Project.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "import re\n",
    "import requests\n",
    "import yfinance as yf\n",
    "from bs4 import BeautifulSoup\n",
    "import matplotlib.pyplot as plt"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[**********************47%                       ]  14 of 30 downloaded"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "Exception in thread Thread-18:\n",
      "Traceback (most recent call last):\n",
      "  File \"C:\\Users\\Selwyn\\AppData\\Local\\Continuum\\anaconda3\\lib\\threading.py\", line 917, in _bootstrap_inner\n",
      "    self.run()\n",
      "  File \"C:\\Users\\Selwyn\\AppData\\Local\\Continuum\\anaconda3\\lib\\threading.py\", line 865, in run\n",
      "    self._target(*self._args, **self._kwargs)\n",
      "  File \"C:\\Users\\Selwyn\\AppData\\Local\\Continuum\\anaconda3\\lib\\site-packages\\multitasking\\__init__.py\", line 102, in _run_via_pool\n",
      "    return callee(*args, **kwargs)\n",
      "  File \"C:\\Users\\Selwyn\\AppData\\Local\\Continuum\\anaconda3\\lib\\site-packages\\yfinance\\__init__.py\", line 514, in _download_one_threaded\n",
      "    period, interval, prepost, proxy)\n",
      "  File \"C:\\Users\\Selwyn\\AppData\\Local\\Continuum\\anaconda3\\lib\\site-packages\\yfinance\\__init__.py\", line 527, in _download_one\n",
      "    proxy=proxy)\n",
      "  File \"C:\\Users\\Selwyn\\AppData\\Local\\Continuum\\anaconda3\\lib\\site-packages\\yfinance\\__init__.py\", line 348, in history\n",
      "    raise ValueError(self.ticker, err_msg)\n",
      "ValueError: ('0027.HK', \"Data doesn't exist for startDate = 1514736000, endDate = 1546272000\")\n",
      "\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[*********************100%***********************]  29 of 30 downloaded\n"
     ]
    }
   ],
   "source": [
    "#get AAstocks HSI component page\n",
    "soup = BeautifulSoup(requests.get('http://www.aastocks.com/en/stocks/market/index/hk-index-con.aspx').content)\n",
    "\n",
    "#yfinance hk ticker pattern\n",
    "yf_tick_pattern = re.compile(r'[0-9]{4}\\.hk')\n",
    "\n",
    "#get hsi tickers from soup\n",
    "hsi_tickers = [yf_tick_pattern.findall(line.text.lower())[0] for line in soup.find_all('a',attrs = {'class':'a14 cls'})]\n",
    "\n",
    "#grab data from yf\n",
    "start_date,end_date = '2018-01-01','2019-01-01'\n",
    "data = yf.download(hsi_tickers,start_date,end_date)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [],
   "source": [
    "#add yesterday's date to each day's data\n",
    "#dates = data.index.tolist()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [],
   "source": [
    "#yestermap = np.array([dates[1:],dates[0:-1]]).transpose()#\n",
    "#yesterdf = pd.DataFrame(yestermap,columns = ['Date','Yesterdate'])\n",
    "#yesterdf.set_index('Date',inplace=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>0001.HK</th>\n",
       "      <th>0002.HK</th>\n",
       "      <th>0003.HK</th>\n",
       "      <th>0005.HK</th>\n",
       "      <th>0006.HK</th>\n",
       "      <th>0011.HK</th>\n",
       "      <th>0012.HK</th>\n",
       "      <th>0016.HK</th>\n",
       "      <th>0017.HK</th>\n",
       "      <th>0019.HK</th>\n",
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       "      <th>0669.HK</th>\n",
       "      <th>0688.HK</th>\n",
       "      <th>0700.HK</th>\n",
       "      <th>0762.HK</th>\n",
       "      <th>0823.HK</th>\n",
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       "      <th>0883.HK</th>\n",
       "      <th>0939.HK</th>\n",
       "      <th>0941.HK</th>\n",
       "      <th>1038.HK</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2018-01-02</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "    <tr>\n",
       "      <th>2018-01-03</th>\n",
       "      <td>-0.002534</td>\n",
       "      <td>-0.009995</td>\n",
       "      <td>0.005284</td>\n",
       "      <td>-0.004301</td>\n",
       "      <td>0.007574</td>\n",
       "      <td>-0.002056</td>\n",
       "      <td>-0.003843</td>\n",
       "      <td>-0.003799</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.008249</td>\n",
       "      <td>...</td>\n",
       "      <td>0.002867</td>\n",
       "      <td>0.015173</td>\n",
       "      <td>0.010532</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.006141</td>\n",
       "      <td>-0.014361</td>\n",
       "      <td>0.008668</td>\n",
       "      <td>-0.001344</td>\n",
       "      <td>-0.013256</td>\n",
       "      <td>0.005222</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-04</th>\n",
       "      <td>0.007118</td>\n",
       "      <td>-0.001260</td>\n",
       "      <td>0.005174</td>\n",
       "      <td>-0.005570</td>\n",
       "      <td>-0.000747</td>\n",
       "      <td>-0.002572</td>\n",
       "      <td>0.009633</td>\n",
       "      <td>0.010677</td>\n",
       "      <td>0.010092</td>\n",
       "      <td>0.002732</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.018099</td>\n",
       "      <td>0.018734</td>\n",
       "      <td>0.022737</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.002034</td>\n",
       "      <td>0.050997</td>\n",
       "      <td>0.037907</td>\n",
       "      <td>0.021534</td>\n",
       "      <td>-0.000643</td>\n",
       "      <td>-0.001480</td>\n",
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       "    <tr>\n",
       "      <th>2018-01-05</th>\n",
       "      <td>0.001511</td>\n",
       "      <td>0.007571</td>\n",
       "      <td>0.002614</td>\n",
       "      <td>0.003730</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.002065</td>\n",
       "      <td>0.018083</td>\n",
       "      <td>0.014337</td>\n",
       "      <td>0.035013</td>\n",
       "      <td>0.026523</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.000984</td>\n",
       "      <td>0.027585</td>\n",
       "      <td>0.003242</td>\n",
       "      <td>-0.003662</td>\n",
       "      <td>0.006815</td>\n",
       "      <td>0.003283</td>\n",
       "      <td>0.008280</td>\n",
       "      <td>0.005270</td>\n",
       "      <td>-0.001273</td>\n",
       "      <td>0.004462</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-08</th>\n",
       "      <td>0.001010</td>\n",
       "      <td>-0.003124</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.003716</td>\n",
       "      <td>0.002989</td>\n",
       "      <td>-0.009793</td>\n",
       "      <td>-0.002797</td>\n",
       "      <td>-0.000744</td>\n",
       "      <td>-0.006407</td>\n",
       "      <td>0.029819</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.051860</td>\n",
       "      <td>0.012466</td>\n",
       "      <td>0.007351</td>\n",
       "      <td>-0.008113</td>\n",
       "      <td>-0.006727</td>\n",
       "      <td>-0.013139</td>\n",
       "      <td>-0.003932</td>\n",
       "      <td>-0.000644</td>\n",
       "      <td>-0.008146</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-09</th>\n",
       "      <td>-0.001009</td>\n",
       "      <td>-0.003782</td>\n",
       "      <td>0.002526</td>\n",
       "      <td>0.005601</td>\n",
       "      <td>0.003758</td>\n",
       "      <td>-0.001564</td>\n",
       "      <td>0.003739</td>\n",
       "      <td>0.000744</td>\n",
       "      <td>0.014616</td>\n",
       "      <td>0.003866</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.000965</td>\n",
       "      <td>-0.005067</td>\n",
       "      <td>0.011854</td>\n",
       "      <td>0.011039</td>\n",
       "      <td>0.011577</td>\n",
       "      <td>0.003478</td>\n",
       "      <td>0.001664</td>\n",
       "      <td>0.001316</td>\n",
       "      <td>-0.001275</td>\n",
       "      <td>0.005222</td>\n",
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       "    <tr>\n",
       "      <th>2018-01-10</th>\n",
       "      <td>-0.003018</td>\n",
       "      <td>0.003159</td>\n",
       "      <td>-0.007722</td>\n",
       "      <td>0.014196</td>\n",
       "      <td>-0.006714</td>\n",
       "      <td>0.001566</td>\n",
       "      <td>-0.017745</td>\n",
       "      <td>-0.009671</td>\n",
       "      <td>-0.006440</td>\n",
       "      <td>-0.002568</td>\n",
       "      <td>...</td>\n",
       "      <td>0.016517</td>\n",
       "      <td>-0.006840</td>\n",
       "      <td>-0.007660</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.029635</td>\n",
       "      <td>0.006749</td>\n",
       "      <td>0.016614</td>\n",
       "      <td>0.007884</td>\n",
       "      <td>-0.006427</td>\n",
       "      <td>-0.011129</td>\n",
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       "    <tr>\n",
       "      <th>2018-01-11</th>\n",
       "      <td>0.002015</td>\n",
       "      <td>-0.005664</td>\n",
       "      <td>-0.002539</td>\n",
       "      <td>0.023749</td>\n",
       "      <td>-0.006012</td>\n",
       "      <td>-0.008332</td>\n",
       "      <td>0.000948</td>\n",
       "      <td>-0.004507</td>\n",
       "      <td>-0.003156</td>\n",
       "      <td>-0.009639</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.028678</td>\n",
       "      <td>0.005165</td>\n",
       "      <td>-0.024976</td>\n",
       "      <td>-0.014528</td>\n",
       "      <td>-0.011096</td>\n",
       "      <td>0.010328</td>\n",
       "      <td>-0.001634</td>\n",
       "      <td>0.002608</td>\n",
       "      <td>0.008403</td>\n",
       "      <td>-0.008262</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-12</th>\n",
       "      <td>0.020682</td>\n",
       "      <td>-0.002529</td>\n",
       "      <td>-0.003942</td>\n",
       "      <td>-0.004161</td>\n",
       "      <td>-0.000769</td>\n",
       "      <td>-0.006825</td>\n",
       "      <td>-0.001895</td>\n",
       "      <td>0.003773</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.005834</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.021659</td>\n",
       "      <td>0.011954</td>\n",
       "      <td>0.029807</td>\n",
       "      <td>-0.012864</td>\n",
       "      <td>-0.011235</td>\n",
       "      <td>0.008608</td>\n",
       "      <td>0.024554</td>\n",
       "      <td>0.014304</td>\n",
       "      <td>-0.003852</td>\n",
       "      <td>0.002263</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-15</th>\n",
       "      <td>-0.006921</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.001319</td>\n",
       "      <td>0.004783</td>\n",
       "      <td>0.003026</td>\n",
       "      <td>0.007403</td>\n",
       "      <td>-0.006669</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.006502</td>\n",
       "      <td>0.003908</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.011059</td>\n",
       "      <td>-0.035511</td>\n",
       "      <td>-0.020352</td>\n",
       "      <td>0.007419</td>\n",
       "      <td>0.002142</td>\n",
       "      <td>-0.003378</td>\n",
       "      <td>-0.014380</td>\n",
       "      <td>0.007835</td>\n",
       "      <td>0.009659</td>\n",
       "      <td>-0.001505</td>\n",
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       "    <tr>\n",
       "      <th>2018-01-16</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.001267</td>\n",
       "      <td>0.003952</td>\n",
       "      <td>0.008316</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.006300</td>\n",
       "      <td>0.007669</td>\n",
       "      <td>0.006014</td>\n",
       "      <td>0.011368</td>\n",
       "      <td>0.007813</td>\n",
       "      <td>...</td>\n",
       "      <td>0.003054</td>\n",
       "      <td>0.024571</td>\n",
       "      <td>0.025394</td>\n",
       "      <td>0.011142</td>\n",
       "      <td>-0.001425</td>\n",
       "      <td>-0.001784</td>\n",
       "      <td>0.017831</td>\n",
       "      <td>0.036890</td>\n",
       "      <td>0.010820</td>\n",
       "      <td>0.001508</td>\n",
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       "    <tr>\n",
       "      <th>2018-01-17</th>\n",
       "      <td>0.000000</td>\n",
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       "      <td>0.003855</td>\n",
       "      <td>0.002957</td>\n",
       "      <td>-0.004517</td>\n",
       "      <td>0.007395</td>\n",
       "      <td>-0.000948</td>\n",
       "      <td>-0.004484</td>\n",
       "      <td>0.004854</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.014193</td>\n",
       "      <td>-0.022269</td>\n",
       "      <td>0.010805</td>\n",
       "      <td>0.010925</td>\n",
       "      <td>0.003552</td>\n",
       "      <td>-0.013584</td>\n",
       "      <td>-0.014334</td>\n",
       "      <td>0.007361</td>\n",
       "      <td>-0.002521</td>\n",
       "      <td>-0.002258</td>\n",
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       "    <tr>\n",
       "      <th>2018-01-18</th>\n",
       "      <td>0.003978</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.003840</td>\n",
       "      <td>0.004707</td>\n",
       "      <td>0.009093</td>\n",
       "      <td>0.001048</td>\n",
       "      <td>-0.002872</td>\n",
       "      <td>-0.007506</td>\n",
       "      <td>-0.004830</td>\n",
       "      <td>-0.005168</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.009999</td>\n",
       "      <td>-0.012264</td>\n",
       "      <td>-0.002672</td>\n",
       "      <td>0.029004</td>\n",
       "      <td>-0.002118</td>\n",
       "      <td>0.001812</td>\n",
       "      <td>-0.008079</td>\n",
       "      <td>0.028146</td>\n",
       "      <td>0.029058</td>\n",
       "      <td>0.000000</td>\n",
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       "    <tr>\n",
       "      <th>2018-01-19</th>\n",
       "      <td>-0.001976</td>\n",
       "      <td>-0.003170</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.000592</td>\n",
       "      <td>0.003750</td>\n",
       "      <td>-0.007854</td>\n",
       "      <td>0.000952</td>\n",
       "      <td>0.006807</td>\n",
       "      <td>-0.008004</td>\n",
       "      <td>0.011675</td>\n",
       "      <td>...</td>\n",
       "      <td>0.010100</td>\n",
       "      <td>0.056721</td>\n",
       "      <td>0.010273</td>\n",
       "      <td>0.001706</td>\n",
       "      <td>0.002835</td>\n",
       "      <td>-0.005245</td>\n",
       "      <td>-0.009774</td>\n",
       "      <td>0.007107</td>\n",
       "      <td>-0.011663</td>\n",
       "      <td>0.003788</td>\n",
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       "    <tr>\n",
       "      <th>2018-01-22</th>\n",
       "      <td>0.018866</td>\n",
       "      <td>-0.001919</td>\n",
       "      <td>-0.002624</td>\n",
       "      <td>-0.004687</td>\n",
       "      <td>-0.004480</td>\n",
       "      <td>-0.003165</td>\n",
       "      <td>-0.004755</td>\n",
       "      <td>-0.000751</td>\n",
       "      <td>-0.001631</td>\n",
       "      <td>0.003209</td>\n",
       "      <td>...</td>\n",
       "      <td>0.025008</td>\n",
       "      <td>0.020142</td>\n",
       "      <td>0.016799</td>\n",
       "      <td>-0.012277</td>\n",
       "      <td>-0.004248</td>\n",
       "      <td>0.012182</td>\n",
       "      <td>0.016450</td>\n",
       "      <td>-0.009409</td>\n",
       "      <td>0.010565</td>\n",
       "      <td>0.000752</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-23</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.002554</td>\n",
       "      <td>0.001316</td>\n",
       "      <td>0.008242</td>\n",
       "      <td>-0.000764</td>\n",
       "      <td>-0.004766</td>\n",
       "      <td>0.014382</td>\n",
       "      <td>0.009021</td>\n",
       "      <td>0.017883</td>\n",
       "      <td>0.012783</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.006826</td>\n",
       "      <td>0.019745</td>\n",
       "      <td>0.031737</td>\n",
       "      <td>-0.001724</td>\n",
       "      <td>0.015606</td>\n",
       "      <td>0.005030</td>\n",
       "      <td>0.008092</td>\n",
       "      <td>0.044063</td>\n",
       "      <td>0.003064</td>\n",
       "      <td>0.003020</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-24</th>\n",
       "      <td>0.019493</td>\n",
       "      <td>-0.002548</td>\n",
       "      <td>-0.001314</td>\n",
       "      <td>0.001745</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.005852</td>\n",
       "      <td>-0.011353</td>\n",
       "      <td>-0.001490</td>\n",
       "      <td>-0.004815</td>\n",
       "      <td>0.005041</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.027514</td>\n",
       "      <td>-0.014522</td>\n",
       "      <td>-0.011798</td>\n",
       "      <td>0.008816</td>\n",
       "      <td>-0.008385</td>\n",
       "      <td>0.052547</td>\n",
       "      <td>0.030592</td>\n",
       "      <td>-0.004549</td>\n",
       "      <td>0.014709</td>\n",
       "      <td>0.007503</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-25</th>\n",
       "      <td>0.017204</td>\n",
       "      <td>0.011508</td>\n",
       "      <td>0.005180</td>\n",
       "      <td>-0.004073</td>\n",
       "      <td>0.006764</td>\n",
       "      <td>-0.002139</td>\n",
       "      <td>0.012436</td>\n",
       "      <td>0.016415</td>\n",
       "      <td>0.017654</td>\n",
       "      <td>-0.006272</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.005040</td>\n",
       "      <td>-0.006549</td>\n",
       "      <td>-0.023455</td>\n",
       "      <td>0.033514</td>\n",
       "      <td>-0.007748</td>\n",
       "      <td>0.022584</td>\n",
       "      <td>0.006231</td>\n",
       "      <td>-0.018406</td>\n",
       "      <td>-0.003010</td>\n",
       "      <td>0.038772</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-26</th>\n",
       "      <td>0.002826</td>\n",
       "      <td>-0.001263</td>\n",
       "      <td>0.002618</td>\n",
       "      <td>0.002341</td>\n",
       "      <td>0.007478</td>\n",
       "      <td>-0.002683</td>\n",
       "      <td>0.042495</td>\n",
       "      <td>0.015424</td>\n",
       "      <td>0.015680</td>\n",
       "      <td>0.006945</td>\n",
       "      <td>...</td>\n",
       "      <td>0.018264</td>\n",
       "      <td>0.019777</td>\n",
       "      <td>0.028822</td>\n",
       "      <td>-0.005056</td>\n",
       "      <td>0.000714</td>\n",
       "      <td>0.004816</td>\n",
       "      <td>-0.012385</td>\n",
       "      <td>0.056123</td>\n",
       "      <td>-0.003032</td>\n",
       "      <td>-0.000715</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-29</th>\n",
       "      <td>-0.017805</td>\n",
       "      <td>-0.008224</td>\n",
       "      <td>-0.001305</td>\n",
       "      <td>-0.007584</td>\n",
       "      <td>0.000737</td>\n",
       "      <td>0.006455</td>\n",
       "      <td>-0.007245</td>\n",
       "      <td>-0.013744</td>\n",
       "      <td>-0.013877</td>\n",
       "      <td>-0.010038</td>\n",
       "      <td>...</td>\n",
       "      <td>0.026914</td>\n",
       "      <td>0.004848</td>\n",
       "      <td>0.000849</td>\n",
       "      <td>-0.001752</td>\n",
       "      <td>-0.007803</td>\n",
       "      <td>0.015535</td>\n",
       "      <td>-0.004703</td>\n",
       "      <td>0.007714</td>\n",
       "      <td>0.002431</td>\n",
       "      <td>-0.007175</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-30</th>\n",
       "      <td>0.002858</td>\n",
       "      <td>0.021054</td>\n",
       "      <td>0.006454</td>\n",
       "      <td>-0.011172</td>\n",
       "      <td>0.014818</td>\n",
       "      <td>0.002136</td>\n",
       "      <td>-0.001842</td>\n",
       "      <td>-0.001466</td>\n",
       "      <td>-0.009493</td>\n",
       "      <td>-0.002538</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.007758</td>\n",
       "      <td>-0.008042</td>\n",
       "      <td>-0.020780</td>\n",
       "      <td>-0.001755</td>\n",
       "      <td>-0.010006</td>\n",
       "      <td>-0.035476</td>\n",
       "      <td>-0.028436</td>\n",
       "      <td>-0.028554</td>\n",
       "      <td>-0.004240</td>\n",
       "      <td>0.002884</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-31</th>\n",
       "      <td>0.004757</td>\n",
       "      <td>-0.001879</td>\n",
       "      <td>-0.006413</td>\n",
       "      <td>0.001190</td>\n",
       "      <td>0.015327</td>\n",
       "      <td>-0.007466</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.002202</td>\n",
       "      <td>0.004792</td>\n",
       "      <td>-0.005712</td>\n",
       "      <td>...</td>\n",
       "      <td>0.019567</td>\n",
       "      <td>-0.017835</td>\n",
       "      <td>0.003897</td>\n",
       "      <td>0.008616</td>\n",
       "      <td>-0.000726</td>\n",
       "      <td>-0.007930</td>\n",
       "      <td>-0.011347</td>\n",
       "      <td>0.018011</td>\n",
       "      <td>0.005469</td>\n",
       "      <td>0.005049</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-02-01</th>\n",
       "      <td>-0.000949</td>\n",
       "      <td>0.000632</td>\n",
       "      <td>0.001307</td>\n",
       "      <td>-0.001789</td>\n",
       "      <td>-0.013666</td>\n",
       "      <td>-0.004295</td>\n",
       "      <td>-0.010955</td>\n",
       "      <td>-0.009564</td>\n",
       "      <td>-0.015813</td>\n",
       "      <td>0.008304</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.021119</td>\n",
       "      <td>0.039620</td>\n",
       "      <td>-0.007764</td>\n",
       "      <td>-0.001656</td>\n",
       "      <td>-0.002165</td>\n",
       "      <td>-0.016156</td>\n",
       "      <td>-0.008198</td>\n",
       "      <td>-0.009952</td>\n",
       "      <td>-0.007266</td>\n",
       "      <td>-0.010047</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-02-02</th>\n",
       "      <td>-0.002840</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.002611</td>\n",
       "      <td>-0.004161</td>\n",
       "      <td>0.008023</td>\n",
       "      <td>-0.007013</td>\n",
       "      <td>-0.005550</td>\n",
       "      <td>-0.009657</td>\n",
       "      <td>-0.007991</td>\n",
       "      <td>-0.005698</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.023523</td>\n",
       "      <td>-0.015879</td>\n",
       "      <td>-0.016522</td>\n",
       "      <td>-0.005151</td>\n",
       "      <td>-0.015205</td>\n",
       "      <td>0.037684</td>\n",
       "      <td>0.048035</td>\n",
       "      <td>0.002234</td>\n",
       "      <td>-0.013411</td>\n",
       "      <td>0.003629</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-02-05</th>\n",
       "      <td>-0.010458</td>\n",
       "      <td>-0.013145</td>\n",
       "      <td>-0.006463</td>\n",
       "      <td>-0.010156</td>\n",
       "      <td>-0.018076</td>\n",
       "      <td>-0.008688</td>\n",
       "      <td>-0.024154</td>\n",
       "      <td>-0.022502</td>\n",
       "      <td>-0.025881</td>\n",
       "      <td>-0.021672</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.007025</td>\n",
       "      <td>-0.003227</td>\n",
       "      <td>-0.025200</td>\n",
       "      <td>0.013779</td>\n",
       "      <td>-0.012496</td>\n",
       "      <td>-0.025321</td>\n",
       "      <td>-0.022172</td>\n",
       "      <td>0.006686</td>\n",
       "      <td>-0.012364</td>\n",
       "      <td>-0.018063</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-02-06</th>\n",
       "      <td>-0.026893</td>\n",
       "      <td>-0.015854</td>\n",
       "      <td>-0.018279</td>\n",
       "      <td>-0.033184</td>\n",
       "      <td>-0.023568</td>\n",
       "      <td>-0.029591</td>\n",
       "      <td>-0.023827</td>\n",
       "      <td>-0.031469</td>\n",
       "      <td>-0.031583</td>\n",
       "      <td>-0.022804</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.065726</td>\n",
       "      <td>-0.079284</td>\n",
       "      <td>-0.070295</td>\n",
       "      <td>-0.054281</td>\n",
       "      <td>-0.014886</td>\n",
       "      <td>-0.058281</td>\n",
       "      <td>-0.051712</td>\n",
       "      <td>-0.076507</td>\n",
       "      <td>-0.025653</td>\n",
       "      <td>-0.024278</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-02-07</th>\n",
       "      <td>0.004936</td>\n",
       "      <td>-0.007722</td>\n",
       "      <td>-0.009226</td>\n",
       "      <td>-0.001249</td>\n",
       "      <td>-0.007535</td>\n",
       "      <td>-0.011857</td>\n",
       "      <td>-0.011693</td>\n",
       "      <td>-0.015845</td>\n",
       "      <td>-0.006904</td>\n",
       "      <td>-0.009332</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.002151</td>\n",
       "      <td>-0.049228</td>\n",
       "      <td>0.011708</td>\n",
       "      <td>-0.023252</td>\n",
       "      <td>0.000744</td>\n",
       "      <td>-0.025771</td>\n",
       "      <td>-0.001701</td>\n",
       "      <td>-0.026505</td>\n",
       "      <td>-0.008987</td>\n",
       "      <td>-0.012073</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-02-08</th>\n",
       "      <td>0.002943</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.002624</td>\n",
       "      <td>0.006241</td>\n",
       "      <td>0.002284</td>\n",
       "      <td>0.026858</td>\n",
       "      <td>-0.000984</td>\n",
       "      <td>0.010465</td>\n",
       "      <td>-0.006861</td>\n",
       "      <td>0.005376</td>\n",
       "      <td>...</td>\n",
       "      <td>0.026023</td>\n",
       "      <td>0.001849</td>\n",
       "      <td>0.013017</td>\n",
       "      <td>-0.014714</td>\n",
       "      <td>-0.001503</td>\n",
       "      <td>-0.016021</td>\n",
       "      <td>-0.018745</td>\n",
       "      <td>-0.002463</td>\n",
       "      <td>0.000638</td>\n",
       "      <td>0.010683</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-02-09</th>\n",
       "      <td>-0.038692</td>\n",
       "      <td>-0.011688</td>\n",
       "      <td>-0.013340</td>\n",
       "      <td>-0.008688</td>\n",
       "      <td>-0.010624</td>\n",
       "      <td>-0.015023</td>\n",
       "      <td>-0.027676</td>\n",
       "      <td>-0.022316</td>\n",
       "      <td>-0.027816</td>\n",
       "      <td>-0.014717</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.023262</td>\n",
       "      <td>-0.027646</td>\n",
       "      <td>-0.030460</td>\n",
       "      <td>-0.044707</td>\n",
       "      <td>-0.015122</td>\n",
       "      <td>-0.034078</td>\n",
       "      <td>-0.029522</td>\n",
       "      <td>-0.044576</td>\n",
       "      <td>-0.033672</td>\n",
       "      <td>-0.021893</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-02-12</th>\n",
       "      <td>-0.016293</td>\n",
       "      <td>-0.007240</td>\n",
       "      <td>-0.004107</td>\n",
       "      <td>-0.005016</td>\n",
       "      <td>-0.007656</td>\n",
       "      <td>-0.003395</td>\n",
       "      <td>-0.003038</td>\n",
       "      <td>-0.005704</td>\n",
       "      <td>0.003505</td>\n",
       "      <td>0.006788</td>\n",
       "      <td>...</td>\n",
       "      <td>0.006497</td>\n",
       "      <td>-0.007593</td>\n",
       "      <td>0.005399</td>\n",
       "      <td>-0.027283</td>\n",
       "      <td>0.013809</td>\n",
       "      <td>-0.016660</td>\n",
       "      <td>-0.021573</td>\n",
       "      <td>-0.001292</td>\n",
       "      <td>-0.008045</td>\n",
       "      <td>-0.003864</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-11-16</th>\n",
       "      <td>0.001218</td>\n",
       "      <td>-0.006186</td>\n",
       "      <td>-0.011687</td>\n",
       "      <td>0.003037</td>\n",
       "      <td>-0.002803</td>\n",
       "      <td>0.009495</td>\n",
       "      <td>-0.001315</td>\n",
       "      <td>0.012336</td>\n",
       "      <td>0.005762</td>\n",
       "      <td>0.004621</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.006972</td>\n",
       "      <td>0.015353</td>\n",
       "      <td>0.008335</td>\n",
       "      <td>0.009202</td>\n",
       "      <td>-0.012794</td>\n",
       "      <td>-0.003452</td>\n",
       "      <td>0.010806</td>\n",
       "      <td>0.004543</td>\n",
       "      <td>0.005228</td>\n",
       "      <td>-0.010226</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-11-19</th>\n",
       "      <td>0.016568</td>\n",
       "      <td>0.004536</td>\n",
       "      <td>0.006577</td>\n",
       "      <td>-0.002271</td>\n",
       "      <td>0.004679</td>\n",
       "      <td>-0.007190</td>\n",
       "      <td>0.015678</td>\n",
       "      <td>0.032834</td>\n",
       "      <td>0.015113</td>\n",
       "      <td>0.015514</td>\n",
       "      <td>...</td>\n",
       "      <td>0.011702</td>\n",
       "      <td>0.039723</td>\n",
       "      <td>0.002755</td>\n",
       "      <td>0.005656</td>\n",
       "      <td>0.000674</td>\n",
       "      <td>-0.001823</td>\n",
       "      <td>0.018384</td>\n",
       "      <td>0.004684</td>\n",
       "      <td>0.005214</td>\n",
       "      <td>0.001722</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-11-20</th>\n",
       "      <td>-0.014485</td>\n",
       "      <td>-0.002822</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.014384</td>\n",
       "      <td>-0.005577</td>\n",
       "      <td>-0.018383</td>\n",
       "      <td>-0.016732</td>\n",
       "      <td>-0.019074</td>\n",
       "      <td>-0.013039</td>\n",
       "      <td>-0.018105</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.033591</td>\n",
       "      <td>-0.038205</td>\n",
       "      <td>-0.032968</td>\n",
       "      <td>-0.011248</td>\n",
       "      <td>-0.006820</td>\n",
       "      <td>-0.022831</td>\n",
       "      <td>-0.022505</td>\n",
       "      <td>-0.012219</td>\n",
       "      <td>-0.009712</td>\n",
       "      <td>-0.011173</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-11-21</th>\n",
       "      <td>-0.009803</td>\n",
       "      <td>0.001698</td>\n",
       "      <td>0.001322</td>\n",
       "      <td>0.003079</td>\n",
       "      <td>-0.005608</td>\n",
       "      <td>0.005672</td>\n",
       "      <td>0.003925</td>\n",
       "      <td>0.012038</td>\n",
       "      <td>0.001873</td>\n",
       "      <td>0.010946</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.017978</td>\n",
       "      <td>0.007561</td>\n",
       "      <td>0.028409</td>\n",
       "      <td>-0.006849</td>\n",
       "      <td>0.007559</td>\n",
       "      <td>-0.020000</td>\n",
       "      <td>-0.024569</td>\n",
       "      <td>0.003092</td>\n",
       "      <td>-0.013067</td>\n",
       "      <td>0.005215</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-11-22</th>\n",
       "      <td>0.004337</td>\n",
       "      <td>0.000565</td>\n",
       "      <td>0.011732</td>\n",
       "      <td>0.009944</td>\n",
       "      <td>0.008450</td>\n",
       "      <td>0.003385</td>\n",
       "      <td>0.005222</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.030112</td>\n",
       "      <td>-0.012542</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.004900</td>\n",
       "      <td>-0.013103</td>\n",
       "      <td>0.018646</td>\n",
       "      <td>-0.003506</td>\n",
       "      <td>0.016350</td>\n",
       "      <td>-0.001717</td>\n",
       "      <td>0.007840</td>\n",
       "      <td>-0.003083</td>\n",
       "      <td>-0.007947</td>\n",
       "      <td>0.000865</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-11-23</th>\n",
       "      <td>0.003688</td>\n",
       "      <td>0.002812</td>\n",
       "      <td>-0.005146</td>\n",
       "      <td>-0.000744</td>\n",
       "      <td>-0.000922</td>\n",
       "      <td>-0.001127</td>\n",
       "      <td>-0.006472</td>\n",
       "      <td>-0.004575</td>\n",
       "      <td>-0.005783</td>\n",
       "      <td>-0.012701</td>\n",
       "      <td>...</td>\n",
       "      <td>0.001225</td>\n",
       "      <td>-0.015207</td>\n",
       "      <td>-0.012879</td>\n",
       "      <td>0.002346</td>\n",
       "      <td>-0.004029</td>\n",
       "      <td>-0.007451</td>\n",
       "      <td>-0.012413</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.013346</td>\n",
       "      <td>0.022463</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-11-26</th>\n",
       "      <td>0.022701</td>\n",
       "      <td>0.018549</td>\n",
       "      <td>0.019451</td>\n",
       "      <td>0.014417</td>\n",
       "      <td>0.014927</td>\n",
       "      <td>0.016330</td>\n",
       "      <td>0.028685</td>\n",
       "      <td>0.027575</td>\n",
       "      <td>0.037045</td>\n",
       "      <td>0.021061</td>\n",
       "      <td>...</td>\n",
       "      <td>0.017176</td>\n",
       "      <td>0.021203</td>\n",
       "      <td>0.023350</td>\n",
       "      <td>0.017318</td>\n",
       "      <td>0.014808</td>\n",
       "      <td>-0.014822</td>\n",
       "      <td>0.009469</td>\n",
       "      <td>0.018555</td>\n",
       "      <td>0.024375</td>\n",
       "      <td>0.015227</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-11-27</th>\n",
       "      <td>-0.008401</td>\n",
       "      <td>-0.018764</td>\n",
       "      <td>0.003859</td>\n",
       "      <td>0.003732</td>\n",
       "      <td>-0.009192</td>\n",
       "      <td>-0.002769</td>\n",
       "      <td>-0.012694</td>\n",
       "      <td>-0.000894</td>\n",
       "      <td>-0.007577</td>\n",
       "      <td>-0.004014</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.039760</td>\n",
       "      <td>-0.017002</td>\n",
       "      <td>0.019463</td>\n",
       "      <td>0.002185</td>\n",
       "      <td>-0.014760</td>\n",
       "      <td>0.005666</td>\n",
       "      <td>-0.020337</td>\n",
       "      <td>0.001438</td>\n",
       "      <td>-0.012226</td>\n",
       "      <td>-0.000832</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-11-28</th>\n",
       "      <td>0.006060</td>\n",
       "      <td>0.006198</td>\n",
       "      <td>0.008898</td>\n",
       "      <td>0.008200</td>\n",
       "      <td>0.012051</td>\n",
       "      <td>0.009998</td>\n",
       "      <td>0.009003</td>\n",
       "      <td>0.004476</td>\n",
       "      <td>0.003867</td>\n",
       "      <td>-0.001156</td>\n",
       "      <td>...</td>\n",
       "      <td>0.043912</td>\n",
       "      <td>0.032678</td>\n",
       "      <td>0.036208</td>\n",
       "      <td>0.012510</td>\n",
       "      <td>0.022605</td>\n",
       "      <td>0.013017</td>\n",
       "      <td>0.022369</td>\n",
       "      <td>0.012127</td>\n",
       "      <td>0.011725</td>\n",
       "      <td>0.007497</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-11-29</th>\n",
       "      <td>-0.019854</td>\n",
       "      <td>-0.017897</td>\n",
       "      <td>-0.018909</td>\n",
       "      <td>-0.014785</td>\n",
       "      <td>-0.020168</td>\n",
       "      <td>-0.009348</td>\n",
       "      <td>0.020352</td>\n",
       "      <td>0.009804</td>\n",
       "      <td>0.013137</td>\n",
       "      <td>-0.005753</td>\n",
       "      <td>...</td>\n",
       "      <td>0.024019</td>\n",
       "      <td>-0.009300</td>\n",
       "      <td>-0.008893</td>\n",
       "      <td>0.004421</td>\n",
       "      <td>0.010707</td>\n",
       "      <td>0.005562</td>\n",
       "      <td>0.001492</td>\n",
       "      <td>-0.007410</td>\n",
       "      <td>-0.015444</td>\n",
       "      <td>-0.023994</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-11-30</th>\n",
       "      <td>0.003688</td>\n",
       "      <td>-0.018211</td>\n",
       "      <td>0.011579</td>\n",
       "      <td>0.003744</td>\n",
       "      <td>-0.008410</td>\n",
       "      <td>0.002775</td>\n",
       "      <td>0.002486</td>\n",
       "      <td>-0.015888</td>\n",
       "      <td>-0.020474</td>\n",
       "      <td>0.001741</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.011716</td>\n",
       "      <td>0.026332</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.007787</td>\n",
       "      <td>-0.012592</td>\n",
       "      <td>0.011062</td>\n",
       "      <td>0.037488</td>\n",
       "      <td>0.004447</td>\n",
       "      <td>0.015031</td>\n",
       "      <td>0.008471</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-03</th>\n",
       "      <td>0.006111</td>\n",
       "      <td>0.004211</td>\n",
       "      <td>0.008816</td>\n",
       "      <td>0.019445</td>\n",
       "      <td>-0.001887</td>\n",
       "      <td>0.017717</td>\n",
       "      <td>0.014937</td>\n",
       "      <td>0.024216</td>\n",
       "      <td>0.024784</td>\n",
       "      <td>-0.001162</td>\n",
       "      <td>...</td>\n",
       "      <td>0.070065</td>\n",
       "      <td>0.007325</td>\n",
       "      <td>0.041026</td>\n",
       "      <td>0.003359</td>\n",
       "      <td>0.015442</td>\n",
       "      <td>0.038295</td>\n",
       "      <td>0.030071</td>\n",
       "      <td>0.022454</td>\n",
       "      <td>-0.029617</td>\n",
       "      <td>0.008417</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-04</th>\n",
       "      <td>0.000609</td>\n",
       "      <td>0.003482</td>\n",
       "      <td>0.005074</td>\n",
       "      <td>-0.001470</td>\n",
       "      <td>-0.003781</td>\n",
       "      <td>0.018498</td>\n",
       "      <td>-0.004915</td>\n",
       "      <td>-0.005254</td>\n",
       "      <td>0.005536</td>\n",
       "      <td>-0.015622</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.002216</td>\n",
       "      <td>-0.018198</td>\n",
       "      <td>0.011083</td>\n",
       "      <td>0.010937</td>\n",
       "      <td>0.013214</td>\n",
       "      <td>-0.005269</td>\n",
       "      <td>0.010221</td>\n",
       "      <td>-0.002938</td>\n",
       "      <td>0.005304</td>\n",
       "      <td>-0.006681</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-05</th>\n",
       "      <td>-0.020642</td>\n",
       "      <td>0.020280</td>\n",
       "      <td>-0.005048</td>\n",
       "      <td>-0.026430</td>\n",
       "      <td>-0.002837</td>\n",
       "      <td>-0.021367</td>\n",
       "      <td>-0.014762</td>\n",
       "      <td>-0.005282</td>\n",
       "      <td>-0.014778</td>\n",
       "      <td>-0.012347</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.016700</td>\n",
       "      <td>-0.003684</td>\n",
       "      <td>-0.022534</td>\n",
       "      <td>-0.024950</td>\n",
       "      <td>0.004567</td>\n",
       "      <td>-0.021187</td>\n",
       "      <td>-0.037559</td>\n",
       "      <td>-0.013184</td>\n",
       "      <td>0.005276</td>\n",
       "      <td>-0.010063</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-06</th>\n",
       "      <td>-0.022319</td>\n",
       "      <td>-0.002836</td>\n",
       "      <td>0.002537</td>\n",
       "      <td>-0.020361</td>\n",
       "      <td>0.002845</td>\n",
       "      <td>-0.016919</td>\n",
       "      <td>-0.005013</td>\n",
       "      <td>-0.007080</td>\n",
       "      <td>-0.007451</td>\n",
       "      <td>-0.014279</td>\n",
       "      <td>...</td>\n",
       "      <td>0.007927</td>\n",
       "      <td>-0.026038</td>\n",
       "      <td>-0.052336</td>\n",
       "      <td>-0.015625</td>\n",
       "      <td>0.003246</td>\n",
       "      <td>-0.021646</td>\n",
       "      <td>-0.019513</td>\n",
       "      <td>-0.028293</td>\n",
       "      <td>-0.001302</td>\n",
       "      <td>-0.004236</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-07</th>\n",
       "      <td>-0.004447</td>\n",
       "      <td>0.010244</td>\n",
       "      <td>-0.001265</td>\n",
       "      <td>-0.019257</td>\n",
       "      <td>0.009489</td>\n",
       "      <td>0.004999</td>\n",
       "      <td>0.001267</td>\n",
       "      <td>0.008913</td>\n",
       "      <td>0.009384</td>\n",
       "      <td>-0.010266</td>\n",
       "      <td>...</td>\n",
       "      <td>0.005602</td>\n",
       "      <td>0.009531</td>\n",
       "      <td>0.021037</td>\n",
       "      <td>-0.009087</td>\n",
       "      <td>0.027190</td>\n",
       "      <td>-0.022125</td>\n",
       "      <td>-0.021444</td>\n",
       "      <td>-0.004691</td>\n",
       "      <td>0.019717</td>\n",
       "      <td>-0.001701</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-10</th>\n",
       "      <td>-0.034390</td>\n",
       "      <td>-0.008458</td>\n",
       "      <td>-0.003730</td>\n",
       "      <td>0.000787</td>\n",
       "      <td>-0.002830</td>\n",
       "      <td>-0.022104</td>\n",
       "      <td>-0.016304</td>\n",
       "      <td>-0.017668</td>\n",
       "      <td>-0.024269</td>\n",
       "      <td>-0.009159</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.021190</td>\n",
       "      <td>-0.017002</td>\n",
       "      <td>-0.008368</td>\n",
       "      <td>-0.019385</td>\n",
       "      <td>-0.033394</td>\n",
       "      <td>0.009557</td>\n",
       "      <td>0.003071</td>\n",
       "      <td>-0.015277</td>\n",
       "      <td>-0.007737</td>\n",
       "      <td>-0.011930</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-11</th>\n",
       "      <td>0.019136</td>\n",
       "      <td>-0.002839</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.006272</td>\n",
       "      <td>-0.001885</td>\n",
       "      <td>-0.003955</td>\n",
       "      <td>-0.007659</td>\n",
       "      <td>-0.008993</td>\n",
       "      <td>0.001906</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.009604</td>\n",
       "      <td>0.010389</td>\n",
       "      <td>0.013968</td>\n",
       "      <td>0.005857</td>\n",
       "      <td>-0.013138</td>\n",
       "      <td>-0.006207</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.016245</td>\n",
       "      <td>-0.006900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-12</th>\n",
       "      <td>0.020708</td>\n",
       "      <td>-0.003994</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.010267</td>\n",
       "      <td>0.018889</td>\n",
       "      <td>0.005675</td>\n",
       "      <td>0.019265</td>\n",
       "      <td>0.018150</td>\n",
       "      <td>0.019119</td>\n",
       "      <td>0.012933</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.026225</td>\n",
       "      <td>0.052430</td>\n",
       "      <td>0.017993</td>\n",
       "      <td>0.012608</td>\n",
       "      <td>0.009731</td>\n",
       "      <td>0.017032</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.021786</td>\n",
       "      <td>0.019822</td>\n",
       "      <td>0.017369</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-13</th>\n",
       "      <td>0.000635</td>\n",
       "      <td>0.003440</td>\n",
       "      <td>0.005016</td>\n",
       "      <td>0.018743</td>\n",
       "      <td>0.004644</td>\n",
       "      <td>0.011845</td>\n",
       "      <td>0.010086</td>\n",
       "      <td>0.024956</td>\n",
       "      <td>0.020627</td>\n",
       "      <td>0.003038</td>\n",
       "      <td>...</td>\n",
       "      <td>0.002338</td>\n",
       "      <td>0.029516</td>\n",
       "      <td>0.005685</td>\n",
       "      <td>0.004496</td>\n",
       "      <td>0.013482</td>\n",
       "      <td>0.013090</td>\n",
       "      <td>0.025148</td>\n",
       "      <td>0.004684</td>\n",
       "      <td>0.003230</td>\n",
       "      <td>0.011097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-14</th>\n",
       "      <td>0.003796</td>\n",
       "      <td>0.005131</td>\n",
       "      <td>0.006256</td>\n",
       "      <td>-0.016861</td>\n",
       "      <td>0.001845</td>\n",
       "      <td>-0.006687</td>\n",
       "      <td>-0.004979</td>\n",
       "      <td>-0.013044</td>\n",
       "      <td>-0.010971</td>\n",
       "      <td>0.012729</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.009353</td>\n",
       "      <td>-0.025105</td>\n",
       "      <td>-0.030762</td>\n",
       "      <td>-0.018019</td>\n",
       "      <td>-0.001269</td>\n",
       "      <td>-0.014820</td>\n",
       "      <td>-0.019901</td>\n",
       "      <td>-0.018328</td>\n",
       "      <td>-0.032281</td>\n",
       "      <td>-0.006754</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-17</th>\n",
       "      <td>0.005692</td>\n",
       "      <td>0.016467</td>\n",
       "      <td>0.006217</td>\n",
       "      <td>0.002329</td>\n",
       "      <td>0.011051</td>\n",
       "      <td>-0.002248</td>\n",
       "      <td>-0.003767</td>\n",
       "      <td>0.003524</td>\n",
       "      <td>0.005546</td>\n",
       "      <td>0.010174</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.020035</td>\n",
       "      <td>0.001829</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.001169</td>\n",
       "      <td>0.003798</td>\n",
       "      <td>-0.011186</td>\n",
       "      <td>-0.009448</td>\n",
       "      <td>0.001638</td>\n",
       "      <td>0.004010</td>\n",
       "      <td>0.014468</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-18</th>\n",
       "      <td>-0.018839</td>\n",
       "      <td>-0.004467</td>\n",
       "      <td>-0.006179</td>\n",
       "      <td>-0.007004</td>\n",
       "      <td>-0.008207</td>\n",
       "      <td>-0.004500</td>\n",
       "      <td>0.006292</td>\n",
       "      <td>-0.006146</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.002960</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.013238</td>\n",
       "      <td>-0.025666</td>\n",
       "      <td>-0.019428</td>\n",
       "      <td>-0.014978</td>\n",
       "      <td>0.001892</td>\n",
       "      <td>-0.022430</td>\n",
       "      <td>-0.040997</td>\n",
       "      <td>-0.009320</td>\n",
       "      <td>-0.003328</td>\n",
       "      <td>0.001676</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-19</th>\n",
       "      <td>0.005114</td>\n",
       "      <td>-0.009543</td>\n",
       "      <td>-0.002445</td>\n",
       "      <td>0.004713</td>\n",
       "      <td>-0.001837</td>\n",
       "      <td>-0.005647</td>\n",
       "      <td>0.006253</td>\n",
       "      <td>0.015018</td>\n",
       "      <td>0.007354</td>\n",
       "      <td>-0.006542</td>\n",
       "      <td>...</td>\n",
       "      <td>0.024371</td>\n",
       "      <td>0.011278</td>\n",
       "      <td>0.000659</td>\n",
       "      <td>0.003564</td>\n",
       "      <td>-0.009454</td>\n",
       "      <td>-0.028931</td>\n",
       "      <td>-0.023033</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.010003</td>\n",
       "      <td>-0.009219</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-20</th>\n",
       "      <td>-0.011451</td>\n",
       "      <td>0.002265</td>\n",
       "      <td>0.001190</td>\n",
       "      <td>-0.008584</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.010231</td>\n",
       "      <td>-0.022377</td>\n",
       "      <td>-0.006092</td>\n",
       "      <td>-0.021998</td>\n",
       "      <td>-0.000595</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.004753</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.004620</td>\n",
       "      <td>-0.015152</td>\n",
       "      <td>-0.003813</td>\n",
       "      <td>-0.017875</td>\n",
       "      <td>-0.013395</td>\n",
       "      <td>-0.007922</td>\n",
       "      <td>0.003306</td>\n",
       "      <td>-0.023639</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-21</th>\n",
       "      <td>-0.017390</td>\n",
       "      <td>0.003396</td>\n",
       "      <td>0.001259</td>\n",
       "      <td>0.015739</td>\n",
       "      <td>-0.001840</td>\n",
       "      <td>0.003450</td>\n",
       "      <td>-0.003820</td>\n",
       "      <td>-0.009633</td>\n",
       "      <td>-0.013162</td>\n",
       "      <td>-0.004789</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.023929</td>\n",
       "      <td>-0.011153</td>\n",
       "      <td>0.045094</td>\n",
       "      <td>-0.008293</td>\n",
       "      <td>-0.007667</td>\n",
       "      <td>-0.014226</td>\n",
       "      <td>-0.003440</td>\n",
       "      <td>0.003161</td>\n",
       "      <td>-0.008554</td>\n",
       "      <td>0.007782</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-24</th>\n",
       "      <td>-0.004582</td>\n",
       "      <td>0.010129</td>\n",
       "      <td>0.006217</td>\n",
       "      <td>-0.006211</td>\n",
       "      <td>0.011062</td>\n",
       "      <td>-0.001146</td>\n",
       "      <td>0.006381</td>\n",
       "      <td>0.002653</td>\n",
       "      <td>0.013337</td>\n",
       "      <td>0.002406</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.024491</td>\n",
       "      <td>-0.018850</td>\n",
       "      <td>-0.014596</td>\n",
       "      <td>-0.021573</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.006154</td>\n",
       "      <td>0.001726</td>\n",
       "      <td>-0.001493</td>\n",
       "      <td>-0.017919</td>\n",
       "      <td>0.016302</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-27</th>\n",
       "      <td>-0.007900</td>\n",
       "      <td>-0.006689</td>\n",
       "      <td>0.003749</td>\n",
       "      <td>-0.002327</td>\n",
       "      <td>-0.005470</td>\n",
       "      <td>-0.002862</td>\n",
       "      <td>-0.015240</td>\n",
       "      <td>-0.014110</td>\n",
       "      <td>-0.016894</td>\n",
       "      <td>-0.001791</td>\n",
       "      <td>...</td>\n",
       "      <td>0.006270</td>\n",
       "      <td>-0.007677</td>\n",
       "      <td>-0.003219</td>\n",
       "      <td>-0.006070</td>\n",
       "      <td>0.016092</td>\n",
       "      <td>-0.001922</td>\n",
       "      <td>0.005078</td>\n",
       "      <td>-0.003156</td>\n",
       "      <td>0.006077</td>\n",
       "      <td>0.013526</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-28</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.001686</td>\n",
       "      <td>-0.002490</td>\n",
       "      <td>-0.003915</td>\n",
       "      <td>-0.006407</td>\n",
       "      <td>0.001145</td>\n",
       "      <td>-0.006438</td>\n",
       "      <td>-0.014312</td>\n",
       "      <td>-0.013388</td>\n",
       "      <td>-0.005420</td>\n",
       "      <td>...</td>\n",
       "      <td>0.016226</td>\n",
       "      <td>0.015472</td>\n",
       "      <td>0.001292</td>\n",
       "      <td>-0.002493</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.006205</td>\n",
       "      <td>0.018764</td>\n",
       "      <td>0.004665</td>\n",
       "      <td>-0.007386</td>\n",
       "      <td>-0.009180</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-12-31</th>\n",
       "      <td>-0.001994</td>\n",
       "      <td>-0.005056</td>\n",
       "      <td>0.001248</td>\n",
       "      <td>0.016475</td>\n",
       "      <td>0.005536</td>\n",
       "      <td>0.008607</td>\n",
       "      <td>0.011682</td>\n",
       "      <td>0.012705</td>\n",
       "      <td>0.001924</td>\n",
       "      <td>-0.000601</td>\n",
       "      <td>...</td>\n",
       "      <td>0.022123</td>\n",
       "      <td>0.024789</td>\n",
       "      <td>0.012903</td>\n",
       "      <td>0.028361</td>\n",
       "      <td>0.005065</td>\n",
       "      <td>0.014424</td>\n",
       "      <td>0.010006</td>\n",
       "      <td>0.015755</td>\n",
       "      <td>0.019627</td>\n",
       "      <td>-0.002522</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>246 rows × 30 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "             0001.HK   0002.HK   0003.HK   0005.HK   0006.HK   0011.HK  \\\n",
       "Date                                                                     \n",
       "2018-01-02       NaN       NaN       NaN       NaN       NaN       NaN   \n",
       "2018-01-03 -0.002534 -0.009995  0.005284 -0.004301  0.007574 -0.002056   \n",
       "2018-01-04  0.007118 -0.001260  0.005174 -0.005570 -0.000747 -0.002572   \n",
       "2018-01-05  0.001511  0.007571  0.002614  0.003730  0.000000  0.002065   \n",
       "2018-01-08  0.001010 -0.003124  0.000000 -0.003716  0.002989 -0.009793   \n",
       "2018-01-09 -0.001009 -0.003782  0.002526  0.005601  0.003758 -0.001564   \n",
       "2018-01-10 -0.003018  0.003159 -0.007722  0.014196 -0.006714  0.001566   \n",
       "2018-01-11  0.002015 -0.005664 -0.002539  0.023749 -0.006012 -0.008332   \n",
       "2018-01-12  0.020682 -0.002529 -0.003942 -0.004161 -0.000769 -0.006825   \n",
       "2018-01-15 -0.006921  0.000000  0.001319  0.004783  0.003026  0.007403   \n",
       "2018-01-16  0.000000 -0.001267  0.003952  0.008316  0.000000 -0.006300   \n",
       "2018-01-17  0.000000 -0.001283  0.003855  0.002957 -0.004517  0.007395   \n",
       "2018-01-18  0.003978  0.000000 -0.003840  0.004707  0.009093  0.001048   \n",
       "2018-01-19 -0.001976 -0.003170  0.000000 -0.000592  0.003750 -0.007854   \n",
       "2018-01-22  0.018866 -0.001919 -0.002624 -0.004687 -0.004480 -0.003165   \n",
       "2018-01-23  0.000000  0.002554  0.001316  0.008242 -0.000764 -0.004766   \n",
       "2018-01-24  0.019493 -0.002548 -0.001314  0.001745  0.000000 -0.005852   \n",
       "2018-01-25  0.017204  0.011508  0.005180 -0.004073  0.006764 -0.002139   \n",
       "2018-01-26  0.002826 -0.001263  0.002618  0.002341  0.007478 -0.002683   \n",
       "2018-01-29 -0.017805 -0.008224 -0.001305 -0.007584  0.000737  0.006455   \n",
       "2018-01-30  0.002858  0.021054  0.006454 -0.011172  0.014818  0.002136   \n",
       "2018-01-31  0.004757 -0.001879 -0.006413  0.001190  0.015327 -0.007466   \n",
       "2018-02-01 -0.000949  0.000632  0.001307 -0.001789 -0.013666 -0.004295   \n",
       "2018-02-02 -0.002840  0.000000 -0.002611 -0.004161  0.008023 -0.007013   \n",
       "2018-02-05 -0.010458 -0.013145 -0.006463 -0.010156 -0.018076 -0.008688   \n",
       "2018-02-06 -0.026893 -0.015854 -0.018279 -0.033184 -0.023568 -0.029591   \n",
       "2018-02-07  0.004936 -0.007722 -0.009226 -0.001249 -0.007535 -0.011857   \n",
       "2018-02-08  0.002943  0.000000  0.002624  0.006241  0.002284  0.026858   \n",
       "2018-02-09 -0.038692 -0.011688 -0.013340 -0.008688 -0.010624 -0.015023   \n",
       "2018-02-12 -0.016293 -0.007240 -0.004107 -0.005016 -0.007656 -0.003395   \n",
       "...              ...       ...       ...       ...       ...       ...   \n",
       "2018-11-16  0.001218 -0.006186 -0.011687  0.003037 -0.002803  0.009495   \n",
       "2018-11-19  0.016568  0.004536  0.006577 -0.002271  0.004679 -0.007190   \n",
       "2018-11-20 -0.014485 -0.002822  0.000000 -0.014384 -0.005577 -0.018383   \n",
       "2018-11-21 -0.009803  0.001698  0.001322  0.003079 -0.005608  0.005672   \n",
       "2018-11-22  0.004337  0.000565  0.011732  0.009944  0.008450  0.003385   \n",
       "2018-11-23  0.003688  0.002812 -0.005146 -0.000744 -0.000922 -0.001127   \n",
       "2018-11-26  0.022701  0.018549  0.019451  0.014417  0.014927  0.016330   \n",
       "2018-11-27 -0.008401 -0.018764  0.003859  0.003732 -0.009192 -0.002769   \n",
       "2018-11-28  0.006060  0.006198  0.008898  0.008200  0.012051  0.009998   \n",
       "2018-11-29 -0.019854 -0.017897 -0.018909 -0.014785 -0.020168 -0.009348   \n",
       "2018-11-30  0.003688 -0.018211  0.011579  0.003744 -0.008410  0.002775   \n",
       "2018-12-03  0.006111  0.004211  0.008816  0.019445 -0.001887  0.017717   \n",
       "2018-12-04  0.000609  0.003482  0.005074 -0.001470 -0.003781  0.018498   \n",
       "2018-12-05 -0.020642  0.020280 -0.005048 -0.026430 -0.002837 -0.021367   \n",
       "2018-12-06 -0.022319 -0.002836  0.002537 -0.020361  0.002845 -0.016919   \n",
       "2018-12-07 -0.004447  0.010244 -0.001265 -0.019257  0.009489  0.004999   \n",
       "2018-12-10 -0.034390 -0.008458 -0.003730  0.000787 -0.002830 -0.022104   \n",
       "2018-12-11  0.019136 -0.002839  0.000000 -0.006272 -0.001885 -0.003955   \n",
       "2018-12-12  0.020708 -0.003994  0.000000  0.010267  0.018889  0.005675   \n",
       "2018-12-13  0.000635  0.003440  0.005016  0.018743  0.004644  0.011845   \n",
       "2018-12-14  0.003796  0.005131  0.006256 -0.016861  0.001845 -0.006687   \n",
       "2018-12-17  0.005692  0.016467  0.006217  0.002329  0.011051 -0.002248   \n",
       "2018-12-18 -0.018839 -0.004467 -0.006179 -0.007004 -0.008207 -0.004500   \n",
       "2018-12-19  0.005114 -0.009543 -0.002445  0.004713 -0.001837 -0.005647   \n",
       "2018-12-20 -0.011451  0.002265  0.001190 -0.008584  0.000000 -0.010231   \n",
       "2018-12-21 -0.017390  0.003396  0.001259  0.015739 -0.001840  0.003450   \n",
       "2018-12-24 -0.004582  0.010129  0.006217 -0.006211  0.011062 -0.001146   \n",
       "2018-12-27 -0.007900 -0.006689  0.003749 -0.002327 -0.005470 -0.002862   \n",
       "2018-12-28  0.000000 -0.001686 -0.002490 -0.003915 -0.006407  0.001145   \n",
       "2018-12-31 -0.001994 -0.005056  0.001248  0.016475  0.005536  0.008607   \n",
       "\n",
       "             0012.HK   0016.HK   0017.HK   0019.HK  ...   0669.HK   0688.HK  \\\n",
       "Date                                                ...                       \n",
       "2018-01-02       NaN       NaN       NaN       NaN  ...       NaN       NaN   \n",
       "2018-01-03 -0.003843 -0.003799  0.000000  0.008249  ...  0.002867  0.015173   \n",
       "2018-01-04  0.009633  0.010677  0.010092  0.002732  ... -0.018099  0.018734   \n",
       "2018-01-05  0.018083  0.014337  0.035013  0.026523  ... -0.000984  0.027585   \n",
       "2018-01-08 -0.002797 -0.000744 -0.006407  0.029819  ...  0.000000  0.051860   \n",
       "2018-01-09  0.003739  0.000744  0.014616  0.003866  ... -0.000965 -0.005067   \n",
       "2018-01-10 -0.017745 -0.009671 -0.006440 -0.002568  ...  0.016517 -0.006840   \n",
       "2018-01-11  0.000948 -0.004507 -0.003156 -0.009639  ... -0.028678  0.005165   \n",
       "2018-01-12 -0.001895  0.003773  0.000000 -0.005834  ... -0.021659  0.011954   \n",
       "2018-01-15 -0.006669  0.000000 -0.006502  0.003908  ... -0.011059 -0.035511   \n",
       "2018-01-16  0.007669  0.006014  0.011368  0.007813  ...  0.003054  0.024571   \n",
       "2018-01-17 -0.000948 -0.004484  0.004854  0.000000  ...  0.014193 -0.022269   \n",
       "2018-01-18 -0.002872 -0.007506 -0.004830 -0.005168  ... -0.009999 -0.012264   \n",
       "2018-01-19  0.000952  0.006807 -0.008004  0.011675  ...  0.010100  0.056721   \n",
       "2018-01-22 -0.004755 -0.000751 -0.001631  0.003209  ...  0.025008  0.020142   \n",
       "2018-01-23  0.014382  0.009021  0.017883  0.012783  ... -0.006826  0.019745   \n",
       "2018-01-24 -0.011353 -0.001490 -0.004815  0.005041  ... -0.027514 -0.014522   \n",
       "2018-01-25  0.012436  0.016415  0.017654 -0.006272  ... -0.005040 -0.006549   \n",
       "2018-01-26  0.042495  0.015424  0.015680  0.006945  ...  0.018264  0.019777   \n",
       "2018-01-29 -0.007245 -0.013744 -0.013877 -0.010038  ...  0.026914  0.004848   \n",
       "2018-01-30 -0.001842 -0.001466 -0.009493 -0.002538  ... -0.007758 -0.008042   \n",
       "2018-01-31  0.000000 -0.002202  0.004792 -0.005712  ...  0.019567 -0.017835   \n",
       "2018-02-01 -0.010955 -0.009564 -0.015813  0.008304  ... -0.021119  0.039620   \n",
       "2018-02-02 -0.005550 -0.009657 -0.007991 -0.005698  ... -0.023523 -0.015879   \n",
       "2018-02-05 -0.024154 -0.022502 -0.025881 -0.021672  ... -0.007025 -0.003227   \n",
       "2018-02-06 -0.023827 -0.031469 -0.031583 -0.022804  ... -0.065726 -0.079284   \n",
       "2018-02-07 -0.011693 -0.015845 -0.006904 -0.009332  ... -0.002151 -0.049228   \n",
       "2018-02-08 -0.000984  0.010465 -0.006861  0.005376  ...  0.026023  0.001849   \n",
       "2018-02-09 -0.027676 -0.022316 -0.027816 -0.014717  ... -0.023262 -0.027646   \n",
       "2018-02-12 -0.003038 -0.005704  0.003505  0.006788  ...  0.006497 -0.007593   \n",
       "...              ...       ...       ...       ...  ...       ...       ...   \n",
       "2018-11-16 -0.001315  0.012336  0.005762  0.004621  ... -0.006972  0.015353   \n",
       "2018-11-19  0.015678  0.032834  0.015113  0.015514  ...  0.011702  0.039723   \n",
       "2018-11-20 -0.016732 -0.019074 -0.013039 -0.018105  ... -0.033591 -0.038205   \n",
       "2018-11-21  0.003925  0.012038  0.001873  0.010946  ... -0.017978  0.007561   \n",
       "2018-11-22  0.005222  0.000000 -0.030112 -0.012542  ... -0.004900 -0.013103   \n",
       "2018-11-23 -0.006472 -0.004575 -0.005783 -0.012701  ...  0.001225 -0.015207   \n",
       "2018-11-26  0.028685  0.027575  0.037045  0.021061  ...  0.017176  0.021203   \n",
       "2018-11-27 -0.012694 -0.000894 -0.007577 -0.004014  ... -0.039760 -0.017002   \n",
       "2018-11-28  0.009003  0.004476  0.003867 -0.001156  ...  0.043912  0.032678   \n",
       "2018-11-29  0.020352  0.009804  0.013137 -0.005753  ...  0.024019 -0.009300   \n",
       "2018-11-30  0.002486 -0.015888 -0.020474  0.001741  ... -0.011716  0.026332   \n",
       "2018-12-03  0.014937  0.024216  0.024784 -0.001162  ...  0.070065  0.007325   \n",
       "2018-12-04 -0.004915 -0.005254  0.005536 -0.015622  ... -0.002216 -0.018198   \n",
       "2018-12-05 -0.014762 -0.005282 -0.014778 -0.012347  ... -0.016700 -0.003684   \n",
       "2018-12-06 -0.005013 -0.007080 -0.007451 -0.014279  ...  0.007927 -0.026038   \n",
       "2018-12-07  0.001267  0.008913  0.009384 -0.010266  ...  0.005602  0.009531   \n",
       "2018-12-10 -0.016304 -0.017668 -0.024269 -0.009159  ... -0.021190 -0.017002   \n",
       "2018-12-11 -0.007659 -0.008993  0.001906  0.000000  ...  0.000000 -0.009604   \n",
       "2018-12-12  0.019265  0.018150  0.019119  0.012933  ... -0.026225  0.052430   \n",
       "2018-12-13  0.010086  0.024956  0.020627  0.003038  ...  0.002338  0.029516   \n",
       "2018-12-14 -0.004979 -0.013044 -0.010971  0.012729  ... -0.009353 -0.025105   \n",
       "2018-12-17 -0.003767  0.003524  0.005546  0.010174  ... -0.020035  0.001829   \n",
       "2018-12-18  0.006292 -0.006146  0.000000 -0.002960  ... -0.013238 -0.025666   \n",
       "2018-12-19  0.006253  0.015018  0.007354 -0.006542  ...  0.024371  0.011278   \n",
       "2018-12-20 -0.022377 -0.006092 -0.021998 -0.000595  ... -0.004753  0.000000   \n",
       "2018-12-21 -0.003820 -0.009633 -0.013162 -0.004789  ... -0.023929 -0.011153   \n",
       "2018-12-24  0.006381  0.002653  0.013337  0.002406  ... -0.024491 -0.018850   \n",
       "2018-12-27 -0.015240 -0.014110 -0.016894 -0.001791  ...  0.006270 -0.007677   \n",
       "2018-12-28 -0.006438 -0.014312 -0.013388 -0.005420  ...  0.016226  0.015472   \n",
       "2018-12-31  0.011682  0.012705  0.001924 -0.000601  ...  0.022123  0.024789   \n",
       "\n",
       "             0700.HK   0762.HK   0823.HK   0857.HK   0883.HK   0939.HK  \\\n",
       "Date                                                                     \n",
       "2018-01-02       NaN       NaN       NaN       NaN       NaN       NaN   \n",
       "2018-01-03  0.010532  0.000000  0.006141 -0.014361  0.008668 -0.001344   \n",
       "2018-01-04  0.022737  0.000000 -0.002034  0.050997  0.037907  0.021534   \n",
       "2018-01-05  0.003242 -0.003662  0.006815  0.003283  0.008280  0.005270   \n",
       "2018-01-08  0.012466  0.007351 -0.008113 -0.006727 -0.013139 -0.003932   \n",
       "2018-01-09  0.011854  0.011039  0.011577  0.003478  0.001664  0.001316   \n",
       "2018-01-10 -0.007660  0.000000 -0.029635  0.006749  0.016614  0.007884   \n",
       "2018-01-11 -0.024976 -0.014528 -0.011096  0.010328 -0.001634  0.002608   \n",
       "2018-01-12  0.029807 -0.012864 -0.011235  0.008608  0.024554  0.014304   \n",
       "2018-01-15 -0.020352  0.007419  0.002142 -0.003378 -0.014380  0.007835   \n",
       "2018-01-16  0.025394  0.011142 -0.001425 -0.001784  0.017831  0.036890   \n",
       "2018-01-17  0.010805  0.010925  0.003552 -0.013584 -0.014334  0.007361   \n",
       "2018-01-18 -0.002672  0.029004 -0.002118  0.001812 -0.008079  0.028146   \n",
       "2018-01-19  0.010273  0.001706  0.002835 -0.005245 -0.009774  0.007107   \n",
       "2018-01-22  0.016799 -0.012277 -0.004248  0.012182  0.016450 -0.009409   \n",
       "2018-01-23  0.031737 -0.001724  0.015606  0.005030  0.008092  0.044063   \n",
       "2018-01-24 -0.011798  0.008816 -0.008385  0.052547  0.030592 -0.004549   \n",
       "2018-01-25 -0.023455  0.033514 -0.007748  0.022584  0.006231 -0.018406   \n",
       "2018-01-26  0.028822 -0.005056  0.000714  0.004816 -0.012385  0.056123   \n",
       "2018-01-29  0.000849 -0.001752 -0.007803  0.015535 -0.004703  0.007714   \n",
       "2018-01-30 -0.020780 -0.001755 -0.010006 -0.035476 -0.028436 -0.028554   \n",
       "2018-01-31  0.003897  0.008616 -0.000726 -0.007930 -0.011347  0.018011   \n",
       "2018-02-01 -0.007764 -0.001656 -0.002165 -0.016156 -0.008198 -0.009952   \n",
       "2018-02-02 -0.016522 -0.005151 -0.015205  0.037684  0.048035  0.002234   \n",
       "2018-02-05 -0.025200  0.013779 -0.012496 -0.025321 -0.022172  0.006686   \n",
       "2018-02-06 -0.070295 -0.054281 -0.014886 -0.058281 -0.051712 -0.076507   \n",
       "2018-02-07  0.011708 -0.023252  0.000744 -0.025771 -0.001701 -0.026505   \n",
       "2018-02-08  0.013017 -0.014714 -0.001503 -0.016021 -0.018745 -0.002463   \n",
       "2018-02-09 -0.030460 -0.044707 -0.015122 -0.034078 -0.029522 -0.044576   \n",
       "2018-02-12  0.005399 -0.027283  0.013809 -0.016660 -0.021573 -0.001292   \n",
       "...              ...       ...       ...       ...       ...       ...   \n",
       "2018-11-16  0.008335  0.009202 -0.012794 -0.003452  0.010806  0.004543   \n",
       "2018-11-19  0.002755  0.005656  0.000674 -0.001823  0.018384  0.004684   \n",
       "2018-11-20 -0.032968 -0.011248 -0.006820 -0.022831 -0.022505 -0.012219   \n",
       "2018-11-21  0.028409 -0.006849  0.007559 -0.020000 -0.024569  0.003092   \n",
       "2018-11-22  0.018646 -0.003506  0.016350 -0.001717  0.007840 -0.003083   \n",
       "2018-11-23 -0.012879  0.002346 -0.004029 -0.007451 -0.012413  0.000000   \n",
       "2018-11-26  0.023350  0.017318  0.014808 -0.014822  0.009469  0.018555   \n",
       "2018-11-27  0.019463  0.002185 -0.014760  0.005666 -0.020337  0.001438   \n",
       "2018-11-28  0.036208  0.012510  0.022605  0.013017  0.022369  0.012127   \n",
       "2018-11-29 -0.008893  0.004421  0.010707  0.005562  0.001492 -0.007410   \n",
       "2018-11-30  0.000000  0.007787 -0.012592  0.011062  0.037488  0.004447   \n",
       "2018-12-03  0.041026  0.003359  0.015442  0.038295  0.030071  0.022454   \n",
       "2018-12-04  0.011083  0.010937  0.013214 -0.005269  0.010221 -0.002938   \n",
       "2018-12-05 -0.022534 -0.024950  0.004567 -0.021187 -0.037559 -0.013184   \n",
       "2018-12-06 -0.052336 -0.015625  0.003246 -0.021646 -0.019513 -0.028293   \n",
       "2018-12-07  0.021037 -0.009087  0.027190 -0.022125 -0.021444 -0.004691   \n",
       "2018-12-10 -0.008368 -0.019385 -0.033394  0.009557  0.003071 -0.015277   \n",
       "2018-12-11  0.010389  0.013968  0.005857 -0.013138 -0.006207  0.000000   \n",
       "2018-12-12  0.017993  0.012608  0.009731  0.017032  0.000000  0.021786   \n",
       "2018-12-13  0.005685  0.004496  0.013482  0.013090  0.025148  0.004684   \n",
       "2018-12-14 -0.030762 -0.018019 -0.001269 -0.014820 -0.019901 -0.018328   \n",
       "2018-12-17  0.000000 -0.001169  0.003798 -0.011186 -0.009448  0.001638   \n",
       "2018-12-18 -0.019428 -0.014978  0.001892 -0.022430 -0.040997 -0.009320   \n",
       "2018-12-19  0.000659  0.003564 -0.009454 -0.028931 -0.023033  0.000000   \n",
       "2018-12-20 -0.004620 -0.015152 -0.003813 -0.017875 -0.013395 -0.007922   \n",
       "2018-12-21  0.045094 -0.008293 -0.007667 -0.014226 -0.003440  0.003161   \n",
       "2018-12-24 -0.014596 -0.021573  0.000000 -0.006154  0.001726 -0.001493   \n",
       "2018-12-27 -0.003219 -0.006070  0.016092 -0.001922  0.005078 -0.003156   \n",
       "2018-12-28  0.001292 -0.002493  0.000000 -0.006205  0.018764  0.004665   \n",
       "2018-12-31  0.012903  0.028361  0.005065  0.014424  0.010006  0.015755   \n",
       "\n",
       "             0941.HK   1038.HK  \n",
       "Date                            \n",
       "2018-01-02       NaN       NaN  \n",
       "2018-01-03 -0.013256  0.005222  \n",
       "2018-01-04 -0.000643 -0.001480  \n",
       "2018-01-05 -0.001273  0.004462  \n",
       "2018-01-08 -0.000644 -0.008146  \n",
       "2018-01-09 -0.001275  0.005222  \n",
       "2018-01-10 -0.006427 -0.011129  \n",
       "2018-01-11  0.008403 -0.008262  \n",
       "2018-01-12 -0.003852  0.002263  \n",
       "2018-01-15  0.009659 -0.001505  \n",
       "2018-01-16  0.010820  0.001508  \n",
       "2018-01-17 -0.002521 -0.002258  \n",
       "2018-01-18  0.029058  0.000000  \n",
       "2018-01-19 -0.011663  0.003788  \n",
       "2018-01-22  0.010565  0.000752  \n",
       "2018-01-23  0.003064  0.003020  \n",
       "2018-01-24  0.014709  0.007503  \n",
       "2018-01-25 -0.003010  0.038772  \n",
       "2018-01-26 -0.003032 -0.000715  \n",
       "2018-01-29  0.002431 -0.007175  \n",
       "2018-01-30 -0.004240  0.002884  \n",
       "2018-01-31  0.005469  0.005049  \n",
       "2018-02-01 -0.007266 -0.010047  \n",
       "2018-02-02 -0.013411  0.003629  \n",
       "2018-02-05 -0.012364 -0.018063  \n",
       "2018-02-06 -0.025653 -0.024278  \n",
       "2018-02-07 -0.008987 -0.012073  \n",
       "2018-02-08  0.000638  0.010683  \n",
       "2018-02-09 -0.033672 -0.021893  \n",
       "2018-02-12 -0.008045 -0.003864  \n",
       "...              ...       ...  \n",
       "2018-11-16  0.005228 -0.010226  \n",
       "2018-11-19  0.005214  0.001722  \n",
       "2018-11-20 -0.009712 -0.011173  \n",
       "2018-11-21 -0.013067  0.005215  \n",
       "2018-11-22 -0.007947  0.000865  \n",
       "2018-11-23  0.013346  0.022463  \n",
       "2018-11-26  0.024375  0.015227  \n",
       "2018-11-27 -0.012226 -0.000832  \n",
       "2018-11-28  0.011725  0.007497  \n",
       "2018-11-29 -0.015444 -0.023994  \n",
       "2018-11-30  0.015031  0.008471  \n",
       "2018-12-03 -0.029617  0.008417  \n",
       "2018-12-04  0.005304 -0.006681  \n",
       "2018-12-05  0.005276 -0.010063  \n",
       "2018-12-06 -0.001302 -0.004236  \n",
       "2018-12-07  0.019717 -0.001701  \n",
       "2018-12-10 -0.007737 -0.011930  \n",
       "2018-12-11 -0.016245 -0.006900  \n",
       "2018-12-12  0.019822  0.017369  \n",
       "2018-12-13  0.003230  0.011097  \n",
       "2018-12-14 -0.032281 -0.006754  \n",
       "2018-12-17  0.004010  0.014468  \n",
       "2018-12-18 -0.003328  0.001676  \n",
       "2018-12-19  0.010003 -0.009219  \n",
       "2018-12-20  0.003306 -0.023639  \n",
       "2018-12-21 -0.008554  0.007782  \n",
       "2018-12-24 -0.017919  0.016302  \n",
       "2018-12-27  0.006077  0.013526  \n",
       "2018-12-28 -0.007386 -0.009180  \n",
       "2018-12-31  0.019627 -0.002522  \n",
       "\n",
       "[246 rows x 30 columns]"
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "#close_data = data.Close.join(yesterdf, on='Date')\n",
    "#close_data[['0001.HK']].pct_change()\n",
    "returs = data['Adj Close'].pct_change()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [],
   "source": [
    "returns = close_data.drop('Yesterdate',axis=1).subtract(close_data.set_index('Yesterdate')).div(close_data.drop('Yesterdate',axis=1))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {},
   "outputs": [],
   "source": [
    "tickers = ['0001.HK','0002.HK','0003.HK']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {},
   "outputs": [],
   "source": [
    "w = [1/len(tickers)]*len(tickers)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {},
   "outputs": [],
   "source": [
    "init_cap = 100"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "entry_date = '2018-03'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Yesterdate</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
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       "      <th>2018-01-03</th>\n",
       "      <td>2018-01-02</td>\n",
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       "    <tr>\n",
       "      <th>2018-01-04</th>\n",
       "      <td>2018-01-03</td>\n",
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       "    <tr>\n",
       "      <th>2018-01-05</th>\n",
       "      <td>2018-01-04</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-08</th>\n",
       "      <td>2018-01-05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-09</th>\n",
       "      <td>2018-01-08</td>\n",
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      ],
      "text/plain": [
       "           Yesterdate\n",
       "Date                 \n",
       "2018-01-03 2018-01-02\n",
       "2018-01-04 2018-01-03\n",
       "2018-01-05 2018-01-04\n",
       "2018-01-08 2018-01-05\n",
       "2018-01-09 2018-01-08"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "yesterdf.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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