
CVS     0.00567498
CVX     0.01320124
DAL     0.01413938
           ...    
NVDA    0.00129068
ORCL    0.00546509
OXY     0.01389078
PEP     0.00530459
PFE     0.01159189
PG      0.01578804
PM      0.00423584
PXD     0.00698409
QCOM    0.00633020
REGN    0.00454344
SBUX    0.00412817
SLB     0.02577633
T       0.01436606
TGT     0.00393367
TWX     0.00499933
TXN     0.00657791
UAL     0.01056525
UNH     0.00683700
UNP     0.00770856
UPS     0.00760913
USB     0.00315198
UTX     0.00561600
V       0.00689376
VLO     0.00376685
VZ      0.01094855
WBA     0.00427148
WFC     0.01071500
WMT     0.00567755
WYNN    0.00673283
XOM     0.01861514
Name: 2014-10-27, Length: 99, dtype: float64
ticker
AAL     0.00626393
AAPL    0.09759007
ABBV    0.00840188
ABT     0.00321649
AGN     0.01060793
AIG     0.00887360
AMAT    0.00446244
AMGN    0.01565523
AMZN    0.01809636
APC     0.00913393
AVGO    0.00235614
AXP     0.00579178
BA      0.00807661
BAC     0.01912679
BIIB    0.00646454
BMY     0.01146827
C       0.01141412
CAT     0.00721641
CBS     0.00544482
CELG    0.01028350
CHTR    0.00255328
CMCSA   0.01120614
CMG     0.00356661
COP     0.01105586
COST    0.00425950
CRM     0.00442714
CSCO    0.00649746
CVS     0.00763798
CVX     0.01884911
DAL     0.00750933
           ...    
NVDA    0.00270210
ORCL    0.00696679
OXY     0.00698018
PEP     0.00679279
PFE     0.01044646
PG      0.01110582
PM      0.00463149
PXD     0.00853699
QCOM    0.01095235
REGN    0.00616419
SBUX    0.00692777
SLB     0.01234610
T       0.01176071
TGT     0.00270916
TWX     0.01049179
TXN     0.00578630
UAL     0.00474152
UNH     0.00652999
UNP     0.00760221
UPS     0.00619586
USB     0.00539358
UTX     0.00813710
V       0.01364694
VLO     0.00619376
VZ      0.00903569
WBA     0.00539945
WFC     0.01256273
WMT     0.00868925
WYNN    0.00388780
XOM     0.02038097
Name: 2014-11-03, Length: 99, dtype: float64
ticker
AAL     0.01078743
AAPL    0.05367299
ABBV    0.01033959
ABT     0.00418698
AGN     0.00749940
AIG     0.00587293
AMAT    0.00440187
AMGN    0.00911126
AMZN    0.01654959
APC     0.01473646
AVGO    0.00223517
AXP     0.00494060
BA      0.00573266
BAC     0.01723607
BIIB    0.00712240
BMY     0.00512386
C       0.01128196
CAT     0.00581018
CBS     0.00834754
CELG    0.00730515
CHTR    0.01029500
CMCSA   0.06332001
CMG     0.00345266
COP     0.00907795
COST    0.00464350
CRM     0.00319326
CSCO    0.01380756
CVS     0.00559828
CVX     0.01193233
DAL     0.00880262
           ...    
NVDA    0.00273746
ORCL    0.00818953
OXY     0.00636120
PEP     0.00561981
PFE     0.01172190
PG      0.00914536
PM      0.00461367
PXD     0.00729586
QCOM    0.01700636
REGN    0.00403240
SBUX    0.00464246
SLB     0.01371850
T       0.01012770
TGT     0.00878709
TWX     0.00497617
TXN     0.00412446
UAL     0.00412993
UNH     0.00705176
UNP     0.00876342
UPS     0.00685018
USB     0.00418949
UTX     0.00678188
V       0.01545867
VLO     0.00531686
VZ      0.01444421
WBA     0.00729412
WFC     0.01113233
WMT     0.01755805
WYNN    0.00330429
XOM     0.01488548
Name: 2014-11-10, Length: 99, dtype: float64
ticker
AAL     0.00671653
AAPL    0.09146577
ABBV    0.00746527
ABT     0.00285995
AGN     0.07402021
AIG     0.00689332
AMAT    0.00441866
AMGN    0.00708810
AMZN    0.02825189
APC     0.00620331
AVGO    0.00169979
AXP     0.00406796
BA      0.00800063
BAC     0.01283533
BIIB    0.00708261
BMY     0.00457250
C       0.00962769
CAT     0.00409737
CBS     0.00633071
CELG    0.00618748
CHTR    0.00198645
CMCSA   0.01210007
CMG     0.00441799
COP     0.00598682
COST    0.00277954
CRM     0.00380889
CSCO    0.01421076
CVS     0.00617063
CVX     0.01045532
DAL     0.00596514
           ...    
NVDA    0.00137908
ORCL    0.00855065
OXY     0.00913837
PEP     0.00604388
PFE     0.01279573
PG      0.01359076
PM      0.00492321
PXD     0.00692862
QCOM    0.00830937
REGN    0.00648410
SBUX    0.00396340
SLB     0.01346825
T       0.00707519
TGT     0.00791562
TWX     0.00559789
TXN     0.00277458
UAL     0.00504228
UNH     0.00548238
UNP     0.00522221
UPS     0.00511307
USB     0.00408646
UTX     0.00432034
V       0.01099658
VLO     0.00460528
VZ      0.00549431
WBA     0.00532695
WFC     0.00852996
WMT     0.01105579
WYNN    0.00253265
XOM     0.01333133
Name: 2014-11-17, Length: 99, dtype: float64
ticker
AAL     0.00736035
AAPL    0.09716412
ABBV    0.00849742
ABT     0.00286120
AGN     0.02008379
AIG     0.00777323
AMAT    0.00548008
AMGN    0.00605796
AMZN    0.01699081
APC     0.00918035
AVGO    0.00186624
AXP     0.00545493
BA      0.00935118
BAC     0.01578971
BIIB    0.00721402
BMY     0.00321136
C       0.01324548
CAT     0.00712111
CBS     0.00578875
CELG    0.00841700
CHTR    0.00206917
CMCSA   0.01222873
CMG     0.00551492
COP     0.00741522
COST    0.00378191
CRM     0.00984444
CSCO    0.01185945
CVS     0.00652565
CVX     0.01085699
DAL     0.00799604
           ...    
NVDA    0.00124697
ORCL    0.00688883
OXY     0.00747793
PEP     0.00576128
PFE     0.01497422
PG      0.00805759
PM      0.00523410
PXD     0.00682447
QCOM    0.01089847
REGN    0.00493883
SBUX    0.00658910
SLB     0.01693788
T       0.01949508
TGT     0.00478695
TWX     0.00442143
TXN     0.00305877
UAL     0.00389924
UNH     0.00671539
UNP     0.00555304
UPS     0.00477297
USB     0.00361953
UTX     0.01784534
V       0.01039356
VLO     0.00541926
VZ      0.01371892
WBA     0.00445559
WFC     0.00992330
WMT     0.01136458
WYNN    0.00356063
XOM     0.01576536
Name: 2014-11-24, Length: 99, dtype: float64
ticker
AAL     0.00904350
AAPL    0.10524337
ABBV    0.00653575
ABT     0.00754106
AGN     0.01008108
AIG     0.00508264
AMAT    0.00395162
AMGN    0.00839725
AMZN    0.01499751
APC     0.00955520
AVGO    0.00282001
AXP     0.00449213
BA      0.00574911
BAC     0.01685184
BIIB    0.03094871
BMY     0.00399974
C       0.01379527
CAT     0.00568963
CBS     0.00310567
CELG    0.00944490
CHTR    0.00173706
CMCSA   0.00873866
CMG     0.00311918
COP     0.01197956
COST    0.00372034
CRM     0.00482070
CSCO    0.01144648
CVS     0.00507579
CVX     0.01388740
DAL     0.01272423
           ...    
NVDA    0.00202387
ORCL    0.00598384
OXY     0.01365581
PEP     0.00576795
PFE     0.01161900
PG      0.00996122
PM      0.00498426
PXD     0.00739363
QCOM    0.01833660
REGN    0.00476666
SBUX    0.00478742
SLB     0.01759329
T       0.01738247
TGT     0.00443074
TWX     0.00393184
TXN     0.00333093
UAL     0.00547459
UNH     0.00821348
UNP     0.01162480
UPS     0.00549205
USB     0.00361253
UTX     0.00457424
V       0.00891469
VLO     0.00631497
VZ      0.01246195
WBA     0.00614979
WFC     0.01044622
WMT     0.00872008
WYNN    0.00311640
XOM     0.02854943
Name: 2014-12-02, Length: 99, dtype: float64
ticker
AAL     0.01493870
AAPL    0.10021336
ABBV    0.00647722
ABT     0.00231904
AGN     0.00792481
AIG     0.00425113
AMAT    0.00476842
AMGN    0.00893873
AMZN    0.01965272
APC     0.00974817
AVGO    0.00342644
AXP     0.00557160
BA      0.00564155
BAC     0.02486693
BIIB    0.00645684
BMY     0.00405334
C       0.02198330
CAT     0.00865778
CBS     0.00751629
CELG    0.00922052
CHTR    0.00109118
CMCSA   0.00833053
CMG     0.00420945
COP     0.01100209
COST    0.00416167
CRM     0.00533365
CSCO    0.00974749
CVS     0.00444260
CVX     0.01588808
DAL     0.00952211
           ...    
NVDA    0.00186849
ORCL    0.00856385
OXY     0.00781197
PEP     0.00469971
PFE     0.01152125
PG      0.00717562
PM      0.00394331
PXD     0.00542758
QCOM    0.00756245
REGN    0.00584938
SBUX    0.00531423
SLB     0.01281029
T       0.02521384
TGT     0.00342084
TWX     0.00513535
TXN     0.00655625
UAL     0.00889330
UNH     0.00561649
UNP     0.00928052
UPS     0.00455165
USB     0.00456613
UTX     0.00965594
V       0.01045777
VLO     0.00632079
VZ      0.03077392
WBA     0.00498683
WFC     0.00990685
WMT     0.00783928
WYNN    0.00364479
XOM     0.01985447
Name: 2014-12-09, Length: 99, dtype: float64
ticker
AAL     0.01328943
AAPL    0.07912487
ABBV    0.00638761
ABT     0.00322390
AGN     0.01082637
AIG     0.00504433
AMAT    0.00750054
AMGN    0.00851275
AMZN    0.02490557
APC     0.00963706
AVGO    0.00262216
AXP     0.00534250
BA      0.01160406
BAC     0.01980751
BIIB    0.00714505
BMY     0.00518344
C       0.02226520
CAT     0.00830827
CBS     0.00462330
CELG    0.01005671
CHTR    0.00163831
CMCSA   0.01051534
CMG     0.00341734
COP     0.00955859
COST    0.00393801
CRM     0.00413961
CSCO    0.01117788
CVS     0.01134251
CVX     0.01452671
DAL     0.01092401
           ...    
NVDA    0.00112814
ORCL    0.00821510
OXY     0.00736386
PEP     0.00755788
PFE     0.00829717
PG      0.00909651
PM      0.00751890
PXD     0.00664045
QCOM    0.00927608
REGN    0.00477803
SBUX    0.00678476
SLB     0.01519944
T       0.01006693
TGT     0.00656322
TWX     0.00653425
TXN     0.00446975
UAL     0.00512997
UNH     0.00570494
UNP     0.00648677
UPS     0.00627195
USB     0.00466806
UTX     0.00695628
V       0.00966786
VLO     0.00518938
VZ      0.01112008
WBA     0.00755928
WFC     0.01502990
WMT     0.00729519
WYNN    0.00361158
XOM     0.02606640
Name: 2014-12-16, Length: 99, dtype: float64
ticker
AAL     0.00629917
AAPL    0.04974191
ABBV    0.01244562
ABT     0.00312222
AGN     0.01184354
AIG     0.00683288
AMAT    0.00429257
AMGN    0.01848778
AMZN    0.01505433
APC     0.00896808
AVGO    0.00223206
AXP     0.00457918
BA      0.00860194
BAC     0.02906938
BIIB    0.01474597
BMY     0.00825929
C       0.01165945
CAT     0.00535370
CBS     0.00579957
CELG    0.03416718
CHTR    0.00290588
CMCSA   0.01110023
CMG     0.00273634
COP     0.00943860
COST    0.00341361
CRM     0.00372383
CSCO    0.01063210
CVS     0.00728346
CVX     0.01441922
DAL     0.00531586
           ...    
NVDA    0.00098900
ORCL    0.01107644
OXY     0.00998363
PEP     0.00488452
PFE     0.01741451
PG      0.00845491
PM      0.00572582
PXD     0.00470524
QCOM    0.00763530
REGN    0.01521335
SBUX    0.00566615
SLB     0.01204848
T       0.00994670
TGT     0.00421781
TWX     0.00456961
TXN     0.00317855
UAL     0.00560099
UNH     0.00534385
UNP     0.00444301
UPS     0.00488302
USB     0.00375834
UTX     0.00529185
V       0.00647737
VLO     0.00412371
VZ      0.00896946
WBA     0.01327331
WFC     0.01198556
WMT     0.00792050
WYNN    0.00425843
XOM     0.02064137
Name: 2014-12-23, Length: 99, dtype: float64
ticker
AAL     0.01384761
AAPL    0.10351440
ABBV    0.00555535
ABT     0.00343208
AGN     0.00847953
AIG     0.00637601
AMAT    0.00399920
AMGN    0.00946569
AMZN    0.01540223
APC     0.00754476
AVGO    0.00347726
AXP     0.00487645
BA      0.00772305
BAC     0.02371109
BIIB    0.00655230
BMY     0.00567489
C       0.01283727
CAT     0.00638687
CBS     0.00431008
CELG    0.00926436
CHTR    0.00144894
CMCSA   0.01617245
CMG     0.00500045
COP     0.00887210
COST    0.00454025
CRM     0.00463492
CSCO    0.01274134
CVS     0.00737084
CVX     0.01500466
DAL     0.00873223
           ...    
NVDA    0.00194940
ORCL    0.01365027
OXY     0.00593153
PEP     0.00767690
PFE     0.00987150
PG      0.01121093
PM      0.00624328
PXD     0.00619887
QCOM    0.01229821
REGN    0.00751852
SBUX    0.00713030
SLB     0.01003230
T       0.01632230
TGT     0.00522606
TWX     0.00489545
TXN     0.00479982
UAL     0.00718088
UNH     0.00533908
UNP     0.00624314
UPS     0.00336512
USB     0.00568357
UTX     0.00602718
V       0.00930288
VLO     0.00624277
VZ      0.01344154
WBA     0.00530450
WFC     0.01207303
WMT     0.00783030
WYNN    0.00545725
XOM     0.02227188
Name: 2014-12-31, Length: 99, dtype: float64
ticker
AAL     0.00743374
AAPL    0.09232895
ABBV    0.00701819
ABT     0.00305748
AGN     0.01159758
AIG     0.00979604
AMAT    0.00568311
AMGN    0.00974067
AMZN    0.01373411
APC     0.00703977
AVGO    0.00482267
AXP     0.00483610
BA      0.00797131
BAC     0.01783077
BIIB    0.02048378
BMY     0.00690695
C       0.01296081
CAT     0.00889575
CBS     0.00449750
CELG    0.01017997
CHTR    0.00282836
CMCSA   0.01237087
CMG     0.01248429
COP     0.00894133
COST    0.00565981
CRM     0.00325207
CSCO    0.01482991
CVS     0.00882235
CVX     0.01220861
DAL     0.00705465
           ...    
NVDA    0.00202187
ORCL    0.01070068
OXY     0.00662634
PEP     0.00929231
PFE     0.01974367
PG      0.00822897
PM      0.00692703
PXD     0.00520074
QCOM    0.01065750
REGN    0.00709067
SBUX    0.00759494
SLB     0.00881623
T       0.00954897
TGT     0.00643610
TWX     0.00462367
TXN     0.00456651
UAL     0.00679531
UNH     0.00784064
UNP     0.00774589
UPS     0.00423597
USB     0.00623064
UTX     0.00608444
V       0.00996828
VLO     0.00582918
VZ      0.01055657
WBA     0.00439103
WFC     0.01198847
WMT     0.01549067
WYNN    0.00341355
XOM     0.01860138
Name: 2015-01-08, Length: 99, dtype: float64
ticker
AAL     0.00750834
AAPL    0.09090674
ABBV    0.00519217
ABT     0.00241841
AGN     0.01001325
AIG     0.00572525
AMAT    0.00887267
AMGN    0.00608053
AMZN    0.01914704
APC     0.00461674
AVGO    0.00264604
AXP     0.00714543
BA      0.00696424
BAC     0.04213078
BIIB    0.00788909
BMY     0.00775191
C       0.03358132
CAT     0.00762393
CBS     0.00355006
CELG    0.01038237
CHTR    0.00211728
CMCSA   0.01290401
CMG     0.00364826
COP     0.00833249
COST    0.00342568
CRM     0.00401108
CSCO    0.01087836
CVS     0.00517703
CVX     0.01295801
DAL     0.00547447
           ...    
NVDA    0.00135539
ORCL    0.00821955
OXY     0.00713918
PEP     0.00583175
PFE     0.01088800
PG      0.00820396
PM      0.00545173
PXD     0.00654341
QCOM    0.01034133
REGN    0.00589393
SBUX    0.00461215
SLB     0.01150497
T       0.01095004
TGT     0.01756008
TWX     0.00429972
TXN     0.00419461
UAL     0.00602863
UNH     0.00879063
UNP     0.00872995
UPS     0.00423032
USB     0.00619489
UTX     0.00499674
V       0.00986108
VLO     0.00629499
VZ      0.00762384
WBA     0.00377826
WFC     0.02227646
WMT     0.01130934
WYNN    0.00220670
XOM     0.02220023
Name: 2015-01-15, Length: 99, dtype: float64
ticker
AAL     0.00848837
AAPL    0.08183563
ABBV    0.00634053
ABT     0.00451268
AGN     0.01231218
AIG     0.00418233
AMAT    0.00502395
AMGN    0.00546163
AMZN    0.02331533
APC     0.00679512
AVGO    0.00252222
AXP     0.00971716
BA      0.00776821
BAC     0.02562741
BIIB    0.00589495
BMY     0.00353038
C       0.01478503
CAT     0.00640706
CBS     0.00427350
CELG    0.00721837
CHTR    0.00118080
CMCSA   0.00953759
CMG     0.00384777
COP     0.00616904
COST    0.00358547
CRM     0.00378240
CSCO    0.00908987
CVS     0.00718116
CVX     0.01224778
DAL     0.00682011
           ...    
NVDA    0.00100334
ORCL    0.00986848
OXY     0.00546918
PEP     0.00717489
PFE     0.01231372
PG      0.00907490
PM      0.00783215
PXD     0.00452921
QCOM    0.00861947
REGN    0.00270853
SBUX    0.02635667
SLB     0.00995882
T       0.01191073
TGT     0.00439689
TWX     0.00598251
TXN     0.00406076
UAL     0.00462420
UNH     0.00924768
UNP     0.00942363
UPS     0.02964853
USB     0.00540403
UTX     0.00787078
V       0.00644735
VLO     0.00854433
VZ      0.01635095
WBA     0.00384038
WFC     0.01422385
WMT     0.01012235
WYNN    0.00217515
XOM     0.01954210
Name: 2015-01-23, Length: 99, dtype: float64
ticker
AAL     0.00914757
AAPL    0.09606906
ABBV    0.00983699
ABT     0.00417031
AGN     0.00746971
AIG     0.00534672
AMAT    0.00295672
AMGN    0.00772726
AMZN    0.08817708
APC     0.00429901
AVGO    0.00171027
AXP     0.00573213
BA      0.01551558
BAC     0.01497555
BIIB    0.01507047
BMY     0.00473417
C       0.01121032
CAT     0.00609755
CBS     0.00297834
CELG    0.01009898
CHTR    0.00261950
CMCSA   0.01468708
CMG     0.00285493
COP     0.00621362
COST    0.00689119
CRM     0.00224666
CSCO    0.00940263
CVS     0.00589531
CVX     0.01902758
DAL     0.00797295
           ...    
NVDA    0.00144722
ORCL    0.00938027
OXY     0.00659690
PEP     0.00683566
PFE     0.01234993
PG      0.01161094
PM      0.00479721
PXD     0.00377571
QCOM    0.01519568
REGN    0.00460472
SBUX    0.00434059
SLB     0.00778236
T       0.01632320
TGT     0.00489441
TWX     0.00557104
TXN     0.00642113
UAL     0.00582429
UNH     0.00565857
UNP     0.00498217
UPS     0.00548896
USB     0.00419237
UTX     0.00508609
V       0.01435042
VLO     0.00496223
VZ      0.00932317
WBA     0.00483377
WFC     0.01065609
WMT     0.00829390
WYNN    0.00249416
XOM     0.01821081
Name: 2015-01-30, Length: 99, dtype: float64
ticker
AAL     0.00670695
AAPL    0.08139216
ABBV    0.01167217
ABT     0.00393486
AGN     0.01237929
AIG     0.00808992
AMAT    0.00645935
AMGN    0.00746298
AMZN    0.02419464
APC     0.00672016
AVGO    0.00174912
AXP     0.00685745
BA      0.00982025
BAC     0.04184554
BIIB    0.01009496
BMY     0.00395406
C       0.02038533
CAT     0.00692122
CBS     0.00739512
CELG    0.00840255
CHTR    0.00217332
CMCSA   0.00941365
CMG     0.00953413
COP     0.00771264
COST    0.00668184
CRM     0.00266720
CSCO    0.01026417
CVS     0.00720975
CVX     0.01205364
DAL     0.00776062
           ...    
NVDA    0.00172881
ORCL    0.00646224
OXY     0.00545356
PEP     0.00671451
PFE     0.01710681
PG      0.01078335
PM      0.00687263
PXD     0.00659364
QCOM    0.01146980
REGN    0.00422717
SBUX    0.00548986
SLB     0.01117915
T       0.01356117
TGT     0.00462198
TWX     0.00632584
TXN     0.00641320
UAL     0.00720864
UNH     0.00619229
UNP     0.00555013
UPS     0.00446375
USB     0.00508908
UTX     0.00517662
V       0.01217565
VLO     0.00625956
VZ      0.03338478
WBA     0.00531894
WFC     0.01591063
WMT     0.00741962
WYNN    0.00330892
XOM     0.01663378
Name: 2015-02-06, Length: 99, dtype: float64
ticker
AAL     0.00762813
AAPL    0.10682203
ABBV    0.00958469
ABT     0.00459254
AGN     0.01025325
AIG     0.01646455
AMAT    0.00490423
AMGN    0.00833253
AMZN    0.02179727
APC     0.00796979
AVGO    0.00248977
AXP     0.04227273
BA      0.00768445
BAC     0.02428266
BIIB    0.00699858
BMY     0.00466404
C       0.01416590
CAT     0.00708445
CBS     0.01573474
CELG    0.01447645
CHTR    0.00168591
CMCSA   0.01333722
CMG     0.00418451
COP     0.00878426
COST    0.00431392
CRM     0.00527275
CSCO    0.02180547
CVS     0.00650302
CVX     0.01212556
DAL     0.01128027
           ...    
NVDA    0.00275461
ORCL    0.00696837
OXY     0.00529856
PEP     0.00829891
PFE     0.01181606
PG      0.00796301
PM      0.00574425
PXD     0.00884983
QCOM    0.00828285
REGN    0.00531154
SBUX    0.00435695
SLB     0.01005988
T       0.00773878
TGT     0.00266391
TWX     0.00445218
TXN     0.00467340
UAL     0.00474786
UNH     0.00634254
UNP     0.00626162
UPS     0.00317058
USB     0.00588859
UTX     0.00700058
V       0.00917360
VLO     0.01127794
VZ      0.01017626
WBA     0.00400446
WFC     0.01557283
WMT     0.00718489
WYNN    0.00529700
XOM     0.01642210
Name: 2015-02-13, Length: 99, dtype: float64
ticker
AAL     0.00841875
AAPL    0.15836845
ABBV    0.01110071
ABT     0.00438980
AGN     0.01415131
AIG     0.01052537
AMAT    0.00600371
AMGN    0.00802528
AMZN    0.01472582
APC     0.00569762
AVGO    0.00450949
AXP     0.00926825
BA      0.02170544
BAC     0.02845094
BIIB    0.00640141
BMY     0.00575696
C       0.01346967
CAT     0.00690516
CBS     0.00436168
CELG    0.01109294
CHTR    0.00225978
CMCSA   0.01708835
CMG     0.00257863
COP     0.00657237
COST    0.00388322
CRM     0.00520043
CSCO    0.01127916
CVS     0.00621822
CVX     0.01126961
DAL     0.00960858
           ...    
NVDA    0.00119508
ORCL    0.00814429
OXY     0.00385290
PEP     0.00491573
PFE     0.01256835
PG      0.01082606
PM      0.00424938
PXD     0.00534549
QCOM    0.00961269
REGN    0.00654852
SBUX    0.00462130
SLB     0.00841366
T       0.01192118
TGT     0.00520653
TWX     0.00418654
TXN     0.00291477
UAL     0.00626807
UNH     0.01383950
UNP     0.00557358
UPS     0.00283789
USB     0.00291221
UTX     0.00557056
V       0.00789705
VLO     0.00971438
VZ      0.00913942
WBA     0.00794178
WFC     0.01224723
WMT     0.00922679
WYNN    0.00599140
XOM     0.01795420
Name: 2015-02-23, Length: 99, dtype: float64
ticker
AAL     0.00953368
AAPL    0.10374590
ABBV    0.00586043
ABT     0.00545831
AGN     0.01766637
AIG     0.00670895
AMAT    0.00740335
AMGN    0.00906722
AMZN    0.01462101
APC     0.00925135
AVGO    0.00600400
AXP     0.00756037
BA      0.01151520
BAC     0.01924967
BIIB    0.00915092
BMY     0.00662683
C       0.01773507
CAT     0.00548298
CBS     0.01126331
CELG    0.01108296
CHTR    0.00516893
CMCSA   0.01164788
CMG     0.00474270
COP     0.00835826
COST    0.00512211
CRM     0.00985557
CSCO    0.01714128
CVS     0.00550593
CVX     0.01203003
DAL     0.00855317
           ...    
NVDA    0.00293767
ORCL    0.00822870
OXY     0.00526782
PEP     0.00572549
PFE     0.01168084
PG      0.00985348
PM      0.00401672
PXD     0.00311554
QCOM    0.01027593
REGN    0.00455341
SBUX    0.00629076
SLB     0.01061279
T       0.01122606
TGT     0.00753359
TWX     0.00414980
TXN     0.00447200
UAL     0.00598219
UNH     0.00566474
UNP     0.00608131
UPS     0.00379329
USB     0.00345581
UTX     0.00469404
V       0.01403517
VLO     0.01207322
VZ      0.00822278
WBA     0.00927743
WFC     0.01164738
WMT     0.00821346
WYNN    0.00339544
XOM     0.01910403
Name: 2015-03-02, Length: 99, dtype: float64
ticker
AAL     0.00604434
AAPL    0.18502829
ABBV    0.01272674
ABT     0.00338921
AGN     0.01628625
AIG     0.01109235
AMAT    0.00397516
AMGN    0.00530892
AMZN    0.01525610
APC     0.00451570
AVGO    0.00372119
AXP     0.00775524
BA      0.00846492
BAC     0.01959963
BIIB    0.01012477
BMY     0.00785463
C       0.01563306
CAT     0.00599348
CBS     0.00646340
CELG    0.00712061
CHTR    0.00317456
CMCSA   0.00812410
CMG     0.00370528
COP     0.00637613
COST    0.00420585
CRM     0.00521491
CSCO    0.01048661
CVS     0.00704646
CVX     0.01188083
DAL     0.00618202
           ...    
NVDA    0.00213309
ORCL    0.00812021
OXY     0.00384124
PEP     0.00732370
PFE     0.01642110
PG      0.00954991
PM      0.00549762
PXD     0.00321051
QCOM    0.01436991
REGN    0.00523189
SBUX    0.00460222
SLB     0.00828372
T       0.00956563
TGT     0.00541498
TWX     0.00814302
TXN     0.00378298
UAL     0.00531941
UNH     0.00747412
UNP     0.00493223
UPS     0.00572646
USB     0.00366996
UTX     0.00810026
V       0.01029420
VLO     0.00558398
VZ      0.00947986
WBA     0.00445813
WFC     0.01036538
WMT     0.00614751
WYNN    0.01176564
XOM     0.01911715
Name: 2015-03-09, Length: 99, dtype: float64
ticker
AAL     0.00933221
AAPL    0.07431582
ABBV    0.01118411
ABT     0.00372444
AGN     0.03262004
AIG     0.00545264
AMAT    0.00533330
AMGN    0.01371970
AMZN    0.01545460
APC     0.00633211
AVGO    0.00496094
AXP     0.00717131
BA      0.00677292
BAC     0.01713856
BIIB    0.01068388
BMY     0.00702967
C       0.01552061
CAT     0.00454059
CBS     0.00418149
CELG    0.01066119
CHTR    0.00209574
CMCSA   0.00918409
CMG     0.00328314
COP     0.00630083
COST    0.00618904
CRM     0.00530188
CSCO    0.01123599
CVS     0.00836424
CVX     0.01073790
DAL     0.00653404
           ...    
NVDA    0.00232869
ORCL    0.01264238
OXY     0.00606114
PEP     0.00715289
PFE     0.01561675
PG      0.02064719
PM      0.00629220
PXD     0.00519852
QCOM    0.01273754
REGN    0.01277967
SBUX    0.00530912
SLB     0.01082061
T       0.01008651
TGT     0.00563684
TWX     0.00545864
TXN     0.00487522
UAL     0.00511346
UNH     0.00928572
UNP     0.00972147
UPS     0.00433922
USB     0.00438655
UTX     0.00912361
V       0.01138222
VLO     0.00495732
VZ      0.01199324
WBA     0.01362617
WFC     0.01384080
WMT     0.00874765
WYNN    0.00899465
XOM     0.01788269
Name: 2015-03-16, Length: 99, dtype: float64
ticker
AAL     0.01708168
AAPL    0.07691734
ABBV    0.00724946
ABT     0.00295014
AGN     0.01676397
AIG     0.00514460
AMAT    0.00444720
AMGN    0.01011066
AMZN    0.01428539
APC     0.00518255
AVGO    0.00514794
AXP     0.00963199
BA      0.00719494
BAC     0.01852132
BIIB    0.02698756
BMY     0.00476087
C       0.01132754
CAT     0.00582107
CBS     0.00413315
CELG    0.02091625
CHTR    0.00155913
CMCSA   0.00799430
CMG     0.00327178
COP     0.00725700
COST    0.00401521
CRM     0.00421028
CSCO    0.01009835
CVS     0.00692902
CVX     0.01070913
DAL     0.00807681
           ...    
NVDA    0.00400325
ORCL    0.00769080
OXY     0.00404394
PEP     0.00702395
PFE     0.02688414
PG      0.01284301
PM      0.00563195
PXD     0.00377131
QCOM    0.00815498
REGN    0.00872786
SBUX    0.00626864
SLB     0.01141206
T       0.01147180
TGT     0.00416832
TWX     0.00634112
TXN     0.00349679
UAL     0.00604668
UNH     0.00879770
UNP     0.01187766
UPS     0.00411468
USB     0.00473029
UTX     0.00920660
V       0.00906055
VLO     0.00684933
VZ      0.00952579
WBA     0.01225642
WFC     0.01386982
WMT     0.00844485
WYNN    0.00690881
XOM     0.02219822
Name: 2015-03-23, Length: 99, dtype: float64
ticker
AAL     0.00823990
AAPL    0.10884514
ABBV    0.00580739
ABT     0.00251880
AGN     0.01329250
AIG     0.00572854
AMAT    0.00815349
AMGN    0.00700195
AMZN    0.01323000
APC     0.00447514
AVGO    0.00466731
AXP     0.01042166
BA      0.01011557
BAC     0.02032597
BIIB    0.01234694
BMY     0.00485862
C       0.01284662
CAT     0.00654459
CBS     0.00455653
CELG    0.01212658
CHTR    0.00189121
CMCSA   0.01395374
CMG     0.00533633
COP     0.00679986
COST    0.00400783
CRM     0.00355416
CSCO    0.01387443
CVS     0.00749046
CVX     0.01298730
DAL     0.00695394
           ...    
NVDA    0.00256598
ORCL    0.01019805
OXY     0.00485654
PEP     0.00854653
PFE     0.01537563
PG      0.00926293
PM      0.00568042
PXD     0.00431071
QCOM    0.01354139
REGN    0.00571581
SBUX    0.00602747
SLB     0.00981437
T       0.01021675
TGT     0.00549450
TWX     0.00420297
TXN     0.00552666
UAL     0.00448804
UNH     0.01154020
UNP     0.01027250
UPS     0.00425649
USB     0.00490717
UTX     0.00639342
V       0.01398373
VLO     0.00775225
VZ      0.00913456
WBA     0.00663533
WFC     0.01132731
WMT     0.00836028
WYNN    0.00269520
XOM     0.02307750
Name: 2015-03-30, Length: 99, dtype: float64
ticker
AAL     0.00915035
AAPL    0.08798182
ABBV    0.01117584
ABT     0.00287090
AGN     0.01239422
AIG     0.00528729
AMAT    0.01276837
AMGN    0.00900632
AMZN    0.01548113
APC     0.00618587
AVGO    0.00404783
AXP     0.00929713
BA      0.01265878
BAC     0.01545347
BIIB    0.01281283
BMY     0.00530043
C       0.01216003
CAT     0.00538625
CBS     0.00334658
CELG    0.01390404
CHTR    0.00108418
CMCSA   0.01443297
CMG     0.00450894
COP     0.00907586
COST    0.00414122
CRM     0.00550620
CSCO    0.00876387
CVS     0.00596154
CVX     0.01711329
DAL     0.00762348
           ...    
NVDA    0.00465697
ORCL    0.00700112
OXY     0.00630801
PEP     0.00624711
PFE     0.00929480
PG      0.00992489
PM      0.00683613
PXD     0.00489333
QCOM    0.01764974
REGN    0.00474591
SBUX    0.00505034
SLB     0.01199408
T       0.01422538
TGT     0.00472318
TWX     0.00423689
TXN     0.00361424
UAL     0.00613563
UNH     0.00595887
UNP     0.01370240
UPS     0.00466602
USB     0.00369946
UTX     0.00521063
V       0.00905842
VLO     0.01084352
VZ      0.01029704
WBA     0.00677993
WFC     0.01129624
WMT     0.01030464
WYNN    0.00409741
XOM     0.01905109
Name: 2015-04-07, Length: 99, dtype: float64
ticker
AAL     0.00853195
AAPL    0.05708909
ABBV    0.01358660
ABT     0.00265883
AGN     0.01761244
AIG     0.00657678
AMAT    0.00491307
AMGN    0.00589791
AMZN    0.01868785
APC     0.00682629
AVGO    0.00352882
AXP     0.00596433
BA      0.00748445
BAC     0.02390707
BIIB    0.01001055
BMY     0.00496798
C       0.01267634
CAT     0.00825166
CBS     0.00260432
CELG    0.00920411
CHTR    0.00167877
CMCSA   0.01041435
CMG     0.00557810
COP     0.01040672
COST    0.00400925
CRM     0.00243553
CSCO    0.00904274
CVS     0.00848041
CVX     0.01296607
DAL     0.00783599
           ...    
NVDA    0.00225087
ORCL    0.00804855
OXY     0.00590116
PEP     0.00741753
PFE     0.00933513
PG      0.00959626
PM      0.00622768
PXD     0.00346376
QCOM    0.01416724
REGN    0.00379603
SBUX    0.00511954
SLB     0.01841825
T       0.00961437
TGT     0.00399351
TWX     0.00659546
TXN     0.00380278
UAL     0.00544071
UNH     0.00686305
UNP     0.01724256
UPS     0.00529868
USB     0.00571227
UTX     0.00532590
V       0.00676181
VLO     0.00695741
VZ      0.00959693
WBA     0.00453349
WFC     0.02715554
WMT     0.00762963
WYNN    0.00706552
XOM     0.02266840
Name: 2015-04-14, Length: 99, dtype: float64
ticker
AAL     0.00949978
AAPL    0.06822567
ABBV    0.00847940
ABT     0.00666879
AGN     0.01203745
AIG     0.00761287
AMAT    0.01122083
AMGN    0.01033959
AMZN    0.03193186
APC     0.00489374
AVGO    0.00421194
AXP     0.00660159
BA      0.00929369
BAC     0.01663548
BIIB    0.00837601
BMY     0.00729923
C       0.01741347
CAT     0.00750263
CBS     0.00210417
CELG    0.00742880
CHTR    0.00265683
CMCSA   0.01840224
CMG     0.02292730
COP     0.00604633
COST    0.00387973
CRM     0.00263392
CSCO    0.01084005
CVS     0.00834113
CVX     0.00955977
DAL     0.00722210
           ...    
NVDA    0.00217397
ORCL    0.00678243
OXY     0.00360840
PEP     0.00647224
PFE     0.01201481
PG      0.01011327
PM      0.00564128
PXD     0.00390673
QCOM    0.00839837
REGN    0.00958858
SBUX    0.00500886
SLB     0.01007190
T       0.00970652
TGT     0.00374358
TWX     0.00500060
TXN     0.00268617
UAL     0.00640148
UNH     0.00672953
UNP     0.00981920
UPS     0.00509996
USB     0.00426732
UTX     0.00871356
V       0.01079950
VLO     0.00490575
VZ      0.02513791
WBA     0.00746030
WFC     0.00952119
WMT     0.00779213
WYNN    0.00297120
XOM     0.01369402
Name: 2015-04-21, Length: 99, dtype: float64
ticker
AAL     0.00639814
AAPL    0.20430077
ABBV    0.01088623
ABT     0.00235104
AGN     0.01290951
AIG     0.00654045
AMAT    0.01485593
AMGN    0.00889387
AMZN    0.02480705
APC     0.00286262
AVGO    0.00480210
AXP     0.00665775
BA      0.00818919
BAC     0.01209396
BIIB    0.02373167
BMY     0.00728291
C       0.01009529
CAT     0.00624314
CBS     0.00242340
CELG    0.00889623
CHTR    0.00829695
CMCSA   0.01304432
CMG     0.00566479
COP     0.00366519
COST    0.00246826
CRM     0.00264425
CSCO    0.00892620
CVS     0.00545744
CVX     0.00720700
DAL     0.00529320
           ...    
NVDA    0.00177595
ORCL    0.01083635
OXY     0.00264749
PEP     0.00606852
PFE     0.01972206
PG      0.00854691
PM      0.00509954
PXD     0.00337693
QCOM    0.00714688
REGN    0.00592661
SBUX    0.00594813
SLB     0.00530823
T       0.02030627
TGT     0.00329065
TWX     0.00544118
TXN     0.00479328
UAL     0.00361032
UNH     0.00645856
UNP     0.00701876
UPS     0.01056282
USB     0.00321703
UTX     0.00411315
V       0.00573166
VLO     0.00575604
VZ      0.01001751
WBA     0.00267297
WFC     0.00917698
WMT     0.00495090
WYNN    0.00678595
XOM     0.01047798
Name: 2015-04-28, Length: 99, dtype: float64
ticker
AAL     0.00859914
AAPL    0.09663808
ABBV    0.00722994
ABT     0.00316900
AGN     0.00878984
AIG     0.00672220
AMAT    0.00849439
AMGN    0.00748581
AMZN    0.01989437
APC     0.01352185
AVGO    0.00402752
AXP     0.00649998
BA      0.00792596
BAC     0.02733857
BIIB    0.00937812
BMY     0.00601274
C       0.01759965
CAT     0.00601844
CBS     0.00341207
CELG    0.00893499
CHTR    0.00170081
CMCSA   0.01460055
CMG     0.00435536
COP     0.00923417
COST    0.00392844
CRM     0.02405436
CSCO    0.00962801
CVS     0.00697952
CVX     0.01007943
DAL     0.00778906
           ...    
NVDA    0.00259640
ORCL    0.00790717
OXY     0.00549196
PEP     0.00502503
PFE     0.01121115
PG      0.00791410
PM      0.00345088
PXD     0.01080931
QCOM    0.00870225
REGN    0.00425453
SBUX    0.00830756
SLB     0.01024833
T       0.01520248
TGT     0.00370640
TWX     0.00448152
TXN     0.00659394
UAL     0.00354284
UNH     0.00705020
UNP     0.00819913
UPS     0.00427123
USB     0.00360746
UTX     0.00532648
V       0.00863345
VLO     0.00356348
VZ      0.00910190
WBA     0.00397269
WFC     0.01432375
WMT     0.00693096
WYNN    0.00416896
XOM     0.01547210
Name: 2015-05-05, Length: 99, dtype: float64
ticker
AAL     0.00648749
AAPL    0.11499445
ABBV    0.00690122
ABT     0.00310658
AGN     0.01409589
AIG     0.00801437
AMAT    0.00580367
AMGN    0.01278207
AMZN    0.01682268
APC     0.00728623
AVGO    0.00238747
AXP     0.00687273
BA      0.00949672
BAC     0.01870482
BIIB    0.00834159
BMY     0.00626297
C       0.01387566
CAT     0.00649936
CBS     0.00521754
CELG    0.01101030
CHTR    0.00733977
CMCSA   0.01385257
CMG     0.00370044
COP     0.00561800
COST    0.00515998
CRM     0.00514185
CSCO    0.01668944
CVS     0.00757446
CVX     0.00944428
DAL     0.00660310
           ...    
NVDA    0.00394844
ORCL    0.00709371
OXY     0.00545872
PEP     0.00741456
PFE     0.01084023
PG      0.00916266
PM      0.00442878
PXD     0.00609207
QCOM    0.00988599
REGN    0.00654009
SBUX    0.00555986
SLB     0.00863626
T       0.02386666
TGT     0.00399977
TWX     0.00532057
TXN     0.00433884
UAL     0.00539763
UNH     0.00838605
UNP     0.00870706
UPS     0.00442946
USB     0.00547186
UTX     0.00609568
V       0.01000463
VLO     0.00455772
VZ      0.01766678
WBA     0.00388914
WFC     0.01193268
WMT     0.01232471
WYNN    0.00334108
XOM     0.01527848
Name: 2015-05-12, Length: 99, dtype: float64
ticker
AAL     0.01268597
AAPL    0.10007240
ABBV    0.00823514
ABT     0.00345010
AGN     0.01300537
AIG     0.00551432
AMAT    0.00769325
AMGN    0.00481186
AMZN    0.01892846
APC     0.00607640
AVGO    0.00357263
AXP     0.00851662
BA      0.00582737
BAC     0.02594343
BIIB    0.00893283
BMY     0.00450970
C       0.01772174
CAT     0.00815843
CBS     0.00268874
CELG    0.00702505
CHTR    0.00517488
CMCSA   0.01194716
CMG     0.00440630
COP     0.00856277
COST    0.00326296
CRM     0.00664274
CSCO    0.00919276
CVS     0.00519113
CVX     0.01336920
DAL     0.01016077
           ...    
NVDA    0.00237664
ORCL    0.00665217
OXY     0.00618536
PEP     0.00538986
PFE     0.01162847
PG      0.00764850
PM      0.00399636
PXD     0.00527640
QCOM    0.00857224
REGN    0.00653163
SBUX    0.00621190
SLB     0.00938560
T       0.02053144
TGT     0.01111971
TWX     0.00536950
TXN     0.00456139
UAL     0.00536101
UNH     0.00740897
UNP     0.00862465
UPS     0.00542974
USB     0.00343398
UTX     0.00565872
V       0.00544097
VLO     0.00479273
VZ      0.01228797
WBA     0.00338873
WFC     0.01619298
WMT     0.02881423
WYNN    0.00381969
XOM     0.01386209
Name: 2015-05-19, Length: 99, dtype: float64
ticker
AAL     0.00961792
AAPL    0.10313676
ABBV    0.04434550
ABT     0.00358459
AGN     0.01611749
AIG     0.00645126
AMAT    0.00576842
AMGN    0.00890909
AMZN    0.01732572
APC     0.00514532
AVGO    0.02747119
AXP     0.00697995
BA      0.00671603
BAC     0.02011044
BIIB    0.00746739
BMY     0.00749878
C       0.01307262
CAT     0.00646789
CBS     0.00599118
CELG    0.00627671
CHTR    0.01441441
CMCSA   0.01466248
CMG     0.00820983
COP     0.00713216
COST    0.00718400
CRM     0.00522725
CSCO    0.01134087
CVS     0.00618226
CVX     0.00958620
DAL     0.00897895
           ...    
NVDA    0.00415444
ORCL    0.00841227
OXY     0.00489966
PEP     0.00635364
PFE     0.01218235
PG      0.01049256
PM      0.00452082
PXD     0.00374602
QCOM    0.01994999
REGN    0.00580429
SBUX    0.00548810
SLB     0.00811414
T       0.01975633
TGT     0.00623845
TWX     0.00504700
TXN     0.00679247
UAL     0.00622841
UNH     0.00589565
UNP     0.00690728
UPS     0.00343236
USB     0.00424814
UTX     0.00662288
V       0.00865070
VLO     0.00647820
VZ      0.01125553
WBA     0.00317121
WFC     0.01159429
WMT     0.00871849
WYNN    0.00335144
XOM     0.01478074
Name: 2015-05-27, Length: 99, dtype: float64
ticker
AAL     0.01104124
AAPL    0.07576176
ABBV    0.02481043
ABT     0.00299921
AGN     0.01183349
AIG     0.01412200
AMAT    0.00353773
AMGN    0.00623044
AMZN    0.02363975
APC     0.00706488
AVGO    0.00816346
AXP     0.00655570
BA      0.00986075
BAC     0.02879752
BIIB    0.00908504
BMY     0.00682762
C       0.02266033
CAT     0.00440084
CBS     0.00583639
CELG    0.00963177
CHTR    0.00840998
CMCSA   0.01534016
CMG     0.00479363
COP     0.00626298
COST    0.00487103
CRM     0.00386374
CSCO    0.01063868
CVS     0.00527646
CVX     0.00925710
DAL     0.00803793
           ...    
NVDA    0.00264042
ORCL    0.00767853
OXY     0.00562079
PEP     0.00562891
PFE     0.01051733
PG      0.00846664
PM      0.00416982
PXD     0.00625908
QCOM    0.00810733
REGN    0.00640909
SBUX    0.00543419
SLB     0.00662752
T       0.02331652
TGT     0.00494171
TWX     0.00529981
TXN     0.00369253
UAL     0.00406774
UNH     0.00766915
UNP     0.01065814
UPS     0.00658702
USB     0.00672098
UTX     0.00684291
V       0.00657343
VLO     0.00513319
VZ      0.01498124
WBA     0.00578106
WFC     0.01678065
WMT     0.00835162
WYNN    0.00493575
XOM     0.01234636
Name: 2015-06-03, Length: 99, dtype: float64
ticker
AAL     0.00999715
AAPL    0.07714412
ABBV    0.00727349
ABT     0.00411588
AGN     0.00686192
AIG     0.01021393
AMAT    0.00442433
AMGN    0.01389530
AMZN    0.01513622
APC     0.00283162
AVGO    0.00929745
AXP     0.00721354
BA      0.00586655
BAC     0.02792680
BIIB    0.00911275
BMY     0.00786725
C       0.01895878
CAT     0.00610816
CBS     0.00491357
CELG    0.00761801
CHTR    0.00299441
CMCSA   0.00917416
CMG     0.00221287
COP     0.00454605
COST    0.00361576
CRM     0.00292554
CSCO    0.01090638
CVS     0.00605858
CVX     0.01102352
DAL     0.00729167
           ...    
NVDA    0.00449450
ORCL    0.01052357
OXY     0.00517917
PEP     0.00540197
PFE     0.01176146
PG      0.01106750
PM      0.00728993
PXD     0.00363914
QCOM    0.01249662
REGN    0.01500639
SBUX    0.00648784
SLB     0.00825459
T       0.01507551
TGT     0.00542002
TWX     0.00478402
TXN     0.00562741
UAL     0.00543224
UNH     0.00729508
UNP     0.01431709
UPS     0.00398123
USB     0.00533432
UTX     0.00555690
V       0.00750586
VLO     0.00485136
VZ      0.00867833
WBA     0.00417301
WFC     0.01580449
WMT     0.01219836
WYNN    0.00314736
XOM     0.01251942
Name: 2015-06-10, Length: 99, dtype: float64
ticker
AAL     0.00735970
AAPL    0.07875248
ABBV    0.00889810
ABT     0.00335528
AGN     0.01097404
AIG     0.00830123
AMAT    0.00686945
AMGN    0.00859517
AMZN    0.01856265
APC     0.00323109
AVGO    0.00672361
AXP     0.01049987
BA      0.00726794
BAC     0.02925010
BIIB    0.00658594
BMY     0.00779886
C       0.01930373
CAT     0.00533218
CBS     0.00456748
CELG    0.00800645
CHTR    0.00511608
CMCSA   0.01456534
CMG     0.00548639
COP     0.00545723
COST    0.00386248
CRM     0.01077151
CSCO    0.01079830
CVS     0.00599733
CVX     0.01437556
DAL     0.00541469
           ...    
NVDA    0.00244544
ORCL    0.02303458
OXY     0.00569692
PEP     0.00531580
PFE     0.01267643
PG      0.01341806
PM      0.00584130
PXD     0.00544911
QCOM    0.01130611
REGN    0.00867220
SBUX    0.00677018
SLB     0.00763552
T       0.01803630
TGT     0.00765460
TWX     0.00575895
TXN     0.00339603
UAL     0.00378174
UNH     0.01089236
UNP     0.00758753
UPS     0.00518286
USB     0.00657364
UTX     0.00806615
V       0.01044486
VLO     0.00663433
VZ      0.01485246
WBA     0.00462218
WFC     0.01821136
WMT     0.00759217
WYNN    0.00254314
XOM     0.01368621
Name: 2015-06-17, Length: 99, dtype: float64
ticker
AAL     0.00453250
AAPL    0.10736754
ABBV    0.00925093
ABT     0.00338662
AGN     0.00798164
AIG     0.00573063
AMAT    0.00592116
AMGN    0.00597217
AMZN    0.01850112
APC     0.00489716
AVGO    0.00475400
AXP     0.00691112
BA      0.00840175
BAC     0.01581567
BIIB    0.00600450
BMY     0.00404521
C       0.01686030
CAT     0.00436048
CBS     0.00399534
CELG    0.00719008
CHTR    0.00251883
CMCSA   0.00722492
CMG     0.00298342
COP     0.00367530
COST    0.00404599
CRM     0.00325231
CSCO    0.00859264
CVS     0.00736635
CVX     0.01044702
DAL     0.00479710
           ...    
NVDA    0.00208366
ORCL    0.01118472
OXY     0.00428829
PEP     0.00662723
PFE     0.01132530
PG      0.01021361
PM      0.00583701
PXD     0.00406872
QCOM    0.01431204
REGN    0.00376312
SBUX    0.00451964
SLB     0.00847583
T       0.01642701
TGT     0.00399116
TWX     0.00391341
TXN     0.00336648
UAL     0.00347750
UNH     0.00846125
UNP     0.00825090
UPS     0.00372882
USB     0.00395607
UTX     0.00724502
V       0.00504136
VLO     0.00521656
VZ      0.01167463
WBA     0.00316054
WFC     0.01366134
WMT     0.00784177
WYNN    0.00340218
XOM     0.01432366
Name: 2015-06-24, Length: 99, dtype: float64
ticker
AAL     0.01721851
AAPL    0.06645564
ABBV    0.00866690
ABT     0.00286615
AGN     0.00968428
AIG     0.00638444
AMAT    0.00447832
AMGN    0.00604297
AMZN    0.01593603
APC     0.00711963
AVGO    0.01013029
AXP     0.00727823
BA      0.00773924
BAC     0.01881563
BIIB    0.00680052
BMY     0.00860345
C       0.01736658
CAT     0.00737602
CBS     0.00352805
CELG    0.00941338
CHTR    0.00643595
CMCSA   0.02345670
CMG     0.00264297
COP     0.00748043
COST    0.00396961
CRM     0.00395945
CSCO    0.01108986
CVS     0.00710922
CVX     0.01133621
DAL     0.02167808
           ...    
NVDA    0.00276965
ORCL    0.00981965
OXY     0.00516809
PEP     0.00763277
PFE     0.01560470
PG      0.01175815
PM      0.00528318
PXD     0.00505032
QCOM    0.01307672
REGN    0.00490230
SBUX    0.00574015
SLB     0.01439481
T       0.02067226
TGT     0.00560239
TWX     0.00384471
TXN     0.00865904
UAL     0.01239283
UNH     0.00705248
UNP     0.00619504
UPS     0.00469742
USB     0.00454434
UTX     0.00779387
V       0.00762479
VLO     0.00955906
VZ      0.00939465
WBA     0.00420741
WFC     0.01164224
WMT     0.01309172
WYNN    0.00810534
XOM     0.01829120
Name: 2015-07-01, Length: 99, dtype: float64
ticker
AAL     0.00547706
AAPL    0.14950464
ABBV    0.00664581
ABT     0.00431083
AGN     0.00890723
AIG     0.00585077
AMAT    0.00422190
AMGN    0.00970721
AMZN    0.01651053
APC     0.00460096
AVGO    0.01451278
AXP     0.00478279
BA      0.00546568
BAC     0.02150139
BIIB    0.00816193
BMY     0.00521260
C       0.02044150
CAT     0.00565299
CBS     0.00610418
CELG    0.00626825
CHTR    0.00218261
CMCSA   0.01099586
CMG     0.00861823
COP     0.00490585
COST    0.00719495
CRM     0.00386036
CSCO    0.00819470
CVS     0.00923373
CVX     0.01094629
DAL     0.00549024
           ...    
NVDA    0.00283902
ORCL    0.00859516
OXY     0.00380424
PEP     0.01439879
PFE     0.01121571
PG      0.01275718
PM      0.00373737
PXD     0.00595563
QCOM    0.01133756
REGN    0.00554235
SBUX    0.00660759
SLB     0.00954453
T       0.01653606
TGT     0.00483566
TWX     0.00469586
TXN     0.01686321
UAL     0.00306385
UNH     0.00631372
UNP     0.00643007
UPS     0.00298852
USB     0.00428906
UTX     0.00432818
V       0.00531356
VLO     0.00574122
VZ      0.01109645
WBA     0.01467809
WFC     0.01160343
WMT     0.00976405
WYNN    0.00446194
XOM     0.01464412
Name: 2015-07-09, Length: 99, dtype: float64
ticker
AAL     0.00706894
AAPL    0.06395484
ABBV    0.00627909
ABT     0.00259752
AGN     0.00723222
AIG     0.00452433
AMAT    0.00803456
AMGN    0.00544187
AMZN    0.02825986
APC     0.00454483
AVGO    0.00628835
AXP     0.00446427
BA      0.00497398
BAC     0.02915774
BIIB    0.00721221
BMY     0.00386056
C       0.03375000
CAT     0.00409098
CBS     0.00217257
CELG    0.01644448
CHTR    0.00590818
CMCSA   0.00946159
CMG     0.00743059
COP     0.00411434
COST    0.00223404
CRM     0.00291625
CSCO    0.00782398
CVS     0.00442061
CVX     0.00776653
DAL     0.00782769
           ...    
NVDA    0.00202604
ORCL    0.00845981
OXY     0.00406762
PEP     0.00547754
PFE     0.00698197
PG      0.00717550
PM      0.00852962
PXD     0.00369913
QCOM    0.00870646
REGN    0.00350424
SBUX    0.00562058
SLB     0.00742837
T       0.00818050
TGT     0.00330209
TWX     0.00473720
TXN     0.00491104
UAL     0.00434071
UNH     0.01247564
UNP     0.00584518
UPS     0.00200070
USB     0.00667280
UTX     0.00459769
V       0.00652894
VLO     0.00633166
VZ      0.00671966
WBA     0.00875242
WFC     0.01021507
WMT     0.00516795
WYNN    0.00165179
XOM     0.00890470
Name: 2015-07-16, Length: 99, dtype: float64
ticker
AAL     0.00986008
AAPL    0.08679824
ABBV    0.00515647
ABT     0.00421080
AGN     0.00502545
AIG     0.00424394
AMAT    0.00326873
AMGN    0.00374033
AMZN    0.06492282
APC     0.00310547
AVGO    0.00549310
AXP     0.01290244
BA      0.00794480
BAC     0.02588134
BIIB    0.01326636
BMY     0.00812239
C       0.02445299
CAT     0.01402481
CBS     0.00196753
CELG    0.01116900
CHTR    0.00440433
CMCSA   0.01785628
CMG     0.01104135
COP     0.00872535
COST    0.00263631
CRM     0.00335161
CSCO    0.01240350
CVS     0.00440548
CVX     0.00866581
DAL     0.00703504
           ...    
NVDA    0.00117221
ORCL    0.00970126
OXY     0.00324655
PEP     0.00349527
PFE     0.00568745
PG      0.00570379
PM      0.00241876
PXD     0.00462573
QCOM    0.03007993
REGN    0.00393713
SBUX    0.00961140
SLB     0.00730635
T       0.01569010
TGT     0.00368569
TWX     0.00235034
TXN     0.00891917
UAL     0.00835047
UNH     0.00800174
UNP     0.01683234
UPS     0.00244660
USB     0.00467819
UTX     0.00800121
V       0.01085073
VLO     0.00462766
VZ      0.00801750
WBA     0.00267212
WFC     0.01041453
WMT     0.00408364
WYNN    0.00375418
XOM     0.01095000
Name: 2015-07-23, Length: 99, dtype: float64
ticker
AAL     0.00387436
AAPL    0.06587195
ABBV    0.00730749
ABT     0.00295388
AGN     0.01518135
AIG     0.00541989
AMAT    0.00351131
AMGN    0.01085491
AMZN    0.03396972
APC     0.00505738
AVGO    0.00800403
AXP     0.00583893
BA      0.00588019
BAC     0.01924709
BIIB    0.01138168
BMY     0.00420773
C       0.01078309
CAT     0.00893402
CBS     0.00292604
CELG    0.01123712
CHTR    0.00333338
CMCSA   0.00985017
CMG     0.00555742
COP     0.00826921
COST    0.00317873
CRM     0.00293075
CSCO    0.00755197
CVS     0.00704632
CVX     0.00892685
DAL     0.00373594
           ...    
NVDA    0.00157355
ORCL    0.00875361
OXY     0.00522026
PEP     0.00505873
PFE     0.01162834
PG      0.02640690
PM      0.00348459
PXD     0.00438742
QCOM    0.01237436
REGN    0.00515280
SBUX    0.00685136
SLB     0.00605363
T       0.01327047
TGT     0.00373193
TWX     0.00280497
TXN     0.00445977
UAL     0.00303083
UNH     0.00725476
UNP     0.00696768
UPS     0.00449594
USB     0.00432762
UTX     0.01066764
V       0.00822604
VLO     0.00894313
VZ      0.00665471
WBA     0.00361798
WFC     0.00889510
WMT     0.00517941
WYNN    0.00842124
XOM     0.01399470
Name: 2015-07-30, Length: 99, dtype: float64
ticker
AAL     0.00416541
AAPL    0.07940996
ABBV    0.00529167
ABT     0.00402433
AGN     0.01700080
AIG     0.00849331
AMAT    0.00284648
AMGN    0.00811946
AMZN    0.02773066
APC     0.00516438
AVGO    0.00736846
AXP     0.00439399
BA      0.00447727
BAC     0.01110962
BIIB    0.01532234
BMY     0.00381844
C       0.01132751
CAT     0.00543886
CBS     0.01390783
CELG    0.00817637
CHTR    0.01107839
CMCSA   0.02917718
CMG     0.00416838
COP     0.00747187
COST    0.00363332
CRM     0.00211146
CSCO    0.00704285
CVS     0.00946278
CVX     0.01009934
DAL     0.00391311
           ...    
NVDA    0.00449328
ORCL    0.00547891
OXY     0.00458979
PEP     0.00774847
PFE     0.01064505
PG      0.00888154
PM      0.00227120
PXD     0.00379979
QCOM    0.00946750
REGN    0.00580268
SBUX    0.00827922
SLB     0.00871938
T       0.01334494
TGT     0.00442715
TWX     0.02293200
TXN     0.00389085
UAL     0.00295573
UNH     0.00480975
UNP     0.00678370
UPS     0.00261977
USB     0.00205964
UTX     0.00529504
V       0.00766802
VLO     0.00413750
VZ      0.00557375
WBA     0.00417096
WFC     0.00913998
WMT     0.00589747
WYNN    0.00236893
XOM     0.01246274
Name: 2015-08-06, Length: 99, dtype: float64
ticker
AAL     0.00523118
AAPL    0.10127390
ABBV    0.00845574
ABT     0.00365571
AGN     0.01024770
AIG     0.00486660
AMAT    0.00537826
AMGN    0.00566044
AMZN    0.02921859
APC     0.00609391
AVGO    0.00326466
AXP     0.00712743
BA      0.01308710
BAC     0.02164038
BIIB    0.00725691
BMY     0.00406153
C       0.01672821
CAT     0.00766024
CBS     0.00456796
CELG    0.00807505
CHTR    0.00331668
CMCSA   0.01497346
CMG     0.00316359
COP     0.00893452
COST    0.00287306
CRM     0.00313284
CSCO    0.03023270
CVS     0.00684877
CVX     0.01379452
DAL     0.00854827
           ...    
NVDA    0.00303309
ORCL    0.00558478
OXY     0.00894304
PEP     0.00722458
PFE     0.01184481
PG      0.00785407
PM      0.00622039
PXD     0.00410605
QCOM    0.00994497
REGN    0.00564643
SBUX    0.00695411
SLB     0.00872106
T       0.01988231
TGT     0.00450399
TWX     0.00909013
TXN     0.00360557
UAL     0.00369060
UNH     0.00711343
UNP     0.00496546
UPS     0.00326645
USB     0.00275733
UTX     0.00822396
V       0.00825870
VLO     0.01072998
VZ      0.00891587
WBA     0.00579186
WFC     0.01187554
WMT     0.00975826
WYNN    0.00381168
XOM     0.01781119
Name: 2015-08-13, Length: 99, dtype: float64
ticker
AAL     0.00464931
AAPL    0.09369864
ABBV    0.00747098
ABT     0.00347741
AGN     0.01010594
AIG     0.00620701
AMAT    0.00253575
AMGN    0.00667403
AMZN    0.02902770
APC     0.00596076
AVGO    0.00580624
AXP     0.00692934
BA      0.01068871
BAC     0.03045440
BIIB    0.00697762
BMY     0.00395565
C       0.01943829
CAT     0.00691901
CBS     0.00541339
CELG    0.00816777
CHTR    0.00394181
CMCSA   0.01328465
CMG     0.00422499
COP     0.00590116
COST    0.00305136
CRM     0.00707265
CSCO    0.01182564
CVS     0.00605753
CVX     0.01071594
DAL     0.00525878
           ...    
NVDA    0.00296509
ORCL    0.00617414
OXY     0.00335703
PEP     0.00453350
PFE     0.00746800
PG      0.00923101
PM      0.00388344
PXD     0.00382633
QCOM    0.00905365
REGN    0.00551658
SBUX    0.00507709
SLB     0.00792698
T       0.01444852
TGT     0.00700333
TWX     0.01177398
TXN     0.00576443
UAL     0.00300913
UNH     0.00466916
UNP     0.00881290
UPS     0.00448563
USB     0.00405221
UTX     0.00696275
V       0.01118555
VLO     0.00460520
VZ      0.00725457
WBA     0.00369843
WFC     0.01379540
WMT     0.00799540
WYNN    0.00262444
XOM     0.01532305
Name: 2015-08-20, Length: 99, dtype: float64
ticker
AAL     0.00559471
AAPL    0.09694926
ABBV    0.00782740
ABT     0.00651974
AGN     0.00949562
AIG     0.00599655
AMAT    0.00356798
AMGN    0.00757894
AMZN    0.03381648
APC     0.00647958
AVGO    0.01171886
AXP     0.00548388
BA      0.00749181
BAC     0.02082013
BIIB    0.00748179
BMY     0.00447570
C       0.01459204
CAT     0.00629285
CBS     0.00259656
CELG    0.00760555
CHTR    0.00256380
CMCSA   0.00917130
CMG     0.00452961
COP     0.00885946
COST    0.00362764
CRM     0.00366988
CSCO    0.00921451
CVS     0.00656649
CVX     0.01593618
DAL     0.00571373
           ...    
NVDA    0.00274858
ORCL    0.01061620
OXY     0.00538353
PEP     0.00611881
PFE     0.01235551
PG      0.00936906
PM      0.00318461
PXD     0.00322684
QCOM    0.01000123
REGN    0.00435932
SBUX    0.00910211
SLB     0.02077541
T       0.01320239
TGT     0.00522067
TWX     0.00515218
TXN     0.00459938
UAL     0.00327936
UNH     0.00692718
UNP     0.00927147
UPS     0.00461245
USB     0.00416186
UTX     0.00695713
V       0.00690867
VLO     0.00624976
VZ      0.00930991
WBA     0.00494591
WFC     0.01407386
WMT     0.00910360
WYNN    0.00269878
XOM     0.01772581
Name: 2015-08-27, Length: 99, dtype: float64
ticker
AAL     0.00680817
AAPL    0.09642565
ABBV    0.01130391
ABT     0.00459592
AGN     0.00824832
AIG     0.00829323
AMAT    0.00348779
AMGN    0.00686208
AMZN    0.02743330
APC     0.00470203
AVGO    0.00605743
AXP     0.00591189
BA      0.00707202
BAC     0.02036461
BIIB    0.00857754
BMY     0.00772940
C       0.01357590
CAT     0.01299468
CBS     0.00308683
CELG    0.00770274
CHTR    0.00371387
CMCSA   0.01121172
CMG     0.00373000
COP     0.00751715
COST    0.00364873
CRM     0.00345929
CSCO    0.01129701
CVS     0.00653936
CVX     0.01481786
DAL     0.00805884
           ...    
NVDA    0.00247687
ORCL    0.00718864
OXY     0.00507051
PEP     0.00553775
PFE     0.01071838
PG      0.00934579
PM      0.00405140
PXD     0.00375948
QCOM    0.00927258
REGN    0.00533597
SBUX    0.00717277
SLB     0.01353310
T       0.01131173
TGT     0.00552693
TWX     0.00460431
TXN     0.00404002
UAL     0.00983466
UNH     0.00588426
UNP     0.00842255
UPS     0.00510063
USB     0.00447818
UTX     0.00672805
V       0.01076291
VLO     0.00646409
VZ      0.00865745
WBA     0.00580666
WFC     0.01312827
WMT     0.00885473
WYNN    0.00353678
XOM     0.01547817
Name: 2015-09-03, Length: 99, dtype: float64
ticker
AAL     0.00680903
AAPL    0.10412937
ABBV    0.00964175
ABT     0.00446163
AGN     0.01071663
AIG     0.00769445
AMAT    0.00301443
AMGN    0.00662259
AMZN    0.03282252
APC     0.00565116
AVGO    0.00944060
AXP     0.00530516
BA      0.00629177
BAC     0.01603968
BIIB    0.01076875
BMY     0.01013881
C       0.01138947
CAT     0.00562167
CBS     0.00476226
CELG    0.00753196
CHTR    0.00503033
CMCSA   0.01164097
CMG     0.00902020
COP     0.00785676
COST    0.00366683
CRM     0.00463075
CSCO    0.00972672
CVS     0.00620407
CVX     0.01434440
DAL     0.00601838
           ...    
NVDA    0.00322045
ORCL    0.00903153
OXY     0.00640425
PEP     0.00659749
PFE     0.01278337
PG      0.01356958
PM      0.00701879
PXD     0.00572583
QCOM    0.01022612
REGN    0.00531936
SBUX    0.00865984
SLB     0.01097149
T       0.00962321
TGT     0.00453957
TWX     0.00684467
TXN     0.00559602
UAL     0.00439683
UNH     0.00819272
UNP     0.00790025
UPS     0.00365561
USB     0.00611823
UTX     0.00744869
V       0.00859792
VLO     0.00581776
VZ      0.00866972
WBA     0.00540535
WFC     0.01170594
WMT     0.00928907
WYNN    0.00571088
XOM     0.01535559
Name: 2015-09-11, Length: 99, dtype: float64
ticker
AAL     0.00473945
AAPL    0.07204547
ABBV    0.01439245
ABT     0.00331463
AGN     0.01107452
AIG     0.00888345
AMAT    0.00333066
AMGN    0.00815774
AMZN    0.02991538
APC     0.00393964
AVGO    0.00479546
AXP     0.00805864
BA      0.00826829
BAC     0.01831870
BIIB    0.01204201
BMY     0.00999068
C       0.01460215
CAT     0.00546167
CBS     0.00344805
CELG    0.00849962
CHTR    0.00412192
CMCSA   0.03782241
CMG     0.00342255
COP     0.00516939
COST    0.00336536
CRM     0.00387617
CSCO    0.00830609
CVS     0.00747047
CVX     0.01163310
DAL     0.00472794
           ...    
NVDA    0.00167741
ORCL    0.01093627
OXY     0.00326085
PEP     0.00742780
PFE     0.00979066
PG      0.01046990
PM      0.00530331
PXD     0.00278188
QCOM    0.01173770
REGN    0.00589515
SBUX    0.00792716
SLB     0.00764579
T       0.01134528
TGT     0.00415519
TWX     0.00512350
TXN     0.00689518
UAL     0.00386293
UNH     0.00786332
UNP     0.00546353
UPS     0.00416882
USB     0.01150839
UTX     0.00801691
V       0.00892421
VLO     0.00426562
VZ      0.00947132
WBA     0.00794140
WFC     0.01675457
WMT     0.00680893
WYNN    0.00220431
XOM     0.01368413
Name: 2015-09-18, Length: 99, dtype: float64
ticker
AAL     0.00438484
AAPL    0.09107078
ABBV    0.00649167
ABT     0.00571784
AGN     0.01999765
AIG     0.00427011
AMAT    0.00367599
AMGN    0.01003238
AMZN    0.03141741
APC     0.00388137
AVGO    0.00627948
AXP     0.00475823
BA      0.00747989
BAC     0.02007094
BIIB    0.01313652
BMY     0.00781898
C       0.01623523
CAT     0.01090681
CBS     0.00370612
CELG    0.01620354
CHTR    0.00396521
CMCSA   0.01047923
CMG     0.00456083
COP     0.00564187
COST    0.00372067
CRM     0.00520160
CSCO    0.01315835
CVS     0.00681370
CVX     0.01120837
DAL     0.00447502
           ...    
NVDA    0.00318533
ORCL    0.00995096
OXY     0.00491301
PEP     0.00628049
PFE     0.01476724
PG      0.01490008
PM      0.00357520
PXD     0.00275598
QCOM    0.00832746
REGN    0.01110833
SBUX    0.00873790
SLB     0.00568327
T       0.01131881
TGT     0.00325714
TWX     0.00542946
TXN     0.00583679
UAL     0.00520961
UNH     0.01335449
UNP     0.00646635
UPS     0.00444950
USB     0.00507257
UTX     0.00904227
V       0.00799298
VLO     0.00542168
VZ      0.01012224
WBA     0.00635212
WFC     0.01299434
WMT     0.00630384
WYNN    0.00404562
XOM     0.01492871
Name: 2015-09-25, Length: 99, dtype: float64
ticker
AAL     0.00623665
AAPL    0.08223308
ABBV    0.00472583
ABT     0.00443655
AGN     0.01823468
AIG     0.00573982
AMAT    0.00279804
AMGN    0.00858378
AMZN    0.03305890
APC     0.00446435
AVGO    0.00556849
AXP     0.00484968
BA      0.00500350
BAC     0.03621235
BIIB    0.01077505
BMY     0.01059361
C       0.01778805
CAT     0.00711328
CBS     0.00652357
CELG    0.01327895
CHTR    0.00609331
CMCSA   0.00897271
CMG     0.00492008
COP     0.00809398
COST    0.00475446
CRM     0.00482981
CSCO    0.01106659
CVS     0.00697788
CVX     0.01283599
DAL     0.00628430
           ...    
NVDA    0.00317387
ORCL    0.00895476
OXY     0.00397436
PEP     0.00605864
PFE     0.01680449
PG      0.00812443
PM      0.00358677
PXD     0.00575258
QCOM    0.00885253
REGN    0.00750640
SBUX    0.00675848
SLB     0.01121410
T       0.01091288
TGT     0.00451035
TWX     0.00385844
TXN     0.00505410
UAL     0.00471409
UNH     0.00540958
UNP     0.00621484
UPS     0.00438773
USB     0.00787878
UTX     0.00524306
V       0.00697752
VLO     0.00384879
VZ      0.01135723
WBA     0.00515873
WFC     0.01381848
WMT     0.00576650
WYNN    0.01232320
XOM     0.01741136
Name: 2015-10-02, Length: 99, dtype: float64
ticker
AAL     0.01166839
AAPL    0.09437851
ABBV    0.00605126
ABT     0.00686149
AGN     0.01710909
AIG     0.00714317
AMAT    0.00377303
AMGN    0.00718161
AMZN    0.03202976
APC     0.00643722
AVGO    0.00642228
AXP     0.00328603
BA      0.00664915
BAC     0.01922052
BIIB    0.01684289
BMY     0.00911771
C       0.01195212
CAT     0.00608663
CBS     0.00443365
CELG    0.00995274
CHTR    0.00367084
CMCSA   0.00919902
CMG     0.00437167
COP     0.00799518
COST    0.00893966
CRM     0.00393016
CSCO    0.00944111
CVS     0.00710195
CVX     0.01343628
DAL     0.00806146
           ...    
NVDA    0.00454336
ORCL    0.00900595
OXY     0.00634798
PEP     0.00863419
PFE     0.01026541
PG      0.00786091
PM      0.00634789
PXD     0.00535870
QCOM    0.00777008
REGN    0.00760881
SBUX    0.00765902
SLB     0.00812628
T       0.00947943
TGT     0.00342941
TWX     0.00523833
TXN     0.00455227
UAL     0.01063019
UNH     0.00859348
UNP     0.00677544
UPS     0.00386899
USB     0.00281670
UTX     0.00613553
V       0.00723720
VLO     0.00645145
VZ      0.00790337
WBA     0.00484114
WFC     0.01371112
WMT     0.00701240
WYNN    0.00828088
XOM     0.02088536
Name: 2015-10-09, Length: 99, dtype: float64
ticker
AAL     0.00752961
AAPL    0.06331333
ABBV    0.00578359
ABT     0.00375551
AGN     0.01181995
AIG     0.00472570
AMAT    0.00371258
AMGN    0.01038434
AMZN    0.03764340
APC     0.00485029
AVGO    0.00349113
AXP     0.00632724
BA      0.00617601
BAC     0.01582509
BIIB    0.01093165
BMY     0.00543715
C       0.01367958
CAT     0.00807969
CBS     0.00239512
CELG    0.00788152
CHTR    0.00329522
CMCSA   0.00568756
CMG     0.00383639
COP     0.00583088
COST    0.00356662
CRM     0.00434950
CSCO    0.00784914
CVS     0.00571561
CVX     0.00974650
DAL     0.01015446
           ...    
NVDA    0.00468616
ORCL    0.01081378
OXY     0.00520684
PEP     0.00780518
PFE     0.00910986
PG      0.01002660
PM      0.00654141
PXD     0.00489439
QCOM    0.00737437
REGN    0.00593422
SBUX    0.01123338
SLB     0.01882215
T       0.01514165
TGT     0.00506777
TWX     0.00450748
TXN     0.00425976
UAL     0.01248287
UNH     0.00775438
UNP     0.00610712
UPS     0.00304434
USB     0.00755502
UTX     0.00418577
V       0.01038282
VLO     0.00378402
VZ      0.00950230
WBA     0.00473975
WFC     0.01169336
WMT     0.02187586
WYNN    0.01693929
XOM     0.01629035
Name: 2015-10-16, Length: 99, dtype: float64
ticker
AAL     0.00985862
AAPL    0.07346679
ABBV    0.01314779
ABT     0.00431178
AGN     0.01875656
AIG     0.00420746
AMAT    0.00261659
AMGN    0.00578246
AMZN    0.06999204
APC     0.00351501
AVGO    0.00477423
AXP     0.00727336
BA      0.00696034
BAC     0.01424941
BIIB    0.01078693
BMY     0.00536318
C       0.01129456
CAT     0.00574781
CBS     0.00443105
CELG    0.00638068
CHTR    0.00288737
CMCSA   0.00651670
CMG     0.00490460
COP     0.00332840
COST    0.00360425
CRM     0.00340925
CSCO    0.00762257
CVS     0.00626319
CVX     0.00724503
DAL     0.00606671
           ...    
NVDA    0.00292776
ORCL    0.00658722
OXY     0.00286744
PEP     0.00518128
PFE     0.00924305
PG      0.01277793
PM      0.00375464
PXD     0.00219681
QCOM    0.00549495
REGN    0.00472323
SBUX    0.00535441
SLB     0.00703910
T       0.01502019
TGT     0.00682674
TWX     0.00351439
TXN     0.00870978
UAL     0.00802697
UNH     0.00666900
UNP     0.00491471
UPS     0.00435906
USB     0.00431381
UTX     0.00517664
V       0.00988558
VLO     0.00299539
VZ      0.00596741
WBA     0.00438322
WFC     0.00934683
WMT     0.00771051
WYNN    0.00306505
XOM     0.01082823
Name: 2015-10-23, Length: 99, dtype: float64
ticker
AAL     0.00528527
AAPL    0.07667743
ABBV    0.02038144
ABT     0.00488191
AGN     0.03666034
AIG     0.00737388
AMAT    0.00238030
AMGN    0.00921786
AMZN    0.03314285
APC     0.00507241
AVGO    0.00407860
AXP     0.00603563
BA      0.00737615
BAC     0.01928214
BIIB    0.01906406
BMY     0.00542535
C       0.01296314
CAT     0.00680339
CBS     0.00370471
CELG    0.00883010
CHTR    0.00604562
CMCSA   0.00885473
CMG     0.00564076
COP     0.00519421
COST    0.00412727
CRM     0.00358098
CSCO    0.00802640
CVS     0.03025386
CVX     0.01282560
DAL     0.00465554
           ...    
NVDA    0.00286642
ORCL    0.00840686
OXY     0.00421914
PEP     0.00699386
PFE     0.02382421
PG      0.00919714
PM      0.00436791
PXD     0.00361199
QCOM    0.00632542
REGN    0.00557591
SBUX    0.01372015
SLB     0.00938445
T       0.00992091
TGT     0.00473854
TWX     0.00547481
TXN     0.00546009
UAL     0.00455034
UNH     0.00653322
UNP     0.00641615
UPS     0.00418701
USB     0.00494470
UTX     0.00504649
V       0.01163025
VLO     0.00469488
VZ      0.00841787
WBA     0.00888083
WFC     0.01260244
WMT     0.01147612
WYNN    0.00267445
XOM     0.01916817
Name: 2015-10-30, Length: 99, dtype: float64
ticker
AAL     0.00739245
AAPL    0.05468552
ABBV    0.00606947
ABT     0.00406257
AGN     0.01647904
AIG     0.00883125
AMAT    0.00262070
AMGN    0.00713475
AMZN    0.03862128
APC     0.00358213
AVGO    0.00798367
AXP     0.00755940
BA      0.00452369
BAC     0.03893839
BIIB    0.00954714
BMY     0.00480552
C       0.01675160
CAT     0.00540262
CBS     0.00456355
CELG    0.01384963
CHTR    0.00440085
CMCSA   0.01072872
CMG     0.01399407
COP     0.00494604
COST    0.00367602
CRM     0.00322232
CSCO    0.00968982
CVS     0.00555646
CVX     0.01158099
DAL     0.00444980
           ...    
NVDA    0.01299487
ORCL    0.00921334
OXY     0.00347038
PEP     0.00613918
PFE     0.01380372
PG      0.00946566
PM      0.00600200
PXD     0.00306864
QCOM    0.02156680
REGN    0.00536306
SBUX    0.00559711
SLB     0.00781069
T       0.00898923
TGT     0.00449463
TWX     0.01274370
TXN     0.00494549
UAL     0.00575670
UNH     0.00646332
UNP     0.00787745
UPS     0.00397781
USB     0.00707382
UTX     0.00369151
V       0.00908644
VLO     0.00445407
VZ      0.00825278
WBA     0.00703719
WFC     0.01662363
WMT     0.00779094
WYNN    0.00213260
XOM     0.01364355
Name: 2015-11-06, Length: 99, dtype: float64
ticker
AAL     0.00443218
AAPL    0.06861805
ABBV    0.00596680
ABT     0.00393948
AGN     0.01127969
AIG     0.00620201
AMAT    0.00465840
AMGN    0.00761587
AMZN    0.05614153
APC     0.00770511
AVGO    0.00620648
AXP     0.00425961
BA      0.00567856
BAC     0.02383794
BIIB    0.00706165
BMY     0.00520703
C       0.01208551
CAT     0.00576833
CBS     0.00284460
CELG    0.00931233
CHTR    0.00421992
CMCSA   0.00623745
CMG     0.01005321
COP     0.00436585
COST    0.00492848
CRM     0.00413930
CSCO    0.03153141
CVS     0.00908698
CVX     0.00848701
DAL     0.00599587
           ...    
NVDA    0.00299129
ORCL    0.01200844
OXY     0.00334728
PEP     0.00505339
PFE     0.00763128
PG      0.00806813
PM      0.00359684
PXD     0.00253925
QCOM    0.00683137
REGN    0.00420403
SBUX    0.00703902
SLB     0.00720519
T       0.00937463
TGT     0.00742742
TWX     0.00469844
TXN     0.00422303
UAL     0.00252764
UNH     0.00561097
UNP     0.00509702
UPS     0.00409957
USB     0.00368628
UTX     0.00788365
V       0.01061401
VLO     0.00333210
VZ      0.00693270
WBA     0.00599713
WFC     0.01171589
WMT     0.00914609
WYNN    0.00325891
XOM     0.01741780
Name: 2015-11-13, Length: 99, dtype: float64
ticker
AAL     0.00330556
AAPL    0.05543057
ABBV    0.00592073
ABT     0.00440233
AGN     0.03322087
AIG     0.00611114
AMAT    0.00341416
AMGN    0.00577984
AMZN    0.03695079
APC     0.00354180
AVGO    0.00477928
AXP     0.00434793
BA      0.00633654
BAC     0.01351592
BIIB    0.00654112
BMY     0.00542748
C       0.01119957
CAT     0.00605090
CBS     0.00304895
CELG    0.00575071
CHTR    0.00160355
CMCSA   0.00782144
CMG     0.03818149
COP     0.00406246
COST    0.00443293
CRM     0.00612790
CSCO    0.00944869
CVS     0.00852861
CVX     0.00977103
DAL     0.00453226
           ...    
NVDA    0.00263067
ORCL    0.00645225
OXY     0.00301207
PEP     0.00629167
PFE     0.02682679
PG      0.00946308
PM      0.00523681
PXD     0.00336607
QCOM    0.01094725
REGN    0.00613182
SBUX    0.00698693
SLB     0.00860643
T       0.00860799
TGT     0.00550560
TWX     0.00406620
TXN     0.00329164
UAL     0.00297373
UNH     0.01083624
UNP     0.00507826
UPS     0.00362153
USB     0.00408759
UTX     0.00642676
V       0.00755945
VLO     0.00381061
VZ      0.00701146
WBA     0.00646453
WFC     0.01197136
WMT     0.00978566
WYNN    0.00304967
XOM     0.01046954
Name: 2015-11-20, Length: 99, dtype: float64
ticker
AAL     0.00372199
AAPL    0.06342089
ABBV    0.00961511
ABT     0.00475403
AGN     0.01927113
AIG     0.00809452
AMAT    0.00310945
AMGN    0.00642806
AMZN    0.05422101
APC     0.00465181
AVGO    0.00578933
AXP     0.00527099
BA      0.00616241
BAC     0.01481582
BIIB    0.00636106
BMY     0.00551452
C       0.01095049
CAT     0.00541117
CBS     0.00304294
CELG    0.00734509
CHTR    0.00254725
CMCSA   0.00863128
CMG     0.00547992
COP     0.00638759
COST    0.00661736
CRM     0.00507991
CSCO    0.01093627
CVS     0.00728159
CVX     0.01438865
DAL     0.00553567
           ...    
NVDA    0.00366381
ORCL    0.01016626
OXY     0.00523186
PEP     0.00804857
PFE     0.01831440
PG      0.00883618
PM      0.00664961
PXD     0.00332646
QCOM    0.00873780
REGN    0.00675883
SBUX    0.00830041
SLB     0.00822594
T       0.01056930
TGT     0.00735603
TWX     0.00460174
TXN     0.00458515
UAL     0.00409070
UNH     0.00711782
UNP     0.00730970
UPS     0.00546419
USB     0.00439877
UTX     0.00720270
V       0.00985840
VLO     0.00676829
VZ      0.01124328
WBA     0.00442393
WFC     0.01172996
WMT     0.01168269
WYNN    0.00247210
XOM     0.01889239
Name: 2015-11-30, Length: 99, dtype: float64
ticker
AAL     0.00620662
AAPL    0.05649012
ABBV    0.00630920
ABT     0.00372844
AGN     0.00957136
AIG     0.00861909
AMAT    0.00396383
AMGN    0.00821727
AMZN    0.03896843
APC     0.00913824
AVGO    0.00986350
AXP     0.00623023
BA      0.00736353
BAC     0.02146521
BIIB    0.00703835
BMY     0.00486531
C       0.01237170
CAT     0.00669272
CBS     0.00344482
CELG    0.00689248
CHTR    0.00404872
CMCSA   0.00642716
CMG     0.03794948
COP     0.00832022
COST    0.00679174
CRM     0.00372514
CSCO    0.00599411
CVS     0.00755802
CVX     0.01890518
DAL     0.01062876
           ...    
NVDA    0.00424118
ORCL    0.00802665
OXY     0.00729725
PEP     0.00496966
PFE     0.00970812
PG      0.01066207
PM      0.00484182
PXD     0.00941489
QCOM    0.00756720
REGN    0.00419308
SBUX    0.00550787
SLB     0.01118408
T       0.01598140
TGT     0.00521880
TWX     0.00666502
TXN     0.00335869
UAL     0.00651871
UNH     0.00549770
UNP     0.01070239
UPS     0.00373012
USB     0.00369254
UTX     0.00658825
V       0.01858657
VLO     0.00743831
VZ      0.00843295
WBA     0.00738505
WFC     0.01444327
WMT     0.01023278
WYNN    0.00329579
XOM     0.01928687
Name: 2015-12-07, Length: 99, dtype: float64
ticker
AAL     0.00573559
AAPL    0.09114516
ABBV    0.00621404
ABT     0.00340978
AGN     0.01110192
AIG     0.01079443
AMAT    0.00395683
AMGN    0.00539896
AMZN    0.03744926
APC     0.00723045
AVGO    0.00654901
AXP     0.00548581
BA      0.00841507
BAC     0.02553746
BIIB    0.00562221
BMY     0.00498156
C       0.01393068
CAT     0.00587062
CBS     0.00319877
CELG    0.00590905
CHTR    0.00408687
CMCSA   0.01932044
CMG     0.00659077
COP     0.00865059
COST    0.00480194
CRM     0.00396584
CSCO    0.01031840
CVS     0.00675912
CVX     0.01309559
DAL     0.00624096
           ...    
NVDA    0.00289428
ORCL    0.00951293
OXY     0.00514318
PEP     0.00788143
PFE     0.01462620
PG      0.01148159
PM      0.00469396
PXD     0.00530989
QCOM    0.00959465
REGN    0.00446591
SBUX    0.01006733
SLB     0.00965360
T       0.01019988
TGT     0.00409551
TWX     0.00717810
TXN     0.00351114
UAL     0.00425598
UNH     0.00562371
UNP     0.00711367
UPS     0.00488946
USB     0.00385387
UTX     0.00771456
V       0.01020902
VLO     0.00635314
VZ      0.00883265
WBA     0.00428699
WFC     0.01423123
WMT     0.01071321
WYNN    0.00227843
XOM     0.01987810
Name: 2015-12-14, Length: 99, dtype: float64
ticker
AAL     0.00467253
AAPL    0.08348337
ABBV    0.00400892
ABT     0.00388125
AGN     0.01089828
AIG     0.00721080
AMAT    0.00294174
AMGN    0.00972027
AMZN    0.03696625
APC     0.01045799
AVGO    0.00632917
AXP     0.00529257
BA      0.00841167
BAC     0.01819546
BIIB    0.00533896
BMY     0.00447520
C       0.01452029
CAT     0.00547315
CBS     0.00215059
CELG    0.00629737
CHTR    0.00222231
CMCSA   0.01288060
CMG     0.02765255
COP     0.00792323
COST    0.00370265
CRM     0.00398306
CSCO    0.00840909
CVS     0.00572072
CVX     0.01776480
DAL     0.00739993
           ...    
NVDA    0.00394170
ORCL    0.00901338
OXY     0.00458802
PEP     0.00484519
PFE     0.01547219
PG      0.01135108
PM      0.00541568
PXD     0.01001890
QCOM    0.01276000
REGN    0.00786702
SBUX    0.00700683
SLB     0.00853013
T       0.01048200
TGT     0.00418110
TWX     0.00473127
TXN     0.00386055
UAL     0.00328153
UNH     0.00615468
UNP     0.00639782
UPS     0.00508607
USB     0.00383370
UTX     0.01313462
V       0.01095030
VLO     0.00530296
VZ      0.00724647
WBA     0.00676784
WFC     0.01116329
WMT     0.00919899
WYNN    0.00321515
XOM     0.01742885
Name: 2015-12-21, Length: 99, dtype: float64
ticker
AAL     0.00391072
AAPL    0.07384019
ABBV    0.00632076
ABT     0.00404933
AGN     0.01114877
AIG     0.00577893
AMAT    0.00467038
AMGN    0.00766311
AMZN    0.09147924
APC     0.00358802
AVGO    0.00730095
AXP     0.00594672
BA      0.00988298
BAC     0.01743438
BIIB    0.00802552
BMY     0.00603196
C       0.01196757
CAT     0.00519534
CBS     0.00266035
CELG    0.00949501
CHTR    0.00389986
CMCSA   0.00911585
CMG     0.00975295
COP     0.00651538
COST    0.00408420
CRM     0.00407223
CSCO    0.00949419
CVS     0.00608114
CVX     0.01226613
DAL     0.00490934
           ...    
NVDA    0.00388449
ORCL    0.00876577
OXY     0.00490888
PEP     0.00511949
PFE     0.01169349
PG      0.00750868
PM      0.00409095
PXD     0.00462463
QCOM    0.01531839
REGN    0.00658181
SBUX    0.00736392
SLB     0.01056579
T       0.01016506
TGT     0.00711283
TWX     0.00590288
TXN     0.00338705
UAL     0.00315929
UNH     0.00537066
UNP     0.00600524
UPS     0.00351376
USB     0.00463384
UTX     0.00692865
V       0.00827481
VLO     0.00375768
VZ      0.00740841
WBA     0.00678064
WFC     0.00932519
WMT     0.01044754
WYNN    0.00402548
XOM     0.01466134
Name: 2015-12-29, Length: 99, dtype: float64
ticker
AAL     0.00628876
AAPL    0.08301355
ABBV    0.00590520
ABT     0.00299300
AGN     0.01132359
AIG     0.00684592
AMAT    0.00621783
AMGN    0.00706138
AMZN    0.04250765
APC     0.00584097
AVGO    0.00813725
AXP     0.00760050
BA      0.00693361
BAC     0.02002393
BIIB    0.00525657
BMY     0.00530882
C       0.01376148
CAT     0.00511620
CBS     0.00250706
CELG    0.00572435
CHTR    0.00324274
CMCSA   0.00721000
CMG     0.01961422
COP     0.00593607
COST    0.00379402
CRM     0.00335146
CSCO    0.00927882
CVS     0.00671440
CVX     0.01422513
DAL     0.00609664
           ...    
NVDA    0.00440100
ORCL    0.00792043
OXY     0.00497131
PEP     0.00639208
PFE     0.00936937
PG      0.00865157
PM      0.00484804
PXD     0.02054284
QCOM    0.00882185
REGN    0.00581340
SBUX    0.00579684
SLB     0.00949699
T       0.01032629
TGT     0.00420140
TWX     0.01266864
TXN     0.00538704
UAL     0.00341163
UNH     0.00374931
UNP     0.00723447
UPS     0.00269446
USB     0.00330903
UTX     0.00917547
V       0.01500007
VLO     0.00619309
VZ      0.00987365
WBA     0.01113925
WFC     0.01217475
WMT     0.01242111
WYNN    0.00265326
XOM     0.01676406
Name: 2016-01-06, Length: 99, dtype: float64
ticker
AAL     0.00588665
AAPL    0.06867701
ABBV    0.00582030
ABT     0.00260515
AGN     0.01220934
AIG     0.00799984
AMAT    0.00495934
AMGN    0.00639608
AMZN    0.05266466
APC     0.00630129
AVGO    0.00673319
AXP     0.00805211
BA      0.00715694
BAC     0.02023930
BIIB    0.00614122
BMY     0.00659101
C       0.01444294
CAT     0.00480959
CBS     0.00288705
CELG    0.00927605
CHTR    0.00343044
CMCSA   0.00973073
CMG     0.01799042
COP     0.00828020
COST    0.00362457
CRM     0.00404437
CSCO    0.00893374
CVS     0.00658988
CVX     0.01351481
DAL     0.00555002
           ...    
NVDA    0.00410592
ORCL    0.01101972
OXY     0.00500344
PEP     0.00547386
PFE     0.01325264
PG      0.00770514
PM      0.00574385
PXD     0.00474136
QCOM    0.00858763
REGN    0.00759100
SBUX    0.00740093
SLB     0.00898297
T       0.01434673
TGT     0.00461745
TWX     0.00874342
TXN     0.00380571
UAL     0.00457103
UNH     0.00426602
UNP     0.00710256
UPS     0.00424310
USB     0.00518126
UTX     0.00849389
V       0.01074835
VLO     0.00943726
VZ      0.00907957
WBA     0.00456943
WFC     0.01203107
WMT     0.00940550
WYNN    0.00320782
XOM     0.02124581
Name: 2016-01-13, Length: 99, dtype: float64
ticker
AAL     0.00474951
AAPL    0.05997750
ABBV    0.00813619
ABT     0.00473312
AGN     0.00867468
AIG     0.00542450
AMAT    0.00360518
AMGN    0.00833650
AMZN    0.03559898
APC     0.00469298
AVGO    0.00719076
AXP     0.00675126
BA      0.00796576
BAC     0.03033520
BIIB    0.00764341
BMY     0.00419001
C       0.01698562
CAT     0.00613772
CBS     0.00392309
CELG    0.01138134
CHTR    0.00248808
CMCSA   0.00996868
CMG     0.00690930
COP     0.00852885
COST    0.00388470
CRM     0.00402864
CSCO    0.01216837
CVS     0.00542934
CVX     0.01474915
DAL     0.00710009
           ...    
NVDA    0.00412253
ORCL    0.00839095
OXY     0.00489556
PEP     0.00666424
PFE     0.01270972
PG      0.01134735
PM      0.00525012
PXD     0.00560474
QCOM    0.00692284
REGN    0.00513485
SBUX    0.01474932
SLB     0.00931251
T       0.01581021
TGT     0.00538779
TWX     0.00431006
TXN     0.00590281
UAL     0.00582844
UNH     0.00738707
UNP     0.01636459
UPS     0.00357702
USB     0.00567759
UTX     0.00578290
V       0.01048307
VLO     0.00644385
VZ      0.01620869
WBA     0.00418052
WFC     0.01353947
WMT     0.00875247
WYNN    0.00275906
XOM     0.01880340
Name: 2016-01-21, Length: 99, dtype: float64
ticker
AAL     0.00678792
AAPL    0.05331307
ABBV    0.00577162
ABT     0.00875336
AGN     0.01113032
AIG     0.00671781
AMAT    0.00301514
AMGN    0.00626807
AMZN    0.09487553
APC     0.00475145
AVGO    0.00641006
AXP     0.00973981
BA      0.01253840
BAC     0.01538695
BIIB    0.00798343
BMY     0.01038224
C       0.00967958
CAT     0.00825403
CBS     0.00204452
CELG    0.01432698
CHTR    0.00286594
CMCSA   0.00703989
CMG     0.00490928
COP     0.00645479
COST    0.00309076
CRM     0.00611273
CSCO    0.00719939
CVS     0.00384969
CVX     0.01076813
DAL     0.00613637
           ...    
NVDA    0.00203805
ORCL    0.00562352
OXY     0.00476758
PEP     0.00498904
PFE     0.01427855
PG      0.00783252
PM      0.00329525
PXD     0.00671541
QCOM    0.01182501
REGN    0.01016071
SBUX    0.00715148
SLB     0.01136924
T       0.00885783
TGT     0.00281615
TWX     0.00499846
TXN     0.00516900
UAL     0.00381739
UNH     0.00402384
UNP     0.00475591
UPS     0.00205400
USB     0.00354034
UTX     0.00499296
V       0.01109632
VLO     0.00667449
VZ      0.00945581
WBA     0.00349091
WFC     0.01032169
WMT     0.00722251
WYNN    0.00235270
XOM     0.01208332
Name: 2016-01-28, Length: 99, dtype: float64
ticker
AAL     0.00379711
AAPL    0.05103228
ABBV    0.00641230
ABT     0.00218295
AGN     0.01195352
AIG     0.00743916
AMAT    0.00275412
AMGN    0.00610746
AMZN    0.03935435
APC     0.00659789
AVGO    0.00933957
AXP     0.00426369
BA      0.00795027
BAC     0.02705899
BIIB    0.00618265
BMY     0.00529002
C       0.01249176
CAT     0.00919670
CBS     0.00450666
CELG    0.00952544
CHTR    0.00808162
CMCSA   0.01855508
CMG     0.00830408
COP     0.01941725
COST    0.00846053
CRM     0.00573743
CSCO    0.00749614
CVS     0.00498060
CVX     0.01163391
DAL     0.00468987
           ...    
NVDA    0.00286452
ORCL    0.00705172
OXY     0.00656940
PEP     0.00558498
PFE     0.01795769
PG      0.00737627
PM      0.00571711
PXD     0.00546760
QCOM    0.00532018
REGN    0.00627514
SBUX    0.00923775
SLB     0.00848862
T       0.01199614
TGT     0.00579681
TWX     0.00472168
TXN     0.00562145
UAL     0.00327321
UNH     0.00469159
UNP     0.00615684
UPS     0.00585435
USB     0.00416054
UTX     0.00581624
V       0.01262516
VLO     0.00668993
VZ      0.01054630
WBA     0.00471402
WFC     0.01650769
WMT     0.00944422
WYNN    0.00264781
XOM     0.02038008
Name: 2016-02-04, Length: 99, dtype: float64
ticker
AAL     0.00332171
AAPL    0.05175320
ABBV    0.00472505
ABT     0.00306456
AGN     0.00710095
AIG     0.01035513
AMAT    0.00195275
AMGN    0.00668452
AMZN    0.04280992
APC     0.00664676
AVGO    0.00848657
AXP     0.00519103
BA      0.03949675
BAC     0.04620628
BIIB    0.00563449
BMY     0.00424928
C       0.01905168
CAT     0.00465239
CBS     0.00371415
CELG    0.00860192
CHTR    0.00546748
CMCSA   0.01077305
CMG     0.00679758
COP     0.00726306
COST    0.00346762
CRM     0.00529317
CSCO    0.02414119
CVS     0.00903736
CVX     0.01097426
DAL     0.00468115
           ...    
NVDA    0.00243547
ORCL    0.00729875
OXY     0.00410540
PEP     0.00610196
PFE     0.01218615
PG      0.01054438
PM      0.00382008
PXD     0.00919860
QCOM    0.00564412
REGN    0.00397289
SBUX    0.00733144
SLB     0.00894352
T       0.01570509
TGT     0.00274791
TWX     0.00704961
TXN     0.00334996
UAL     0.00265846
UNH     0.00483328
UNP     0.00549899
UPS     0.00394359
USB     0.00506084
UTX     0.00706090
V       0.01078570
VLO     0.00478165
VZ      0.01561039
WBA     0.00418525
WFC     0.01582473
WMT     0.00785502
WYNN    0.00354353
XOM     0.01625940
Name: 2016-02-11, Length: 99, dtype: float64
ticker
AAL     0.00698344
AAPL    0.05296250
ABBV    0.00693312
ABT     0.00340982
AGN     0.01510877
AIG     0.00721368
AMAT    0.01017507
AMGN    0.00641020
AMZN    0.04319984
APC     0.00729814
AVGO    0.00619305
AXP     0.00558847
BA      0.01216171
BAC     0.02291782
BIIB    0.00567239
BMY     0.00570078
C       0.01375496
CAT     0.00495945
CBS     0.00380537
CELG    0.00808905
CHTR    0.00390711
CMCSA   0.00789189
CMG     0.01173403
COP     0.00743566
COST    0.00558807
CRM     0.00494866
CSCO    0.01140081
CVS     0.00653728
CVX     0.01257196
DAL     0.00766707
           ...    
NVDA    0.00639988
ORCL    0.00761191
OXY     0.00565646
PEP     0.00680850
PFE     0.01747415
PG      0.00952897
PM      0.00553885
PXD     0.00553487
QCOM    0.01184384
REGN    0.00388107
SBUX    0.00811929
SLB     0.00927168
T       0.01310858
TGT     0.00474968
TWX     0.00559920
TXN     0.00510352
UAL     0.00850446
UNH     0.00823377
UNP     0.00586769
UPS     0.00341408
USB     0.00663553
UTX     0.01605327
V       0.00885830
VLO     0.00469331
VZ      0.01161680
WBA     0.00491157
WFC     0.01333585
WMT     0.01528544
WYNN    0.00506856
XOM     0.01677577
Name: 2016-02-19, Length: 99, dtype: float64
ticker
AAL     0.00499313
AAPL    0.04509263
ABBV    0.00457162
ABT     0.00548837
AGN     0.01657386
AIG     0.00712727
AMAT    0.00329221
AMGN    0.00791493
AMZN    0.04525975
APC     0.00441758
AVGO    0.00575310
AXP     0.00522828
BA      0.00697574
BAC     0.03272636
BIIB    0.00653522
BMY     0.00521164
C       0.01519808
CAT     0.00433594
CBS     0.00305220
CELG    0.00662424
CHTR    0.00595406
CMCSA   0.00860192
CMG     0.00869969
COP     0.00597078
COST    0.00890497
CRM     0.00974492
CSCO    0.00734523
CVS     0.00949220
CVX     0.01208794
DAL     0.00938800
           ...    
NVDA    0.00472214
ORCL    0.00987039
OXY     0.00349324
PEP     0.00993975
PFE     0.01992787
PG      0.01171020
PM      0.00553945
PXD     0.00424228
QCOM    0.00749274
REGN    0.00391738
SBUX    0.00699570
SLB     0.00683103
T       0.01229631
TGT     0.00626793
TWX     0.00356726
TXN     0.00297650
UAL     0.00425446
UNH     0.00561285
UNP     0.00487565
UPS     0.00360967
USB     0.00445915
UTX     0.02269281
V       0.00803234
VLO     0.00491060
VZ      0.01000250
WBA     0.00573135
WFC     0.01529728
WMT     0.01142496
WYNN    0.00391270
XOM     0.01802736
Name: 2016-02-26, Length: 99, dtype: float64
ticker
AAL     0.00580930
AAPL    0.06854912
ABBV    0.00501600
ABT     0.00415668
AGN     0.01095078
AIG     0.01617798
AMAT    0.00254068
AMGN    0.00717110
AMZN    0.02956763
APC     0.00882875
AVGO    0.01515978
AXP     0.00455339
BA      0.00757135
BAC     0.03370724
BIIB    0.00600643
BMY     0.00648953
C       0.01753092
CAT     0.00975621
CBS     0.00322456
CELG    0.00790873
CHTR    0.00512988
CMCSA   0.00664001
CMG     0.01202888
COP     0.01461209
COST    0.00458374
CRM     0.00465436
CSCO    0.00719818
CVS     0.00525671
CVX     0.01129270
DAL     0.00595970
           ...    
NVDA    0.00212324
ORCL    0.00585595
OXY     0.00539028
PEP     0.00995425
PFE     0.01513067
PG      0.01100009
PM      0.00733441
PXD     0.00762113
QCOM    0.00930988
REGN    0.00481083
SBUX    0.00707577
SLB     0.01208071
T       0.01057771
TGT     0.00681527
TWX     0.00415017
TXN     0.00331806
UAL     0.00503210
UNH     0.00506579
UNP     0.00738309
UPS     0.00534681
USB     0.00356797
UTX     0.00646998
V       0.01036956
VLO     0.00619281
VZ      0.00980999
WBA     0.00242201
WFC     0.01319797
WMT     0.00941446
WYNN    0.00746978
XOM     0.02096285
Name: 2016-03-04, Length: 99, dtype: float64
ticker
AAL     0.00394385
AAPL    0.04478160
ABBV    0.00578924
ABT     0.00752529
AGN     0.01160735
AIG     0.00609912
AMAT    0.00500285
AMGN    0.01099825
AMZN    0.03574322
APC     0.01123498
AVGO    0.01316925
AXP     0.00744046
BA      0.00635454
BAC     0.02666785
BIIB    0.00701066
BMY     0.00719931
C       0.01460144
CAT     0.00542043
CBS     0.00377767
CELG    0.01234615
CHTR    0.00747077
CMCSA   0.00664030
CMG     0.01110473
COP     0.00876156
COST    0.00435451
CRM     0.00408409
CSCO    0.00931488
CVS     0.00567937
CVX     0.02030402
DAL     0.00505068
           ...    
NVDA    0.00367749
ORCL    0.00822395
OXY     0.00413124
PEP     0.00932915
PFE     0.02815165
PG      0.01406622
PM      0.01041190
PXD     0.00791972
QCOM    0.00911661
REGN    0.00522827
SBUX    0.01425606
SLB     0.00944576
T       0.01188394
TGT     0.00515010
TWX     0.00735649
TXN     0.00443833
UAL     0.00302985
UNH     0.00757032
UNP     0.00479894
UPS     0.00362697
USB     0.00493604
UTX     0.00615427
V       0.01110346
VLO     0.00496020
VZ      0.01199647
WBA     0.00329683
WFC     0.01429568
WMT     0.00873654
WYNN    0.00537366
XOM     0.01933613
Name: 2016-03-11, Length: 99, dtype: float64
ticker
AAL     0.00567164
AAPL    0.04362724
ABBV    0.00558162
ABT     0.00381624
AGN     0.01608963
AIG     0.00491862
AMAT    0.00382647
AMGN    0.00903267
AMZN    0.03908925
APC     0.00479849
AVGO    0.00998097
AXP     0.00475470
BA      0.01112850
BAC     0.01893241
BIIB    0.00750910
BMY     0.00990857
C       0.01261094
CAT     0.00941368
CBS     0.00305929
CELG    0.00918257
CHTR    0.00641606
CMCSA   0.01036179
CMG     0.01271748
COP     0.00832054
COST    0.00502641
CRM     0.00422673
CSCO    0.01089256
CVS     0.00674686
CVX     0.01252299
DAL     0.00579325
           ...    
NVDA    0.00442551
ORCL    0.01335023
OXY     0.00374066
PEP     0.00669204
PFE     0.02150461
PG      0.02526060
PM      0.00812424
PXD     0.00542752
QCOM    0.01335241
REGN    0.00560060
SBUX    0.00795986
SLB     0.00640229
T       0.01374088
TGT     0.00573385
TWX     0.00655401
TXN     0.00415153
UAL     0.00432290
UNH     0.00825098
UNP     0.00653056
UPS     0.00472244
USB     0.00381096
UTX     0.00866469
V       0.01058697
VLO     0.00563366
VZ      0.01080916
WBA     0.00736711
WFC     0.01645153
WMT     0.01418105
WYNN    0.00616887
XOM     0.01475951
Name: 2016-03-18, Length: 99, dtype: float64
ticker
AAL     0.00616589
AAPL    0.04715060
ABBV    0.00473084
ABT     0.00310974
AGN     0.01767234
AIG     0.00629587
AMAT    0.00256862
AMGN    0.00708313
AMZN    0.04352760
APC     0.00669470
AVGO    0.00606164
AXP     0.00453711
BA      0.00994809
BAC     0.01722193
BIIB    0.00568621
BMY     0.00664741
C       0.01276083
CAT     0.00580029
CBS     0.00381518
CELG    0.00728231
CHTR    0.00645895
CMCSA   0.01028767
CMG     0.00844437
COP     0.00603595
COST    0.00607678
CRM     0.00465098
CSCO    0.00788070
CVS     0.00831836
CVX     0.01052859
DAL     0.00652022
           ...    
NVDA    0.00549666
ORCL    0.01381368
OXY     0.00369863
PEP     0.00860454
PFE     0.02050681
PG      0.00922550
PM      0.00686627
PXD     0.00541184
QCOM    0.01006629
REGN    0.00416229
SBUX    0.00788296
SLB     0.01317627
T       0.01808768
TGT     0.01044390
TWX     0.00899706
TXN     0.00287959
UAL     0.00472797
UNH     0.00585379
UNP     0.01139482
UPS     0.00455577
USB     0.00382680
UTX     0.00514230
V       0.01276863
VLO     0.00473491
VZ      0.00987207
WBA     0.00330822
WFC     0.02026945
WMT     0.00865396
WYNN    0.00709408
XOM     0.01395581
Name: 2016-03-28, Length: 99, dtype: float64
ticker
AAL     0.00558912
AAPL    0.07381505
ABBV    0.00819607
ABT     0.00328258
AGN     0.02795541
AIG     0.00509470
AMAT    0.00303268
AMGN    0.00623332
AMZN    0.02714169
APC     0.00359618
AVGO    0.00490494
AXP     0.00362738
BA      0.01107312
BAC     0.01440715
BIIB    0.01088070
BMY     0.00659458
C       0.01085186
CAT     0.00570183
CBS     0.00293042
CELG    0.00830799
CHTR    0.00605746
CMCSA   0.00803518
CMG     0.00582287
COP     0.00596904
COST    0.00399029
CRM     0.00417431
CSCO    0.00864357
CVS     0.00732643
CVX     0.01037279
DAL     0.00656065
           ...    
NVDA    0.00645822
ORCL    0.00752188
OXY     0.00369346
PEP     0.00759532
PFE     0.02629495
PG      0.00802276
PM      0.00709898
PXD     0.00488315
QCOM    0.00542781
REGN    0.00904632
SBUX    0.00621214
SLB     0.01171356
T       0.01174514
TGT     0.00527083
TWX     0.00828413
TXN     0.00346063
UAL     0.00477627
UNH     0.00651142
UNP     0.00477657
UPS     0.00507185
USB     0.00334959
UTX     0.00652855
V       0.00979062
VLO     0.00372272
VZ      0.01036013
WBA     0.00781583
WFC     0.01018873
WMT     0.00823222
WYNN    0.00458090
XOM     0.01140495
Name: 2016-04-04, Length: 99, dtype: float64
ticker
AAL     0.00570465
AAPL    0.05839931
ABBV    0.00500619
ABT     0.00302458
AGN     0.03973598
AIG     0.00500015
AMAT    0.00534767
AMGN    0.00762432
AMZN    0.03057026
APC     0.00361202
AVGO    0.00523917
AXP     0.00441174
BA      0.00823681
BAC     0.01883126
BIIB    0.00875668
BMY     0.00418364
C       0.01593192
CAT     0.00516524
CBS     0.00260734
CELG    0.00954635
CHTR    0.00346564
CMCSA   0.00803203
CMG     0.00694975
COP     0.00533695
COST    0.00603451
CRM     0.00302064
CSCO    0.00911453
CVS     0.00622817
CVX     0.01097918
DAL     0.00749207
           ...    
NVDA    0.00652231
ORCL    0.00769304
OXY     0.00385135
PEP     0.00991571
PFE     0.04626165
PG      0.01034461
PM      0.00856069
PXD     0.00467393
QCOM    0.00768778
REGN    0.00815097
SBUX    0.00676871
SLB     0.00982866
T       0.01167459
TGT     0.00652838
TWX     0.00790285
TXN     0.00379996
UAL     0.00467122
UNH     0.00721882
UNP     0.00582951
UPS     0.00353732
USB     0.00521006
UTX     0.00842216
V       0.00865357
VLO     0.00646004
VZ      0.01335792
WBA     0.00456242
WFC     0.01262372
WMT     0.00947884
WYNN    0.00682508
XOM     0.01441896
Name: 2016-04-11, Length: 99, dtype: float64
ticker
AAL     0.00366383
AAPL    0.10945774
ABBV    0.00591734
ABT     0.00312821
AGN     0.01639908
AIG     0.00798075
AMAT    0.00342737
AMGN    0.00551823
AMZN    0.04831262
APC     0.00402514
AVGO    0.00397489
AXP     0.00330338
BA      0.00661040
BAC     0.01955246
BIIB    0.00676092
BMY     0.00378779
C       0.01747292
CAT     0.00622903
CBS     0.00252020
CELG    0.00658378
CHTR    0.00348810
CMCSA   0.00902718
CMG     0.00743120
COP     0.00699083
COST    0.00334392
CRM     0.00258163
CSCO    0.00718391
CVS     0.00538810
CVX     0.01223739
DAL     0.00904716
           ...    
NVDA    0.00489905
ORCL    0.00616669
OXY     0.00434939
PEP     0.01309809
PFE     0.01933017
PG      0.00762806
PM      0.00810427
PXD     0.00578830
QCOM    0.00634568
REGN    0.00701597
SBUX    0.00736778
SLB     0.00754788
T       0.01056787
TGT     0.00498162
TWX     0.00348522
TXN     0.00430692
UAL     0.00239159
UNH     0.00584788
UNP     0.00984818
UPS     0.00230380
USB     0.00515986
UTX     0.00488383
V       0.01083774
VLO     0.00543803
VZ      0.01177080
WBA     0.00559323
WFC     0.01453916
WMT     0.00760595
WYNN    0.00409005
XOM     0.01251714
Name: 2016-04-18, Length: 99, dtype: float64
ticker
AAL     0.00907855
AAPL    0.05595827
ABBV    0.00485088
ABT     0.00344416
AGN     0.01471667
AIG     0.00449736
AMAT    0.00273504
AMGN    0.00485479
AMZN    0.03323756
APC     0.00516829
AVGO    0.00306509
AXP     0.00526599
BA      0.01118459
BAC     0.02014457
BIIB    0.00864119
BMY     0.00557407
C       0.01206711
CAT     0.01158776
CBS     0.00235675
CELG    0.00668190
CHTR    0.02607906
CMCSA   0.01414518
CMG     0.00856612
COP     0.01010216
COST    0.00350608
CRM     0.00371784
CSCO    0.00851020
CVS     0.00446259
CVX     0.01215202
DAL     0.00728673
           ...    
NVDA    0.00342359
ORCL    0.00850347
OXY     0.00411922
PEP     0.00666546
PFE     0.01464470
PG      0.01159687
PM      0.00570754
PXD     0.00637193
QCOM    0.00662414
REGN    0.00303066
SBUX    0.00924702
SLB     0.00979005
T       0.01202534
TGT     0.00476329
TWX     0.00505334
TXN     0.00515684
UAL     0.00669938
UNH     0.00690656
UNP     0.00762882
UPS     0.00336252
USB     0.00695566
UTX     0.00546353
V       0.01701651
VLO     0.00488478
VZ      0.01138135
WBA     0.00450354
WFC     0.01094189
WMT     0.00764045
WYNN    0.00847772
XOM     0.01283701
Name: 2016-04-25, Length: 99, dtype: float64
ticker
AAL     0.00511103
AAPL    0.07416032
ABBV    0.00931575
ABT     0.01354581
AGN     0.01137605
AIG     0.00846233
AMAT    0.00399198
AMGN    0.00623167
AMZN    0.07704115
APC     0.00444423
AVGO    0.00466903
AXP     0.00469611
BA      0.00798969
BAC     0.01682363
BIIB    0.00587225
BMY     0.00899091
C       0.01070416
CAT     0.00419070
CBS     0.00247722
CELG    0.00884206
CHTR    0.01077533
CMCSA   0.01075306
CMG     0.00716744
COP     0.00632076
COST    0.00816083
CRM     0.00434889
CSCO    0.01189072
CVS     0.00907920
CVX     0.01108178
DAL     0.00738495
           ...    
NVDA    0.00390394
ORCL    0.00699189
OXY     0.00396656
PEP     0.00662889
PFE     0.01964607
PG      0.01023120
PM      0.00445292
PXD     0.00475937
QCOM    0.00573635
REGN    0.00480826
SBUX    0.00812500
SLB     0.00944142
T       0.01336595
TGT     0.00618414
TWX     0.00590528
TXN     0.00609528
UAL     0.00529474
UNH     0.00630897
UNP     0.00500876
UPS     0.00486763
USB     0.00619194
UTX     0.00715937
V       0.01009859
VLO     0.00508686
VZ      0.00889103
WBA     0.00428727
WFC     0.01199518
WMT     0.00830469
WYNN    0.00662663
XOM     0.01442644
Name: 2016-05-02, Length: 99, dtype: float64
ticker
AAL     0.00604112
AAPL    0.05923177
ABBV    0.01179611
ABT     0.00812724
AGN     0.02702779
AIG     0.00620704
AMAT    0.00218463
AMGN    0.00876676
AMZN    0.05430118
APC     0.00369421
AVGO    0.00472397
AXP     0.00527335
BA      0.00854635
BAC     0.01499725
BIIB    0.00712286
BMY     0.00712835
C       0.01217030
CAT     0.01260644
CBS     0.00571568
CELG    0.00717804
CHTR    0.00960210
CMCSA   0.00761141
CMG     0.01291043
COP     0.00560519
COST    0.00796239
CRM     0.00319798
CSCO    0.00837744
CVS     0.00922853
CVX     0.01720881
DAL     0.00857097
           ...    
NVDA    0.00583376
ORCL    0.00608264
OXY     0.00539534
PEP     0.00876238
PFE     0.01962448
PG      0.01038646
PM      0.00823036
PXD     0.00515793
QCOM    0.00677877
REGN    0.00712700
SBUX    0.00654182
SLB     0.01394153
T       0.00951784
TGT     0.00648780
TWX     0.00444523
TXN     0.00410028
UAL     0.00423201
UNH     0.00563337
UNP     0.00670293
UPS     0.00476378
USB     0.00339826
UTX     0.00730109
V       0.01427278
VLO     0.00544795
VZ      0.00814000
WBA     0.00966072
WFC     0.01284551
WMT     0.01128869
WYNN    0.00465451
XOM     0.01823704
Name: 2016-05-09, Length: 99, dtype: float64
ticker
AAL     0.00669826
AAPL    0.09520118
ABBV    0.00668048
ABT     0.00637868
AGN     0.01273913
AIG     0.00579229
AMAT    0.00258479
AMGN    0.00600376
AMZN    0.06615359
APC     0.00585480
AVGO    0.00475970
AXP     0.00516504
BA      0.00689450
BAC     0.01333205
BIIB    0.00549229
BMY     0.00591820
C       0.01230680
CAT     0.00516432
CBS     0.00276625
CELG    0.00422721
CHTR    0.05916131
CMCSA   0.00894567
CMG     0.01137201
COP     0.00563321
COST    0.00613548
CRM     0.00548637
CSCO    0.00894848
CVS     0.00481608
CVX     0.01087362
DAL     0.00868913
           ...    
NVDA    0.01739364
ORCL    0.00517471
OXY     0.00529966
PEP     0.00708646
PFE     0.01169118
PG      0.00852781
PM      0.00475854
PXD     0.00393527
QCOM    0.00558377
REGN    0.00875948
SBUX    0.00874113
SLB     0.00644325
T       0.00916872
TGT     0.01039106
TWX     0.00393958
TXN     0.00403581
UAL     0.00464455
UNH     0.00533078
UNP     0.00560153
UPS     0.00346468
USB     0.01118020
UTX     0.00574015
V       0.01130023
VLO     0.00502120
VZ      0.00632060
WBA     0.00676124
WFC     0.01534615
WMT     0.01094095
WYNN    0.00228882
XOM     0.01229964
Name: 2016-05-16, Length: 99, dtype: float64
ticker
AAL     0.00413421
AAPL    0.07233934
ABBV    0.00729251
ABT     0.00520044
AGN     0.01370049
AIG     0.00610103
AMAT    0.01133203
AMGN    0.00445504
AMZN    0.03692819
APC     0.00398423
AVGO    0.00509111
AXP     0.00384955
BA      0.00982062
BAC     0.01891337
BIIB    0.00423067
BMY     0.00800449
C       0.01345190
CAT     0.00543206
CBS     0.00228660
CELG    0.00568724
CHTR    0.03000450
CMCSA   0.01430182
CMG     0.00984646
COP     0.00575470
COST    0.00498098
CRM     0.00813739
CSCO    0.01050206
CVS     0.01186624
CVX     0.00794148
DAL     0.00439438
           ...    
NVDA    0.00927527
ORCL    0.00690529
OXY     0.00461175
PEP     0.00803592
PFE     0.01519859
PG      0.00863943
PM      0.00432001
PXD     0.00453321
QCOM    0.00986026
REGN    0.00871088
SBUX    0.00789838
SLB     0.00900009
T       0.01088952
TGT     0.01016152
TWX     0.00452061
TXN     0.00421370
UAL     0.00338063
UNH     0.00781089
UNP     0.00577142
UPS     0.00497877
USB     0.00518595
UTX     0.00512708
V       0.00922558
VLO     0.00477645
VZ      0.01212682
WBA     0.00544141
WFC     0.00999414
WMT     0.01361833
WYNN    0.00381465
XOM     0.01997532
Name: 2016-05-23, Length: 99, dtype: float64
ticker
AAL     0.00447288
AAPL    0.06058971
ABBV    0.00621522
ABT     0.00893674
AGN     0.02670332
AIG     0.00863077
AMAT    0.00667235
AMGN    0.00711207
AMZN    0.03882189
APC     0.00326770
AVGO    0.00702154
AXP     0.00494701
BA      0.01223356
BAC     0.01814244
BIIB    0.00850920
BMY     0.00718678
C       0.01435396
CAT     0.00413825
CBS     0.00293477
CELG    0.00931050
CHTR    0.01158998
CMCSA   0.01076417
CMG     0.00645463
COP     0.00591754
COST    0.00775552
CRM     0.00557245
CSCO    0.01143724
CVS     0.00924470
CVX     0.01128963
DAL     0.00576062
           ...    
NVDA    0.00709262
ORCL    0.00726761
OXY     0.00464385
PEP     0.00895294
PFE     0.01565230
PG      0.00756935
PM      0.00760545
PXD     0.00365706
QCOM    0.01142941
REGN    0.00602503
SBUX    0.00945425
SLB     0.00619251
T       0.01468895
TGT     0.00811325
TWX     0.00546730
TXN     0.00530530
UAL     0.00407000
UNH     0.00696387
UNP     0.00727669
UPS     0.00460838
USB     0.00398476
UTX     0.00750536
V       0.00998146
VLO     0.00465962
VZ      0.01090017
WBA     0.00552588
WFC     0.01401853
WMT     0.00837336
WYNN    0.00295230
XOM     0.01615616
Name: 2016-05-31, Length: 99, dtype: float64
ticker
AAL     0.00773642
AAPL    0.04202533
ABBV    0.01264075
ABT     0.00744444
AGN     0.01687206
AIG     0.00551453
AMAT    0.00485892
AMGN    0.00559159
AMZN    0.03876272
APC     0.00742672
AVGO    0.00998803
AXP     0.00470662
BA      0.01084143
BAC     0.01838003
BIIB    0.04055102
BMY     0.00687993
C       0.01046937
CAT     0.00601942
CBS     0.00574921
CELG    0.00837500
CHTR    0.00828757
CMCSA   0.00763536
CMG     0.00801962
COP     0.01001349
COST    0.00593739
CRM     0.00424586
CSCO    0.01139359
CVS     0.00980446
CVX     0.01836862
DAL     0.00905407
           ...    
NVDA    0.00435405
ORCL    0.01487259
OXY     0.00617600
PEP     0.00772672
PFE     0.01488316
PG      0.00958107
PM      0.00994610
PXD     0.00614179
QCOM    0.00539177
REGN    0.00513683
SBUX    0.00749056
SLB     0.01269261
T       0.01757872
TGT     0.00667433
TWX     0.00426808
TXN     0.00576668
UAL     0.00526452
UNH     0.00762921
UNP     0.00627993
UPS     0.00368048
USB     0.00576433
UTX     0.00482137
V       0.00859153
VLO     0.00562085
VZ      0.01405734
WBA     0.00436750
WFC     0.01424124
WMT     0.00973852
WYNN    0.00615841
XOM     0.02126080
Name: 2016-06-07, Length: 99, dtype: float64
ticker
AAL     0.00751556
AAPL    0.05492787
ABBV    0.01177451
ABT     0.00632417
AGN     0.01126128
AIG     0.00793060
AMAT    0.00619924
AMGN    0.00559631
AMZN    0.03294247
APC     0.00308535
AVGO    0.00712654
AXP     0.01325674
BA      0.00839761
BAC     0.02002145
BIIB    0.00690565
BMY     0.00590667
C       0.02053803
CAT     0.00523966
CBS     0.00269801
CELG    0.00876243
CHTR    0.01569706
CMCSA   0.00821304
CMG     0.01179592
COP     0.00567595
COST    0.00875871
CRM     0.00524446
CSCO    0.00945716
CVS     0.00764234
CVX     0.01184603
DAL     0.01031748
           ...    
NVDA    0.00633444
ORCL    0.00831263
OXY     0.00486432
PEP     0.00775984
PFE     0.01878551
PG      0.00981480
PM      0.00856930
PXD     0.00341187
QCOM    0.00794756
REGN    0.00682946
SBUX    0.00785996
SLB     0.00717719
T       0.01535941
TGT     0.00596566
TWX     0.00394736
TXN     0.00556490
UAL     0.00627613
UNH     0.00722557
UNP     0.00614016
UPS     0.00341799
USB     0.00603148
UTX     0.00653947
V       0.01116829
VLO     0.00638808
VZ      0.00946802
WBA     0.01007424
WFC     0.02046223
WMT     0.01116311
WYNN    0.00432623
XOM     0.01557314
Name: 2016-06-14, Length: 99, dtype: float64
ticker
AAL     0.00534782
AAPL    0.06698346
ABBV    0.00722625
ABT     0.00648659
AGN     0.01457920
AIG     0.00564112
AMAT    0.00366274
AMGN    0.00754272
AMZN    0.03111642
APC     0.00246885
AVGO    0.00489978
AXP     0.00410484
BA      0.00720103
BAC     0.01978569
BIIB    0.00854239
BMY     0.00881162
C       0.01245621
CAT     0.00483434
CBS     0.00324848
CELG    0.01661897
CHTR    0.00749979
CMCSA   0.01085864
CMG     0.00836871
COP     0.00591445
COST    0.00573437
CRM     0.00528601
CSCO    0.01036028
CVS     0.01201281
CVX     0.00958867
DAL     0.00904440
           ...    
NVDA    0.00506438
ORCL    0.01584979
OXY     0.00453532
PEP     0.00641602
PFE     0.01661311
PG      0.01049759
PM      0.01020470
PXD     0.01042669
QCOM    0.00654600
REGN    0.00830691
SBUX    0.00814072
SLB     0.00851109
T       0.01506578
TGT     0.00590494
TWX     0.00502761
TXN     0.00415758
UAL     0.00706884
UNH     0.00551109
UNP     0.00706982
UPS     0.00752868
USB     0.00355121
UTX     0.00654468
V       0.01426622
VLO     0.00475379
VZ      0.01192059
WBA     0.00562714
WFC     0.01063725
WMT     0.00921444
WYNN    0.00398734
XOM     0.01477709
Name: 2016-06-21, Length: 99, dtype: float64
ticker
AAL     0.00785198
AAPL    0.05456049
ABBV    0.00824547
ABT     0.00449014
AGN     0.01662129
AIG     0.00700947
AMAT    0.00454808
AMGN    0.00911393
AMZN    0.04263888
APC     0.00383466
AVGO    0.00797760
AXP     0.00690839
BA      0.00777362
BAC     0.02754265
BIIB    0.00664863
BMY     0.00715664
C       0.02259152
CAT     0.00484523
CBS     0.00325760
CELG    0.00795674
CHTR    0.00512557
CMCSA   0.00971148
CMG     0.00422186
COP     0.00538823
COST    0.00470187
CRM     0.00553134
CSCO    0.00947452
CVS     0.00597350
CVX     0.01005548
DAL     0.00975500
           ...    
NVDA    0.00648379
ORCL    0.00834525
OXY     0.00448518
PEP     0.00746528
PFE     0.01133009
PG      0.01068731
PM      0.00830504
PXD     0.00637065
QCOM    0.00543610
REGN    0.00408605
SBUX    0.00663571
SLB     0.00600767
T       0.01951972
TGT     0.00707506
TWX     0.00298571
TXN     0.00441894
UAL     0.00454454
UNH     0.00835214
UNP     0.00720663
UPS     0.00470113
USB     0.00562536
UTX     0.00787507
V       0.01637859
VLO     0.00552228
VZ      0.01324868
WBA     0.00558210
WFC     0.01787140
WMT     0.00867649
WYNN    0.00481320
XOM     0.01667749
Name: 2016-06-28, Length: 99, dtype: float64
ticker
AAL     0.00886541
AAPL    0.04850740
ABBV    0.00921758
ABT     0.00873620
AGN     0.00926113
AIG     0.00693878
AMAT    0.00384078
AMGN    0.00961765
AMZN    0.04933039
APC     0.00409915
AVGO    0.00505363
AXP     0.00536746
BA      0.00813502
BAC     0.02009053
BIIB    0.00678271
BMY     0.00774690
C       0.01874414
CAT     0.00448724
CBS     0.00293842
CELG    0.01305222
CHTR    0.00519019
CMCSA   0.01145518
CMG     0.00535227
COP     0.00478322
COST    0.00530997
CRM     0.00549385
CSCO    0.01133745
CVS     0.00875829
CVX     0.01012835
DAL     0.00842115
           ...    
NVDA    0.00547862
ORCL    0.00811656
OXY     0.00393062
PEP     0.01038517
PFE     0.01458417
PG      0.01132360
PM      0.00677455
PXD     0.00595129
QCOM    0.00639439
REGN    0.00650690
SBUX    0.00786783
SLB     0.00572144
T       0.01771096
TGT     0.00434351
TWX     0.00440812
TXN     0.00598475
UAL     0.00548581
UNH     0.00957807
UNP     0.00531343
UPS     0.00562489
USB     0.00397786
UTX     0.00859188
V       0.01396696
VLO     0.00849447
VZ      0.01385643
WBA     0.01401653
WFC     0.01422722
WMT     0.01317399
WYNN    0.00315002
XOM     0.01947635
Name: 2016-07-06, Length: 99, dtype: float64
ticker
AAL     0.01013854
AAPL    0.04774414
ABBV    0.00920793
ABT     0.00630149
AGN     0.01747191
AIG     0.00446592
AMAT    0.00799136
AMGN    0.00805887
AMZN    0.06060898
APC     0.00529696
AVGO    0.00467929
AXP     0.00468299
BA      0.00743720
BAC     0.01909576
BIIB    0.00586355
BMY     0.00664612
C       0.01696187
CAT     0.00764983
CBS     0.00307036
CELG    0.00834778
CHTR    0.00568485
CMCSA   0.01082653
CMG     0.01166037
COP     0.00743985
COST    0.00456734
CRM     0.00396586
CSCO    0.00989299
CVS     0.00783534
CVX     0.01158208
DAL     0.01035003
           ...    
NVDA    0.00836850
ORCL    0.00763748
OXY     0.00506017
PEP     0.01067984
PFE     0.00919474
PG      0.01202404
PM      0.00750366
PXD     0.00493766
QCOM    0.00569598
REGN    0.00448360
SBUX    0.01306186
SLB     0.00783373
T       0.01140115
TGT     0.00482727
TWX     0.00428239
TXN     0.00492411
UAL     0.00496085
UNH     0.00854876
UNP     0.01046593
UPS     0.00368180
USB     0.00477146
UTX     0.00583148
V       0.00986974
VLO     0.00737493
VZ      0.01158033
WBA     0.00706447
WFC     0.01291615
WMT     0.00881014
WYNN    0.00368221
XOM     0.01639830
Name: 2016-07-13, Length: 99, dtype: float64
ticker
AAL     0.00795075
AAPL    0.04368082
ABBV    0.00768985
ABT     0.00966733
AGN     0.00920140
AIG     0.00331209
AMAT    0.00440555
AMGN    0.00574960
AMZN    0.02842026
APC     0.00375133
AVGO    0.00485012
AXP     0.00891851
BA      0.00586699
BAC     0.01902294
BIIB    0.00761989
BMY     0.00487865
C       0.01228645
CAT     0.00547091
CBS     0.00272849
CELG    0.01018928
CHTR    0.00807898
CMCSA   0.00662543
CMG     0.00611440
COP     0.00463523
COST    0.00363222
CRM     0.00603434
CSCO    0.02474999
CVS     0.00556788
CVX     0.01143429
DAL     0.00633063
           ...    
NVDA    0.00685949
ORCL    0.00787992
OXY     0.00219198
PEP     0.00534255
PFE     0.00718501
PG      0.00873572
PM      0.00886455
PXD     0.00476391
QCOM    0.01535492
REGN    0.00418079
SBUX    0.00901390
SLB     0.00779278
T       0.00947410
TGT     0.00333363
TWX     0.00296758
TXN     0.00508715
UAL     0.00700216
UNH     0.01311083
UNP     0.00657931
UPS     0.00238231
USB     0.00339827
UTX     0.00520597
V       0.01065819
VLO     0.00365094
VZ      0.01058026
WBA     0.00671056
WFC     0.01308201
WMT     0.00637314
WYNN    0.00325509
XOM     0.01107304
Name: 2016-07-20, Length: 99, dtype: float64
ticker
AAL     0.00336370
AAPL    0.13031502
ABBV    0.00537826
ABT     0.00905382
AGN     0.02743095
AIG     0.00355184
AMAT    0.00381895
AMGN    0.00962813
AMZN    0.03044762
APC     0.00426639
AVGO    0.00687234
AXP     0.00280851
BA      0.01034265
BAC     0.02030439
BIIB    0.00549859
BMY     0.00569207
C       0.01085960
CAT     0.00961631
CBS     0.00275099
CELG    0.00927350
CHTR    0.00393795
CMCSA   0.01102176
CMG     0.00420812
COP     0.00555465
COST    0.00318845
CRM     0.00412320
CSCO    0.00927888
CVS     0.00582727
CVX     0.00725560
DAL     0.00454439
           ...    
NVDA    0.00880767
ORCL    0.00540373
OXY     0.00285937
PEP     0.00679325
PFE     0.00729631
PG      0.00877734
PM      0.00895899
PXD     0.00734406
QCOM    0.01103487
REGN    0.00590072
SBUX    0.00518071
SLB     0.00902145
T       0.01099500
TGT     0.00313336
TWX     0.00279136
TXN     0.01344841
UAL     0.00215970
UNH     0.00522946
UNP     0.00438165
UPS     0.00692024
USB     0.00312198
UTX     0.00582783
V       0.01119022
VLO     0.00627865
VZ      0.01232642
WBA     0.00986347
WFC     0.01149900
WMT     0.00570329
WYNN    0.00334866
XOM     0.01201071
Name: 2016-07-27, Length: 99, dtype: float64
ticker
AAL     0.00501796
AAPL    0.05692600
ABBV    0.00732569
ABT     0.00620734
AGN     0.01242674
AIG     0.01588949
AMAT    0.00265626
AMGN    0.01184289
AMZN    0.04984174
APC     0.00380483
AVGO    0.00435848
AXP     0.00346093
BA      0.00543704
BAC     0.01688403
BIIB    0.03299376
BMY     0.00568570
C       0.01159015
CAT     0.00447216
CBS     0.00340478
CELG    0.01364331
CHTR    0.00415177
CMCSA   0.00888338
CMG     0.00583425
COP     0.00614624
COST    0.00528821
CRM     0.00394059
CSCO    0.00846118
CVS     0.01072091
CVX     0.01134508
DAL     0.00708851
           ...    
NVDA    0.00770217
ORCL    0.00901831
OXY     0.00588534
PEP     0.00693629
PFE     0.02594390
PG      0.01228353
PM      0.00625555
PXD     0.00666285
QCOM    0.00673865
REGN    0.00897584
SBUX    0.01145424
SLB     0.00752245
T       0.00992125
TGT     0.00696407
TWX     0.01347256
TXN     0.00514381
UAL     0.00382207
UNH     0.00501923
UNP     0.00640175
UPS     0.00438817
USB     0.00498948
UTX     0.00558604
V       0.01040800
VLO     0.01061955
VZ      0.00953965
WBA     0.00538448
WFC     0.01244911
WMT     0.00839226
WYNN    0.00260723
XOM     0.02190069
Name: 2016-08-03, Length: 99, dtype: float64
ticker
AAL     0.00441745
AAPL    0.05623636
ABBV    0.00627607
ABT     0.00580104
AGN     0.01537899
AIG     0.00449737
AMAT    0.00359919
AMGN    0.00896321
AMZN    0.02753079
APC     0.00413206
AVGO    0.00718327
AXP     0.00403799
BA      0.00745667
BAC     0.02533609
BIIB    0.00785909
BMY     0.01852917
C       0.01636940
CAT     0.00402861
CBS     0.00257324
CELG    0.00677187
CHTR    0.01132648
CMCSA   0.01092227
CMG     0.00718244
COP     0.00556536
COST    0.00390805
CRM     0.00604892
CSCO    0.01075347
CVS     0.00784999
CVX     0.01050802
DAL     0.00754111
           ...    
NVDA    0.01216948
ORCL    0.00988526
OXY     0.00397495
PEP     0.00501769
PFE     0.01035915
PG      0.01090242
PM      0.00675866
PXD     0.00795770
QCOM    0.00490989
REGN    0.00434656
SBUX    0.00839404
SLB     0.00659682
T       0.01035384
TGT     0.00611309
TWX     0.00721278
TXN     0.00748545
UAL     0.00323743
UNH     0.00574830
UNP     0.00507115
UPS     0.00350841
USB     0.00339637
UTX     0.00382292
V       0.01042918
VLO     0.00788231
VZ      0.00981359
WBA     0.01453707
WFC     0.01718026
WMT     0.01271571
WYNN    0.00280025
XOM     0.02295689
Name: 2016-08-10, Length: 99, dtype: float64
ticker
AAL     0.00554214
AAPL    0.05169700
ABBV    0.00958228
ABT     0.00713008
AGN     0.01634358
AIG     0.00450629
AMAT    0.00526567
AMGN    0.00823133
AMZN    0.02778975
APC     0.00260122
AVGO    0.00529834
AXP     0.00373589
BA      0.00706177
BAC     0.02633898
BIIB    0.00473990
BMY     0.02230198
C       0.01561778
CAT     0.00461290
CBS     0.00409909
CELG    0.00807601
CHTR    0.00548501
CMCSA   0.00690431
CMG     0.00607599
COP     0.00708127
COST    0.00420294
CRM     0.01194088
CSCO    0.03042183
CVS     0.00557213
CVX     0.00974885
DAL     0.00724601
           ...    
NVDA    0.01734121
ORCL    0.00760804
OXY     0.00535682
PEP     0.00582630
PFE     0.01076000
PG      0.01068832
PM      0.00689856
PXD     0.00771079
QCOM    0.00757378
REGN    0.00364518
SBUX    0.00768316
SLB     0.00583525
T       0.02159122
TGT     0.02490651
TWX     0.00743838
TXN     0.00759467
UAL     0.00305507
UNH     0.00488538
UNP     0.00820376
UPS     0.00309785
USB     0.00503656
UTX     0.00444137
V       0.00714339
VLO     0.00576542
VZ      0.01215862
WBA     0.00588241
WFC     0.01161226
WMT     0.01921118
WYNN    0.00384683
XOM     0.01125716
Name: 2016-08-17, Length: 99, dtype: float64
ticker
AAL     0.00443108
AAPL    0.05129757
ABBV    0.01078681
ABT     0.00649978
AGN     0.02226754
AIG     0.00451084
AMAT    0.00747098
AMGN    0.01025999
AMZN    0.02727129
APC     0.00472849
AVGO    0.00756836
AXP     0.00538180
BA      0.00561016
BAC     0.02015348
BIIB    0.00969371
BMY     0.01512197
C       0.01505854
CAT     0.00359747
CBS     0.00277648
CELG    0.01087984
CHTR    0.00445636
CMCSA   0.01157484
CMG     0.00904740
COP     0.00470777
COST    0.00444440
CRM     0.00588131
CSCO    0.01468713
CVS     0.00687818
CVX     0.01021248
DAL     0.00552403
           ...    
NVDA    0.00948036
ORCL    0.00810844
OXY     0.00785461
PEP     0.00718841
PFE     0.01515077
PG      0.00974179
PM      0.00538453
PXD     0.00757544
QCOM    0.00828872
REGN    0.00506389
SBUX    0.01504449
SLB     0.00708890
T       0.01248189
TGT     0.00801023
TWX     0.00429168
TXN     0.00517881
UAL     0.00216548
UNH     0.00708821
UNP     0.00472304
UPS     0.00595216
USB     0.00732591
UTX     0.00523426
V       0.00818948
VLO     0.00613001
VZ      0.00888437
WBA     0.00648163
WFC     0.01554750
WMT     0.01433592
WYNN    0.01105515
XOM     0.01357539
Name: 2016-08-24, Length: 99, dtype: float64
ticker
AAL     0.00891246
AAPL    0.05813527
ABBV    0.00772642
ABT     0.00956904
AGN     0.01493880
AIG     0.00663865
AMAT    0.00590624
AMGN    0.00904125
AMZN    0.02389808
APC     0.00527426
AVGO    0.01053701
AXP     0.00578053
BA      0.00855996
BAC     0.03814081
BIIB    0.00559839
BMY     0.01296342
C       0.01841003
CAT     0.00600375
CBS     0.00217595
CELG    0.00626778
CHTR    0.00713399
CMCSA   0.00812810
CMG     0.00897800
COP     0.00659306
COST    0.00561439
CRM     0.01556741
CSCO    0.01142317
CVS     0.00888128
CVX     0.01117067
DAL     0.00932224
           ...    
NVDA    0.01125707
ORCL    0.00739174
OXY     0.00450786
PEP     0.00770186
PFE     0.01286860
PG      0.01791480
PM      0.00549001
PXD     0.00578498
QCOM    0.00732119
REGN    0.00424707
SBUX    0.00723367
SLB     0.01180401
T       0.01332820
TGT     0.00627599
TWX     0.00571028
TXN     0.00489785
UAL     0.00499629
UNH     0.00712163
UNP     0.00500627
UPS     0.00447397
USB     0.00560987
UTX     0.00651077
V       0.01122325
VLO     0.00493770
VZ      0.00951561
WBA     0.00486141
WFC     0.02255353
WMT     0.00820082
WYNN    0.00354342
XOM     0.01937129
Name: 2016-08-31, Length: 99, dtype: float64
ticker
AAL     0.00487368
AAPL    0.09622197
ABBV    0.00877805
ABT     0.00548761
AGN     0.01065791
AIG     0.00528952
AMAT    0.00423473
AMGN    0.00752818
AMZN    0.02819901
APC     0.00441557
AVGO    0.00534221
AXP     0.00463693
BA      0.00588899
BAC     0.01894683
BIIB    0.00744720
BMY     0.01103415
C       0.01306844
CAT     0.00479594
CBS     0.00418002
CELG    0.00537587
CHTR    0.02382442
CMCSA   0.00917100
CMG     0.00955827
COP     0.00790945
COST    0.00766277
CRM     0.00679368
CSCO    0.01038609
CVS     0.01164571
CVX     0.00997707
DAL     0.00707178
           ...    
NVDA    0.00870251
ORCL    0.01173794
OXY     0.00637633
PEP     0.00627681
PFE     0.01048324
PG      0.03450679
PM      0.00614422
PXD     0.00743042
QCOM    0.00800669
REGN    0.00478707
SBUX    0.01200163
SLB     0.00648526
T       0.00902654
TGT     0.01052276
TWX     0.00467279
TXN     0.00485470
UAL     0.00538604
UNH     0.00660920
UNP     0.00345210
UPS     0.00461739
USB     0.00476318
UTX     0.00505562
V       0.01155523
VLO     0.00416293
VZ      0.00786764
WBA     0.01430482
WFC     0.01191697
WMT     0.01175549
WYNN    0.00460442
XOM     0.01413958
Name: 2016-09-08, Length: 99, dtype: float64
ticker
AAL     0.00432235
AAPL    0.15711999
ABBV    0.00717630
ABT     0.00372779
AGN     0.01379691
AIG     0.00573196
AMAT    0.00712704
AMGN    0.00744207
AMZN    0.03618439
APC     0.00605374
AVGO    0.00932167
AXP     0.00445207
BA      0.00655579
BAC     0.01599290
BIIB    0.00550371
BMY     0.00806537
C       0.01005807
CAT     0.00424840
CBS     0.00223245
CELG    0.00578272
CHTR    0.00696254
CMCSA   0.01001240
CMG     0.00723432
COP     0.00465812
COST    0.00511899
CRM     0.00490919
CSCO    0.01177504
CVS     0.00997468
CVX     0.00970173
DAL     0.00509493
           ...    
NVDA    0.01239517
ORCL    0.01170609
OXY     0.00550447
PEP     0.00603456
PFE     0.01028121
PG      0.01787102
PM      0.00555694
PXD     0.00436843
QCOM    0.00804083
REGN    0.00503781
SBUX    0.00652941
SLB     0.00588283
T       0.01311793
TGT     0.00537612
TWX     0.00675478
TXN     0.00642209
UAL     0.00377519
UNH     0.00680358
UNP     0.00469977
UPS     0.00337375
USB     0.00667338
UTX     0.00481350
V       0.01330760
VLO     0.00546223
VZ      0.00964003
WBA     0.00670852
WFC     0.04150506
WMT     0.00784165
WYNN    0.00932011
XOM     0.01137431
Name: 2016-09-15, Length: 99, dtype: float64
ticker
AAL     0.00446387
AAPL    0.05981342
ABBV    0.00572233
ABT     0.00409426
AGN     0.01258089
AIG     0.00650312
AMAT    0.00805580
AMGN    0.00675937
AMZN    0.05674815
APC     0.00930835
AVGO    0.00578864
AXP     0.00347944
BA      0.00708498
BAC     0.01984319
BIIB    0.00691332
BMY     0.00980844
C       0.01288485
CAT     0.00540114
CBS     0.00323176
CELG    0.00852290
CHTR    0.00776110
CMCSA   0.00978585
CMG     0.00680030
COP     0.00540850
COST    0.00623974
CRM     0.00664883
CSCO    0.01037739
CVS     0.01240437
CVX     0.00875035
DAL     0.00700381
           ...    
NVDA    0.00861967
ORCL    0.00643101
OXY     0.00592688
PEP     0.00684972
PFE     0.00923935
PG      0.07667576
PM      0.00705328
PXD     0.00354944
QCOM    0.00812204
REGN    0.00438410
SBUX    0.00827012
SLB     0.00714755
T       0.01448822
TGT     0.00844995
TWX     0.00367162
TXN     0.00411608
UAL     0.00483767
UNH     0.00717326
UNP     0.00468284
UPS     0.00484070
USB     0.00341372
UTX     0.00611389
V       0.00939375
VLO     0.00427090
VZ      0.01062075
WBA     0.00959609
WFC     0.02780152
WMT     0.00701429
WYNN    0.00659764
XOM     0.01451328
Name: 2016-09-22, Length: 99, dtype: float64
ticker
AAL     0.00311869
AAPL    0.05591959
ABBV    0.00542498
ABT     0.00386901
AGN     0.01410694
AIG     0.00586641
AMAT    0.00479241
AMGN    0.00856846
AMZN    0.05835634
APC     0.00866577
AVGO    0.00914822
AXP     0.00362849
BA      0.00393735
BAC     0.01663118
BIIB    0.00457031
BMY     0.01257557
C       0.01789340
CAT     0.01265664
CBS     0.00953903
CELG    0.00814949
CHTR    0.00697232
CMCSA   0.00853141
CMG     0.00544653
COP     0.00996833
COST    0.00894139
CRM     0.00541985
CSCO    0.00647533
CVS     0.00638484
CVX     0.01102806
DAL     0.00386301
           ...    
NVDA    0.00805967
ORCL    0.00478567
OXY     0.00615499
PEP     0.01060696
PFE     0.01115735
PG      0.08900634
PM      0.00709361
PXD     0.00844219
QCOM    0.03893862
REGN    0.00345276
SBUX    0.00886285
SLB     0.01038400
T       0.00908283
TGT     0.00261609
TWX     0.00428070
TXN     0.00414584
UAL     0.00428350
UNH     0.00424303
UNP     0.00352762
UPS     0.00362743
USB     0.00448787
UTX     0.00516353
V       0.00680908
VLO     0.00963761
VZ      0.00740995
WBA     0.00399676
WFC     0.02732151
WMT     0.00773312
WYNN    0.00399427
XOM     0.02207909
Name: 2016-09-29, Length: 99, dtype: float64
ticker
AAL     0.00352832
AAPL    0.05791393
ABBV    0.00477158
ABT     0.00545262
AGN     0.00991725
AIG     0.00517015
AMAT    0.00695130
AMGN    0.00550355
AMZN    0.04109327
APC     0.00520483
AVGO    0.00640363
AXP     0.00875058
BA      0.00844542
BAC     0.02178001
BIIB    0.00443840
BMY     0.01046804
C       0.01365544
CAT     0.00586202
CBS     0.00397474
CELG    0.00603668
CHTR    0.00526636
CMCSA   0.00835623
CMG     0.00435720
COP     0.00641920
COST    0.00631403
CRM     0.02398880
CSCO    0.00760487
CVS     0.00792798
CVX     0.00757860
DAL     0.00643192
           ...    
NVDA    0.01095899
ORCL    0.00673220
OXY     0.00650266
PEP     0.00898067
PFE     0.00912779
PG      0.09434478
PM      0.00512861
PXD     0.00422568
QCOM    0.01491112
REGN    0.00421941
SBUX    0.00572909
SLB     0.00912139
T       0.01037633
TGT     0.00585939
TWX     0.00619696
TXN     0.00501690
UAL     0.00268201
UNH     0.00973918
UNP     0.00531660
UPS     0.00350253
USB     0.00934209
UTX     0.00651271
V       0.01151273
VLO     0.00378574
VZ      0.00997631
WBA     0.00516134
WFC     0.02336535
WMT     0.02426482
WYNN    0.00340145
XOM     0.01143578
Name: 2016-10-06, Length: 99, dtype: float64
ticker
AAL     0.01003075
AAPL    0.07027076
ABBV    0.00609901
ABT     0.00456343
AGN     0.01899223
AIG     0.00618491
AMAT    0.00815799
AMGN    0.00668158
AMZN    0.04505064
APC     0.00422608
AVGO    0.00638835
AXP     0.00436276
BA      0.00793726
BAC     0.02129222
BIIB    0.00749476
BMY     0.01271759
C       0.01849566
CAT     0.00826975
CBS     0.00240346
CELG    0.00668407
CHTR    0.00578789
CMCSA   0.00792267
CMG     0.00626448
COP     0.00534050
COST    0.00446333
CRM     0.00829948
CSCO    0.01214736
CVS     0.00933334
CVX     0.01304834
DAL     0.01645117
           ...    
NVDA    0.01112693
ORCL    0.00921259
OXY     0.00547951
PEP     0.00633256
PFE     0.01301658
PG      0.01636427
PM      0.00748743
PXD     0.00360492
QCOM    0.00782594
REGN    0.00351589
SBUX    0.00625950
SLB     0.00635104
T       0.01124149
TGT     0.00367483
TWX     0.00548347
TXN     0.00444194
UAL     0.00760965
UNH     0.00787317
UNP     0.00705322
UPS     0.00376864
USB     0.00472513
UTX     0.00635048
V       0.00967798
VLO     0.00342475
VZ      0.00917769
WBA     0.00458588
WFC     0.03305611
WMT     0.01054244
WYNN    0.00496156
XOM     0.01407828
Name: 2016-10-13, Length: 99, dtype: float64
ticker
AAL     0.00959479
AAPL    0.04481244
ABBV    0.00419888
ABT     0.00562284
AGN     0.01628808
AIG     0.00414118
AMAT    0.00551895
AMGN    0.00734067
AMZN    0.04172315
APC     0.00526211
AVGO    0.00516577
AXP     0.02747315
BA      0.00538479
BAC     0.02319175
BIIB    0.00597268
BMY     0.00730801
C       0.01066361
CAT     0.00622803
CBS     0.00573435
CELG    0.00592915
CHTR    0.00640311
CMCSA   0.01089972
CMG     0.00506335
COP     0.00423162
COST    0.00519787
CRM     0.00599366
CSCO    0.00804817
CVS     0.01039727
CVX     0.00749754
DAL     0.00954019
           ...    
NVDA    0.00857592
ORCL    0.00680279
OXY     0.00456551
PEP     0.00616152
PFE     0.00958855
PG      0.01345620
PM      0.00561472
PXD     0.00341666
QCOM    0.01399177
REGN    0.00210078
SBUX    0.00786005
SLB     0.01002950
T       0.01819933
TGT     0.00409954
TWX     0.01758188
TXN     0.00419835
UAL     0.00884332
UNH     0.01201889
UNP     0.02293847
UPS     0.00323591
USB     0.00590407
UTX     0.00603929
V       0.00924456
VLO     0.00306072
VZ      0.02024509
WBA     0.01425020
WFC     0.01900268
WMT     0.00675704
WYNN    0.00228294
XOM     0.00915334
Name: 2016-10-20, Length: 99, dtype: float64
ticker
AAL     0.00377404
AAPL    0.05641860
ABBV    0.00565424
ABT     0.00377002
AGN     0.00732206
AIG     0.00861840
AMAT    0.00379866
AMGN    0.00755563
AMZN    0.08897669
APC     0.00695577
AVGO    0.00482454
AXP     0.00454572
BA      0.01579354
BAC     0.02366377
BIIB    0.00611797
BMY     0.02321597
C       0.01368900
CAT     0.00586283
CBS     0.00450917
CELG    0.01723887
CHTR    0.01030511
CMCSA   0.01966297
CMG     0.01047604
COP     0.01038861
COST    0.00415783
CRM     0.00441006
CSCO    0.00712142
CVS     0.00439363
CVX     0.01356813
DAL     0.00560211
           ...    
NVDA    0.01001582
ORCL    0.00415747
OXY     0.00412162
PEP     0.00625114
PFE     0.00813740
PG      0.00799384
PM      0.00471777
PXD     0.00249111
QCOM    0.03271187
REGN    0.00270255
SBUX    0.00600854
SLB     0.00436011
T       0.02143772
TGT     0.00346543
TWX     0.01254210
TXN     0.00956548
UAL     0.00391619
UNH     0.00681943
UNP     0.00547847
UPS     0.00531106
USB     0.00802232
UTX     0.00500881
V       0.00836079
VLO     0.00533754
VZ      0.01481114
WBA     0.00323486
WFC     0.01663606
WMT     0.00699164
WYNN    0.00248622
XOM     0.01083137
Name: 2016-10-27, Length: 99, dtype: float64
ticker
AAL     0.00365125
AAPL    0.04516211
ABBV    0.00815235
ABT     0.00437531
AGN     0.03759451
AIG     0.01144521
AMAT    0.00521671
AMGN    0.01165807
AMZN    0.04644751
APC     0.00421899
AVGO    0.00537485
AXP     0.00377656
BA      0.00476458
BAC     0.01747182
BIIB    0.00554989
BMY     0.01116739
C       0.01194302
CAT     0.00471578
CBS     0.00426755
CELG    0.00716447
CHTR    0.01764465
CMCSA   0.00880772
CMG     0.00794820
COP     0.00439426
COST    0.00462668
CRM     0.00450179
CSCO    0.00712841
CVS     0.01543788
CVX     0.00878370
DAL     0.00514498
           ...    
NVDA    0.00817320
ORCL    0.00724915
OXY     0.00765046
PEP     0.00545502
PFE     0.01587604
PG      0.00890642
PM      0.00358768
PXD     0.00662683
QCOM    0.01533932
REGN    0.00632221
SBUX    0.01709897
SLB     0.00576469
T       0.01354992
TGT     0.00493793
TWX     0.00913904
TXN     0.00688177
UAL     0.00323444
UNH     0.00628008
UNP     0.00596800
UPS     0.00357674
USB     0.00366424
UTX     0.00370950
V       0.00940307
VLO     0.00326902
VZ      0.00859825
WBA     0.00559065
WFC     0.01019237
WMT     0.00708487
WYNN    0.01203479
XOM     0.01081765
Name: 2016-11-03, Length: 99, dtype: float64
ticker
AAL     0.00275929
AAPL    0.04585039
ABBV    0.00737644
ABT     0.00291323
AGN     0.01235691
AIG     0.00583269
AMAT    0.00312313
AMGN    0.00982987
AMZN    0.07215794
APC     0.00161161
AVGO    0.00630802
AXP     0.00490304
BA      0.00705566
BAC     0.04245143
BIIB    0.00607817
BMY     0.00731532
C       0.02079088
CAT     0.00971049
CBS     0.00183648
CELG    0.01110186
CHTR    0.01076287
CMCSA   0.01318071
CMG     0.00653361
COP     0.00369845
COST    0.00416808
CRM     0.00572684
CSCO    0.00855101
CVS     0.00717442
CVX     0.00671300
DAL     0.00704319
           ...    
NVDA    0.01115674
ORCL    0.00787025
OXY     0.00426009
PEP     0.00680011
PFE     0.01622346
PG      0.01332274
PM      0.00957550
PXD     0.00205638
QCOM    0.00841832
REGN    0.00461376
SBUX    0.00537945
SLB     0.00394205
T       0.00981128
TGT     0.00485103
TWX     0.00505398
TXN     0.00365438
UAL     0.00261256
UNH     0.00659796
UNP     0.00640330
UPS     0.00373725
USB     0.00610612
UTX     0.00484758
V       0.01058744
VLO     0.00360765
VZ      0.00805626
WBA     0.00314940
WFC     0.03814555
WMT     0.00745576
WYNN    0.00225270
XOM     0.00883907
Name: 2016-11-10, Length: 99, dtype: float64
ticker
AAL     0.00599713
AAPL    0.04594395
ABBV    0.00441936
ABT     0.00398715
AGN     0.01368608
AIG     0.00599979
AMAT    0.00895191
AMGN    0.00865750
AMZN    0.04323107
APC     0.00363015
AVGO    0.00450347
AXP     0.00411063
BA      0.00792236
BAC     0.05082476
BIIB    0.00665303
BMY     0.00571252
C       0.02061842
CAT     0.00544724
CBS     0.00330646
CELG    0.00754495
CHTR    0.00553813
CMCSA   0.01201242
CMG     0.00696292
COP     0.00442090
COST    0.00464307
CRM     0.01453493
CSCO    0.03304178
CVS     0.00918491
CVX     0.01049207
DAL     0.00623172
           ...    
NVDA    0.02960457
ORCL    0.00810579
OXY     0.00646033
PEP     0.00629462
PFE     0.01210890
PG      0.01114024
PM      0.01123703
PXD     0.00336675
QCOM    0.00675357
REGN    0.00935748
SBUX    0.00734654
SLB     0.00559028
T       0.01136603
TGT     0.00897036
TWX     0.01076732
TXN     0.00406138
UAL     0.00515938
UNH     0.01065819
UNP     0.00644855
UPS     0.00271965
USB     0.00679229
UTX     0.00355591
V       0.01004226
VLO     0.00549378
VZ      0.00857676
WBA     0.00480184
WFC     0.02278224
WMT     0.02401949
WYNN    0.00497785
XOM     0.01021637
Name: 2016-11-17, Length: 99, dtype: float64
ticker
AAL     0.00416521
AAPL    0.04651857
ABBV    0.00626652
ABT     0.00384907
AGN     0.00855179
AIG     0.00478135
AMAT    0.00548780
AMGN    0.01037495
AMZN    0.05324095
APC     0.00567089
AVGO    0.00517549
AXP     0.00500737
BA      0.00516309
BAC     0.04721146
BIIB    0.00774773
BMY     0.01257702
C       0.02366539
CAT     0.00686679
CBS     0.00263826
CELG    0.00805920
CHTR    0.00641466
CMCSA   0.00866552
CMG     0.00541899
COP     0.00575100
COST    0.00472529
CRM     0.00642518
CSCO    0.01863763
CVS     0.00933198
CVX     0.01260096
DAL     0.00396892
           ...    
NVDA    0.01701019
ORCL    0.00586027
OXY     0.00315235
PEP     0.01313396
PFE     0.01161747
PG      0.01147250
PM      0.01185808
PXD     0.00393009
QCOM    0.00997769
REGN    0.00418088
SBUX    0.00668846
SLB     0.00522973
T       0.01462325
TGT     0.00700636
TWX     0.00420095
TXN     0.00527280
UAL     0.00367121
UNH     0.00920668
UNP     0.00613219
UPS     0.00443990
USB     0.00464362
UTX     0.00393815
V       0.01913153
VLO     0.00395390
VZ      0.01416551
WBA     0.00482503
WFC     0.01806876
WMT     0.01071264
WYNN    0.00431316
XOM     0.01540317
Name: 2016-11-25, Length: 99, dtype: float64
ticker
AAL     0.00477897
AAPL    0.04595315
ABBV    0.00729298
ABT     0.00429665
AGN     0.01152854
AIG     0.00560246
AMAT    0.00761679
AMGN    0.00783809
AMZN    0.04256357
APC     0.00401029
AVGO    0.00686985
AXP     0.00334261
BA      0.00498261
BAC     0.04300110
BIIB    0.00632093
BMY     0.00800041
C       0.02218090
CAT     0.00744048
CBS     0.00460526
CELG    0.00734258
CHTR    0.00754013
CMCSA   0.01437571
CMG     0.00541998
COP     0.00436802
COST    0.00424288
CRM     0.01763280
CSCO    0.01205862
CVS     0.01434899
CVX     0.01061904
DAL     0.00669859
           ...    
NVDA    0.01698729
ORCL    0.01160324
OXY     0.00438220
PEP     0.00713921
PFE     0.00916558
PG      0.01151234
PM      0.00636298
PXD     0.00688777
QCOM    0.00972039
REGN    0.00435361
SBUX    0.01513222
SLB     0.00665001
T       0.00929396
TGT     0.00893095
TWX     0.00567052
TXN     0.00654432
UAL     0.00288219
UNH     0.00883538
UNP     0.00563141
UPS     0.00374389
USB     0.00455147
UTX     0.00527479
V       0.01648782
VLO     0.00496989
VZ      0.00797174
WBA     0.00523147
WFC     0.01817200
WMT     0.00730372
WYNN    0.00304379
XOM     0.01287256
Name: 2016-12-02, Length: 99, dtype: float64
ticker
AAL     0.00722484
AAPL    0.05728831
ABBV    0.00620049
ABT     0.00443251
AGN     0.01513867
AIG     0.00625088
AMAT    0.00514059
AMGN    0.00954524
AMZN    0.02842744
APC     0.00459451
AVGO    0.01952605
AXP     0.00279719
BA      0.00610649
BAC     0.04408449
BIIB    0.02484339
BMY     0.00959881
C       0.02001966
CAT     0.00900620
CBS     0.00520746
CELG    0.00609216
CHTR    0.00549676
CMCSA   0.00864305
CMG     0.00712546
COP     0.00450914
COST    0.00590556
CRM     0.00546120
CSCO    0.00906711
CVS     0.00775994
CVX     0.00944262
DAL     0.00639879
           ...    
NVDA    0.01306878
ORCL    0.00664364
OXY     0.00449634
PEP     0.00747546
PFE     0.01315087
PG      0.00963486
PM      0.00539129
PXD     0.00336970
QCOM    0.00537528
REGN    0.00720355
SBUX    0.00605640
SLB     0.00586774
T       0.00957321
TGT     0.00442332
TWX     0.00714000
TXN     0.00633732
UAL     0.00579266
UNH     0.00939680
UNP     0.00623412
UPS     0.00546170
USB     0.00645003
UTX     0.00544535
V       0.01257685
VLO     0.00493335
VZ      0.00724624
WBA     0.00427166
WFC     0.01668474
WMT     0.01086686
WYNN    0.01339311
XOM     0.01008741
Name: 2016-12-09, Length: 99, dtype: float64
ticker
AAL     0.00426030
AAPL    0.04893008
ABBV    0.00606490
ABT     0.00543011
AGN     0.01311586
AIG     0.00923836
AMAT    0.00416266
AMGN    0.00886796
AMZN    0.03579558
APC     0.00572083
AVGO    0.00698505
AXP     0.00583508
BA      0.00853010
BAC     0.03179907
BIIB    0.00584691
BMY     0.00665880
C       0.01615434
CAT     0.00682889
CBS     0.00471424
CELG    0.00799998
CHTR    0.00655371
CMCSA   0.00986087
CMG     0.00525492
COP     0.00505547
COST    0.00556209
CRM     0.00491739
CSCO    0.01289924
CVS     0.00860521
CVX     0.01480660
DAL     0.00475075
           ...    
NVDA    0.02651310
ORCL    0.01719434
OXY     0.00618269
PEP     0.00738131
PFE     0.01113291
PG      0.01665109
PM      0.00636449
PXD     0.00428788
QCOM    0.01109907
REGN    0.00389372
SBUX    0.00579001
SLB     0.00759791
T       0.01050997
TGT     0.00579739
TWX     0.00749243
TXN     0.00443542
UAL     0.00476179
UNH     0.01188651
UNP     0.00644031
UPS     0.00596913
USB     0.00534777
UTX     0.00816039
V       0.01446187
VLO     0.00501974
VZ      0.01007939
WBA     0.00581612
WFC     0.01716111
WMT     0.01187788
WYNN    0.00359309
XOM     0.01701762
Name: 2016-12-16, Length: 99, dtype: float64
ticker
AAL     0.00426474
AAPL    0.04955468
ABBV    0.00866549
ABT     0.00525961
AGN     0.02487886
AIG     0.00405054
AMAT    0.00399179
AMGN    0.00938052
AMZN    0.04607224
APC     0.00387588
AVGO    0.00482901
AXP     0.00436809
BA      0.00991840
BAC     0.02575935
BIIB    0.00905853
BMY     0.00941126
C       0.01696243
CAT     0.00428602
CBS     0.00300800
CELG    0.00937128
CHTR    0.00557066
CMCSA   0.00890799
CMG     0.00575591
COP     0.00435012
COST    0.00587106
CRM     0.00485744
CSCO    0.00807134
CVS     0.00640705
CVX     0.00916939
DAL     0.00597226
           ...    
NVDA    0.05406267
ORCL    0.00942595
OXY     0.00481959
PEP     0.00543810
PFE     0.01013022
PG      0.01307992
PM      0.00669996
PXD     0.00395646
QCOM    0.00595836
REGN    0.00935602
SBUX    0.00727536
SLB     0.00724435
T       0.01166603
TGT     0.00706624
TWX     0.00479714
TXN     0.00370583
UAL     0.00371037
UNH     0.00996932
UNP     0.00667916
UPS     0.00416046
USB     0.00578870
UTX     0.00426092
V       0.01464185
VLO     0.00338323
VZ      0.01099882
WBA     0.00544614
WFC     0.01364475
WMT     0.00983537
WYNN    0.00331652
XOM     0.01116770
Name: 2016-12-23, Length: 99, dtype: float64
ticker
AAL     0.00453772
AAPL    0.04809655
ABBV    0.00813024
ABT     0.00539165
AGN     0.02472897
AIG     0.00680193
AMAT    0.00612606
AMGN    0.00775138
AMZN    0.03910348
APC     0.00407158
AVGO    0.00815882
AXP     0.00632895
BA      0.00762976
BAC     0.03220092
BIIB    0.00698683
BMY     0.00841070
C       0.01598034
CAT     0.00673216
CBS     0.00330973
CELG    0.00708994
CHTR    0.00714926
CMCSA   0.01171503
CMG     0.00479836
COP     0.00508010
COST    0.00466759
CRM     0.00843203
CSCO    0.00949731
CVS     0.00674169
CVX     0.01213699
DAL     0.00382874
           ...    
NVDA    0.05615739
ORCL    0.00615347
OXY     0.00436394
PEP     0.00551982
PFE     0.01019128
PG      0.01039863
PM      0.00634031
PXD     0.00479072
QCOM    0.00866112
REGN    0.00595566
SBUX    0.00618599
SLB     0.00797750
T       0.01526629
TGT     0.00395149
TWX     0.00569528
TXN     0.00506694
UAL     0.00269733
UNH     0.00824119
UNP     0.00559183
UPS     0.00386875
USB     0.00576066
UTX     0.00432374
V       0.01598236
VLO     0.00434319
VZ      0.01713694
WBA     0.00585661
WFC     0.01747030
WMT     0.01020540
WYNN    0.00340538
XOM     0.01309911
Name: 2017-01-03, Length: 99, dtype: float64
ticker
AAL     0.00592083
AAPL    0.04702999
ABBV    0.00654859
ABT     0.00611767
AGN     0.00998014
AIG     0.00532654
AMAT    0.00472403
AMGN    0.00836346
AMZN    0.03366198
APC     0.00470801
AVGO    0.00871503
AXP     0.01184719
BA      0.00756595
BAC     0.03740615
BIIB    0.00639098
BMY     0.00581325
C       0.01311508
CAT     0.00593698
CBS     0.00612116
CELG    0.00929876
CHTR    0.00744424
CMCSA   0.01399923
CMG     0.02202342
COP     0.00433228
COST    0.00373118
CRM     0.00488572
CSCO    0.01005786
CVS     0.00926725
CVX     0.01109358
DAL     0.00688124
           ...    
NVDA    0.03856708
ORCL    0.00708950
OXY     0.00427002
PEP     0.00870836
PFE     0.01012644
PG      0.01436425
PM      0.00590868
PXD     0.00415018
QCOM    0.00622368
REGN    0.01102209
SBUX    0.00620045
SLB     0.00576716
T       0.01360520
TGT     0.00521578
TWX     0.00797844
TXN     0.00441360
UAL     0.00431704
UNH     0.00914983
UNP     0.00589639
UPS     0.00519867
USB     0.00428221
UTX     0.00320112
V       0.00800531
VLO     0.00565253
VZ      0.00967355
WBA     0.00402381
WFC     0.01557717
WMT     0.01114245
WYNN    0.00468131
XOM     0.01781318
Name: 2017-01-10, Length: 99, dtype: float64
ticker
AAL     0.00408635
AAPL    0.04663270
ABBV    0.00547064
ABT     0.00479730
AGN     0.00953029
AIG     0.00533269
AMAT    0.00591207
AMGN    0.00609725
AMZN    0.03190944
APC     0.00467206
AVGO    0.01070682
AXP     0.00760665
BA      0.00534064
BAC     0.04613032
BIIB    0.00473795
BMY     0.00600221
C       0.02754439
CAT     0.00520170
CBS     0.00399221
CELG    0.00781569
CHTR    0.00622236
CMCSA   0.01063268
CMG     0.00566553
COP     0.00406141
COST    0.00477933
CRM     0.00504929
CSCO    0.00754211
CVS     0.00709542
CVX     0.00891879
DAL     0.00578494
           ...    
NVDA    0.02812973
ORCL    0.00670223
OXY     0.00397137
PEP     0.00716186
PFE     0.01090064
PG      0.01440990
PM      0.00771984
PXD     0.00504269
QCOM    0.01639342
REGN    0.00288761
SBUX    0.00702834
SLB     0.01229654
T       0.01249812
TGT     0.02017608
TWX     0.00973808
TXN     0.00665739
UAL     0.00567608
UNH     0.01707713
UNP     0.00904255
UPS     0.00375797
USB     0.00535340
UTX     0.00465770
V       0.01153776
VLO     0.00450645
VZ      0.01067094
WBA     0.00402173
WFC     0.01851923
WMT     0.00806031
WYNN    0.00181407
XOM     0.01617035
Name: 2017-01-18, Length: 99, dtype: float64
ticker
AAL     0.00331549
AAPL    0.05289922
ABBV    0.00645727
ABT     0.00905081
AGN     0.00860271
AIG     0.00590112
AMAT    0.00565859
AMGN    0.00701751
AMZN    0.04590879
APC     0.00342258
AVGO    0.01627114
AXP     0.00541361
BA      0.01644179
BAC     0.03106372
BIIB    0.00958014
BMY     0.01037387
C       0.01652341
CAT     0.00981123
CBS     0.00405359
CELG    0.00829205
CHTR    0.00474316
CMCSA   0.01298616
CMG     0.00418968
COP     0.00401293
COST    0.00274850
CRM     0.00609131
CSCO    0.01000073
CVS     0.01117280
CVX     0.00796551
DAL     0.00536753
           ...    
NVDA    0.01914222
ORCL    0.00706775
OXY     0.00532881
PEP     0.00486899
PFE     0.01296655
PG      0.00923285
PM      0.00661181
PXD     0.00351376
QCOM    0.02049594
REGN    0.00445845
SBUX    0.00554084
SLB     0.00663443
T       0.01135368
TGT     0.00477035
TWX     0.00423098
TXN     0.00839065
UAL     0.00279761
UNH     0.00776028
UNP     0.00749081
UPS     0.00311455
USB     0.00603906
UTX     0.00739291
V       0.01060325
VLO     0.00406120
VZ      0.01941902
WBA     0.00554531
WFC     0.02390346
WMT     0.00766601
WYNN    0.00370331
XOM     0.01052669
Name: 2017-01-25, Length: 99, dtype: float64
ticker
AAL     0.00414251
AAPL    0.16857406
ABBV    0.00411193
ABT     0.00590227
AGN     0.01782721
AIG     0.00349474
AMAT    0.00630136
AMGN    0.00719318
AMZN    0.03837557
APC     0.00509926
AVGO    0.00735711
AXP     0.00352041
BA      0.00593214
BAC     0.02773026
BIIB    0.00528420
BMY     0.00908300
C       0.01143507
CAT     0.00395314
CBS     0.00161219
CELG    0.00657196
CHTR    0.00369570
CMCSA   0.00792933
CMG     0.00377303
COP     0.00564648
COST    0.00406434
CRM     0.00583365
CSCO    0.00677850
CVS     0.00583693
CVX     0.00738734
DAL     0.00459004
           ...    
NVDA    0.02002498
ORCL    0.00553539
OXY     0.00300211
PEP     0.00414874
PFE     0.01030688
PG      0.00833022
PM      0.00568182
PXD     0.00319834
QCOM    0.00967521
REGN    0.00450490
SBUX    0.01178315
SLB     0.00495299
T       0.01513849
TGT     0.00381761
TWX     0.00634077
TXN     0.00692532
UAL     0.00292240
UNH     0.00708931
UNP     0.00546071
UPS     0.01767593
USB     0.00516481
UTX     0.00584634
V       0.00735815
VLO     0.00385353
VZ      0.01417496
WBA     0.00477797
WFC     0.01368441
WMT     0.00691146
WYNN    0.00346423
XOM     0.01416735
Name: 2017-02-01, Length: 99, dtype: float64
ticker
AAL     0.00320893
AAPL    0.04940642
ABBV    0.00517317
ABT     0.00463346
AGN     0.02587820
AIG     0.00333094
AMAT    0.00510523
AMGN    0.00937865
AMZN    0.03902811
APC     0.00462035
AVGO    0.00702391
AXP     0.00281747
BA      0.00805424
BAC     0.03772085
BIIB    0.00860773
BMY     0.01018147
C       0.01711840
CAT     0.00612807
CBS     0.00373923
CELG    0.00631428
CHTR    0.00533243
CMCSA   0.00860193
CMG     0.00722053
COP     0.00687423
COST    0.00555433
CRM     0.00345183
CSCO    0.01012917
CVS     0.00842630
CVX     0.00910372
DAL     0.00414448
           ...    
NVDA    0.02209636
ORCL    0.00580539
OXY     0.00588942
PEP     0.00573957
PFE     0.00978543
PG      0.00963543
PM      0.00783784
PXD     0.01407053
QCOM    0.00767705
REGN    0.00516020
SBUX    0.01048453
SLB     0.00694380
T       0.01009156
TGT     0.00459208
TWX     0.00609210
TXN     0.00719906
UAL     0.00354825
UNH     0.00611408
UNP     0.00675255
UPS     0.00573580
USB     0.00544939
UTX     0.00368422
V       0.01064461
VLO     0.00468032
VZ      0.01058523
WBA     0.00331100
WFC     0.01664587
WMT     0.00833510
WYNN    0.00167962
XOM     0.01811175
Name: 2017-02-08, Length: 99, dtype: float64
ticker
AAL     0.00562346
AAPL    0.06742155
ABBV    0.00750754
ABT     0.00485306
AGN     0.01219654
AIG     0.03208252
AMAT    0.00867203
AMGN    0.00958497
AMZN    0.03563495
APC     0.00528534
AVGO    0.00484934
AXP     0.00632377
BA      0.00944500
BAC     0.05171901
BIIB    0.01084235
BMY     0.00892954
C       0.01893059
CAT     0.00591550
CBS     0.00323007
CELG    0.00897349
CHTR    0.00639273
CMCSA   0.00734944
CMG     0.00495827
COP     0.00510836
COST    0.00554027
CRM     0.00613262
CSCO    0.01831292
CVS     0.00615548
CVX     0.01076880
DAL     0.00896628
           ...    
NVDA    0.01440487
ORCL    0.00534421
OXY     0.00417320
PEP     0.01107918
PFE     0.02074949
PG      0.03222862
PM      0.00467683
PXD     0.00648609
QCOM    0.01074792
REGN    0.00506625
SBUX    0.00550502
SLB     0.00555032
T       0.01279915
TGT     0.00354365
TWX     0.00530809
TXN     0.00599309
UAL     0.00539642
UNH     0.01039020
UNP     0.00507453
UPS     0.00421291
USB     0.00609591
UTX     0.00406740
V       0.00995224
VLO     0.00237315
VZ      0.01243412
WBA     0.00319648
WFC     0.02042395
WMT     0.00806933
WYNN    0.00268687
XOM     0.01328035
Name: 2017-02-15, Length: 99, dtype: float64
ticker
AAL     0.00388640
AAPL    0.04520052
ABBV    0.00776269
ABT     0.00679699
AGN     0.00767250
AIG     0.00612170
AMAT    0.00455694
AMGN    0.00597720
AMZN    0.04791584
APC     0.00350348
AVGO    0.00971375
AXP     0.00424544
BA      0.00977067
BAC     0.03347540
BIIB    0.00656180
BMY     0.01253704
C       0.01410565
CAT     0.00906483
CBS     0.00407613
CELG    0.00855628
CHTR    0.00806262
CMCSA   0.00788710
CMG     0.00393508
COP     0.00586946
COST    0.00703487
CRM     0.00745785
CSCO    0.00917981
CVS     0.00813431
CVX     0.01487923
DAL     0.00515741
           ...    
NVDA    0.06474557
ORCL    0.01058972
OXY     0.00636682
PEP     0.00575801
PFE     0.01608174
PG      0.01082302
PM      0.00696540
PXD     0.00776436
QCOM    0.00889510
REGN    0.00656075
SBUX    0.00655637
SLB     0.00724523
T       0.01226900
TGT     0.00489164
TWX     0.00635137
TXN     0.00598221
UAL     0.00601508
UNH     0.00635702
UNP     0.00817957
UPS     0.00652672
USB     0.00632143
UTX     0.00614374
V       0.00857789
VLO     0.00437853
VZ      0.01246388
WBA     0.00472765
WFC     0.01270259
WMT     0.01427763
WYNN    0.00311224
XOM     0.01752187
Name: 2017-02-23, Length: 99, dtype: float64
ticker
AAL     0.00556548
AAPL    0.05789637
ABBV    0.00804226
ABT     0.00805824
AGN     0.01029565
AIG     0.00685307
AMAT    0.00459115
AMGN    0.00973119
AMZN    0.02934038
APC     0.00474275
AVGO    0.02424820
AXP     0.00559862
BA      0.01413584
BAC     0.03996548
BIIB    0.00610310
BMY     0.01071531
C       0.01662179
CAT     0.03418924
CBS     0.00302254
CELG    0.00749539
CHTR    0.00471063
CMCSA   0.00656516
CMG     0.00320295
COP     0.00453163
COST    0.00871870
CRM     0.00788639
CSCO    0.00856052
CVS     0.00737438
CVX     0.01031212
DAL     0.00986271
           ...    
NVDA    0.03014939
ORCL    0.00642775
OXY     0.00559228
PEP     0.00667308
PFE     0.01364577
PG      0.00995436
PM      0.00738523
PXD     0.00443705
QCOM    0.00735929
REGN    0.00312126
SBUX    0.00595810
SLB     0.00645308
T       0.00842329
TGT     0.00981784
TWX     0.00354002
TXN     0.00933952
UAL     0.00339792
UNH     0.00501494
UNP     0.00471439
UPS     0.00411400
USB     0.00559116
UTX     0.00511564
V       0.01500361
VLO     0.00755960
VZ      0.00821276
WBA     0.00423958
WFC     0.01612731
WMT     0.00985039
WYNN    0.00439103
XOM     0.01822738
Name: 2017-03-02, Length: 99, dtype: float64
ticker
AAL     0.00699178
AAPL    0.05267159
ABBV    0.00751278
ABT     0.00442396
AGN     0.00827435
AIG     0.00916248
AMAT    0.00548484
AMGN    0.00756296
AMZN    0.03054292
APC     0.00615560
AVGO    0.00963868
AXP     0.00619984
BA      0.00950486
BAC     0.03429210
BIIB    0.00656400
BMY     0.00733741
C       0.02258974
CAT     0.01434549
CBS     0.00288493
CELG    0.01224911
CHTR    0.00520540
CMCSA   0.00712872
CMG     0.00389826
COP     0.00572532
COST    0.00547284
CRM     0.00530949
CSCO    0.00991261
CVS     0.00736134
CVX     0.01328570
DAL     0.00705892
           ...    
NVDA    0.02051021
ORCL    0.00749689
OXY     0.00844085
PEP     0.00746705
PFE     0.01088198
PG      0.00847758
PM      0.00627670
PXD     0.01030297
QCOM    0.00953683
REGN    0.00751387
SBUX    0.01679697
SLB     0.01247560
T       0.01214117
TGT     0.00999530
TWX     0.00494353
TXN     0.00571114
UAL     0.00473291
UNH     0.01047656
UNP     0.00746408
UPS     0.00409680
USB     0.00486154
UTX     0.00555386
V       0.00919679
VLO     0.00524323
VZ      0.00858428
WBA     0.00366027
WFC     0.01558609
WMT     0.00896292
WYNN    0.00183827
XOM     0.02002508
Name: 2017-03-09, Length: 99, dtype: float64
ticker
AAL     0.00512287
AAPL    0.04620340
ABBV    0.00567399
ABT     0.00511742
AGN     0.00748738
AIG     0.00552880
AMAT    0.00558080
AMGN    0.01820592
AMZN    0.02737961
APC     0.00325835
AVGO    0.01047304
AXP     0.00471995
BA      0.00934406
BAC     0.03025003
BIIB    0.01880450
BMY     0.00949384
C       0.01585541
CAT     0.00582849
CBS     0.00321890
CELG    0.00906268
CHTR    0.00408697
CMCSA   0.00831667
CMG     0.00404099
COP     0.00496998
COST    0.00751369
CRM     0.00547170
CSCO    0.00823677
CVS     0.00836393
CVX     0.01592043
DAL     0.00633982
           ...    
NVDA    0.02355120
ORCL    0.05271797
OXY     0.00607476
PEP     0.00854057
PFE     0.01183798
PG      0.01009849
PM      0.00737807
PXD     0.00428787
QCOM    0.00697745
REGN    0.00527011
SBUX    0.00751744
SLB     0.00828045
T       0.01011173
TGT     0.00575157
TWX     0.00606821
TXN     0.00579191
UAL     0.01034666
UNH     0.00919506
UNP     0.00651548
UPS     0.00434968
USB     0.00586029
UTX     0.00557929
V       0.01426390
VLO     0.00416924
VZ      0.00890527
WBA     0.00487440
WFC     0.01843082
WMT     0.00840310
WYNN    0.00855197
XOM     0.01351222
Name: 2017-03-16, Length: 99, dtype: float64
ticker
AAL     0.00664336
AAPL    0.04790954
ABBV    0.00439199
ABT     0.00293895
AGN     0.01038066
AIG     0.00701232
AMAT    0.00451678
AMGN    0.01210290
AMZN    0.02820039
APC     0.00413836
AVGO    0.00690246
AXP     0.00529561
BA      0.00588557
BAC     0.04300670
BIIB    0.00753262
BMY     0.00695999
C       0.01639376
CAT     0.00394091
CBS     0.00283627
CELG    0.00584934
CHTR    0.00552266
CMCSA   0.00721362
CMG     0.00417555
COP     0.00675288
COST    0.00385375
CRM     0.00424622
CSCO    0.00920107
CVS     0.01202959
CVX     0.00954852
DAL     0.00425177
           ...    
NVDA    0.02426664
ORCL    0.01215610
OXY     0.00403193
PEP     0.00588725
PFE     0.01130546
PG      0.01015141
PM      0.00825086
PXD     0.00314185
QCOM    0.00712023
REGN    0.00421157
SBUX    0.00683124
SLB     0.00740108
T       0.00974951
TGT     0.00493391
TWX     0.00361484
TXN     0.00444816
UAL     0.00511214
UNH     0.01091950
UNP     0.00445804
UPS     0.00417988
USB     0.00781493
UTX     0.00423883
V       0.01157706
VLO     0.00360497
VZ      0.00767643
WBA     0.00344311
WFC     0.01728153
WMT     0.00796771
WYNN    0.00432806
XOM     0.01186498
Name: 2017-03-23, Length: 99, dtype: float64
ticker
AAL     0.00283381
AAPL    0.05474738
ABBV    0.00429957
ABT     0.00350327
AGN     0.00797306
AIG     0.00524135
AMAT    0.00421586
AMGN    0.00656493
AMZN    0.04428509
APC     0.00645839
AVGO    0.01336286
AXP     0.00414269
BA      0.00549229
BAC     0.03387246
BIIB    0.00713040
BMY     0.00792445
C       0.01614133
CAT     0.00607156
CBS     0.00343709
CELG    0.00434102
CHTR    0.00510532
CMCSA   0.00682986
CMG     0.01392980
COP     0.03567601
COST    0.00300853
CRM     0.00525981
CSCO    0.00751770
CVS     0.00534955
CVX     0.01277033
DAL     0.00403903
           ...    
NVDA    0.02619080
ORCL    0.00624249
OXY     0.00943565
PEP     0.00416082
PFE     0.00898632
PG      0.00585191
PM      0.00584241
PXD     0.02705064
QCOM    0.00633981
REGN    0.00683079
SBUX    0.00900672
SLB     0.00766132
T       0.01057403
TGT     0.00468638
TWX     0.00430008
TXN     0.00485050
UAL     0.00318893
UNH     0.00887344
UNP     0.00563760
UPS     0.00323013
USB     0.00866330
UTX     0.00296238
V       0.01005280
VLO     0.00869856
VZ      0.00981381
WBA     0.00361678
WFC     0.01203166
WMT     0.01034321
WYNN    0.00346243
XOM     0.06520581
Name: 2017-03-30, Length: 99, dtype: float64
ticker
AAL     0.00271657
AAPL    0.05405605
ABBV    0.00523398
ABT     0.00468487
AGN     0.00641851
AIG     0.00421711
AMAT    0.00495178
AMGN    0.00859226
AMZN    0.10339894
APC     0.00301678
AVGO    0.00560442
AXP     0.00404615
BA      0.00732541
BAC     0.03430651
BIIB    0.00797938
BMY     0.00692751
C       0.01469739
CAT     0.00913885
CBS     0.00296113
CELG    0.00650274
CHTR    0.01001049
CMCSA   0.01575901
CMG     0.00397162
COP     0.00600528
COST    0.00968313
CRM     0.00773347
CSCO    0.00882376
CVS     0.00855664
CVX     0.00743465
DAL     0.00485419
           ...    
NVDA    0.02891779
ORCL    0.00908148
OXY     0.00464565
PEP     0.00534510
PFE     0.00961412
PG      0.01126924
PM      0.00844119
PXD     0.00459155
QCOM    0.00562756
REGN    0.00771216
SBUX    0.00934297
SLB     0.00704867
T       0.01431539
TGT     0.00802619
TWX     0.00519964
TXN     0.00589127
UAL     0.00238793
UNH     0.00861494
UNP     0.00861518
UPS     0.00525735
USB     0.00530178
UTX     0.00433339
V       0.01358212
VLO     0.00381181
VZ      0.01544135
WBA     0.00677468
WFC     0.01008179
WMT     0.00747024
WYNN    0.00410302
XOM     0.01371048
Name: 2017-04-06, Length: 99, dtype: float64
ticker
AAL     0.00451234
AAPL    0.04711663
ABBV    0.00461978
ABT     0.00913707
AGN     0.00568751
AIG     0.00659644
AMAT    0.00407748
AMGN    0.00765806
AMZN    0.05367969
APC     0.00538263
AVGO    0.01671125
AXP     0.00521574
BA      0.00659821
BAC     0.03683785
BIIB    0.00609962
BMY     0.00700461
C       0.03454341
CAT     0.00811920
CBS     0.00302500
CELG    0.00624086
CHTR    0.00444793
CMCSA   0.01250648
CMG     0.00863287
COP     0.00796971
COST    0.00434821
CRM     0.00412273
CSCO    0.00965576
CVS     0.00509081
CVX     0.01332406
DAL     0.01218522
           ...    
NVDA    0.02304099
ORCL    0.00980113
OXY     0.00542762
PEP     0.00675816
PFE     0.00794730
PG      0.00833221
PM      0.00634702
PXD     0.00477693
QCOM    0.01635897
REGN    0.00495408
SBUX    0.00522454
SLB     0.00723906
T       0.01281773
TGT     0.00494321
TWX     0.00329818
TXN     0.00672380
UAL     0.00684539
UNH     0.00613074
UNP     0.00462524
UPS     0.00541732
USB     0.00546664
UTX     0.00470857
V       0.01219883
VLO     0.00366901
VZ      0.00839418
WBA     0.00426781
WFC     0.04549612
WMT     0.00723864
WYNN    0.00543849
XOM     0.01289385
Name: 2017-04-13, Length: 99, dtype: float64
ticker
AAL     0.00400964
AAPL    0.03918312
ABBV    0.00415882
ABT     0.00520404
AGN     0.00644450
AIG     0.00603933
AMAT    0.00558638
AMGN    0.00729756
AMZN    0.03526712
APC     0.00353759
AVGO    0.00503577
AXP     0.00739756
BA      0.00893796
BAC     0.04590290
BIIB    0.00499050
BMY     0.00438369
C       0.01398874
CAT     0.00617212
CBS     0.00628452
CELG    0.00577699
CHTR    0.00599457
CMCSA   0.01034130
CMG     0.00620489
COP     0.00456532
COST    0.00592250
CRM     0.00400284
CSCO    0.00708878
CVS     0.00841540
CVX     0.00880509
DAL     0.00459061
           ...    
NVDA    0.01403934
ORCL    0.00819615
OXY     0.00416720
PEP     0.00688438
PFE     0.01261461
PG      0.01260588
PM      0.00791259
PXD     0.00495035
QCOM    0.00888409
REGN    0.00384263
SBUX    0.00843801
SLB     0.01699985
T       0.01467392
TGT     0.00503103
TWX     0.00565502
TXN     0.00792813
UAL     0.00369302
UNH     0.00812913
UNP     0.00537315
UPS     0.00501516
USB     0.00719985
UTX     0.01025727
V       0.02849457
VLO     0.00516920
VZ      0.02281770
WBA     0.00490655
WFC     0.02173446
WMT     0.00678570
WYNN    0.00784443
XOM     0.01223704
Name: 2017-04-21, Length: 99, dtype: float64
ticker
AAL     0.00778585
AAPL    0.04062016
ABBV    0.00486782
ABT     0.00355711
AGN     0.00606946
AIG     0.00395121
AMAT    0.00510855
AMGN    0.00641088
AMZN    0.09417250
APC     0.00394462
AVGO    0.00489100
AXP     0.00571523
BA      0.00541328
BAC     0.02193213
BIIB    0.00676128
BMY     0.00618407
C       0.00956727
CAT     0.00554902
CBS     0.00215166
CELG    0.00607800
CHTR    0.00597236
CMCSA   0.01029519
CMG     0.00615038
COP     0.00414621
COST    0.00549619
CRM     0.00347535
CSCO    0.00924977
CVS     0.00734267
CVX     0.00962599
DAL     0.00403042
           ...    
NVDA    0.01250513
ORCL    0.00793132
OXY     0.00299113
PEP     0.00734985
PFE     0.00714727
PG      0.00969522
PM      0.00536612
PXD     0.00447803
QCOM    0.02433368
REGN    0.01170822
SBUX    0.02028802
SLB     0.00697485
T       0.01298552
TGT     0.00619569
TWX     0.00618412
TXN     0.01124326
UAL     0.00282373
UNH     0.00477413
UNP     0.00535500
UPS     0.00444579
USB     0.00531001
UTX     0.00716000
V       0.00861319
VLO     0.00348225
VZ      0.01566443
WBA     0.00421101
WFC     0.01186551
WMT     0.00739119
WYNN    0.00254306
XOM     0.01298176
Name: 2017-04-28, Length: 99, dtype: float64
ticker
AAL     0.00436082
AAPL    0.07236544
ABBV    0.00538906
ABT     0.00467589
AGN     0.00568977
AIG     0.00670026
AMAT    0.00355802
AMGN    0.00851352
AMZN    0.04854336
APC     0.00585802
AVGO    0.00922591
AXP     0.00409414
BA      0.00858914
BAC     0.02389791
BIIB    0.00909682
BMY     0.00574469
C       0.01232018
CAT     0.00721568
CBS     0.00549807
CELG    0.00867800
CHTR    0.01207155
CMCSA   0.01218799
CMG     0.00830362
COP     0.00651797
COST    0.01149163
CRM     0.00409273
CSCO    0.00903092
CVS     0.00529201
CVX     0.00924771
DAL     0.00452765
           ...    
NVDA    0.01071178
ORCL    0.00686850
OXY     0.00797111
PEP     0.00602312
PFE     0.01263416
PG      0.00684108
PM      0.00556196
PXD     0.00744667
QCOM    0.00864358
REGN    0.00824876
SBUX    0.00694608
SLB     0.01397263
T       0.01447106
TGT     0.00479436
TWX     0.00649195
TXN     0.00514913
UAL     0.00295713
UNH     0.00678616
UNP     0.00601531
UPS     0.00416091
USB     0.00490172
UTX     0.00521297
V       0.01464138
VLO     0.00528588
VZ      0.01380788
WBA     0.00634716
WFC     0.01271121
WMT     0.00753187
WYNN    0.00671096
XOM     0.01446802
Name: 2017-05-05, Length: 99, dtype: float64
ticker
AAL     0.00312081
AAPL    0.08829785
ABBV    0.00687663
ABT     0.00439670
AGN     0.00979086
AIG     0.01517668
AMAT    0.00710014
AMGN    0.00739059
AMZN    0.06156592
APC     0.00379106
AVGO    0.01046890
AXP     0.00385111
BA      0.01102070
BAC     0.02599197
BIIB    0.00504014
BMY     0.00486860
C       0.01631004
CAT     0.00714926
CBS     0.00202964
CELG    0.00558407
CHTR    0.00866564
CMCSA   0.00839463
CMG     0.00632292
COP     0.00743451
COST    0.00473420
CRM     0.00878574
CSCO    0.01145135
CVS     0.01247644
CVX     0.00800418
DAL     0.00604006
           ...    
NVDA    0.05415308
ORCL    0.00624333
OXY     0.00373118
PEP     0.00457907
PFE     0.00990369
PG      0.00868402
PM      0.00450296
PXD     0.00395312
QCOM    0.00847971
REGN    0.00947619
SBUX    0.00585610
SLB     0.00883245
T       0.00887734
TGT     0.00840537
TWX     0.00322343
TXN     0.00368523
UAL     0.00276842
UNH     0.00696018
UNP     0.00685629
UPS     0.00365882
USB     0.00554689
UTX     0.00510537
V       0.00957970
VLO     0.00397990
VZ      0.01115527
WBA     0.00484095
WFC     0.02700303
WMT     0.00769590
WYNN    0.00518201
XOM     0.01048826
Name: 2017-05-12, Length: 99, dtype: float64
ticker
AAL     0.00428806
AAPL    0.05768555
ABBV    0.00606241
ABT     0.00353434
AGN     0.00905647
AIG     0.00820911
AMAT    0.01443284
AMGN    0.00556686
AMZN    0.05412972
APC     0.00428015
AVGO    0.01156565
AXP     0.00351575
BA      0.01014423
BAC     0.02871557
BIIB    0.00706727
BMY     0.00641229
C       0.01726997
CAT     0.00659065
CBS     0.00349312
CELG    0.00513491
CHTR    0.00861163
CMCSA   0.01009794
CMG     0.00406714
COP     0.00475668
COST    0.00450883
CRM     0.01952333
CSCO    0.01695211
CVS     0.00597796
CVX     0.01220642
DAL     0.00410010
           ...    
NVDA    0.04902232
ORCL    0.00713400
OXY     0.00361128
PEP     0.00894120
PFE     0.01258548
PG      0.00867765
PM      0.00654173
PXD     0.00490946
QCOM    0.01298567
REGN    0.00636895
SBUX    0.01069415
SLB     0.00753925
T       0.01047763
TGT     0.00761240
TWX     0.00431001
TXN     0.00835412
UAL     0.00458755
UNH     0.00933103
UNP     0.00532661
UPS     0.00336073
USB     0.00571850
UTX     0.00539578
V       0.01220955
VLO     0.00297480
VZ      0.00785155
WBA     0.00590850
WFC     0.01238098
WMT     0.02029518
WYNN    0.00542261
XOM     0.01457398
Name: 2017-05-19, Length: 99, dtype: float64
ticker
AAL     0.00582740
AAPL    0.06688633
ABBV    0.00526154
ABT     0.00762429
AGN     0.00751789
AIG     0.01099607
AMAT    0.00602839
AMGN    0.00830102
AMZN    0.06967199
APC     0.00641697
AVGO    0.00620214
AXP     0.00285120
BA      0.00639276
BAC     0.02314275
BIIB    0.00421386
BMY     0.00523243
C       0.01334278
CAT     0.00602816
CBS     0.00244678
CELG    0.00602349
CHTR    0.00630696
CMCSA   0.01466168
CMG     0.00462729
COP     0.00963581
COST    0.01585474
CRM     0.00968059
CSCO    0.01000206
CVS     0.00543657
CVX     0.00763022
DAL     0.00577993
           ...    
NVDA    0.05556694
ORCL    0.00620026
OXY     0.00543056
PEP     0.00711266
PFE     0.00730384
PG      0.00738839
PM      0.00513907
PXD     0.00380511
QCOM    0.00922353
REGN    0.00436530
SBUX    0.00762639
SLB     0.01220375
T       0.01000725
TGT     0.00394760
TWX     0.00472822
TXN     0.00449129
UAL     0.00415787
UNH     0.00556781
UNP     0.00851570
UPS     0.00377934
USB     0.00677763
UTX     0.00510727
V       0.00784055
VLO     0.00452439
VZ      0.00522157
WBA     0.00438275
WFC     0.01465021
WMT     0.00942711
WYNN    0.00338579
XOM     0.01301257
Name: 2017-05-26, Length: 99, dtype: float64
ticker
AAL     0.00487481
AAPL    0.06942307
ABBV    0.00580694
ABT     0.00645554
AGN     0.00629192
AIG     0.00365125
AMAT    0.00569561
AMGN    0.01298602
AMZN    0.04973998
APC     0.00369615
AVGO    0.01751844
AXP     0.00383977
BA      0.00843351
BAC     0.02054965
BIIB    0.00738340
BMY     0.01717050
C       0.01090687
CAT     0.00803155
CBS     0.00431585
CELG    0.00634439
CHTR    0.00921123
CMCSA   0.01055684
CMG     0.00601959
COP     0.00446723
COST    0.00508075
CRM     0.00914981
CSCO    0.00880629
CVS     0.00869942
CVX     0.00812592
DAL     0.00818126
           ...    
NVDA    0.05453898
ORCL    0.00704414
OXY     0.00554099
PEP     0.00613970
PFE     0.00801534
PG      0.00639297
PM      0.00548929
PXD     0.00343441
QCOM    0.00815397
REGN    0.00792708
SBUX    0.00775227
SLB     0.00567768
T       0.00919860
TGT     0.00410206
TWX     0.00458005
TXN     0.00374340
UAL     0.00271813
UNH     0.00841157
UNP     0.00550885
UPS     0.00495733
USB     0.00486089
UTX     0.00684838
V       0.02516496
VLO     0.00424770
VZ      0.00681647
WBA     0.00416357
WFC     0.01243093
WMT     0.01438046
WYNN    0.00338326
XOM     0.01605996
Name: 2017-06-05, Length: 99, dtype: float64
ticker
AAL     0.00411974
AAPL    0.10112165
ABBV    0.00399658
ABT     0.00332710
AGN     0.00431567
AIG     0.00344232
AMAT    0.00884555
AMGN    0.00680110
AMZN    0.08903778
APC     0.00242545
AVGO    0.01263801
AXP     0.00257740
BA      0.00495851
BAC     0.01959149
BIIB    0.00403672
BMY     0.00450380
C       0.01693655
CAT     0.00422018
CBS     0.00287098
CELG    0.00406653
CHTR    0.00461652
CMCSA   0.00615703
CMG     0.00349918
COP     0.00592533
COST    0.00415431
CRM     0.00781233
CSCO    0.00755394
CVS     0.00480319
CVX     0.00882904
DAL     0.00485837
           ...    
NVDA    0.06199207
ORCL    0.00698150
OXY     0.00330903
PEP     0.00384548
PFE     0.00888290
PG      0.00656468
PM      0.00528177
PXD     0.00327259
QCOM    0.00539577
REGN    0.00411485
SBUX    0.00649292
SLB     0.00525529
T       0.00824377
TGT     0.00634430
TWX     0.00301398
TXN     0.00521350
UAL     0.00390732
UNH     0.00637182
UNP     0.00373031
UPS     0.00344316
USB     0.00456325
UTX     0.00350729
V       0.01416095
VLO     0.00418323
VZ      0.00830720
WBA     0.00361467
WFC     0.01171321
WMT     0.00786919
WYNN    0.00241011
XOM     0.01415572
Name: 2017-06-12, Length: 99, dtype: float64
ticker
AAL     0.00306328
AAPL    0.07107771
ABBV    0.00669053
ABT     0.00538395
AGN     0.00905914
AIG     0.00292952
AMAT    0.00641638
AMGN    0.00740489
AMZN    0.07608528
APC     0.00292667
AVGO    0.01017391
AXP     0.00374936
BA      0.00805124
BAC     0.02085813
BIIB    0.00772621
BMY     0.00502937
C       0.01273446
CAT     0.00692377
CBS     0.00189087
CELG    0.01133084
CHTR    0.00971643
CMCSA   0.00937683
CMG     0.00796741
COP     0.00414947
COST    0.03400682
CRM     0.00641587
CSCO    0.00859191
CVS     0.00685718
CVX     0.00717895
DAL     0.00596415
           ...    
NVDA    0.04626718
ORCL    0.00872601
OXY     0.00612964
PEP     0.00420214
PFE     0.01008803
PG      0.00691788
PM      0.00526913
PXD     0.00405524
QCOM    0.00602277
REGN    0.00577431
SBUX    0.00612995
SLB     0.00504654
T       0.01172154
TGT     0.01112635
TWX     0.00611202
TXN     0.00430026
UAL     0.00397739
UNH     0.01063561
UNP     0.00537247
UPS     0.00350379
USB     0.00367856
UTX     0.00612771
V       0.00854166
VLO     0.00397784
VZ      0.00656944
WBA     0.00938790
WFC     0.01229047
WMT     0.01798834
WYNN    0.00377558
XOM     0.01260250
Name: 2017-06-19, Length: 99, dtype: float64
ticker
AAL     0.00329252
AAPL    0.06289451
ABBV    0.00482170
ABT     0.00433544
AGN     0.00774756
AIG     0.00404509
AMAT    0.00796868
AMGN    0.00874334
AMZN    0.05738806
APC     0.00346960
AVGO    0.01296664
AXP     0.00346045
BA      0.01027010
BAC     0.02351968
BIIB    0.00610458
BMY     0.00525516
C       0.01600020
CAT     0.00496492
CBS     0.00349450
CELG    0.00886234
CHTR    0.00534227
CMCSA   0.01195217
CMG     0.00705613
COP     0.00668115
COST    0.01748012
CRM     0.00731099
CSCO    0.01169978
CVS     0.01151092
CVX     0.00615846
DAL     0.00539261
           ...    
NVDA    0.06881215
ORCL    0.02514436
OXY     0.00360734
PEP     0.00523856
PFE     0.00792227
PG      0.00645078
PM      0.00348685
PXD     0.00309917
QCOM    0.00681107
REGN    0.01031405
SBUX    0.00565288
SLB     0.00876858
T       0.01135240
TGT     0.00490421
TWX     0.00372342
TXN     0.00640379
UAL     0.00334277
UNH     0.00724515
UNP     0.00541137
UPS     0.00403589
USB     0.00487548
UTX     0.00334066
V       0.01124213
VLO     0.00367286
VZ      0.00750547
WBA     0.00851681
WFC     0.01099647
WMT     0.01079637
WYNN    0.00270823
XOM     0.01028193
Name: 2017-06-26, Length: 99, dtype: float64

组合换手率

$ AnnualizedTurnover =\frac{SumTotalTurnover}{NumberOfRebalanceEvents} * NumberofRebalanceEventsPerYear $

$ SumTotalTurnover =\sum_{t,n}{\left | x_{t,n} - x_{t+1,n} \right |} $ 其中 $ x_{t,n} $ 时间 $ t $ 股票数量 $ n $的权重。

In [32]:
def get_portfolio_turnover(all_rebalance_weights, shift_size, rebalance_count, n_trading_days_in_year=252):
    """
    Calculage portfolio turnover.

    Parameters
    ----------
    all_rebalance_weights : list of Ndarrays
        The ETF weights for each point they are rebalanced
    shift_size : int
        The number of days between each rebalance
    rebalance_count : int
        Number of times the portfolio was rebalanced
    n_trading_days_in_year: int
        Number of trading days in a year

    Returns
    -------
    portfolio_turnover  : float
        The portfolio turnover
    """
    assert shift_size > 0
    assert rebalance_count > 0
    #TODO: Implement function
    diff_sum=0
    for i in range(1,len(all_rebalance_weights)):
        diff=all_rebalance_weights[i-1]-all_rebalance_weights[i]
        diff_sum += sum(abs(diff))
    return diff_sum/rebalance_count*(n_trading_days_in_year/shift_size)

project_tests.test_get_portfolio_turnover(get_portfolio_turnover)
Tests Passed
In [33]:
print(get_portfolio_turnover(all_rebalance_weights, shift_size, len(all_rebalance_weights) - 1))
16.72683266050277
In [ ]: