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
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)
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')
#print_dataframe(close)
close
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
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.. ...
... ... ... ...
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
index_weights = generate_dollar_volume_weights(close, volume)
plot_weights(index_weights, 'Index Weights')
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..
... ... ...
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
etf_weights = calculate_dividend_weights(dividends)
plot_weights(etf_weights, 'ETF Weights')
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。
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
returns = generate_returns(close)
plot_returns(returns, 'Close Returns')
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
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')
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。
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
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。
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
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
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。
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 $\mathbf{P} = \begin{bmatrix} \sigma^2_{1,1} & ... & \sigma^2_{1,m} \\ ... & ... & ...\\ \sigma_{m,1} & ... & \sigma^2_{m,m} \\ \end{bmatrix}$
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
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')
$\sigma^2_p = \mathbf{x^T} \mathbf{P} \mathbf{x}$
$\mathbf{x^T} \mathbf{P} \mathbf{x}$ 是二项式形式,可以使用 cvxpy 函数 quad_form(x,P)
获得二项式形式。
$\sqrt{\sum_{1}^{n}(weight_i - indexWeight_i)^2}$ 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。
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。
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。
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Problem
。Problem
有个求解函数solve(),可以返回最小的解。
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
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
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
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。
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
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
$ 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。
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
print(get_portfolio_turnover(all_rebalance_weights, shift_size, len(all_rebalance_weights) - 1))
16.72683266050277