Zipline Local With custom index and bundles and run_algorithm methods.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import matplotlib.pyplot as plt\n",
    "import pandas as pd\n",
    "from yahoofinancials import YahooFinancials"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "def download_csv_data(ticker, start_date, end_date, freq, path):\n",
    "    \n",
    "    yahoo_financials = YahooFinancials(ticker)\n",
    "\n",
    "    df = yahoo_financials.get_historical_price_data(start_date, end_date, freq)\n",
    "    df = pd.DataFrame(df[ticker]['prices']).drop(['date'], axis=1) \\\n",
    "            .rename(columns={'formatted_date':'date'}) \\\n",
    "            .loc[:, ['date','open','high','low','close','volume']] \\\n",
    "            .set_index('date')\n",
    "    df.index = pd.to_datetime(df.index)\n",
    "    df['dividend'] = 0\n",
    "    df['split'] = 1\n",
    "\n",
    "    # save data to csv for later ingestion\n",
    "    df.to_csv(path, header=True, index=True)\n",
    "\n",
    "    # plot the time series\n",
    "    df.close.plot(title='{} prices --- {}:{}'.format(ticker, start_date, end_date));"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "image/png": 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\n",
      "text/plain": [
       "<Figure size 432x288 with 1 Axes>"
      ]
     },
     "metadata": {
      "needs_background": "light"
     },
     "output_type": "display_data"
    }
   ],
   "source": [
    "tickers=['ABN.AS', '^AEX']\n",
    "\n",
    "for ticker in tickers:\n",
    "    download_csv_data(ticker=ticker, \n",
    "                      start_date='2017-01-01', \n",
    "                      end_date='2017-12-31', \n",
    "                      freq='daily', \n",
    "                      path='european/daily/'+ticker.strip(' .^')+'.csv')\n",
    "    df=None"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "from zipline.data import bundles\n",
    "from zipline.data.bundles.csvdir import csvdir_equities\n",
    "import os\n",
    "\n",
    "start_session = pd.Timestamp('2017-01-02', tz='utc')\n",
    "end_session = pd.Timestamp('2017-12-29', tz='utc')\n",
    "\n",
    "os.environ['ZIPLINE_ROOT'] = os.path.join(os.getcwd(),'european')\n",
    "# Create an ingest function \n",
    "ingest_func = csvdir_equities(['daily'], os.environ['ZIPLINE_ROOT'])\n",
    "\n",
    "# Register the data bundle and its ingest function\n",
    "bundles.register('eu_stocks', ingest_func, \n",
    "                 calendar_name='XAMS',  # Euronext Amsterdam\n",
    "                start_session=start_session,\n",
    "                end_session=end_session);"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      " | ABN.AS: sid 0\n",
      " | AEX: sid 1\n"
     ]
    }
   ],
   "source": [
    "bundles.ingest('eu_stocks')\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 87,
   "metadata": {},
   "outputs": [],
   "source": [
    "bundle_data = bundles.load('eu_stocks')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Algorithm"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 88,
   "metadata": {},
   "outputs": [],
   "source": [
    "from zipline.api import order, symbol, record, set_benchmark\n",
    "import zipline\n",
    "from zipline.algorithm import TradingAlgorithm\n",
    "\n",
    "# parameters\n",
    "selected_stock = 'ABN.AS'\n",
    "n_stocks_to_buy = 10\n",
    "\n",
    "def initialize(context):\n",
    "    set_benchmark(symbol('AEX'))\n",
    "    context.asset = symbol('ABN.AS')\n",
    "    context.has_ordered = False  \n",
    "\n",
    "def handle_data(context, data):\n",
    "    # record price for further inspection\n",
    "    record(price=data.current(symbol(selected_stock), 'price'))\n",
    "    record(AEX=data.current(symbol('AEX'), 'price'))\n",
    "    \n",
    "    # trading logic\n",
    "    if not context.has_ordered:\n",
    "        # placing order, negative number for sale/short\n",
    "        order(symbol(selected_stock), n_stocks_to_buy)\n",
    "        # setting up a flag for holding a position\n",
    "        context.has_ordered = True"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "To now test this algorithm on financial data, zipline provides three interfaces: A command-line interface, IPython Notebook magic, and run_algorithm().\n",
    "\n",
    "### Ipython notebook magic method to execute"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 84,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "The zipline extension is already loaded. To reload it, use:\n",
      "  %reload_ext zipline\n"
     ]
    }
   ],
   "source": [
    "%load_ext zipline"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 70,
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>AEX</th>\n",
       "      <th>algo_volatility</th>\n",
       "      <th>algorithm_period_return</th>\n",
       "      <th>alpha</th>\n",
       "      <th>benchmark_period_return</th>\n",
       "      <th>benchmark_volatility</th>\n",
       "      <th>beta</th>\n",
       "      <th>capital_used</th>\n",
       "      <th>ending_cash</th>\n",
       "      <th>ending_exposure</th>\n",
       "      <th>...</th>\n",
       "      <th>short_exposure</th>\n",
       "      <th>short_value</th>\n",
       "      <th>shorts_count</th>\n",
       "      <th>sortino</th>\n",
       "      <th>starting_cash</th>\n",
       "      <th>starting_exposure</th>\n",
       "      <th>starting_value</th>\n",
       "      <th>trading_days</th>\n",
       "      <th>transactions</th>\n",
       "      <th>treasury_period_return</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-02 16:30:00+00:00</th>\n",
       "      <td>486.369</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.010826</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>250.00000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>250.00000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>1</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03 16:30:00+00:00</th>\n",
       "      <td>487.989</td>\n",
       "      <td>0.005377</td>\n",
       "      <td>-0.000479</td>\n",
       "      <td>-0.174350</td>\n",
       "      <td>0.014193</td>\n",
       "      <td>0.084132</td>\n",
       "      <td>0.063908</td>\n",
       "      <td>-219.61975</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>219.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-11.224972</td>\n",
       "      <td>250.00000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.00</td>\n",
       "      <td>2</td>\n",
       "      <td>[{'order_id': '32e9b584cdc3460a8b75df25b0fb75f...</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-04 16:30:00+00:00</th>\n",
       "      <td>487.579</td>\n",
       "      <td>0.066491</td>\n",
       "      <td>0.006521</td>\n",
       "      <td>1.131266</td>\n",
       "      <td>0.013341</td>\n",
       "      <td>0.093841</td>\n",
       "      <td>-0.521389</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.25</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>124.836530</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>219.50</td>\n",
       "      <td>219.50</td>\n",
       "      <td>3</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-05 16:30:00+00:00</th>\n",
       "      <td>486.929</td>\n",
       "      <td>0.056968</td>\n",
       "      <td>0.006521</td>\n",
       "      <td>0.626082</td>\n",
       "      <td>0.011990</td>\n",
       "      <td>0.089273</td>\n",
       "      <td>-0.284848</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.25</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>108.111606</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.25</td>\n",
       "      <td>221.25</td>\n",
       "      <td>4</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-06 16:30:00+00:00</th>\n",
       "      <td>487.000</td>\n",
       "      <td>0.052435</td>\n",
       "      <td>0.010681</td>\n",
       "      <td>0.734502</td>\n",
       "      <td>0.012137</td>\n",
       "      <td>0.079917</td>\n",
       "      <td>-0.322860</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>222.29</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>157.954187</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.25</td>\n",
       "      <td>221.25</td>\n",
       "      <td>5</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-09 16:30:00+00:00</th>\n",
       "      <td>485.100</td>\n",
       "      <td>0.088772</td>\n",
       "      <td>0.001081</td>\n",
       "      <td>-0.024659</td>\n",
       "      <td>0.008189</td>\n",
       "      <td>0.082406</td>\n",
       "      <td>0.212205</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>219.89</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.789670</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>222.29</td>\n",
       "      <td>222.29</td>\n",
       "      <td>6</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10 16:30:00+00:00</th>\n",
       "      <td>484.739</td>\n",
       "      <td>0.083570</td>\n",
       "      <td>0.004681</td>\n",
       "      <td>0.127588</td>\n",
       "      <td>0.007438</td>\n",
       "      <td>0.076290</td>\n",
       "      <td>0.161802</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>220.79</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.999786</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>219.89</td>\n",
       "      <td>219.89</td>\n",
       "      <td>7</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-11 16:30:00+00:00</th>\n",
       "      <td>486.579</td>\n",
       "      <td>0.078082</td>\n",
       "      <td>0.003481</td>\n",
       "      <td>0.068195</td>\n",
       "      <td>0.011262</td>\n",
       "      <td>0.072269</td>\n",
       "      <td>0.123732</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>220.49</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.084812</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>220.79</td>\n",
       "      <td>220.79</td>\n",
       "      <td>8</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12 16:30:00+00:00</th>\n",
       "      <td>483.089</td>\n",
       "      <td>0.085439</td>\n",
       "      <td>-0.004479</td>\n",
       "      <td>-0.167120</td>\n",
       "      <td>0.004009</td>\n",
       "      <td>0.081440</td>\n",
       "      <td>0.388791</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>218.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.859323</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>220.49</td>\n",
       "      <td>220.49</td>\n",
       "      <td>9</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13 16:30:00+00:00</th>\n",
       "      <td>488.089</td>\n",
       "      <td>0.164500</td>\n",
       "      <td>0.023481</td>\n",
       "      <td>0.187382</td>\n",
       "      <td>0.014401</td>\n",
       "      <td>0.091445</td>\n",
       "      <td>1.125972</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>225.49</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.567916</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>218.50</td>\n",
       "      <td>218.50</td>\n",
       "      <td>10</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-16 16:30:00+00:00</th>\n",
       "      <td>484.130</td>\n",
       "      <td>0.158891</td>\n",
       "      <td>0.019521</td>\n",
       "      <td>0.305896</td>\n",
       "      <td>0.006173</td>\n",
       "      <td>0.098073</td>\n",
       "      <td>1.023078</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>224.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>7.289852</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>225.49</td>\n",
       "      <td>225.49</td>\n",
       "      <td>11</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-17 16:30:00+00:00</th>\n",
       "      <td>481.769</td>\n",
       "      <td>0.161799</td>\n",
       "      <td>0.008721</td>\n",
       "      <td>0.160152</td>\n",
       "      <td>0.001266</td>\n",
       "      <td>0.096792</td>\n",
       "      <td>1.106422</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.80</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.524713</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>224.50</td>\n",
       "      <td>224.50</td>\n",
       "      <td>12</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-18 16:30:00+00:00</th>\n",
       "      <td>484.750</td>\n",
       "      <td>0.154913</td>\n",
       "      <td>0.009281</td>\n",
       "      <td>0.038880</td>\n",
       "      <td>0.007461</td>\n",
       "      <td>0.096442</td>\n",
       "      <td>1.018866</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.94</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.571222</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.80</td>\n",
       "      <td>221.80</td>\n",
       "      <td>13</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-19 16:30:00+00:00</th>\n",
       "      <td>484.640</td>\n",
       "      <td>0.149083</td>\n",
       "      <td>0.012081</td>\n",
       "      <td>0.090852</td>\n",
       "      <td>0.007233</td>\n",
       "      <td>0.092723</td>\n",
       "      <td>1.013996</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>222.64</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>3.178609</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.94</td>\n",
       "      <td>221.94</td>\n",
       "      <td>14</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20 16:30:00+00:00</th>\n",
       "      <td>485.980</td>\n",
       "      <td>0.144539</td>\n",
       "      <td>0.016921</td>\n",
       "      <td>0.116746</td>\n",
       "      <td>0.010017</td>\n",
       "      <td>0.089818</td>\n",
       "      <td>1.021525</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>223.85</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>4.238094</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>222.64</td>\n",
       "      <td>222.64</td>\n",
       "      <td>15</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-23 16:30:00+00:00</th>\n",
       "      <td>482.709</td>\n",
       "      <td>0.188424</td>\n",
       "      <td>-0.014319</td>\n",
       "      <td>-0.284541</td>\n",
       "      <td>0.003219</td>\n",
       "      <td>0.091621</td>\n",
       "      <td>1.359497</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>216.04</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.514091</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>223.85</td>\n",
       "      <td>223.85</td>\n",
       "      <td>16</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-24 16:30:00+00:00</th>\n",
       "      <td>483.049</td>\n",
       "      <td>0.184009</td>\n",
       "      <td>-0.021279</td>\n",
       "      <td>-0.386277</td>\n",
       "      <td>0.003926</td>\n",
       "      <td>0.088731</td>\n",
       "      <td>1.353169</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>214.30</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-2.201084</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>216.04</td>\n",
       "      <td>216.04</td>\n",
       "      <td>17</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-25 16:30:00+00:00</th>\n",
       "      <td>488.029</td>\n",
       "      <td>0.198954</td>\n",
       "      <td>0.000521</td>\n",
       "      <td>-0.280174</td>\n",
       "      <td>0.014276</td>\n",
       "      <td>0.093958</td>\n",
       "      <td>1.510479</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>219.75</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.194433</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>214.30</td>\n",
       "      <td>214.30</td>\n",
       "      <td>18</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-26 16:30:00+00:00</th>\n",
       "      <td>486.450</td>\n",
       "      <td>0.193562</td>\n",
       "      <td>0.003121</td>\n",
       "      <td>-0.158114</td>\n",
       "      <td>0.010994</td>\n",
       "      <td>0.092489</td>\n",
       "      <td>1.456627</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>220.40</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.454230</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>219.75</td>\n",
       "      <td>219.75</td>\n",
       "      <td>19</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-27 16:30:00+00:00</th>\n",
       "      <td>485.869</td>\n",
       "      <td>0.188511</td>\n",
       "      <td>0.001521</td>\n",
       "      <td>-0.148114</td>\n",
       "      <td>0.009787</td>\n",
       "      <td>0.090245</td>\n",
       "      <td>1.454493</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>220.00</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.283920</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>220.40</td>\n",
       "      <td>220.40</td>\n",
       "      <td>20</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-30 16:30:00+00:00</th>\n",
       "      <td>479.529</td>\n",
       "      <td>0.183842</td>\n",
       "      <td>-0.000119</td>\n",
       "      <td>0.056479</td>\n",
       "      <td>-0.003390</td>\n",
       "      <td>0.099702</td>\n",
       "      <td>1.161188</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>219.59</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.118286</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>220.00</td>\n",
       "      <td>220.00</td>\n",
       "      <td>21</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-31 16:30:00+00:00</th>\n",
       "      <td>476.709</td>\n",
       "      <td>0.181660</td>\n",
       "      <td>-0.008479</td>\n",
       "      <td>0.037553</td>\n",
       "      <td>-0.009251</td>\n",
       "      <td>0.099218</td>\n",
       "      <td>1.172915</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>217.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.657420</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>219.59</td>\n",
       "      <td>219.59</td>\n",
       "      <td>22</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-01 16:30:00+00:00</th>\n",
       "      <td>479.649</td>\n",
       "      <td>0.187042</td>\n",
       "      <td>0.008881</td>\n",
       "      <td>0.150692</td>\n",
       "      <td>-0.003140</td>\n",
       "      <td>0.099347</td>\n",
       "      <td>1.246776</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.84</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.933928</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>217.50</td>\n",
       "      <td>217.50</td>\n",
       "      <td>23</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-02 16:30:00+00:00</th>\n",
       "      <td>482.190</td>\n",
       "      <td>0.183575</td>\n",
       "      <td>0.014121</td>\n",
       "      <td>0.129915</td>\n",
       "      <td>0.002141</td>\n",
       "      <td>0.098736</td>\n",
       "      <td>1.235057</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>223.15</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.372200</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.84</td>\n",
       "      <td>221.84</td>\n",
       "      <td>24</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-03 16:30:00+00:00</th>\n",
       "      <td>485.920</td>\n",
       "      <td>0.180945</td>\n",
       "      <td>0.021521</td>\n",
       "      <td>0.104202</td>\n",
       "      <td>0.009893</td>\n",
       "      <td>0.099645</td>\n",
       "      <td>1.213588</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>225.00</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.974840</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>223.15</td>\n",
       "      <td>223.15</td>\n",
       "      <td>25</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-06 16:30:00+00:00</th>\n",
       "      <td>482.079</td>\n",
       "      <td>0.178209</td>\n",
       "      <td>0.016521</td>\n",
       "      <td>0.146524</td>\n",
       "      <td>0.001910</td>\n",
       "      <td>0.101007</td>\n",
       "      <td>1.179732</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>223.75</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.508545</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>225.00</td>\n",
       "      <td>225.00</td>\n",
       "      <td>26</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-07 16:30:00+00:00</th>\n",
       "      <td>484.279</td>\n",
       "      <td>0.175587</td>\n",
       "      <td>0.011521</td>\n",
       "      <td>0.047899</td>\n",
       "      <td>0.006482</td>\n",
       "      <td>0.099983</td>\n",
       "      <td>1.134301</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>222.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.065711</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>223.75</td>\n",
       "      <td>223.75</td>\n",
       "      <td>27</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-08 16:30:00+00:00</th>\n",
       "      <td>483.510</td>\n",
       "      <td>0.176650</td>\n",
       "      <td>-0.001119</td>\n",
       "      <td>-0.050974</td>\n",
       "      <td>0.004884</td>\n",
       "      <td>0.098270</td>\n",
       "      <td>1.153031</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>219.34</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.041911</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>222.50</td>\n",
       "      <td>222.50</td>\n",
       "      <td>28</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-09 16:30:00+00:00</th>\n",
       "      <td>488.500</td>\n",
       "      <td>0.176151</td>\n",
       "      <td>0.009281</td>\n",
       "      <td>-0.060633</td>\n",
       "      <td>0.015255</td>\n",
       "      <td>0.101012</td>\n",
       "      <td>1.141941</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.94</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.819495</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>219.34</td>\n",
       "      <td>219.34</td>\n",
       "      <td>29</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-10 16:30:00+00:00</th>\n",
       "      <td>489.559</td>\n",
       "      <td>0.186454</td>\n",
       "      <td>-0.014479</td>\n",
       "      <td>-0.271800</td>\n",
       "      <td>0.017456</td>\n",
       "      <td>0.099367</td>\n",
       "      <td>1.106282</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>216.00</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.793824</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>221.94</td>\n",
       "      <td>221.94</td>\n",
       "      <td>30</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</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>2017-11-16 16:30:00+00:00</th>\n",
       "      <td>539.190</td>\n",
       "      <td>0.171669</td>\n",
       "      <td>0.122481</td>\n",
       "      <td>0.018726</td>\n",
       "      <td>0.120604</td>\n",
       "      <td>0.088625</td>\n",
       "      <td>0.953198</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>250.24</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.267072</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>250.49</td>\n",
       "      <td>250.49</td>\n",
       "      <td>226</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-17 16:30:00+00:00</th>\n",
       "      <td>536.619</td>\n",
       "      <td>0.171375</td>\n",
       "      <td>0.117321</td>\n",
       "      <td>0.018574</td>\n",
       "      <td>0.115261</td>\n",
       "      <td>0.088604</td>\n",
       "      <td>0.953292</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>248.95</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.218001</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>250.24</td>\n",
       "      <td>250.24</td>\n",
       "      <td>227</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-20 16:30:00+00:00</th>\n",
       "      <td>539.710</td>\n",
       "      <td>0.171564</td>\n",
       "      <td>0.103121</td>\n",
       "      <td>0.000150</td>\n",
       "      <td>0.121685</td>\n",
       "      <td>0.088581</td>\n",
       "      <td>0.939742</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>245.40</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.083303</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>248.95</td>\n",
       "      <td>248.95</td>\n",
       "      <td>228</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-21 16:30:00+00:00</th>\n",
       "      <td>541.820</td>\n",
       "      <td>0.171189</td>\n",
       "      <td>0.104281</td>\n",
       "      <td>-0.002568</td>\n",
       "      <td>0.126070</td>\n",
       "      <td>0.088458</td>\n",
       "      <td>0.938492</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>245.69</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.091139</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>245.40</td>\n",
       "      <td>245.40</td>\n",
       "      <td>229</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-22 16:30:00+00:00</th>\n",
       "      <td>540.020</td>\n",
       "      <td>0.170818</td>\n",
       "      <td>0.103721</td>\n",
       "      <td>0.000488</td>\n",
       "      <td>0.122329</td>\n",
       "      <td>0.088357</td>\n",
       "      <td>0.937073</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>245.55</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.083842</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>245.69</td>\n",
       "      <td>245.69</td>\n",
       "      <td>230</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-23 16:30:00+00:00</th>\n",
       "      <td>541.349</td>\n",
       "      <td>0.170473</td>\n",
       "      <td>0.107481</td>\n",
       "      <td>0.001647</td>\n",
       "      <td>0.125091</td>\n",
       "      <td>0.088188</td>\n",
       "      <td>0.937373</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>246.49</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.114408</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>245.55</td>\n",
       "      <td>245.55</td>\n",
       "      <td>231</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-24 16:30:00+00:00</th>\n",
       "      <td>540.630</td>\n",
       "      <td>0.170536</td>\n",
       "      <td>0.120921</td>\n",
       "      <td>0.016627</td>\n",
       "      <td>0.123597</td>\n",
       "      <td>0.088019</td>\n",
       "      <td>0.933897</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>249.85</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.229001</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>246.49</td>\n",
       "      <td>246.49</td>\n",
       "      <td>232</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-27 16:30:00+00:00</th>\n",
       "      <td>538.090</td>\n",
       "      <td>0.170532</td>\n",
       "      <td>0.109521</td>\n",
       "      <td>0.009770</td>\n",
       "      <td>0.118318</td>\n",
       "      <td>0.087996</td>\n",
       "      <td>0.938158</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>247.00</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.123561</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>249.85</td>\n",
       "      <td>249.85</td>\n",
       "      <td>233</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-28 16:30:00+00:00</th>\n",
       "      <td>543.590</td>\n",
       "      <td>0.170180</td>\n",
       "      <td>0.107721</td>\n",
       "      <td>-0.000305</td>\n",
       "      <td>0.129749</td>\n",
       "      <td>0.088385</td>\n",
       "      <td>0.923073</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>246.55</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.105529</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>247.00</td>\n",
       "      <td>247.00</td>\n",
       "      <td>234</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 16:30:00+00:00</th>\n",
       "      <td>541.419</td>\n",
       "      <td>0.169862</td>\n",
       "      <td>0.112481</td>\n",
       "      <td>0.008907</td>\n",
       "      <td>0.125237</td>\n",
       "      <td>0.088321</td>\n",
       "      <td>0.918100</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>247.74</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.144152</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>246.55</td>\n",
       "      <td>246.55</td>\n",
       "      <td>235</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 16:30:00+00:00</th>\n",
       "      <td>540.109</td>\n",
       "      <td>0.169575</td>\n",
       "      <td>0.118481</td>\n",
       "      <td>0.017389</td>\n",
       "      <td>0.122514</td>\n",
       "      <td>0.088185</td>\n",
       "      <td>0.915043</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>249.24</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.193046</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>247.74</td>\n",
       "      <td>247.74</td>\n",
       "      <td>236</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-01 16:30:00+00:00</th>\n",
       "      <td>535.570</td>\n",
       "      <td>0.169219</td>\n",
       "      <td>0.120281</td>\n",
       "      <td>0.028519</td>\n",
       "      <td>0.113081</td>\n",
       "      <td>0.088476</td>\n",
       "      <td>0.903874</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>249.69</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.205808</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>249.24</td>\n",
       "      <td>249.24</td>\n",
       "      <td>237</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-04 16:30:00+00:00</th>\n",
       "      <td>541.539</td>\n",
       "      <td>0.168941</td>\n",
       "      <td>0.126521</td>\n",
       "      <td>0.024483</td>\n",
       "      <td>0.125486</td>\n",
       "      <td>0.088970</td>\n",
       "      <td>0.897279</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>251.25</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.256052</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>249.69</td>\n",
       "      <td>249.69</td>\n",
       "      <td>238</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-05 16:30:00+00:00</th>\n",
       "      <td>543.080</td>\n",
       "      <td>0.168729</td>\n",
       "      <td>0.119521</td>\n",
       "      <td>0.015500</td>\n",
       "      <td>0.128689</td>\n",
       "      <td>0.088815</td>\n",
       "      <td>0.894515</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>249.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.192714</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>251.25</td>\n",
       "      <td>251.25</td>\n",
       "      <td>239</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-06 16:30:00+00:00</th>\n",
       "      <td>542.770</td>\n",
       "      <td>0.168783</td>\n",
       "      <td>0.107321</td>\n",
       "      <td>0.004330</td>\n",
       "      <td>0.128045</td>\n",
       "      <td>0.088637</td>\n",
       "      <td>0.896041</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>246.45</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.082147</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>249.50</td>\n",
       "      <td>249.50</td>\n",
       "      <td>240</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-07 16:30:00+00:00</th>\n",
       "      <td>544.510</td>\n",
       "      <td>0.169726</td>\n",
       "      <td>0.130521</td>\n",
       "      <td>0.022352</td>\n",
       "      <td>0.131661</td>\n",
       "      <td>0.088494</td>\n",
       "      <td>0.902524</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>252.25</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.275885</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>246.45</td>\n",
       "      <td>246.45</td>\n",
       "      <td>241</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-08 16:30:00+00:00</th>\n",
       "      <td>547.219</td>\n",
       "      <td>0.175835</td>\n",
       "      <td>0.183481</td>\n",
       "      <td>0.062915</td>\n",
       "      <td>0.137291</td>\n",
       "      <td>0.088427</td>\n",
       "      <td>0.927551</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>265.49</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.710546</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>252.25</td>\n",
       "      <td>252.25</td>\n",
       "      <td>242</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-11 16:30:00+00:00</th>\n",
       "      <td>548.409</td>\n",
       "      <td>0.175695</td>\n",
       "      <td>0.194681</td>\n",
       "      <td>0.070160</td>\n",
       "      <td>0.139764</td>\n",
       "      <td>0.088260</td>\n",
       "      <td>0.929111</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>268.29</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.795183</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>265.49</td>\n",
       "      <td>265.49</td>\n",
       "      <td>243</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-12 16:30:00+00:00</th>\n",
       "      <td>552.869</td>\n",
       "      <td>0.175359</td>\n",
       "      <td>0.192081</td>\n",
       "      <td>0.061299</td>\n",
       "      <td>0.149034</td>\n",
       "      <td>0.088414</td>\n",
       "      <td>0.919087</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>267.64</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.770918</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>268.29</td>\n",
       "      <td>268.29</td>\n",
       "      <td>244</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-13 16:30:00+00:00</th>\n",
       "      <td>550.559</td>\n",
       "      <td>0.175115</td>\n",
       "      <td>0.185521</td>\n",
       "      <td>0.059168</td>\n",
       "      <td>0.144233</td>\n",
       "      <td>0.088365</td>\n",
       "      <td>0.920283</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>266.00</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.714086</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>267.64</td>\n",
       "      <td>267.64</td>\n",
       "      <td>245</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-14 16:30:00+00:00</th>\n",
       "      <td>547.469</td>\n",
       "      <td>0.174900</td>\n",
       "      <td>0.194681</td>\n",
       "      <td>0.073529</td>\n",
       "      <td>0.137811</td>\n",
       "      <td>0.088406</td>\n",
       "      <td>0.910034</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>268.29</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.782032</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>266.00</td>\n",
       "      <td>266.00</td>\n",
       "      <td>246</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-15 16:30:00+00:00</th>\n",
       "      <td>548.669</td>\n",
       "      <td>0.174589</td>\n",
       "      <td>0.190921</td>\n",
       "      <td>0.068147</td>\n",
       "      <td>0.140305</td>\n",
       "      <td>0.088242</td>\n",
       "      <td>0.908858</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>267.35</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.748660</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>268.29</td>\n",
       "      <td>268.29</td>\n",
       "      <td>247</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-18 16:30:00+00:00</th>\n",
       "      <td>553.289</td>\n",
       "      <td>0.174241</td>\n",
       "      <td>0.193481</td>\n",
       "      <td>0.063142</td>\n",
       "      <td>0.149906</td>\n",
       "      <td>0.088420</td>\n",
       "      <td>0.902950</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>267.99</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.764916</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>267.35</td>\n",
       "      <td>267.35</td>\n",
       "      <td>248</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-19 16:30:00+00:00</th>\n",
       "      <td>552.030</td>\n",
       "      <td>0.173892</td>\n",
       "      <td>0.193321</td>\n",
       "      <td>0.064921</td>\n",
       "      <td>0.147290</td>\n",
       "      <td>0.088288</td>\n",
       "      <td>0.902331</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>267.95</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.760136</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>267.99</td>\n",
       "      <td>267.99</td>\n",
       "      <td>249</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-20 16:30:00+00:00</th>\n",
       "      <td>547.380</td>\n",
       "      <td>0.173577</td>\n",
       "      <td>0.190121</td>\n",
       "      <td>0.070341</td>\n",
       "      <td>0.137626</td>\n",
       "      <td>0.088572</td>\n",
       "      <td>0.896946</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>267.15</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.731510</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>267.95</td>\n",
       "      <td>267.95</td>\n",
       "      <td>250</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-21 16:30:00+00:00</th>\n",
       "      <td>549.390</td>\n",
       "      <td>0.173325</td>\n",
       "      <td>0.197881</td>\n",
       "      <td>0.073137</td>\n",
       "      <td>0.141803</td>\n",
       "      <td>0.088450</td>\n",
       "      <td>0.898134</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>269.09</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.787693</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>267.15</td>\n",
       "      <td>267.15</td>\n",
       "      <td>251</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-22 16:30:00+00:00</th>\n",
       "      <td>548.479</td>\n",
       "      <td>0.172986</td>\n",
       "      <td>0.197081</td>\n",
       "      <td>0.073689</td>\n",
       "      <td>0.139910</td>\n",
       "      <td>0.088302</td>\n",
       "      <td>0.897984</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>268.89</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.778014</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>269.09</td>\n",
       "      <td>269.09</td>\n",
       "      <td>252</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-27 16:30:00+00:00</th>\n",
       "      <td>548.599</td>\n",
       "      <td>0.172669</td>\n",
       "      <td>0.201681</td>\n",
       "      <td>0.077048</td>\n",
       "      <td>0.140159</td>\n",
       "      <td>0.088127</td>\n",
       "      <td>0.897847</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>270.04</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.809502</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>268.89</td>\n",
       "      <td>268.89</td>\n",
       "      <td>253</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-28 16:30:00+00:00</th>\n",
       "      <td>547.059</td>\n",
       "      <td>0.172347</td>\n",
       "      <td>0.199521</td>\n",
       "      <td>0.077485</td>\n",
       "      <td>0.136959</td>\n",
       "      <td>0.088015</td>\n",
       "      <td>0.897669</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>269.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.789353</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>270.04</td>\n",
       "      <td>270.04</td>\n",
       "      <td>254</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-29 16:30:00+00:00</th>\n",
       "      <td>544.580</td>\n",
       "      <td>0.172025</td>\n",
       "      <td>0.197481</td>\n",
       "      <td>0.079688</td>\n",
       "      <td>0.131806</td>\n",
       "      <td>0.087985</td>\n",
       "      <td>0.896341</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>268.99</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.770199</td>\n",
       "      <td>30.38025</td>\n",
       "      <td>269.50</td>\n",
       "      <td>269.50</td>\n",
       "      <td>255</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>255 rows × 39 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                               AEX  algo_volatility  algorithm_period_return  \\\n",
       "2017-01-02 16:30:00+00:00  486.369              NaN                 0.000000   \n",
       "2017-01-03 16:30:00+00:00  487.989         0.005377                -0.000479   \n",
       "2017-01-04 16:30:00+00:00  487.579         0.066491                 0.006521   \n",
       "2017-01-05 16:30:00+00:00  486.929         0.056968                 0.006521   \n",
       "2017-01-06 16:30:00+00:00  487.000         0.052435                 0.010681   \n",
       "2017-01-09 16:30:00+00:00  485.100         0.088772                 0.001081   \n",
       "2017-01-10 16:30:00+00:00  484.739         0.083570                 0.004681   \n",
       "2017-01-11 16:30:00+00:00  486.579         0.078082                 0.003481   \n",
       "2017-01-12 16:30:00+00:00  483.089         0.085439                -0.004479   \n",
       "2017-01-13 16:30:00+00:00  488.089         0.164500                 0.023481   \n",
       "2017-01-16 16:30:00+00:00  484.130         0.158891                 0.019521   \n",
       "2017-01-17 16:30:00+00:00  481.769         0.161799                 0.008721   \n",
       "2017-01-18 16:30:00+00:00  484.750         0.154913                 0.009281   \n",
       "2017-01-19 16:30:00+00:00  484.640         0.149083                 0.012081   \n",
       "2017-01-20 16:30:00+00:00  485.980         0.144539                 0.016921   \n",
       "2017-01-23 16:30:00+00:00  482.709         0.188424                -0.014319   \n",
       "2017-01-24 16:30:00+00:00  483.049         0.184009                -0.021279   \n",
       "2017-01-25 16:30:00+00:00  488.029         0.198954                 0.000521   \n",
       "2017-01-26 16:30:00+00:00  486.450         0.193562                 0.003121   \n",
       "2017-01-27 16:30:00+00:00  485.869         0.188511                 0.001521   \n",
       "2017-01-30 16:30:00+00:00  479.529         0.183842                -0.000119   \n",
       "2017-01-31 16:30:00+00:00  476.709         0.181660                -0.008479   \n",
       "2017-02-01 16:30:00+00:00  479.649         0.187042                 0.008881   \n",
       "2017-02-02 16:30:00+00:00  482.190         0.183575                 0.014121   \n",
       "2017-02-03 16:30:00+00:00  485.920         0.180945                 0.021521   \n",
       "2017-02-06 16:30:00+00:00  482.079         0.178209                 0.016521   \n",
       "2017-02-07 16:30:00+00:00  484.279         0.175587                 0.011521   \n",
       "2017-02-08 16:30:00+00:00  483.510         0.176650                -0.001119   \n",
       "2017-02-09 16:30:00+00:00  488.500         0.176151                 0.009281   \n",
       "2017-02-10 16:30:00+00:00  489.559         0.186454                -0.014479   \n",
       "...                            ...              ...                      ...   \n",
       "2017-11-16 16:30:00+00:00  539.190         0.171669                 0.122481   \n",
       "2017-11-17 16:30:00+00:00  536.619         0.171375                 0.117321   \n",
       "2017-11-20 16:30:00+00:00  539.710         0.171564                 0.103121   \n",
       "2017-11-21 16:30:00+00:00  541.820         0.171189                 0.104281   \n",
       "2017-11-22 16:30:00+00:00  540.020         0.170818                 0.103721   \n",
       "2017-11-23 16:30:00+00:00  541.349         0.170473                 0.107481   \n",
       "2017-11-24 16:30:00+00:00  540.630         0.170536                 0.120921   \n",
       "2017-11-27 16:30:00+00:00  538.090         0.170532                 0.109521   \n",
       "2017-11-28 16:30:00+00:00  543.590         0.170180                 0.107721   \n",
       "2017-11-29 16:30:00+00:00  541.419         0.169862                 0.112481   \n",
       "2017-11-30 16:30:00+00:00  540.109         0.169575                 0.118481   \n",
       "2017-12-01 16:30:00+00:00  535.570         0.169219                 0.120281   \n",
       "2017-12-04 16:30:00+00:00  541.539         0.168941                 0.126521   \n",
       "2017-12-05 16:30:00+00:00  543.080         0.168729                 0.119521   \n",
       "2017-12-06 16:30:00+00:00  542.770         0.168783                 0.107321   \n",
       "2017-12-07 16:30:00+00:00  544.510         0.169726                 0.130521   \n",
       "2017-12-08 16:30:00+00:00  547.219         0.175835                 0.183481   \n",
       "2017-12-11 16:30:00+00:00  548.409         0.175695                 0.194681   \n",
       "2017-12-12 16:30:00+00:00  552.869         0.175359                 0.192081   \n",
       "2017-12-13 16:30:00+00:00  550.559         0.175115                 0.185521   \n",
       "2017-12-14 16:30:00+00:00  547.469         0.174900                 0.194681   \n",
       "2017-12-15 16:30:00+00:00  548.669         0.174589                 0.190921   \n",
       "2017-12-18 16:30:00+00:00  553.289         0.174241                 0.193481   \n",
       "2017-12-19 16:30:00+00:00  552.030         0.173892                 0.193321   \n",
       "2017-12-20 16:30:00+00:00  547.380         0.173577                 0.190121   \n",
       "2017-12-21 16:30:00+00:00  549.390         0.173325                 0.197881   \n",
       "2017-12-22 16:30:00+00:00  548.479         0.172986                 0.197081   \n",
       "2017-12-27 16:30:00+00:00  548.599         0.172669                 0.201681   \n",
       "2017-12-28 16:30:00+00:00  547.059         0.172347                 0.199521   \n",
       "2017-12-29 16:30:00+00:00  544.580         0.172025                 0.197481   \n",
       "\n",
       "                              alpha  benchmark_period_return  \\\n",
       "2017-01-02 16:30:00+00:00       NaN                 0.010826   \n",
       "2017-01-03 16:30:00+00:00 -0.174350                 0.014193   \n",
       "2017-01-04 16:30:00+00:00  1.131266                 0.013341   \n",
       "2017-01-05 16:30:00+00:00  0.626082                 0.011990   \n",
       "2017-01-06 16:30:00+00:00  0.734502                 0.012137   \n",
       "2017-01-09 16:30:00+00:00 -0.024659                 0.008189   \n",
       "2017-01-10 16:30:00+00:00  0.127588                 0.007438   \n",
       "2017-01-11 16:30:00+00:00  0.068195                 0.011262   \n",
       "2017-01-12 16:30:00+00:00 -0.167120                 0.004009   \n",
       "2017-01-13 16:30:00+00:00  0.187382                 0.014401   \n",
       "2017-01-16 16:30:00+00:00  0.305896                 0.006173   \n",
       "2017-01-17 16:30:00+00:00  0.160152                 0.001266   \n",
       "2017-01-18 16:30:00+00:00  0.038880                 0.007461   \n",
       "2017-01-19 16:30:00+00:00  0.090852                 0.007233   \n",
       "2017-01-20 16:30:00+00:00  0.116746                 0.010017   \n",
       "2017-01-23 16:30:00+00:00 -0.284541                 0.003219   \n",
       "2017-01-24 16:30:00+00:00 -0.386277                 0.003926   \n",
       "2017-01-25 16:30:00+00:00 -0.280174                 0.014276   \n",
       "2017-01-26 16:30:00+00:00 -0.158114                 0.010994   \n",
       "2017-01-27 16:30:00+00:00 -0.148114                 0.009787   \n",
       "2017-01-30 16:30:00+00:00  0.056479                -0.003390   \n",
       "2017-01-31 16:30:00+00:00  0.037553                -0.009251   \n",
       "2017-02-01 16:30:00+00:00  0.150692                -0.003140   \n",
       "2017-02-02 16:30:00+00:00  0.129915                 0.002141   \n",
       "2017-02-03 16:30:00+00:00  0.104202                 0.009893   \n",
       "2017-02-06 16:30:00+00:00  0.146524                 0.001910   \n",
       "2017-02-07 16:30:00+00:00  0.047899                 0.006482   \n",
       "2017-02-08 16:30:00+00:00 -0.050974                 0.004884   \n",
       "2017-02-09 16:30:00+00:00 -0.060633                 0.015255   \n",
       "2017-02-10 16:30:00+00:00 -0.271800                 0.017456   \n",
       "...                             ...                      ...   \n",
       "2017-11-16 16:30:00+00:00  0.018726                 0.120604   \n",
       "2017-11-17 16:30:00+00:00  0.018574                 0.115261   \n",
       "2017-11-20 16:30:00+00:00  0.000150                 0.121685   \n",
       "2017-11-21 16:30:00+00:00 -0.002568                 0.126070   \n",
       "2017-11-22 16:30:00+00:00  0.000488                 0.122329   \n",
       "2017-11-23 16:30:00+00:00  0.001647                 0.125091   \n",
       "2017-11-24 16:30:00+00:00  0.016627                 0.123597   \n",
       "2017-11-27 16:30:00+00:00  0.009770                 0.118318   \n",
       "2017-11-28 16:30:00+00:00 -0.000305                 0.129749   \n",
       "2017-11-29 16:30:00+00:00  0.008907                 0.125237   \n",
       "2017-11-30 16:30:00+00:00  0.017389                 0.122514   \n",
       "2017-12-01 16:30:00+00:00  0.028519                 0.113081   \n",
       "2017-12-04 16:30:00+00:00  0.024483                 0.125486   \n",
       "2017-12-05 16:30:00+00:00  0.015500                 0.128689   \n",
       "2017-12-06 16:30:00+00:00  0.004330                 0.128045   \n",
       "2017-12-07 16:30:00+00:00  0.022352                 0.131661   \n",
       "2017-12-08 16:30:00+00:00  0.062915                 0.137291   \n",
       "2017-12-11 16:30:00+00:00  0.070160                 0.139764   \n",
       "2017-12-12 16:30:00+00:00  0.061299                 0.149034   \n",
       "2017-12-13 16:30:00+00:00  0.059168                 0.144233   \n",
       "2017-12-14 16:30:00+00:00  0.073529                 0.137811   \n",
       "2017-12-15 16:30:00+00:00  0.068147                 0.140305   \n",
       "2017-12-18 16:30:00+00:00  0.063142                 0.149906   \n",
       "2017-12-19 16:30:00+00:00  0.064921                 0.147290   \n",
       "2017-12-20 16:30:00+00:00  0.070341                 0.137626   \n",
       "2017-12-21 16:30:00+00:00  0.073137                 0.141803   \n",
       "2017-12-22 16:30:00+00:00  0.073689                 0.139910   \n",
       "2017-12-27 16:30:00+00:00  0.077048                 0.140159   \n",
       "2017-12-28 16:30:00+00:00  0.077485                 0.136959   \n",
       "2017-12-29 16:30:00+00:00  0.079688                 0.131806   \n",
       "\n",
       "                           benchmark_volatility      beta  capital_used  \\\n",
       "2017-01-02 16:30:00+00:00                   NaN       NaN       0.00000   \n",
       "2017-01-03 16:30:00+00:00              0.084132  0.063908    -219.61975   \n",
       "2017-01-04 16:30:00+00:00              0.093841 -0.521389       0.00000   \n",
       "2017-01-05 16:30:00+00:00              0.089273 -0.284848       0.00000   \n",
       "2017-01-06 16:30:00+00:00              0.079917 -0.322860       0.00000   \n",
       "2017-01-09 16:30:00+00:00              0.082406  0.212205       0.00000   \n",
       "2017-01-10 16:30:00+00:00              0.076290  0.161802       0.00000   \n",
       "2017-01-11 16:30:00+00:00              0.072269  0.123732       0.00000   \n",
       "2017-01-12 16:30:00+00:00              0.081440  0.388791       0.00000   \n",
       "2017-01-13 16:30:00+00:00              0.091445  1.125972       0.00000   \n",
       "2017-01-16 16:30:00+00:00              0.098073  1.023078       0.00000   \n",
       "2017-01-17 16:30:00+00:00              0.096792  1.106422       0.00000   \n",
       "2017-01-18 16:30:00+00:00              0.096442  1.018866       0.00000   \n",
       "2017-01-19 16:30:00+00:00              0.092723  1.013996       0.00000   \n",
       "2017-01-20 16:30:00+00:00              0.089818  1.021525       0.00000   \n",
       "2017-01-23 16:30:00+00:00              0.091621  1.359497       0.00000   \n",
       "2017-01-24 16:30:00+00:00              0.088731  1.353169       0.00000   \n",
       "2017-01-25 16:30:00+00:00              0.093958  1.510479       0.00000   \n",
       "2017-01-26 16:30:00+00:00              0.092489  1.456627       0.00000   \n",
       "2017-01-27 16:30:00+00:00              0.090245  1.454493       0.00000   \n",
       "2017-01-30 16:30:00+00:00              0.099702  1.161188       0.00000   \n",
       "2017-01-31 16:30:00+00:00              0.099218  1.172915       0.00000   \n",
       "2017-02-01 16:30:00+00:00              0.099347  1.246776       0.00000   \n",
       "2017-02-02 16:30:00+00:00              0.098736  1.235057       0.00000   \n",
       "2017-02-03 16:30:00+00:00              0.099645  1.213588       0.00000   \n",
       "2017-02-06 16:30:00+00:00              0.101007  1.179732       0.00000   \n",
       "2017-02-07 16:30:00+00:00              0.099983  1.134301       0.00000   \n",
       "2017-02-08 16:30:00+00:00              0.098270  1.153031       0.00000   \n",
       "2017-02-09 16:30:00+00:00              0.101012  1.141941       0.00000   \n",
       "2017-02-10 16:30:00+00:00              0.099367  1.106282       0.00000   \n",
       "...                                         ...       ...           ...   \n",
       "2017-11-16 16:30:00+00:00              0.088625  0.953198       0.00000   \n",
       "2017-11-17 16:30:00+00:00              0.088604  0.953292       0.00000   \n",
       "2017-11-20 16:30:00+00:00              0.088581  0.939742       0.00000   \n",
       "2017-11-21 16:30:00+00:00              0.088458  0.938492       0.00000   \n",
       "2017-11-22 16:30:00+00:00              0.088357  0.937073       0.00000   \n",
       "2017-11-23 16:30:00+00:00              0.088188  0.937373       0.00000   \n",
       "2017-11-24 16:30:00+00:00              0.088019  0.933897       0.00000   \n",
       "2017-11-27 16:30:00+00:00              0.087996  0.938158       0.00000   \n",
       "2017-11-28 16:30:00+00:00              0.088385  0.923073       0.00000   \n",
       "2017-11-29 16:30:00+00:00              0.088321  0.918100       0.00000   \n",
       "2017-11-30 16:30:00+00:00              0.088185  0.915043       0.00000   \n",
       "2017-12-01 16:30:00+00:00              0.088476  0.903874       0.00000   \n",
       "2017-12-04 16:30:00+00:00              0.088970  0.897279       0.00000   \n",
       "2017-12-05 16:30:00+00:00              0.088815  0.894515       0.00000   \n",
       "2017-12-06 16:30:00+00:00              0.088637  0.896041       0.00000   \n",
       "2017-12-07 16:30:00+00:00              0.088494  0.902524       0.00000   \n",
       "2017-12-08 16:30:00+00:00              0.088427  0.927551       0.00000   \n",
       "2017-12-11 16:30:00+00:00              0.088260  0.929111       0.00000   \n",
       "2017-12-12 16:30:00+00:00              0.088414  0.919087       0.00000   \n",
       "2017-12-13 16:30:00+00:00              0.088365  0.920283       0.00000   \n",
       "2017-12-14 16:30:00+00:00              0.088406  0.910034       0.00000   \n",
       "2017-12-15 16:30:00+00:00              0.088242  0.908858       0.00000   \n",
       "2017-12-18 16:30:00+00:00              0.088420  0.902950       0.00000   \n",
       "2017-12-19 16:30:00+00:00              0.088288  0.902331       0.00000   \n",
       "2017-12-20 16:30:00+00:00              0.088572  0.896946       0.00000   \n",
       "2017-12-21 16:30:00+00:00              0.088450  0.898134       0.00000   \n",
       "2017-12-22 16:30:00+00:00              0.088302  0.897984       0.00000   \n",
       "2017-12-27 16:30:00+00:00              0.088127  0.897847       0.00000   \n",
       "2017-12-28 16:30:00+00:00              0.088015  0.897669       0.00000   \n",
       "2017-12-29 16:30:00+00:00              0.087985  0.896341       0.00000   \n",
       "\n",
       "                           ending_cash  ending_exposure  \\\n",
       "2017-01-02 16:30:00+00:00    250.00000             0.00   \n",
       "2017-01-03 16:30:00+00:00     30.38025           219.50   \n",
       "2017-01-04 16:30:00+00:00     30.38025           221.25   \n",
       "2017-01-05 16:30:00+00:00     30.38025           221.25   \n",
       "2017-01-06 16:30:00+00:00     30.38025           222.29   \n",
       "2017-01-09 16:30:00+00:00     30.38025           219.89   \n",
       "2017-01-10 16:30:00+00:00     30.38025           220.79   \n",
       "2017-01-11 16:30:00+00:00     30.38025           220.49   \n",
       "2017-01-12 16:30:00+00:00     30.38025           218.50   \n",
       "2017-01-13 16:30:00+00:00     30.38025           225.49   \n",
       "2017-01-16 16:30:00+00:00     30.38025           224.50   \n",
       "2017-01-17 16:30:00+00:00     30.38025           221.80   \n",
       "2017-01-18 16:30:00+00:00     30.38025           221.94   \n",
       "2017-01-19 16:30:00+00:00     30.38025           222.64   \n",
       "2017-01-20 16:30:00+00:00     30.38025           223.85   \n",
       "2017-01-23 16:30:00+00:00     30.38025           216.04   \n",
       "2017-01-24 16:30:00+00:00     30.38025           214.30   \n",
       "2017-01-25 16:30:00+00:00     30.38025           219.75   \n",
       "2017-01-26 16:30:00+00:00     30.38025           220.40   \n",
       "2017-01-27 16:30:00+00:00     30.38025           220.00   \n",
       "2017-01-30 16:30:00+00:00     30.38025           219.59   \n",
       "2017-01-31 16:30:00+00:00     30.38025           217.50   \n",
       "2017-02-01 16:30:00+00:00     30.38025           221.84   \n",
       "2017-02-02 16:30:00+00:00     30.38025           223.15   \n",
       "2017-02-03 16:30:00+00:00     30.38025           225.00   \n",
       "2017-02-06 16:30:00+00:00     30.38025           223.75   \n",
       "2017-02-07 16:30:00+00:00     30.38025           222.50   \n",
       "2017-02-08 16:30:00+00:00     30.38025           219.34   \n",
       "2017-02-09 16:30:00+00:00     30.38025           221.94   \n",
       "2017-02-10 16:30:00+00:00     30.38025           216.00   \n",
       "...                                ...              ...   \n",
       "2017-11-16 16:30:00+00:00     30.38025           250.24   \n",
       "2017-11-17 16:30:00+00:00     30.38025           248.95   \n",
       "2017-11-20 16:30:00+00:00     30.38025           245.40   \n",
       "2017-11-21 16:30:00+00:00     30.38025           245.69   \n",
       "2017-11-22 16:30:00+00:00     30.38025           245.55   \n",
       "2017-11-23 16:30:00+00:00     30.38025           246.49   \n",
       "2017-11-24 16:30:00+00:00     30.38025           249.85   \n",
       "2017-11-27 16:30:00+00:00     30.38025           247.00   \n",
       "2017-11-28 16:30:00+00:00     30.38025           246.55   \n",
       "2017-11-29 16:30:00+00:00     30.38025           247.74   \n",
       "2017-11-30 16:30:00+00:00     30.38025           249.24   \n",
       "2017-12-01 16:30:00+00:00     30.38025           249.69   \n",
       "2017-12-04 16:30:00+00:00     30.38025           251.25   \n",
       "2017-12-05 16:30:00+00:00     30.38025           249.50   \n",
       "2017-12-06 16:30:00+00:00     30.38025           246.45   \n",
       "2017-12-07 16:30:00+00:00     30.38025           252.25   \n",
       "2017-12-08 16:30:00+00:00     30.38025           265.49   \n",
       "2017-12-11 16:30:00+00:00     30.38025           268.29   \n",
       "2017-12-12 16:30:00+00:00     30.38025           267.64   \n",
       "2017-12-13 16:30:00+00:00     30.38025           266.00   \n",
       "2017-12-14 16:30:00+00:00     30.38025           268.29   \n",
       "2017-12-15 16:30:00+00:00     30.38025           267.35   \n",
       "2017-12-18 16:30:00+00:00     30.38025           267.99   \n",
       "2017-12-19 16:30:00+00:00     30.38025           267.95   \n",
       "2017-12-20 16:30:00+00:00     30.38025           267.15   \n",
       "2017-12-21 16:30:00+00:00     30.38025           269.09   \n",
       "2017-12-22 16:30:00+00:00     30.38025           268.89   \n",
       "2017-12-27 16:30:00+00:00     30.38025           270.04   \n",
       "2017-12-28 16:30:00+00:00     30.38025           269.50   \n",
       "2017-12-29 16:30:00+00:00     30.38025           268.99   \n",
       "\n",
       "                                   ...            short_exposure  short_value  \\\n",
       "2017-01-02 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-03 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-04 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-05 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-06 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-09 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-10 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-11 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-12 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-13 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-16 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-17 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-18 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-19 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-20 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-23 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-24 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-25 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-26 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-27 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-30 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-31 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-01 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-02 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-03 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-06 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-07 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-08 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-09 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-10 16:30:00+00:00          ...                       0.0          0.0   \n",
       "...                                ...                       ...          ...   \n",
       "2017-11-16 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-17 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-20 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-21 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-22 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-23 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-24 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-27 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-28 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-29 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-30 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-01 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-04 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-05 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-06 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-07 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-08 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-11 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-12 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-13 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-14 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-15 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-18 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-19 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-20 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-21 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-22 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-27 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-28 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-29 16:30:00+00:00          ...                       0.0          0.0   \n",
       "\n",
       "                           shorts_count     sortino  starting_cash  \\\n",
       "2017-01-02 16:30:00+00:00             0         NaN      250.00000   \n",
       "2017-01-03 16:30:00+00:00             0  -11.224972      250.00000   \n",
       "2017-01-04 16:30:00+00:00             0  124.836530       30.38025   \n",
       "2017-01-05 16:30:00+00:00             0  108.111606       30.38025   \n",
       "2017-01-06 16:30:00+00:00             0  157.954187       30.38025   \n",
       "2017-01-09 16:30:00+00:00             0    0.789670       30.38025   \n",
       "2017-01-10 16:30:00+00:00             0    2.999786       30.38025   \n",
       "2017-01-11 16:30:00+00:00             0    2.084812       30.38025   \n",
       "2017-01-12 16:30:00+00:00             0   -1.859323       30.38025   \n",
       "2017-01-13 16:30:00+00:00             0    9.567916       30.38025   \n",
       "2017-01-16 16:30:00+00:00             0    7.289852       30.38025   \n",
       "2017-01-17 16:30:00+00:00             0    2.524713       30.38025   \n",
       "2017-01-18 16:30:00+00:00             0    2.571222       30.38025   \n",
       "2017-01-19 16:30:00+00:00             0    3.178609       30.38025   \n",
       "2017-01-20 16:30:00+00:00             0    4.238094       30.38025   \n",
       "2017-01-23 16:30:00+00:00             0   -1.514091       30.38025   \n",
       "2017-01-24 16:30:00+00:00             0   -2.201084       30.38025   \n",
       "2017-01-25 16:30:00+00:00             0    0.194433       30.38025   \n",
       "2017-01-26 16:30:00+00:00             0    0.454230       30.38025   \n",
       "2017-01-27 16:30:00+00:00             0    0.283920       30.38025   \n",
       "2017-01-30 16:30:00+00:00             0    0.118286       30.38025   \n",
       "2017-01-31 16:30:00+00:00             0   -0.657420       30.38025   \n",
       "2017-02-01 16:30:00+00:00             0    0.933928       30.38025   \n",
       "2017-02-02 16:30:00+00:00             0    1.372200       30.38025   \n",
       "2017-02-03 16:30:00+00:00             0    1.974840       30.38025   \n",
       "2017-02-06 16:30:00+00:00             0    1.508545       30.38025   \n",
       "2017-02-07 16:30:00+00:00             0    1.065711       30.38025   \n",
       "2017-02-08 16:30:00+00:00             0    0.041911       30.38025   \n",
       "2017-02-09 16:30:00+00:00             0    0.819495       30.38025   \n",
       "2017-02-10 16:30:00+00:00             0   -0.793824       30.38025   \n",
       "...                                 ...         ...            ...   \n",
       "2017-11-16 16:30:00+00:00             0    1.267072       30.38025   \n",
       "2017-11-17 16:30:00+00:00             0    1.218001       30.38025   \n",
       "2017-11-20 16:30:00+00:00             0    1.083303       30.38025   \n",
       "2017-11-21 16:30:00+00:00             0    1.091139       30.38025   \n",
       "2017-11-22 16:30:00+00:00             0    1.083842       30.38025   \n",
       "2017-11-23 16:30:00+00:00             0    1.114408       30.38025   \n",
       "2017-11-24 16:30:00+00:00             0    1.229001       30.38025   \n",
       "2017-11-27 16:30:00+00:00             0    1.123561       30.38025   \n",
       "2017-11-28 16:30:00+00:00             0    1.105529       30.38025   \n",
       "2017-11-29 16:30:00+00:00             0    1.144152       30.38025   \n",
       "2017-11-30 16:30:00+00:00             0    1.193046       30.38025   \n",
       "2017-12-01 16:30:00+00:00             0    1.205808       30.38025   \n",
       "2017-12-04 16:30:00+00:00             0    1.256052       30.38025   \n",
       "2017-12-05 16:30:00+00:00             0    1.192714       30.38025   \n",
       "2017-12-06 16:30:00+00:00             0    1.082147       30.38025   \n",
       "2017-12-07 16:30:00+00:00             0    1.275885       30.38025   \n",
       "2017-12-08 16:30:00+00:00             0    1.710546       30.38025   \n",
       "2017-12-11 16:30:00+00:00             0    1.795183       30.38025   \n",
       "2017-12-12 16:30:00+00:00             0    1.770918       30.38025   \n",
       "2017-12-13 16:30:00+00:00             0    1.714086       30.38025   \n",
       "2017-12-14 16:30:00+00:00             0    1.782032       30.38025   \n",
       "2017-12-15 16:30:00+00:00             0    1.748660       30.38025   \n",
       "2017-12-18 16:30:00+00:00             0    1.764916       30.38025   \n",
       "2017-12-19 16:30:00+00:00             0    1.760136       30.38025   \n",
       "2017-12-20 16:30:00+00:00             0    1.731510       30.38025   \n",
       "2017-12-21 16:30:00+00:00             0    1.787693       30.38025   \n",
       "2017-12-22 16:30:00+00:00             0    1.778014       30.38025   \n",
       "2017-12-27 16:30:00+00:00             0    1.809502       30.38025   \n",
       "2017-12-28 16:30:00+00:00             0    1.789353       30.38025   \n",
       "2017-12-29 16:30:00+00:00             0    1.770199       30.38025   \n",
       "\n",
       "                           starting_exposure  starting_value  trading_days  \\\n",
       "2017-01-02 16:30:00+00:00               0.00            0.00             1   \n",
       "2017-01-03 16:30:00+00:00               0.00            0.00             2   \n",
       "2017-01-04 16:30:00+00:00             219.50          219.50             3   \n",
       "2017-01-05 16:30:00+00:00             221.25          221.25             4   \n",
       "2017-01-06 16:30:00+00:00             221.25          221.25             5   \n",
       "2017-01-09 16:30:00+00:00             222.29          222.29             6   \n",
       "2017-01-10 16:30:00+00:00             219.89          219.89             7   \n",
       "2017-01-11 16:30:00+00:00             220.79          220.79             8   \n",
       "2017-01-12 16:30:00+00:00             220.49          220.49             9   \n",
       "2017-01-13 16:30:00+00:00             218.50          218.50            10   \n",
       "2017-01-16 16:30:00+00:00             225.49          225.49            11   \n",
       "2017-01-17 16:30:00+00:00             224.50          224.50            12   \n",
       "2017-01-18 16:30:00+00:00             221.80          221.80            13   \n",
       "2017-01-19 16:30:00+00:00             221.94          221.94            14   \n",
       "2017-01-20 16:30:00+00:00             222.64          222.64            15   \n",
       "2017-01-23 16:30:00+00:00             223.85          223.85            16   \n",
       "2017-01-24 16:30:00+00:00             216.04          216.04            17   \n",
       "2017-01-25 16:30:00+00:00             214.30          214.30            18   \n",
       "2017-01-26 16:30:00+00:00             219.75          219.75            19   \n",
       "2017-01-27 16:30:00+00:00             220.40          220.40            20   \n",
       "2017-01-30 16:30:00+00:00             220.00          220.00            21   \n",
       "2017-01-31 16:30:00+00:00             219.59          219.59            22   \n",
       "2017-02-01 16:30:00+00:00             217.50          217.50            23   \n",
       "2017-02-02 16:30:00+00:00             221.84          221.84            24   \n",
       "2017-02-03 16:30:00+00:00             223.15          223.15            25   \n",
       "2017-02-06 16:30:00+00:00             225.00          225.00            26   \n",
       "2017-02-07 16:30:00+00:00             223.75          223.75            27   \n",
       "2017-02-08 16:30:00+00:00             222.50          222.50            28   \n",
       "2017-02-09 16:30:00+00:00             219.34          219.34            29   \n",
       "2017-02-10 16:30:00+00:00             221.94          221.94            30   \n",
       "...                                      ...             ...           ...   \n",
       "2017-11-16 16:30:00+00:00             250.49          250.49           226   \n",
       "2017-11-17 16:30:00+00:00             250.24          250.24           227   \n",
       "2017-11-20 16:30:00+00:00             248.95          248.95           228   \n",
       "2017-11-21 16:30:00+00:00             245.40          245.40           229   \n",
       "2017-11-22 16:30:00+00:00             245.69          245.69           230   \n",
       "2017-11-23 16:30:00+00:00             245.55          245.55           231   \n",
       "2017-11-24 16:30:00+00:00             246.49          246.49           232   \n",
       "2017-11-27 16:30:00+00:00             249.85          249.85           233   \n",
       "2017-11-28 16:30:00+00:00             247.00          247.00           234   \n",
       "2017-11-29 16:30:00+00:00             246.55          246.55           235   \n",
       "2017-11-30 16:30:00+00:00             247.74          247.74           236   \n",
       "2017-12-01 16:30:00+00:00             249.24          249.24           237   \n",
       "2017-12-04 16:30:00+00:00             249.69          249.69           238   \n",
       "2017-12-05 16:30:00+00:00             251.25          251.25           239   \n",
       "2017-12-06 16:30:00+00:00             249.50          249.50           240   \n",
       "2017-12-07 16:30:00+00:00             246.45          246.45           241   \n",
       "2017-12-08 16:30:00+00:00             252.25          252.25           242   \n",
       "2017-12-11 16:30:00+00:00             265.49          265.49           243   \n",
       "2017-12-12 16:30:00+00:00             268.29          268.29           244   \n",
       "2017-12-13 16:30:00+00:00             267.64          267.64           245   \n",
       "2017-12-14 16:30:00+00:00             266.00          266.00           246   \n",
       "2017-12-15 16:30:00+00:00             268.29          268.29           247   \n",
       "2017-12-18 16:30:00+00:00             267.35          267.35           248   \n",
       "2017-12-19 16:30:00+00:00             267.99          267.99           249   \n",
       "2017-12-20 16:30:00+00:00             267.95          267.95           250   \n",
       "2017-12-21 16:30:00+00:00             267.15          267.15           251   \n",
       "2017-12-22 16:30:00+00:00             269.09          269.09           252   \n",
       "2017-12-27 16:30:00+00:00             268.89          268.89           253   \n",
       "2017-12-28 16:30:00+00:00             270.04          270.04           254   \n",
       "2017-12-29 16:30:00+00:00             269.50          269.50           255   \n",
       "\n",
       "                                                                transactions  \\\n",
       "2017-01-02 16:30:00+00:00                                                 []   \n",
       "2017-01-03 16:30:00+00:00  [{'order_id': '32e9b584cdc3460a8b75df25b0fb75f...   \n",
       "2017-01-04 16:30:00+00:00                                                 []   \n",
       "2017-01-05 16:30:00+00:00                                                 []   \n",
       "2017-01-06 16:30:00+00:00                                                 []   \n",
       "2017-01-09 16:30:00+00:00                                                 []   \n",
       "2017-01-10 16:30:00+00:00                                                 []   \n",
       "2017-01-11 16:30:00+00:00                                                 []   \n",
       "2017-01-12 16:30:00+00:00                                                 []   \n",
       "2017-01-13 16:30:00+00:00                                                 []   \n",
       "2017-01-16 16:30:00+00:00                                                 []   \n",
       "2017-01-17 16:30:00+00:00                                                 []   \n",
       "2017-01-18 16:30:00+00:00                                                 []   \n",
       "2017-01-19 16:30:00+00:00                                                 []   \n",
       "2017-01-20 16:30:00+00:00                                                 []   \n",
       "2017-01-23 16:30:00+00:00                                                 []   \n",
       "2017-01-24 16:30:00+00:00                                                 []   \n",
       "2017-01-25 16:30:00+00:00                                                 []   \n",
       "2017-01-26 16:30:00+00:00                                                 []   \n",
       "2017-01-27 16:30:00+00:00                                                 []   \n",
       "2017-01-30 16:30:00+00:00                                                 []   \n",
       "2017-01-31 16:30:00+00:00                                                 []   \n",
       "2017-02-01 16:30:00+00:00                                                 []   \n",
       "2017-02-02 16:30:00+00:00                                                 []   \n",
       "2017-02-03 16:30:00+00:00                                                 []   \n",
       "2017-02-06 16:30:00+00:00                                                 []   \n",
       "2017-02-07 16:30:00+00:00                                                 []   \n",
       "2017-02-08 16:30:00+00:00                                                 []   \n",
       "2017-02-09 16:30:00+00:00                                                 []   \n",
       "2017-02-10 16:30:00+00:00                                                 []   \n",
       "...                                                                      ...   \n",
       "2017-11-16 16:30:00+00:00                                                 []   \n",
       "2017-11-17 16:30:00+00:00                                                 []   \n",
       "2017-11-20 16:30:00+00:00                                                 []   \n",
       "2017-11-21 16:30:00+00:00                                                 []   \n",
       "2017-11-22 16:30:00+00:00                                                 []   \n",
       "2017-11-23 16:30:00+00:00                                                 []   \n",
       "2017-11-24 16:30:00+00:00                                                 []   \n",
       "2017-11-27 16:30:00+00:00                                                 []   \n",
       "2017-11-28 16:30:00+00:00                                                 []   \n",
       "2017-11-29 16:30:00+00:00                                                 []   \n",
       "2017-11-30 16:30:00+00:00                                                 []   \n",
       "2017-12-01 16:30:00+00:00                                                 []   \n",
       "2017-12-04 16:30:00+00:00                                                 []   \n",
       "2017-12-05 16:30:00+00:00                                                 []   \n",
       "2017-12-06 16:30:00+00:00                                                 []   \n",
       "2017-12-07 16:30:00+00:00                                                 []   \n",
       "2017-12-08 16:30:00+00:00                                                 []   \n",
       "2017-12-11 16:30:00+00:00                                                 []   \n",
       "2017-12-12 16:30:00+00:00                                                 []   \n",
       "2017-12-13 16:30:00+00:00                                                 []   \n",
       "2017-12-14 16:30:00+00:00                                                 []   \n",
       "2017-12-15 16:30:00+00:00                                                 []   \n",
       "2017-12-18 16:30:00+00:00                                                 []   \n",
       "2017-12-19 16:30:00+00:00                                                 []   \n",
       "2017-12-20 16:30:00+00:00                                                 []   \n",
       "2017-12-21 16:30:00+00:00                                                 []   \n",
       "2017-12-22 16:30:00+00:00                                                 []   \n",
       "2017-12-27 16:30:00+00:00                                                 []   \n",
       "2017-12-28 16:30:00+00:00                                                 []   \n",
       "2017-12-29 16:30:00+00:00                                                 []   \n",
       "\n",
       "                          treasury_period_return  \n",
       "2017-01-02 16:30:00+00:00                    0.0  \n",
       "2017-01-03 16:30:00+00:00                    0.0  \n",
       "2017-01-04 16:30:00+00:00                    0.0  \n",
       "2017-01-05 16:30:00+00:00                    0.0  \n",
       "2017-01-06 16:30:00+00:00                    0.0  \n",
       "2017-01-09 16:30:00+00:00                    0.0  \n",
       "2017-01-10 16:30:00+00:00                    0.0  \n",
       "2017-01-11 16:30:00+00:00                    0.0  \n",
       "2017-01-12 16:30:00+00:00                    0.0  \n",
       "2017-01-13 16:30:00+00:00                    0.0  \n",
       "2017-01-16 16:30:00+00:00                    0.0  \n",
       "2017-01-17 16:30:00+00:00                    0.0  \n",
       "2017-01-18 16:30:00+00:00                    0.0  \n",
       "2017-01-19 16:30:00+00:00                    0.0  \n",
       "2017-01-20 16:30:00+00:00                    0.0  \n",
       "2017-01-23 16:30:00+00:00                    0.0  \n",
       "2017-01-24 16:30:00+00:00                    0.0  \n",
       "2017-01-25 16:30:00+00:00                    0.0  \n",
       "2017-01-26 16:30:00+00:00                    0.0  \n",
       "2017-01-27 16:30:00+00:00                    0.0  \n",
       "2017-01-30 16:30:00+00:00                    0.0  \n",
       "2017-01-31 16:30:00+00:00                    0.0  \n",
       "2017-02-01 16:30:00+00:00                    0.0  \n",
       "2017-02-02 16:30:00+00:00                    0.0  \n",
       "2017-02-03 16:30:00+00:00                    0.0  \n",
       "2017-02-06 16:30:00+00:00                    0.0  \n",
       "2017-02-07 16:30:00+00:00                    0.0  \n",
       "2017-02-08 16:30:00+00:00                    0.0  \n",
       "2017-02-09 16:30:00+00:00                    0.0  \n",
       "2017-02-10 16:30:00+00:00                    0.0  \n",
       "...                                          ...  \n",
       "2017-11-16 16:30:00+00:00                    0.0  \n",
       "2017-11-17 16:30:00+00:00                    0.0  \n",
       "2017-11-20 16:30:00+00:00                    0.0  \n",
       "2017-11-21 16:30:00+00:00                    0.0  \n",
       "2017-11-22 16:30:00+00:00                    0.0  \n",
       "2017-11-23 16:30:00+00:00                    0.0  \n",
       "2017-11-24 16:30:00+00:00                    0.0  \n",
       "2017-11-27 16:30:00+00:00                    0.0  \n",
       "2017-11-28 16:30:00+00:00                    0.0  \n",
       "2017-11-29 16:30:00+00:00                    0.0  \n",
       "2017-11-30 16:30:00+00:00                    0.0  \n",
       "2017-12-01 16:30:00+00:00                    0.0  \n",
       "2017-12-04 16:30:00+00:00                    0.0  \n",
       "2017-12-05 16:30:00+00:00                    0.0  \n",
       "2017-12-06 16:30:00+00:00                    0.0  \n",
       "2017-12-07 16:30:00+00:00                    0.0  \n",
       "2017-12-08 16:30:00+00:00                    0.0  \n",
       "2017-12-11 16:30:00+00:00                    0.0  \n",
       "2017-12-12 16:30:00+00:00                    0.0  \n",
       "2017-12-13 16:30:00+00:00                    0.0  \n",
       "2017-12-14 16:30:00+00:00                    0.0  \n",
       "2017-12-15 16:30:00+00:00                    0.0  \n",
       "2017-12-18 16:30:00+00:00                    0.0  \n",
       "2017-12-19 16:30:00+00:00                    0.0  \n",
       "2017-12-20 16:30:00+00:00                    0.0  \n",
       "2017-12-21 16:30:00+00:00                    0.0  \n",
       "2017-12-22 16:30:00+00:00                    0.0  \n",
       "2017-12-27 16:30:00+00:00                    0.0  \n",
       "2017-12-28 16:30:00+00:00                    0.0  \n",
       "2017-12-29 16:30:00+00:00                    0.0  \n",
       "\n",
       "[255 rows x 39 columns]"
      ]
     },
     "execution_count": 70,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "%zipline --start 2017-1-2 --end 2017-12-29 --capital-base 250 --bundle eu_stocks -o buy_and_hold.pkl --trading-calendar XAMS\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### run_algorithm() method to execute\n",
    "\n",
    "If using some other stock like eg. European here, make sure to use proper trading_calendar or it would through error."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 82,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>AEX</th>\n",
       "      <th>algo_volatility</th>\n",
       "      <th>algorithm_period_return</th>\n",
       "      <th>alpha</th>\n",
       "      <th>benchmark_period_return</th>\n",
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       "      <th>treasury_period_return</th>\n",
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       "      <th>2017-01-02 16:30:00+00:00</th>\n",
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       "      <th>2017-01-03 16:30:00+00:00</th>\n",
       "      <td>487.989</td>\n",
       "      <td>0.000013</td>\n",
       "      <td>-1.197500e-06</td>\n",
       "      <td>-0.000436</td>\n",
       "      <td>0.014193</td>\n",
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       "      <td>0.000160</td>\n",
       "      <td>-219.61975</td>\n",
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       "      <td>[{'order_id': '088a92ff38e240768803998cde33ca2...</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-04 16:30:00+00:00</th>\n",
       "      <td>487.579</td>\n",
       "      <td>0.000166</td>\n",
       "      <td>1.630250e-05</td>\n",
       "      <td>0.002827</td>\n",
       "      <td>0.013341</td>\n",
       "      <td>0.093841</td>\n",
       "      <td>-0.001303</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>221.25</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>124.772503</td>\n",
       "      <td>99780.38025</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-05 16:30:00+00:00</th>\n",
       "      <td>486.929</td>\n",
       "      <td>0.000142</td>\n",
       "      <td>1.630250e-05</td>\n",
       "      <td>0.001564</td>\n",
       "      <td>0.011990</td>\n",
       "      <td>0.089273</td>\n",
       "      <td>-0.000712</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>221.25</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>108.056157</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>221.25</td>\n",
       "      <td>221.25</td>\n",
       "      <td>4</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-06 16:30:00+00:00</th>\n",
       "      <td>487.000</td>\n",
       "      <td>0.000131</td>\n",
       "      <td>2.670250e-05</td>\n",
       "      <td>0.001840</td>\n",
       "      <td>0.012137</td>\n",
       "      <td>0.079917</td>\n",
       "      <td>-0.000808</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>222.29</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>158.303039</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-09 16:30:00+00:00</th>\n",
       "      <td>485.100</td>\n",
       "      <td>0.000223</td>\n",
       "      <td>2.702500e-06</td>\n",
       "      <td>-0.000073</td>\n",
       "      <td>0.008189</td>\n",
       "      <td>0.082406</td>\n",
       "      <td>0.000540</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>219.89</td>\n",
       "      <td>...</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.729004</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>222.29</td>\n",
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       "      <td>6</td>\n",
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       "      <td>0.0</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-10 16:30:00+00:00</th>\n",
       "      <td>484.739</td>\n",
       "      <td>0.000210</td>\n",
       "      <td>1.170250e-05</td>\n",
       "      <td>0.000310</td>\n",
       "      <td>0.007438</td>\n",
       "      <td>0.076290</td>\n",
       "      <td>0.000413</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>220.79</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.922185</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>219.89</td>\n",
       "      <td>219.89</td>\n",
       "      <td>7</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-11 16:30:00+00:00</th>\n",
       "      <td>486.579</td>\n",
       "      <td>0.000196</td>\n",
       "      <td>8.702500e-06</td>\n",
       "      <td>0.000161</td>\n",
       "      <td>0.011262</td>\n",
       "      <td>0.072269</td>\n",
       "      <td>0.000318</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>220.49</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.017095</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>220.79</td>\n",
       "      <td>220.79</td>\n",
       "      <td>8</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-12 16:30:00+00:00</th>\n",
       "      <td>483.089</td>\n",
       "      <td>0.000215</td>\n",
       "      <td>-1.119750e-05</td>\n",
       "      <td>-0.000426</td>\n",
       "      <td>0.004009</td>\n",
       "      <td>0.081440</td>\n",
       "      <td>0.000979</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>218.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.890290</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>220.49</td>\n",
       "      <td>220.49</td>\n",
       "      <td>9</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13 16:30:00+00:00</th>\n",
       "      <td>488.089</td>\n",
       "      <td>0.000411</td>\n",
       "      <td>5.870250e-05</td>\n",
       "      <td>0.000455</td>\n",
       "      <td>0.014401</td>\n",
       "      <td>0.091445</td>\n",
       "      <td>0.002812</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>225.49</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>9.402041</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>218.50</td>\n",
       "      <td>218.50</td>\n",
       "      <td>10</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-16 16:30:00+00:00</th>\n",
       "      <td>484.130</td>\n",
       "      <td>0.000397</td>\n",
       "      <td>4.880250e-05</td>\n",
       "      <td>0.000746</td>\n",
       "      <td>0.006173</td>\n",
       "      <td>0.098073</td>\n",
       "      <td>0.002559</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>224.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>7.106748</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>225.49</td>\n",
       "      <td>225.49</td>\n",
       "      <td>11</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-17 16:30:00+00:00</th>\n",
       "      <td>481.769</td>\n",
       "      <td>0.000405</td>\n",
       "      <td>2.180250e-05</td>\n",
       "      <td>0.000372</td>\n",
       "      <td>0.001266</td>\n",
       "      <td>0.096792</td>\n",
       "      <td>0.002773</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>221.80</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.349219</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>224.50</td>\n",
       "      <td>224.50</td>\n",
       "      <td>12</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-18 16:30:00+00:00</th>\n",
       "      <td>484.750</td>\n",
       "      <td>0.000388</td>\n",
       "      <td>2.320250e-05</td>\n",
       "      <td>0.000071</td>\n",
       "      <td>0.007461</td>\n",
       "      <td>0.096442</td>\n",
       "      <td>0.002555</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>221.94</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.401963</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>221.80</td>\n",
       "      <td>221.80</td>\n",
       "      <td>13</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-19 16:30:00+00:00</th>\n",
       "      <td>484.640</td>\n",
       "      <td>0.000373</td>\n",
       "      <td>3.020250e-05</td>\n",
       "      <td>0.000204</td>\n",
       "      <td>0.007233</td>\n",
       "      <td>0.092723</td>\n",
       "      <td>0.002542</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>222.64</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>3.012766</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>221.94</td>\n",
       "      <td>221.94</td>\n",
       "      <td>14</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20 16:30:00+00:00</th>\n",
       "      <td>485.980</td>\n",
       "      <td>0.000362</td>\n",
       "      <td>4.230250e-05</td>\n",
       "      <td>0.000272</td>\n",
       "      <td>0.010017</td>\n",
       "      <td>0.089818</td>\n",
       "      <td>0.002562</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>223.85</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>4.076525</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>222.64</td>\n",
       "      <td>222.64</td>\n",
       "      <td>15</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-23 16:30:00+00:00</th>\n",
       "      <td>482.709</td>\n",
       "      <td>0.000475</td>\n",
       "      <td>-3.579750e-05</td>\n",
       "      <td>-0.000750</td>\n",
       "      <td>0.003219</td>\n",
       "      <td>0.091621</td>\n",
       "      <td>0.003423</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>216.04</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-1.597254</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>223.85</td>\n",
       "      <td>223.85</td>\n",
       "      <td>16</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-24 16:30:00+00:00</th>\n",
       "      <td>483.049</td>\n",
       "      <td>0.000463</td>\n",
       "      <td>-5.319750e-05</td>\n",
       "      <td>-0.000999</td>\n",
       "      <td>0.003926</td>\n",
       "      <td>0.088731</td>\n",
       "      <td>0.003408</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>214.30</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-2.260054</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>216.04</td>\n",
       "      <td>216.04</td>\n",
       "      <td>17</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-25 16:30:00+00:00</th>\n",
       "      <td>488.029</td>\n",
       "      <td>0.000498</td>\n",
       "      <td>1.302500e-06</td>\n",
       "      <td>-0.000748</td>\n",
       "      <td>0.014276</td>\n",
       "      <td>0.093958</td>\n",
       "      <td>0.003780</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>219.75</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.054128</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>214.30</td>\n",
       "      <td>214.30</td>\n",
       "      <td>18</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-26 16:30:00+00:00</th>\n",
       "      <td>486.450</td>\n",
       "      <td>0.000485</td>\n",
       "      <td>7.802500e-06</td>\n",
       "      <td>-0.000440</td>\n",
       "      <td>0.010994</td>\n",
       "      <td>0.092489</td>\n",
       "      <td>0.003644</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>220.40</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.313920</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>219.75</td>\n",
       "      <td>219.75</td>\n",
       "      <td>19</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-27 16:30:00+00:00</th>\n",
       "      <td>485.869</td>\n",
       "      <td>0.000472</td>\n",
       "      <td>3.802500e-06</td>\n",
       "      <td>-0.000413</td>\n",
       "      <td>0.009787</td>\n",
       "      <td>0.090245</td>\n",
       "      <td>0.003639</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>220.00</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.149137</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>220.40</td>\n",
       "      <td>220.40</td>\n",
       "      <td>20</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-30 16:30:00+00:00</th>\n",
       "      <td>479.529</td>\n",
       "      <td>0.000461</td>\n",
       "      <td>-2.975000e-07</td>\n",
       "      <td>0.000101</td>\n",
       "      <td>-0.003390</td>\n",
       "      <td>0.099702</td>\n",
       "      <td>0.002902</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>219.59</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.011029</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>220.00</td>\n",
       "      <td>220.00</td>\n",
       "      <td>21</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-31 16:30:00+00:00</th>\n",
       "      <td>476.709</td>\n",
       "      <td>0.000455</td>\n",
       "      <td>-2.119750e-05</td>\n",
       "      <td>0.000055</td>\n",
       "      <td>-0.009251</td>\n",
       "      <td>0.099218</td>\n",
       "      <td>0.002930</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>217.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.769698</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>219.59</td>\n",
       "      <td>219.59</td>\n",
       "      <td>22</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-01 16:30:00+00:00</th>\n",
       "      <td>479.649</td>\n",
       "      <td>0.000468</td>\n",
       "      <td>2.220250e-05</td>\n",
       "      <td>0.000336</td>\n",
       "      <td>-0.003140</td>\n",
       "      <td>0.099347</td>\n",
       "      <td>0.003114</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>221.84</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.789115</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>217.50</td>\n",
       "      <td>217.50</td>\n",
       "      <td>23</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-02 16:30:00+00:00</th>\n",
       "      <td>482.190</td>\n",
       "      <td>0.000460</td>\n",
       "      <td>3.530250e-05</td>\n",
       "      <td>0.000287</td>\n",
       "      <td>0.002141</td>\n",
       "      <td>0.098736</td>\n",
       "      <td>0.003086</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>223.15</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.228091</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>221.84</td>\n",
       "      <td>221.84</td>\n",
       "      <td>24</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-03 16:30:00+00:00</th>\n",
       "      <td>485.920</td>\n",
       "      <td>0.000453</td>\n",
       "      <td>5.380250e-05</td>\n",
       "      <td>0.000227</td>\n",
       "      <td>0.009893</td>\n",
       "      <td>0.099645</td>\n",
       "      <td>0.003036</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>225.00</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.833664</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>223.15</td>\n",
       "      <td>223.15</td>\n",
       "      <td>25</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-06 16:30:00+00:00</th>\n",
       "      <td>482.079</td>\n",
       "      <td>0.000446</td>\n",
       "      <td>4.130250e-05</td>\n",
       "      <td>0.000331</td>\n",
       "      <td>0.001910</td>\n",
       "      <td>0.101007</td>\n",
       "      <td>0.002952</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>223.75</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.368142</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>225.00</td>\n",
       "      <td>225.00</td>\n",
       "      <td>26</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-07 16:30:00+00:00</th>\n",
       "      <td>484.279</td>\n",
       "      <td>0.000440</td>\n",
       "      <td>2.880250e-05</td>\n",
       "      <td>0.000084</td>\n",
       "      <td>0.006482</td>\n",
       "      <td>0.099983</td>\n",
       "      <td>0.002838</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>222.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.928183</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>223.75</td>\n",
       "      <td>223.75</td>\n",
       "      <td>27</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-08 16:30:00+00:00</th>\n",
       "      <td>483.510</td>\n",
       "      <td>0.000443</td>\n",
       "      <td>-2.797500e-06</td>\n",
       "      <td>-0.000165</td>\n",
       "      <td>0.004884</td>\n",
       "      <td>0.098270</td>\n",
       "      <td>0.002885</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>219.34</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.083645</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>222.50</td>\n",
       "      <td>222.50</td>\n",
       "      <td>28</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-09 16:30:00+00:00</th>\n",
       "      <td>488.500</td>\n",
       "      <td>0.000441</td>\n",
       "      <td>2.320250e-05</td>\n",
       "      <td>-0.000188</td>\n",
       "      <td>0.015255</td>\n",
       "      <td>0.101012</td>\n",
       "      <td>0.002858</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>221.94</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.684560</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>219.34</td>\n",
       "      <td>219.34</td>\n",
       "      <td>29</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-10 16:30:00+00:00</th>\n",
       "      <td>489.559</td>\n",
       "      <td>0.000467</td>\n",
       "      <td>-3.619750e-05</td>\n",
       "      <td>-0.000720</td>\n",
       "      <td>0.017456</td>\n",
       "      <td>0.099367</td>\n",
       "      <td>0.002768</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>216.00</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.901959</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>221.94</td>\n",
       "      <td>221.94</td>\n",
       "      <td>30</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</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>2017-11-16 16:30:00+00:00</th>\n",
       "      <td>539.190</td>\n",
       "      <td>0.000454</td>\n",
       "      <td>3.062025e-04</td>\n",
       "      <td>0.000017</td>\n",
       "      <td>0.120604</td>\n",
       "      <td>0.088625</td>\n",
       "      <td>0.002478</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>250.24</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.120602</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>250.49</td>\n",
       "      <td>250.49</td>\n",
       "      <td>226</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-17 16:30:00+00:00</th>\n",
       "      <td>536.619</td>\n",
       "      <td>0.000453</td>\n",
       "      <td>2.933025e-04</td>\n",
       "      <td>0.000016</td>\n",
       "      <td>0.115261</td>\n",
       "      <td>0.088604</td>\n",
       "      <td>0.002479</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>248.95</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.069979</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>250.24</td>\n",
       "      <td>250.24</td>\n",
       "      <td>227</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-20 16:30:00+00:00</th>\n",
       "      <td>539.710</td>\n",
       "      <td>0.000454</td>\n",
       "      <td>2.578025e-04</td>\n",
       "      <td>-0.000035</td>\n",
       "      <td>0.121685</td>\n",
       "      <td>0.088581</td>\n",
       "      <td>0.002442</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>245.40</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.931465</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>248.95</td>\n",
       "      <td>248.95</td>\n",
       "      <td>228</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-21 16:30:00+00:00</th>\n",
       "      <td>541.820</td>\n",
       "      <td>0.000453</td>\n",
       "      <td>2.607025e-04</td>\n",
       "      <td>-0.000041</td>\n",
       "      <td>0.126070</td>\n",
       "      <td>0.088458</td>\n",
       "      <td>0.002439</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>245.69</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.939879</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>245.40</td>\n",
       "      <td>245.40</td>\n",
       "      <td>229</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-22 16:30:00+00:00</th>\n",
       "      <td>540.020</td>\n",
       "      <td>0.000452</td>\n",
       "      <td>2.593025e-04</td>\n",
       "      <td>-0.000033</td>\n",
       "      <td>0.122329</td>\n",
       "      <td>0.088357</td>\n",
       "      <td>0.002435</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>245.55</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.932789</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>245.69</td>\n",
       "      <td>245.69</td>\n",
       "      <td>230</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-23 16:30:00+00:00</th>\n",
       "      <td>541.349</td>\n",
       "      <td>0.000451</td>\n",
       "      <td>2.687025e-04</td>\n",
       "      <td>-0.000030</td>\n",
       "      <td>0.125091</td>\n",
       "      <td>0.088188</td>\n",
       "      <td>0.002436</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>246.49</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.964492</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>245.55</td>\n",
       "      <td>245.55</td>\n",
       "      <td>231</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-24 16:30:00+00:00</th>\n",
       "      <td>540.630</td>\n",
       "      <td>0.000451</td>\n",
       "      <td>3.023025e-04</td>\n",
       "      <td>0.000012</td>\n",
       "      <td>0.123597</td>\n",
       "      <td>0.088019</td>\n",
       "      <td>0.002427</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>249.85</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.082699</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>246.49</td>\n",
       "      <td>246.49</td>\n",
       "      <td>232</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-27 16:30:00+00:00</th>\n",
       "      <td>538.090</td>\n",
       "      <td>0.000452</td>\n",
       "      <td>2.738025e-04</td>\n",
       "      <td>-0.000008</td>\n",
       "      <td>0.118318</td>\n",
       "      <td>0.087996</td>\n",
       "      <td>0.002439</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>247.00</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.973911</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>249.85</td>\n",
       "      <td>249.85</td>\n",
       "      <td>233</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-28 16:30:00+00:00</th>\n",
       "      <td>543.590</td>\n",
       "      <td>0.000451</td>\n",
       "      <td>2.693025e-04</td>\n",
       "      <td>-0.000035</td>\n",
       "      <td>0.129749</td>\n",
       "      <td>0.088385</td>\n",
       "      <td>0.002400</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>246.55</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.955750</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>247.00</td>\n",
       "      <td>247.00</td>\n",
       "      <td>234</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 16:30:00+00:00</th>\n",
       "      <td>541.419</td>\n",
       "      <td>0.000450</td>\n",
       "      <td>2.812025e-04</td>\n",
       "      <td>-0.000010</td>\n",
       "      <td>0.125237</td>\n",
       "      <td>0.088321</td>\n",
       "      <td>0.002386</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>247.74</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.995837</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>246.55</td>\n",
       "      <td>246.55</td>\n",
       "      <td>235</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 16:30:00+00:00</th>\n",
       "      <td>540.109</td>\n",
       "      <td>0.000449</td>\n",
       "      <td>2.962025e-04</td>\n",
       "      <td>0.000014</td>\n",
       "      <td>0.122514</td>\n",
       "      <td>0.088185</td>\n",
       "      <td>0.002378</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>249.24</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.046707</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>247.74</td>\n",
       "      <td>247.74</td>\n",
       "      <td>236</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-01 16:30:00+00:00</th>\n",
       "      <td>535.570</td>\n",
       "      <td>0.000448</td>\n",
       "      <td>3.007025e-04</td>\n",
       "      <td>0.000043</td>\n",
       "      <td>0.113081</td>\n",
       "      <td>0.088476</td>\n",
       "      <td>0.002348</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>249.69</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.060357</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>249.24</td>\n",
       "      <td>249.24</td>\n",
       "      <td>237</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-04 16:30:00+00:00</th>\n",
       "      <td>541.539</td>\n",
       "      <td>0.000447</td>\n",
       "      <td>3.163025e-04</td>\n",
       "      <td>0.000034</td>\n",
       "      <td>0.125486</td>\n",
       "      <td>0.088970</td>\n",
       "      <td>0.002333</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>251.25</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.112996</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>249.69</td>\n",
       "      <td>249.69</td>\n",
       "      <td>238</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-05 16:30:00+00:00</th>\n",
       "      <td>543.080</td>\n",
       "      <td>0.000447</td>\n",
       "      <td>2.988025e-04</td>\n",
       "      <td>0.000009</td>\n",
       "      <td>0.128689</td>\n",
       "      <td>0.088815</td>\n",
       "      <td>0.002325</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>249.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.047372</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>251.25</td>\n",
       "      <td>251.25</td>\n",
       "      <td>239</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-06 16:30:00+00:00</th>\n",
       "      <td>542.770</td>\n",
       "      <td>0.000447</td>\n",
       "      <td>2.683025e-04</td>\n",
       "      <td>-0.000022</td>\n",
       "      <td>0.128045</td>\n",
       "      <td>0.088637</td>\n",
       "      <td>0.002330</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>246.45</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.933509</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>249.50</td>\n",
       "      <td>249.50</td>\n",
       "      <td>240</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-07 16:30:00+00:00</th>\n",
       "      <td>544.510</td>\n",
       "      <td>0.000450</td>\n",
       "      <td>3.263025e-04</td>\n",
       "      <td>0.000028</td>\n",
       "      <td>0.131661</td>\n",
       "      <td>0.088494</td>\n",
       "      <td>0.002348</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>252.25</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.132853</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>246.45</td>\n",
       "      <td>246.45</td>\n",
       "      <td>241</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-08 16:30:00+00:00</th>\n",
       "      <td>547.219</td>\n",
       "      <td>0.000469</td>\n",
       "      <td>4.587025e-04</td>\n",
       "      <td>0.000144</td>\n",
       "      <td>0.137291</td>\n",
       "      <td>0.088427</td>\n",
       "      <td>0.002419</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>265.49</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.589014</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>252.25</td>\n",
       "      <td>252.25</td>\n",
       "      <td>242</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-11 16:30:00+00:00</th>\n",
       "      <td>548.409</td>\n",
       "      <td>0.000468</td>\n",
       "      <td>4.867025e-04</td>\n",
       "      <td>0.000166</td>\n",
       "      <td>0.139764</td>\n",
       "      <td>0.088260</td>\n",
       "      <td>0.002424</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>268.29</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.682493</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>265.49</td>\n",
       "      <td>265.49</td>\n",
       "      <td>243</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-12 16:30:00+00:00</th>\n",
       "      <td>552.869</td>\n",
       "      <td>0.000467</td>\n",
       "      <td>4.802025e-04</td>\n",
       "      <td>0.000143</td>\n",
       "      <td>0.149034</td>\n",
       "      <td>0.088414</td>\n",
       "      <td>0.002397</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>267.64</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.656225</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>268.29</td>\n",
       "      <td>268.29</td>\n",
       "      <td>244</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-13 16:30:00+00:00</th>\n",
       "      <td>550.559</td>\n",
       "      <td>0.000467</td>\n",
       "      <td>4.638025e-04</td>\n",
       "      <td>0.000135</td>\n",
       "      <td>0.144233</td>\n",
       "      <td>0.088365</td>\n",
       "      <td>0.002402</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>266.00</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.593955</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>267.64</td>\n",
       "      <td>267.64</td>\n",
       "      <td>245</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-14 16:30:00+00:00</th>\n",
       "      <td>547.469</td>\n",
       "      <td>0.000466</td>\n",
       "      <td>4.867025e-04</td>\n",
       "      <td>0.000175</td>\n",
       "      <td>0.137811</td>\n",
       "      <td>0.088406</td>\n",
       "      <td>0.002372</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>268.29</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.669216</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>266.00</td>\n",
       "      <td>266.00</td>\n",
       "      <td>246</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-15 16:30:00+00:00</th>\n",
       "      <td>548.669</td>\n",
       "      <td>0.000466</td>\n",
       "      <td>4.773025e-04</td>\n",
       "      <td>0.000160</td>\n",
       "      <td>0.140305</td>\n",
       "      <td>0.088242</td>\n",
       "      <td>0.002369</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>267.35</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.632848</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>268.29</td>\n",
       "      <td>268.29</td>\n",
       "      <td>247</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-18 16:30:00+00:00</th>\n",
       "      <td>553.289</td>\n",
       "      <td>0.000465</td>\n",
       "      <td>4.837025e-04</td>\n",
       "      <td>0.000148</td>\n",
       "      <td>0.149906</td>\n",
       "      <td>0.088420</td>\n",
       "      <td>0.002355</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>267.99</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.651392</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>267.35</td>\n",
       "      <td>267.35</td>\n",
       "      <td>248</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-19 16:30:00+00:00</th>\n",
       "      <td>552.030</td>\n",
       "      <td>0.000464</td>\n",
       "      <td>4.833025e-04</td>\n",
       "      <td>0.000153</td>\n",
       "      <td>0.147290</td>\n",
       "      <td>0.088288</td>\n",
       "      <td>0.002353</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>267.95</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.646709</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>267.99</td>\n",
       "      <td>267.99</td>\n",
       "      <td>249</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-20 16:30:00+00:00</th>\n",
       "      <td>547.380</td>\n",
       "      <td>0.000463</td>\n",
       "      <td>4.753025e-04</td>\n",
       "      <td>0.000166</td>\n",
       "      <td>0.137626</td>\n",
       "      <td>0.088572</td>\n",
       "      <td>0.002340</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>267.15</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.615630</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>267.95</td>\n",
       "      <td>267.95</td>\n",
       "      <td>250</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-21 16:30:00+00:00</th>\n",
       "      <td>549.390</td>\n",
       "      <td>0.000462</td>\n",
       "      <td>4.947025e-04</td>\n",
       "      <td>0.000175</td>\n",
       "      <td>0.141803</td>\n",
       "      <td>0.088450</td>\n",
       "      <td>0.002344</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>269.09</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.678190</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>267.15</td>\n",
       "      <td>267.15</td>\n",
       "      <td>251</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-22 16:30:00+00:00</th>\n",
       "      <td>548.479</td>\n",
       "      <td>0.000461</td>\n",
       "      <td>4.927025e-04</td>\n",
       "      <td>0.000177</td>\n",
       "      <td>0.139910</td>\n",
       "      <td>0.088302</td>\n",
       "      <td>0.002344</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>268.89</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.668051</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>269.09</td>\n",
       "      <td>269.09</td>\n",
       "      <td>252</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-27 16:30:00+00:00</th>\n",
       "      <td>548.599</td>\n",
       "      <td>0.000461</td>\n",
       "      <td>5.042025e-04</td>\n",
       "      <td>0.000187</td>\n",
       "      <td>0.140159</td>\n",
       "      <td>0.088127</td>\n",
       "      <td>0.002343</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>270.04</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.703589</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>268.89</td>\n",
       "      <td>268.89</td>\n",
       "      <td>253</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-28 16:30:00+00:00</th>\n",
       "      <td>547.059</td>\n",
       "      <td>0.000460</td>\n",
       "      <td>4.988025e-04</td>\n",
       "      <td>0.000187</td>\n",
       "      <td>0.136959</td>\n",
       "      <td>0.088015</td>\n",
       "      <td>0.002343</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>269.50</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.681751</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>270.04</td>\n",
       "      <td>270.04</td>\n",
       "      <td>254</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-29 16:30:00+00:00</th>\n",
       "      <td>544.580</td>\n",
       "      <td>0.000459</td>\n",
       "      <td>4.937025e-04</td>\n",
       "      <td>0.000192</td>\n",
       "      <td>0.131806</td>\n",
       "      <td>0.087985</td>\n",
       "      <td>0.002340</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>268.99</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.661049</td>\n",
       "      <td>99780.38025</td>\n",
       "      <td>269.50</td>\n",
       "      <td>269.50</td>\n",
       "      <td>255</td>\n",
       "      <td>[]</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>255 rows × 39 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                               AEX  algo_volatility  algorithm_period_return  \\\n",
       "2017-01-02 16:30:00+00:00  486.369              NaN             0.000000e+00   \n",
       "2017-01-03 16:30:00+00:00  487.989         0.000013            -1.197500e-06   \n",
       "2017-01-04 16:30:00+00:00  487.579         0.000166             1.630250e-05   \n",
       "2017-01-05 16:30:00+00:00  486.929         0.000142             1.630250e-05   \n",
       "2017-01-06 16:30:00+00:00  487.000         0.000131             2.670250e-05   \n",
       "2017-01-09 16:30:00+00:00  485.100         0.000223             2.702500e-06   \n",
       "2017-01-10 16:30:00+00:00  484.739         0.000210             1.170250e-05   \n",
       "2017-01-11 16:30:00+00:00  486.579         0.000196             8.702500e-06   \n",
       "2017-01-12 16:30:00+00:00  483.089         0.000215            -1.119750e-05   \n",
       "2017-01-13 16:30:00+00:00  488.089         0.000411             5.870250e-05   \n",
       "2017-01-16 16:30:00+00:00  484.130         0.000397             4.880250e-05   \n",
       "2017-01-17 16:30:00+00:00  481.769         0.000405             2.180250e-05   \n",
       "2017-01-18 16:30:00+00:00  484.750         0.000388             2.320250e-05   \n",
       "2017-01-19 16:30:00+00:00  484.640         0.000373             3.020250e-05   \n",
       "2017-01-20 16:30:00+00:00  485.980         0.000362             4.230250e-05   \n",
       "2017-01-23 16:30:00+00:00  482.709         0.000475            -3.579750e-05   \n",
       "2017-01-24 16:30:00+00:00  483.049         0.000463            -5.319750e-05   \n",
       "2017-01-25 16:30:00+00:00  488.029         0.000498             1.302500e-06   \n",
       "2017-01-26 16:30:00+00:00  486.450         0.000485             7.802500e-06   \n",
       "2017-01-27 16:30:00+00:00  485.869         0.000472             3.802500e-06   \n",
       "2017-01-30 16:30:00+00:00  479.529         0.000461            -2.975000e-07   \n",
       "2017-01-31 16:30:00+00:00  476.709         0.000455            -2.119750e-05   \n",
       "2017-02-01 16:30:00+00:00  479.649         0.000468             2.220250e-05   \n",
       "2017-02-02 16:30:00+00:00  482.190         0.000460             3.530250e-05   \n",
       "2017-02-03 16:30:00+00:00  485.920         0.000453             5.380250e-05   \n",
       "2017-02-06 16:30:00+00:00  482.079         0.000446             4.130250e-05   \n",
       "2017-02-07 16:30:00+00:00  484.279         0.000440             2.880250e-05   \n",
       "2017-02-08 16:30:00+00:00  483.510         0.000443            -2.797500e-06   \n",
       "2017-02-09 16:30:00+00:00  488.500         0.000441             2.320250e-05   \n",
       "2017-02-10 16:30:00+00:00  489.559         0.000467            -3.619750e-05   \n",
       "...                            ...              ...                      ...   \n",
       "2017-11-16 16:30:00+00:00  539.190         0.000454             3.062025e-04   \n",
       "2017-11-17 16:30:00+00:00  536.619         0.000453             2.933025e-04   \n",
       "2017-11-20 16:30:00+00:00  539.710         0.000454             2.578025e-04   \n",
       "2017-11-21 16:30:00+00:00  541.820         0.000453             2.607025e-04   \n",
       "2017-11-22 16:30:00+00:00  540.020         0.000452             2.593025e-04   \n",
       "2017-11-23 16:30:00+00:00  541.349         0.000451             2.687025e-04   \n",
       "2017-11-24 16:30:00+00:00  540.630         0.000451             3.023025e-04   \n",
       "2017-11-27 16:30:00+00:00  538.090         0.000452             2.738025e-04   \n",
       "2017-11-28 16:30:00+00:00  543.590         0.000451             2.693025e-04   \n",
       "2017-11-29 16:30:00+00:00  541.419         0.000450             2.812025e-04   \n",
       "2017-11-30 16:30:00+00:00  540.109         0.000449             2.962025e-04   \n",
       "2017-12-01 16:30:00+00:00  535.570         0.000448             3.007025e-04   \n",
       "2017-12-04 16:30:00+00:00  541.539         0.000447             3.163025e-04   \n",
       "2017-12-05 16:30:00+00:00  543.080         0.000447             2.988025e-04   \n",
       "2017-12-06 16:30:00+00:00  542.770         0.000447             2.683025e-04   \n",
       "2017-12-07 16:30:00+00:00  544.510         0.000450             3.263025e-04   \n",
       "2017-12-08 16:30:00+00:00  547.219         0.000469             4.587025e-04   \n",
       "2017-12-11 16:30:00+00:00  548.409         0.000468             4.867025e-04   \n",
       "2017-12-12 16:30:00+00:00  552.869         0.000467             4.802025e-04   \n",
       "2017-12-13 16:30:00+00:00  550.559         0.000467             4.638025e-04   \n",
       "2017-12-14 16:30:00+00:00  547.469         0.000466             4.867025e-04   \n",
       "2017-12-15 16:30:00+00:00  548.669         0.000466             4.773025e-04   \n",
       "2017-12-18 16:30:00+00:00  553.289         0.000465             4.837025e-04   \n",
       "2017-12-19 16:30:00+00:00  552.030         0.000464             4.833025e-04   \n",
       "2017-12-20 16:30:00+00:00  547.380         0.000463             4.753025e-04   \n",
       "2017-12-21 16:30:00+00:00  549.390         0.000462             4.947025e-04   \n",
       "2017-12-22 16:30:00+00:00  548.479         0.000461             4.927025e-04   \n",
       "2017-12-27 16:30:00+00:00  548.599         0.000461             5.042025e-04   \n",
       "2017-12-28 16:30:00+00:00  547.059         0.000460             4.988025e-04   \n",
       "2017-12-29 16:30:00+00:00  544.580         0.000459             4.937025e-04   \n",
       "\n",
       "                              alpha  benchmark_period_return  \\\n",
       "2017-01-02 16:30:00+00:00       NaN                 0.010826   \n",
       "2017-01-03 16:30:00+00:00 -0.000436                 0.014193   \n",
       "2017-01-04 16:30:00+00:00  0.002827                 0.013341   \n",
       "2017-01-05 16:30:00+00:00  0.001564                 0.011990   \n",
       "2017-01-06 16:30:00+00:00  0.001840                 0.012137   \n",
       "2017-01-09 16:30:00+00:00 -0.000073                 0.008189   \n",
       "2017-01-10 16:30:00+00:00  0.000310                 0.007438   \n",
       "2017-01-11 16:30:00+00:00  0.000161                 0.011262   \n",
       "2017-01-12 16:30:00+00:00 -0.000426                 0.004009   \n",
       "2017-01-13 16:30:00+00:00  0.000455                 0.014401   \n",
       "2017-01-16 16:30:00+00:00  0.000746                 0.006173   \n",
       "2017-01-17 16:30:00+00:00  0.000372                 0.001266   \n",
       "2017-01-18 16:30:00+00:00  0.000071                 0.007461   \n",
       "2017-01-19 16:30:00+00:00  0.000204                 0.007233   \n",
       "2017-01-20 16:30:00+00:00  0.000272                 0.010017   \n",
       "2017-01-23 16:30:00+00:00 -0.000750                 0.003219   \n",
       "2017-01-24 16:30:00+00:00 -0.000999                 0.003926   \n",
       "2017-01-25 16:30:00+00:00 -0.000748                 0.014276   \n",
       "2017-01-26 16:30:00+00:00 -0.000440                 0.010994   \n",
       "2017-01-27 16:30:00+00:00 -0.000413                 0.009787   \n",
       "2017-01-30 16:30:00+00:00  0.000101                -0.003390   \n",
       "2017-01-31 16:30:00+00:00  0.000055                -0.009251   \n",
       "2017-02-01 16:30:00+00:00  0.000336                -0.003140   \n",
       "2017-02-02 16:30:00+00:00  0.000287                 0.002141   \n",
       "2017-02-03 16:30:00+00:00  0.000227                 0.009893   \n",
       "2017-02-06 16:30:00+00:00  0.000331                 0.001910   \n",
       "2017-02-07 16:30:00+00:00  0.000084                 0.006482   \n",
       "2017-02-08 16:30:00+00:00 -0.000165                 0.004884   \n",
       "2017-02-09 16:30:00+00:00 -0.000188                 0.015255   \n",
       "2017-02-10 16:30:00+00:00 -0.000720                 0.017456   \n",
       "...                             ...                      ...   \n",
       "2017-11-16 16:30:00+00:00  0.000017                 0.120604   \n",
       "2017-11-17 16:30:00+00:00  0.000016                 0.115261   \n",
       "2017-11-20 16:30:00+00:00 -0.000035                 0.121685   \n",
       "2017-11-21 16:30:00+00:00 -0.000041                 0.126070   \n",
       "2017-11-22 16:30:00+00:00 -0.000033                 0.122329   \n",
       "2017-11-23 16:30:00+00:00 -0.000030                 0.125091   \n",
       "2017-11-24 16:30:00+00:00  0.000012                 0.123597   \n",
       "2017-11-27 16:30:00+00:00 -0.000008                 0.118318   \n",
       "2017-11-28 16:30:00+00:00 -0.000035                 0.129749   \n",
       "2017-11-29 16:30:00+00:00 -0.000010                 0.125237   \n",
       "2017-11-30 16:30:00+00:00  0.000014                 0.122514   \n",
       "2017-12-01 16:30:00+00:00  0.000043                 0.113081   \n",
       "2017-12-04 16:30:00+00:00  0.000034                 0.125486   \n",
       "2017-12-05 16:30:00+00:00  0.000009                 0.128689   \n",
       "2017-12-06 16:30:00+00:00 -0.000022                 0.128045   \n",
       "2017-12-07 16:30:00+00:00  0.000028                 0.131661   \n",
       "2017-12-08 16:30:00+00:00  0.000144                 0.137291   \n",
       "2017-12-11 16:30:00+00:00  0.000166                 0.139764   \n",
       "2017-12-12 16:30:00+00:00  0.000143                 0.149034   \n",
       "2017-12-13 16:30:00+00:00  0.000135                 0.144233   \n",
       "2017-12-14 16:30:00+00:00  0.000175                 0.137811   \n",
       "2017-12-15 16:30:00+00:00  0.000160                 0.140305   \n",
       "2017-12-18 16:30:00+00:00  0.000148                 0.149906   \n",
       "2017-12-19 16:30:00+00:00  0.000153                 0.147290   \n",
       "2017-12-20 16:30:00+00:00  0.000166                 0.137626   \n",
       "2017-12-21 16:30:00+00:00  0.000175                 0.141803   \n",
       "2017-12-22 16:30:00+00:00  0.000177                 0.139910   \n",
       "2017-12-27 16:30:00+00:00  0.000187                 0.140159   \n",
       "2017-12-28 16:30:00+00:00  0.000187                 0.136959   \n",
       "2017-12-29 16:30:00+00:00  0.000192                 0.131806   \n",
       "\n",
       "                           benchmark_volatility      beta  capital_used  \\\n",
       "2017-01-02 16:30:00+00:00                   NaN       NaN       0.00000   \n",
       "2017-01-03 16:30:00+00:00              0.084132  0.000160    -219.61975   \n",
       "2017-01-04 16:30:00+00:00              0.093841 -0.001303       0.00000   \n",
       "2017-01-05 16:30:00+00:00              0.089273 -0.000712       0.00000   \n",
       "2017-01-06 16:30:00+00:00              0.079917 -0.000808       0.00000   \n",
       "2017-01-09 16:30:00+00:00              0.082406  0.000540       0.00000   \n",
       "2017-01-10 16:30:00+00:00              0.076290  0.000413       0.00000   \n",
       "2017-01-11 16:30:00+00:00              0.072269  0.000318       0.00000   \n",
       "2017-01-12 16:30:00+00:00              0.081440  0.000979       0.00000   \n",
       "2017-01-13 16:30:00+00:00              0.091445  0.002812       0.00000   \n",
       "2017-01-16 16:30:00+00:00              0.098073  0.002559       0.00000   \n",
       "2017-01-17 16:30:00+00:00              0.096792  0.002773       0.00000   \n",
       "2017-01-18 16:30:00+00:00              0.096442  0.002555       0.00000   \n",
       "2017-01-19 16:30:00+00:00              0.092723  0.002542       0.00000   \n",
       "2017-01-20 16:30:00+00:00              0.089818  0.002562       0.00000   \n",
       "2017-01-23 16:30:00+00:00              0.091621  0.003423       0.00000   \n",
       "2017-01-24 16:30:00+00:00              0.088731  0.003408       0.00000   \n",
       "2017-01-25 16:30:00+00:00              0.093958  0.003780       0.00000   \n",
       "2017-01-26 16:30:00+00:00              0.092489  0.003644       0.00000   \n",
       "2017-01-27 16:30:00+00:00              0.090245  0.003639       0.00000   \n",
       "2017-01-30 16:30:00+00:00              0.099702  0.002902       0.00000   \n",
       "2017-01-31 16:30:00+00:00              0.099218  0.002930       0.00000   \n",
       "2017-02-01 16:30:00+00:00              0.099347  0.003114       0.00000   \n",
       "2017-02-02 16:30:00+00:00              0.098736  0.003086       0.00000   \n",
       "2017-02-03 16:30:00+00:00              0.099645  0.003036       0.00000   \n",
       "2017-02-06 16:30:00+00:00              0.101007  0.002952       0.00000   \n",
       "2017-02-07 16:30:00+00:00              0.099983  0.002838       0.00000   \n",
       "2017-02-08 16:30:00+00:00              0.098270  0.002885       0.00000   \n",
       "2017-02-09 16:30:00+00:00              0.101012  0.002858       0.00000   \n",
       "2017-02-10 16:30:00+00:00              0.099367  0.002768       0.00000   \n",
       "...                                         ...       ...           ...   \n",
       "2017-11-16 16:30:00+00:00              0.088625  0.002478       0.00000   \n",
       "2017-11-17 16:30:00+00:00              0.088604  0.002479       0.00000   \n",
       "2017-11-20 16:30:00+00:00              0.088581  0.002442       0.00000   \n",
       "2017-11-21 16:30:00+00:00              0.088458  0.002439       0.00000   \n",
       "2017-11-22 16:30:00+00:00              0.088357  0.002435       0.00000   \n",
       "2017-11-23 16:30:00+00:00              0.088188  0.002436       0.00000   \n",
       "2017-11-24 16:30:00+00:00              0.088019  0.002427       0.00000   \n",
       "2017-11-27 16:30:00+00:00              0.087996  0.002439       0.00000   \n",
       "2017-11-28 16:30:00+00:00              0.088385  0.002400       0.00000   \n",
       "2017-11-29 16:30:00+00:00              0.088321  0.002386       0.00000   \n",
       "2017-11-30 16:30:00+00:00              0.088185  0.002378       0.00000   \n",
       "2017-12-01 16:30:00+00:00              0.088476  0.002348       0.00000   \n",
       "2017-12-04 16:30:00+00:00              0.088970  0.002333       0.00000   \n",
       "2017-12-05 16:30:00+00:00              0.088815  0.002325       0.00000   \n",
       "2017-12-06 16:30:00+00:00              0.088637  0.002330       0.00000   \n",
       "2017-12-07 16:30:00+00:00              0.088494  0.002348       0.00000   \n",
       "2017-12-08 16:30:00+00:00              0.088427  0.002419       0.00000   \n",
       "2017-12-11 16:30:00+00:00              0.088260  0.002424       0.00000   \n",
       "2017-12-12 16:30:00+00:00              0.088414  0.002397       0.00000   \n",
       "2017-12-13 16:30:00+00:00              0.088365  0.002402       0.00000   \n",
       "2017-12-14 16:30:00+00:00              0.088406  0.002372       0.00000   \n",
       "2017-12-15 16:30:00+00:00              0.088242  0.002369       0.00000   \n",
       "2017-12-18 16:30:00+00:00              0.088420  0.002355       0.00000   \n",
       "2017-12-19 16:30:00+00:00              0.088288  0.002353       0.00000   \n",
       "2017-12-20 16:30:00+00:00              0.088572  0.002340       0.00000   \n",
       "2017-12-21 16:30:00+00:00              0.088450  0.002344       0.00000   \n",
       "2017-12-22 16:30:00+00:00              0.088302  0.002344       0.00000   \n",
       "2017-12-27 16:30:00+00:00              0.088127  0.002343       0.00000   \n",
       "2017-12-28 16:30:00+00:00              0.088015  0.002343       0.00000   \n",
       "2017-12-29 16:30:00+00:00              0.087985  0.002340       0.00000   \n",
       "\n",
       "                            ending_cash  ending_exposure  \\\n",
       "2017-01-02 16:30:00+00:00  100000.00000             0.00   \n",
       "2017-01-03 16:30:00+00:00   99780.38025           219.50   \n",
       "2017-01-04 16:30:00+00:00   99780.38025           221.25   \n",
       "2017-01-05 16:30:00+00:00   99780.38025           221.25   \n",
       "2017-01-06 16:30:00+00:00   99780.38025           222.29   \n",
       "2017-01-09 16:30:00+00:00   99780.38025           219.89   \n",
       "2017-01-10 16:30:00+00:00   99780.38025           220.79   \n",
       "2017-01-11 16:30:00+00:00   99780.38025           220.49   \n",
       "2017-01-12 16:30:00+00:00   99780.38025           218.50   \n",
       "2017-01-13 16:30:00+00:00   99780.38025           225.49   \n",
       "2017-01-16 16:30:00+00:00   99780.38025           224.50   \n",
       "2017-01-17 16:30:00+00:00   99780.38025           221.80   \n",
       "2017-01-18 16:30:00+00:00   99780.38025           221.94   \n",
       "2017-01-19 16:30:00+00:00   99780.38025           222.64   \n",
       "2017-01-20 16:30:00+00:00   99780.38025           223.85   \n",
       "2017-01-23 16:30:00+00:00   99780.38025           216.04   \n",
       "2017-01-24 16:30:00+00:00   99780.38025           214.30   \n",
       "2017-01-25 16:30:00+00:00   99780.38025           219.75   \n",
       "2017-01-26 16:30:00+00:00   99780.38025           220.40   \n",
       "2017-01-27 16:30:00+00:00   99780.38025           220.00   \n",
       "2017-01-30 16:30:00+00:00   99780.38025           219.59   \n",
       "2017-01-31 16:30:00+00:00   99780.38025           217.50   \n",
       "2017-02-01 16:30:00+00:00   99780.38025           221.84   \n",
       "2017-02-02 16:30:00+00:00   99780.38025           223.15   \n",
       "2017-02-03 16:30:00+00:00   99780.38025           225.00   \n",
       "2017-02-06 16:30:00+00:00   99780.38025           223.75   \n",
       "2017-02-07 16:30:00+00:00   99780.38025           222.50   \n",
       "2017-02-08 16:30:00+00:00   99780.38025           219.34   \n",
       "2017-02-09 16:30:00+00:00   99780.38025           221.94   \n",
       "2017-02-10 16:30:00+00:00   99780.38025           216.00   \n",
       "...                                 ...              ...   \n",
       "2017-11-16 16:30:00+00:00   99780.38025           250.24   \n",
       "2017-11-17 16:30:00+00:00   99780.38025           248.95   \n",
       "2017-11-20 16:30:00+00:00   99780.38025           245.40   \n",
       "2017-11-21 16:30:00+00:00   99780.38025           245.69   \n",
       "2017-11-22 16:30:00+00:00   99780.38025           245.55   \n",
       "2017-11-23 16:30:00+00:00   99780.38025           246.49   \n",
       "2017-11-24 16:30:00+00:00   99780.38025           249.85   \n",
       "2017-11-27 16:30:00+00:00   99780.38025           247.00   \n",
       "2017-11-28 16:30:00+00:00   99780.38025           246.55   \n",
       "2017-11-29 16:30:00+00:00   99780.38025           247.74   \n",
       "2017-11-30 16:30:00+00:00   99780.38025           249.24   \n",
       "2017-12-01 16:30:00+00:00   99780.38025           249.69   \n",
       "2017-12-04 16:30:00+00:00   99780.38025           251.25   \n",
       "2017-12-05 16:30:00+00:00   99780.38025           249.50   \n",
       "2017-12-06 16:30:00+00:00   99780.38025           246.45   \n",
       "2017-12-07 16:30:00+00:00   99780.38025           252.25   \n",
       "2017-12-08 16:30:00+00:00   99780.38025           265.49   \n",
       "2017-12-11 16:30:00+00:00   99780.38025           268.29   \n",
       "2017-12-12 16:30:00+00:00   99780.38025           267.64   \n",
       "2017-12-13 16:30:00+00:00   99780.38025           266.00   \n",
       "2017-12-14 16:30:00+00:00   99780.38025           268.29   \n",
       "2017-12-15 16:30:00+00:00   99780.38025           267.35   \n",
       "2017-12-18 16:30:00+00:00   99780.38025           267.99   \n",
       "2017-12-19 16:30:00+00:00   99780.38025           267.95   \n",
       "2017-12-20 16:30:00+00:00   99780.38025           267.15   \n",
       "2017-12-21 16:30:00+00:00   99780.38025           269.09   \n",
       "2017-12-22 16:30:00+00:00   99780.38025           268.89   \n",
       "2017-12-27 16:30:00+00:00   99780.38025           270.04   \n",
       "2017-12-28 16:30:00+00:00   99780.38025           269.50   \n",
       "2017-12-29 16:30:00+00:00   99780.38025           268.99   \n",
       "\n",
       "                                   ...            short_exposure  short_value  \\\n",
       "2017-01-02 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-03 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-04 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-05 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-06 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-09 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-10 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-11 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-12 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-13 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-16 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-17 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-18 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-19 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-20 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-23 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-24 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-25 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-26 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-27 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-30 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-01-31 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-01 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-02 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-03 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-06 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-07 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-08 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-09 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-02-10 16:30:00+00:00          ...                       0.0          0.0   \n",
       "...                                ...                       ...          ...   \n",
       "2017-11-16 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-17 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-20 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-21 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-22 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-23 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-24 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-27 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-28 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-29 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-11-30 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-01 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-04 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-05 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-06 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-07 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-08 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-11 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-12 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-13 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-14 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-15 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-18 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-19 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-20 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-21 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-22 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-27 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-28 16:30:00+00:00          ...                       0.0          0.0   \n",
       "2017-12-29 16:30:00+00:00          ...                       0.0          0.0   \n",
       "\n",
       "                           shorts_count     sortino  starting_cash  \\\n",
       "2017-01-02 16:30:00+00:00             0         NaN   100000.00000   \n",
       "2017-01-03 16:30:00+00:00             0  -11.224972   100000.00000   \n",
       "2017-01-04 16:30:00+00:00             0  124.772503    99780.38025   \n",
       "2017-01-05 16:30:00+00:00             0  108.056157    99780.38025   \n",
       "2017-01-06 16:30:00+00:00             0  158.303039    99780.38025   \n",
       "2017-01-09 16:30:00+00:00             0    0.729004    99780.38025   \n",
       "2017-01-10 16:30:00+00:00             0    2.922185    99780.38025   \n",
       "2017-01-11 16:30:00+00:00             0    2.017095    99780.38025   \n",
       "2017-01-12 16:30:00+00:00             0   -1.890290    99780.38025   \n",
       "2017-01-13 16:30:00+00:00             0    9.402041    99780.38025   \n",
       "2017-01-16 16:30:00+00:00             0    7.106748    99780.38025   \n",
       "2017-01-17 16:30:00+00:00             0    2.349219    99780.38025   \n",
       "2017-01-18 16:30:00+00:00             0    2.401963    99780.38025   \n",
       "2017-01-19 16:30:00+00:00             0    3.012766    99780.38025   \n",
       "2017-01-20 16:30:00+00:00             0    4.076525    99780.38025   \n",
       "2017-01-23 16:30:00+00:00             0   -1.597254    99780.38025   \n",
       "2017-01-24 16:30:00+00:00             0   -2.260054    99780.38025   \n",
       "2017-01-25 16:30:00+00:00             0    0.054128    99780.38025   \n",
       "2017-01-26 16:30:00+00:00             0    0.313920    99780.38025   \n",
       "2017-01-27 16:30:00+00:00             0    0.149137    99780.38025   \n",
       "2017-01-30 16:30:00+00:00             0   -0.011029    99780.38025   \n",
       "2017-01-31 16:30:00+00:00             0   -0.769698    99780.38025   \n",
       "2017-02-01 16:30:00+00:00             0    0.789115    99780.38025   \n",
       "2017-02-02 16:30:00+00:00             0    1.228091    99780.38025   \n",
       "2017-02-03 16:30:00+00:00             0    1.833664    99780.38025   \n",
       "2017-02-06 16:30:00+00:00             0    1.368142    99780.38025   \n",
       "2017-02-07 16:30:00+00:00             0    0.928183    99780.38025   \n",
       "2017-02-08 16:30:00+00:00             0   -0.083645    99780.38025   \n",
       "2017-02-09 16:30:00+00:00             0    0.684560    99780.38025   \n",
       "2017-02-10 16:30:00+00:00             0   -0.901959    99780.38025   \n",
       "...                                 ...         ...            ...   \n",
       "2017-11-16 16:30:00+00:00             0    1.120602    99780.38025   \n",
       "2017-11-17 16:30:00+00:00             0    1.069979    99780.38025   \n",
       "2017-11-20 16:30:00+00:00             0    0.931465    99780.38025   \n",
       "2017-11-21 16:30:00+00:00             0    0.939879    99780.38025   \n",
       "2017-11-22 16:30:00+00:00             0    0.932789    99780.38025   \n",
       "2017-11-23 16:30:00+00:00             0    0.964492    99780.38025   \n",
       "2017-11-24 16:30:00+00:00             0    1.082699    99780.38025   \n",
       "2017-11-27 16:30:00+00:00             0    0.973911    99780.38025   \n",
       "2017-11-28 16:30:00+00:00             0    0.955750    99780.38025   \n",
       "2017-11-29 16:30:00+00:00             0    0.995837    99780.38025   \n",
       "2017-11-30 16:30:00+00:00             0    1.046707    99780.38025   \n",
       "2017-12-01 16:30:00+00:00             0    1.060357    99780.38025   \n",
       "2017-12-04 16:30:00+00:00             0    1.112996    99780.38025   \n",
       "2017-12-05 16:30:00+00:00             0    1.047372    99780.38025   \n",
       "2017-12-06 16:30:00+00:00             0    0.933509    99780.38025   \n",
       "2017-12-07 16:30:00+00:00             0    1.132853    99780.38025   \n",
       "2017-12-08 16:30:00+00:00             0    1.589014    99780.38025   \n",
       "2017-12-11 16:30:00+00:00             0    1.682493    99780.38025   \n",
       "2017-12-12 16:30:00+00:00             0    1.656225    99780.38025   \n",
       "2017-12-13 16:30:00+00:00             0    1.593955    99780.38025   \n",
       "2017-12-14 16:30:00+00:00             0    1.669216    99780.38025   \n",
       "2017-12-15 16:30:00+00:00             0    1.632848    99780.38025   \n",
       "2017-12-18 16:30:00+00:00             0    1.651392    99780.38025   \n",
       "2017-12-19 16:30:00+00:00             0    1.646709    99780.38025   \n",
       "2017-12-20 16:30:00+00:00             0    1.615630    99780.38025   \n",
       "2017-12-21 16:30:00+00:00             0    1.678190    99780.38025   \n",
       "2017-12-22 16:30:00+00:00             0    1.668051    99780.38025   \n",
       "2017-12-27 16:30:00+00:00             0    1.703589    99780.38025   \n",
       "2017-12-28 16:30:00+00:00             0    1.681751    99780.38025   \n",
       "2017-12-29 16:30:00+00:00             0    1.661049    99780.38025   \n",
       "\n",
       "                           starting_exposure  starting_value  trading_days  \\\n",
       "2017-01-02 16:30:00+00:00               0.00            0.00             1   \n",
       "2017-01-03 16:30:00+00:00               0.00            0.00             2   \n",
       "2017-01-04 16:30:00+00:00             219.50          219.50             3   \n",
       "2017-01-05 16:30:00+00:00             221.25          221.25             4   \n",
       "2017-01-06 16:30:00+00:00             221.25          221.25             5   \n",
       "2017-01-09 16:30:00+00:00             222.29          222.29             6   \n",
       "2017-01-10 16:30:00+00:00             219.89          219.89             7   \n",
       "2017-01-11 16:30:00+00:00             220.79          220.79             8   \n",
       "2017-01-12 16:30:00+00:00             220.49          220.49             9   \n",
       "2017-01-13 16:30:00+00:00             218.50          218.50            10   \n",
       "2017-01-16 16:30:00+00:00             225.49          225.49            11   \n",
       "2017-01-17 16:30:00+00:00             224.50          224.50            12   \n",
       "2017-01-18 16:30:00+00:00             221.80          221.80            13   \n",
       "2017-01-19 16:30:00+00:00             221.94          221.94            14   \n",
       "2017-01-20 16:30:00+00:00             222.64          222.64            15   \n",
       "2017-01-23 16:30:00+00:00             223.85          223.85            16   \n",
       "2017-01-24 16:30:00+00:00             216.04          216.04            17   \n",
       "2017-01-25 16:30:00+00:00             214.30          214.30            18   \n",
       "2017-01-26 16:30:00+00:00             219.75          219.75            19   \n",
       "2017-01-27 16:30:00+00:00             220.40          220.40            20   \n",
       "2017-01-30 16:30:00+00:00             220.00          220.00            21   \n",
       "2017-01-31 16:30:00+00:00             219.59          219.59            22   \n",
       "2017-02-01 16:30:00+00:00             217.50          217.50            23   \n",
       "2017-02-02 16:30:00+00:00             221.84          221.84            24   \n",
       "2017-02-03 16:30:00+00:00             223.15          223.15            25   \n",
       "2017-02-06 16:30:00+00:00             225.00          225.00            26   \n",
       "2017-02-07 16:30:00+00:00             223.75          223.75            27   \n",
       "2017-02-08 16:30:00+00:00             222.50          222.50            28   \n",
       "2017-02-09 16:30:00+00:00             219.34          219.34            29   \n",
       "2017-02-10 16:30:00+00:00             221.94          221.94            30   \n",
       "...                                      ...             ...           ...   \n",
       "2017-11-16 16:30:00+00:00             250.49          250.49           226   \n",
       "2017-11-17 16:30:00+00:00             250.24          250.24           227   \n",
       "2017-11-20 16:30:00+00:00             248.95          248.95           228   \n",
       "2017-11-21 16:30:00+00:00             245.40          245.40           229   \n",
       "2017-11-22 16:30:00+00:00             245.69          245.69           230   \n",
       "2017-11-23 16:30:00+00:00             245.55          245.55           231   \n",
       "2017-11-24 16:30:00+00:00             246.49          246.49           232   \n",
       "2017-11-27 16:30:00+00:00             249.85          249.85           233   \n",
       "2017-11-28 16:30:00+00:00             247.00          247.00           234   \n",
       "2017-11-29 16:30:00+00:00             246.55          246.55           235   \n",
       "2017-11-30 16:30:00+00:00             247.74          247.74           236   \n",
       "2017-12-01 16:30:00+00:00             249.24          249.24           237   \n",
       "2017-12-04 16:30:00+00:00             249.69          249.69           238   \n",
       "2017-12-05 16:30:00+00:00             251.25          251.25           239   \n",
       "2017-12-06 16:30:00+00:00             249.50          249.50           240   \n",
       "2017-12-07 16:30:00+00:00             246.45          246.45           241   \n",
       "2017-12-08 16:30:00+00:00             252.25          252.25           242   \n",
       "2017-12-11 16:30:00+00:00             265.49          265.49           243   \n",
       "2017-12-12 16:30:00+00:00             268.29          268.29           244   \n",
       "2017-12-13 16:30:00+00:00             267.64          267.64           245   \n",
       "2017-12-14 16:30:00+00:00             266.00          266.00           246   \n",
       "2017-12-15 16:30:00+00:00             268.29          268.29           247   \n",
       "2017-12-18 16:30:00+00:00             267.35          267.35           248   \n",
       "2017-12-19 16:30:00+00:00             267.99          267.99           249   \n",
       "2017-12-20 16:30:00+00:00             267.95          267.95           250   \n",
       "2017-12-21 16:30:00+00:00             267.15          267.15           251   \n",
       "2017-12-22 16:30:00+00:00             269.09          269.09           252   \n",
       "2017-12-27 16:30:00+00:00             268.89          268.89           253   \n",
       "2017-12-28 16:30:00+00:00             270.04          270.04           254   \n",
       "2017-12-29 16:30:00+00:00             269.50          269.50           255   \n",
       "\n",
       "                                                                transactions  \\\n",
       "2017-01-02 16:30:00+00:00                                                 []   \n",
       "2017-01-03 16:30:00+00:00  [{'order_id': '088a92ff38e240768803998cde33ca2...   \n",
       "2017-01-04 16:30:00+00:00                                                 []   \n",
       "2017-01-05 16:30:00+00:00                                                 []   \n",
       "2017-01-06 16:30:00+00:00                                                 []   \n",
       "2017-01-09 16:30:00+00:00                                                 []   \n",
       "2017-01-10 16:30:00+00:00                                                 []   \n",
       "2017-01-11 16:30:00+00:00                                                 []   \n",
       "2017-01-12 16:30:00+00:00                                                 []   \n",
       "2017-01-13 16:30:00+00:00                                                 []   \n",
       "2017-01-16 16:30:00+00:00                                                 []   \n",
       "2017-01-17 16:30:00+00:00                                                 []   \n",
       "2017-01-18 16:30:00+00:00                                                 []   \n",
       "2017-01-19 16:30:00+00:00                                                 []   \n",
       "2017-01-20 16:30:00+00:00                                                 []   \n",
       "2017-01-23 16:30:00+00:00                                                 []   \n",
       "2017-01-24 16:30:00+00:00                                                 []   \n",
       "2017-01-25 16:30:00+00:00                                                 []   \n",
       "2017-01-26 16:30:00+00:00                                                 []   \n",
       "2017-01-27 16:30:00+00:00                                                 []   \n",
       "2017-01-30 16:30:00+00:00                                                 []   \n",
       "2017-01-31 16:30:00+00:00                                                 []   \n",
       "2017-02-01 16:30:00+00:00                                                 []   \n",
       "2017-02-02 16:30:00+00:00                                                 []   \n",
       "2017-02-03 16:30:00+00:00                                                 []   \n",
       "2017-02-06 16:30:00+00:00                                                 []   \n",
       "2017-02-07 16:30:00+00:00                                                 []   \n",
       "2017-02-08 16:30:00+00:00                                                 []   \n",
       "2017-02-09 16:30:00+00:00                                                 []   \n",
       "2017-02-10 16:30:00+00:00                                                 []   \n",
       "...                                                                      ...   \n",
       "2017-11-16 16:30:00+00:00                                                 []   \n",
       "2017-11-17 16:30:00+00:00                                                 []   \n",
       "2017-11-20 16:30:00+00:00                                                 []   \n",
       "2017-11-21 16:30:00+00:00                                                 []   \n",
       "2017-11-22 16:30:00+00:00                                                 []   \n",
       "2017-11-23 16:30:00+00:00                                                 []   \n",
       "2017-11-24 16:30:00+00:00                                                 []   \n",
       "2017-11-27 16:30:00+00:00                                                 []   \n",
       "2017-11-28 16:30:00+00:00                                                 []   \n",
       "2017-11-29 16:30:00+00:00                                                 []   \n",
       "2017-11-30 16:30:00+00:00                                                 []   \n",
       "2017-12-01 16:30:00+00:00                                                 []   \n",
       "2017-12-04 16:30:00+00:00                                                 []   \n",
       "2017-12-05 16:30:00+00:00                                                 []   \n",
       "2017-12-06 16:30:00+00:00                                                 []   \n",
       "2017-12-07 16:30:00+00:00                                                 []   \n",
       "2017-12-08 16:30:00+00:00                                                 []   \n",
       "2017-12-11 16:30:00+00:00                                                 []   \n",
       "2017-12-12 16:30:00+00:00                                                 []   \n",
       "2017-12-13 16:30:00+00:00                                                 []   \n",
       "2017-12-14 16:30:00+00:00                                                 []   \n",
       "2017-12-15 16:30:00+00:00                                                 []   \n",
       "2017-12-18 16:30:00+00:00                                                 []   \n",
       "2017-12-19 16:30:00+00:00                                                 []   \n",
       "2017-12-20 16:30:00+00:00                                                 []   \n",
       "2017-12-21 16:30:00+00:00                                                 []   \n",
       "2017-12-22 16:30:00+00:00                                                 []   \n",
       "2017-12-27 16:30:00+00:00                                                 []   \n",
       "2017-12-28 16:30:00+00:00                                                 []   \n",
       "2017-12-29 16:30:00+00:00                                                 []   \n",
       "\n",
       "                          treasury_period_return  \n",
       "2017-01-02 16:30:00+00:00                    0.0  \n",
       "2017-01-03 16:30:00+00:00                    0.0  \n",
       "2017-01-04 16:30:00+00:00                    0.0  \n",
       "2017-01-05 16:30:00+00:00                    0.0  \n",
       "2017-01-06 16:30:00+00:00                    0.0  \n",
       "2017-01-09 16:30:00+00:00                    0.0  \n",
       "2017-01-10 16:30:00+00:00                    0.0  \n",
       "2017-01-11 16:30:00+00:00                    0.0  \n",
       "2017-01-12 16:30:00+00:00                    0.0  \n",
       "2017-01-13 16:30:00+00:00                    0.0  \n",
       "2017-01-16 16:30:00+00:00                    0.0  \n",
       "2017-01-17 16:30:00+00:00                    0.0  \n",
       "2017-01-18 16:30:00+00:00                    0.0  \n",
       "2017-01-19 16:30:00+00:00                    0.0  \n",
       "2017-01-20 16:30:00+00:00                    0.0  \n",
       "2017-01-23 16:30:00+00:00                    0.0  \n",
       "2017-01-24 16:30:00+00:00                    0.0  \n",
       "2017-01-25 16:30:00+00:00                    0.0  \n",
       "2017-01-26 16:30:00+00:00                    0.0  \n",
       "2017-01-27 16:30:00+00:00                    0.0  \n",
       "2017-01-30 16:30:00+00:00                    0.0  \n",
       "2017-01-31 16:30:00+00:00                    0.0  \n",
       "2017-02-01 16:30:00+00:00                    0.0  \n",
       "2017-02-02 16:30:00+00:00                    0.0  \n",
       "2017-02-03 16:30:00+00:00                    0.0  \n",
       "2017-02-06 16:30:00+00:00                    0.0  \n",
       "2017-02-07 16:30:00+00:00                    0.0  \n",
       "2017-02-08 16:30:00+00:00                    0.0  \n",
       "2017-02-09 16:30:00+00:00                    0.0  \n",
       "2017-02-10 16:30:00+00:00                    0.0  \n",
       "...                                          ...  \n",
       "2017-11-16 16:30:00+00:00                    0.0  \n",
       "2017-11-17 16:30:00+00:00                    0.0  \n",
       "2017-11-20 16:30:00+00:00                    0.0  \n",
       "2017-11-21 16:30:00+00:00                    0.0  \n",
       "2017-11-22 16:30:00+00:00                    0.0  \n",
       "2017-11-23 16:30:00+00:00                    0.0  \n",
       "2017-11-24 16:30:00+00:00                    0.0  \n",
       "2017-11-27 16:30:00+00:00                    0.0  \n",
       "2017-11-28 16:30:00+00:00                    0.0  \n",
       "2017-11-29 16:30:00+00:00                    0.0  \n",
       "2017-11-30 16:30:00+00:00                    0.0  \n",
       "2017-12-01 16:30:00+00:00                    0.0  \n",
       "2017-12-04 16:30:00+00:00                    0.0  \n",
       "2017-12-05 16:30:00+00:00                    0.0  \n",
       "2017-12-06 16:30:00+00:00                    0.0  \n",
       "2017-12-07 16:30:00+00:00                    0.0  \n",
       "2017-12-08 16:30:00+00:00                    0.0  \n",
       "2017-12-11 16:30:00+00:00                    0.0  \n",
       "2017-12-12 16:30:00+00:00                    0.0  \n",
       "2017-12-13 16:30:00+00:00                    0.0  \n",
       "2017-12-14 16:30:00+00:00                    0.0  \n",
       "2017-12-15 16:30:00+00:00                    0.0  \n",
       "2017-12-18 16:30:00+00:00                    0.0  \n",
       "2017-12-19 16:30:00+00:00                    0.0  \n",
       "2017-12-20 16:30:00+00:00                    0.0  \n",
       "2017-12-21 16:30:00+00:00                    0.0  \n",
       "2017-12-22 16:30:00+00:00                    0.0  \n",
       "2017-12-27 16:30:00+00:00                    0.0  \n",
       "2017-12-28 16:30:00+00:00                    0.0  \n",
       "2017-12-29 16:30:00+00:00                    0.0  \n",
       "\n",
       "[255 rows x 39 columns]"
      ]
     },
     "execution_count": 82,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from datetime import datetime\n",
    "from trading_calendars import get_calendar\n",
    "import pytz\n",
    "perf = zipline.run_algorithm(start=datetime(2017, 1, 2, 0 , 0, 0, 0, pytz.utc),\n",
    "                      end=datetime(2017, 12, 29,0, 0, 0, 0, pytz.utc),\n",
    "                      initialize=initialize,\n",
    "                      capital_base=100000,\n",
    "                      handle_data=handle_data,\n",
    "                      bundle='eu_stocks',\n",
    "                      trading_calendar=get_calendar('XAMS'))\n",
    "perf"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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