import pandas_datareader.data as wb import datetime as date from = "02/01/2012" to = "02/01/2014" dfSix = wb.DataReader("DGS1", 'fred', from, to) dfOne = wb.DataReader("DGS5", 'fred', from, to) #step1 Determine the average and standard deviation for each maturity #step2 Only select the rows that have value more or less than: average plus 1 or minus 1 standard deviations #step3 Create a dataframe with only those rows for which all of the maturities have value outside of: average plus 1 or minus 1 standard deviations