title: creating multiIndexColumn using one Dataframe to group time series from 2nd dataframe
body: <p>I have a group of portfolios for which I have to pull historical data to analyze performance</p>
  <p>my initial dataframe looks like this</p>
  <p><a href="https://i.stack.imgur.com/8nBTn.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/8nBTn.png" alt="enter image description here" /></a></p>
  <p>one column has the asset weight the other one the portfolio name and the third one the asset ticker.</p>
  <p>Many portfolios share assets so when I pull the historical data i am not calling several times the assets only once.</p>
  <p>once i query historical data i get a different dataframe as per below</p>
  <p><a href="https://i.stack.imgur.com/9OcfG.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/9OcfG.png" alt="enter image description here" /></a></p>
  <p>my next step is how to create the groups of asset prices coming from the second table to create each of my portfolios.</p>
  <p>So I don't find a way to combine the two dataframes to group historical prices by Model name so later on I can multiply by the asset weight in the portfolio and get the portfolio performance.</p>
  <p>Any ideas?</p>