4
12
13
6
.....

20
3
9
14
.....

r_1 r_2
0   4   20
1   12  3
2   13  9
3   6   14

allfiles = []
for root, dirs, files in os.walk(r'/my_directory_path/'):
    for file in files:
        if file.endswith('.csv'):
            allfiles.append(file)

big = pd.DataFrame

for i in allfiles:
    file='/my_directory_path/' + i
    big[i] = pd.read_csv(file,sep='t',header=None)