title: Group columns in dataframe, Multiindex pandas
body: <p>I am calculating some correlations for a set of measures. <a href="https://i.stack.imgur.com/INjMW.jpg" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/INjMW.jpg" alt="dataframe" /></a></p>
  <p>For each measure, I have a data frame of the look attached, which I will join in one data frame.</p>
  <p>I want to add multilevel indexing, with the name of the measure, above the columns I have.  What is the best way of doing so?</p>