研究目的：
本文参考广发证券《基于日内高频数据的短周期选股因子研究-高频数据因子研究系列一》，对研报构造的因子做了实现，并复现了里面的结果，做出了分析。其中用个股日内高频数据构造选股因子，低频调仓的思路是一个很好的方向。
研究内容：
基于个股日内高频数据，构建了已实现波动(Realized Volatility) 𝑅𝑉𝑜𝑙，已实现偏度(Realized Skewness)𝑅𝑆𝑘𝑒𝑤、已实现峰度(Realized Kurtosis)𝑅𝐾𝑢𝑟𝑡因子指标，考察这三个因子在回测区间内对个股收益率 的区别度。
研究结论：
在三个因子中偏度$RSkew$因子最有效，分组区分度高，比较稳定，收益最高。
因子构建过程摘自研报，具体因子指标构建如下:
对于每个个股在交易日t，首先计算个股在特定分钟频率下第i个的收益率 $r_{t,i}$， $r_{t,i}$ = $p_{t,i}$ − $p_{t,i-1}$，其中$p_{t,i}$表示在交易日t，个股在第i个特定分钟频率下的对数价格，$p_{t,i-1}$表示在交易日t，个股在第i−1个特定分钟频率下的对数价格。
对于每个个股，根据𝑟𝑡,𝑖分别计算个股在交易日t下的已实现方差(Realized Variance) $RDVar_t$、已实现偏度(Realized Skewness) $RDSkew_t$，已实现峰度(Realized kurtosis) $RDKurt_t$。其中:
$$RDVar_t = \sum\limits_{ i=1}^{n}r_{t,i}^2$$
$$RDSkew_t = \frac {\sqrt N\sum\limits_{ i=1}^{n}r_{t,i}^3}{RDVar_t^{3/2}}$$
$$RDKurt_t = \frac {N \sum\limits_{ i=1}^{n}r_{t,i}^4}{RDVar_t^2}$$
其中N表示个股在交易日t中特定频率的分钟级别数据个数，如在1分钟行情级别下，数据个数N为60*4=240；在5分钟行情级别下，数据个数N为240/5=48。
$$RSkew_t = \frac{1}{n}{\sum\limits_{ i=0}^{n}}RDSkew_{t-i}$$
$$RKurt_t = \frac{1}{n}{\sum\limits_{ i=0}^{n}}RDKurt_{t-i}$$
计算因子值的过程比较慢，大概耗时1小时左右。如果直接下载我构造好的数据文件（factor_dict.pkl）上传到研究里可以跳过这一步，直接到因子特征展示开始执行。
以下开始计算因子值：
import pandas as pd
import numpy as np
from jqdata import *
import math
from pandas import *
from datetime import date, timedelta
N = 48
n = 5
# 获取某个交易日的因子值
def get_one_trade_day_data(cache = {}, stocks = None, trade_date = None):
# print(trade_date)
# 后面需要在交易日t计算累计已实现波动等数据，需要获取交易日t到交易日t-n之间的交易日
trade_days = get_trade_days(start_date=None, end_date=trade_date, count=n)
# dataframe的index，为股票code
factor_df_index = []
# 计算得到的因子数值
factor_df_data = []
for security in stocks:
# print(security)
# 获取收盘价、是否停牌。
price_info = get_price(security, start_date=None, end_date=trade_date, frequency='daily',
fields=['paused', 'close'], skip_paused=False, fq='pre',
count=n)
# 交易日t 当日的收盘价
t_close = price_info.iloc[-1]['close']
# 过滤停牌数据(如果过去n日某天有停牌，后面计算偏度时的分母是0会报除0异常)
# 如果有paused为1的数据，会被drop掉 则长度是0
if len(price_info.T.replace(1.0, np.nan).dropna().index.values.tolist()) == 0:
# print("含有停牌数据,continue")
continue
# 前n个交易日已实现方差之和
sum_rd_var = 0.0
# 前n个交易日已实现偏度之和
sum_rd_skew = 0.0
# 前n个交易日已实现峰度之和
sum_rd_kurt = 0.0
# 遍历t-n交易日 到 t交易日
for trade_day in trade_days:
# 如果重复调用get_bars实在是太慢了，这里缓存一下数据
if trade_day in cache.keys() and security in cache[trade_day].keys():
bars = cache[trade_day][security]
else:
# 这里要获取交易日当天的数据 所以end_dt要+1
# 研报中N为48，对应的频率为5分钟(一个交易日有60*4=240分钟，240/48 = 5)
bars = get_bars(security, N, unit='5m',
fields=['date', 'open', 'high', 'low', 'close'],
include_now=False, end_dt=trade_day + timedelta(days=1), fq_ref_date=None)
if trade_day not in cache.keys():
cache[trade_day] = {}
cache[trade_day][security] = bars
# 个股收益率平方、立方、4次方之和
sum_rt2 = 0.0
sum_rt3 = 0.0
sum_rt4 = 0.0
for i in range(1, N):
# 个股在第i个特定分钟频率 下的对数价格
pi = math.log(bars[i]['close'])
# 个股在第i-1个特定分钟频率 下的对数价格
pi_1 = math.log(bars[i - 1]['close'])
# 个股在特定分钟频率下第i个的收益率
rt = pi - pi_1
sum_rt2 += math.pow(rt, 2)
sum_rt3 += math.pow(rt, 3)
sum_rt4 += math.pow(rt, 4)
# 交易日t下的已实现方差
rd_var = sum_rt2
# 交易日t下的已实现偏度
if sum_rt3 == 0:
rd_skew = 0
else:
rd_skew = math.sqrt(N) * sum_rt3 / (math.pow(rd_var, 3 / 2))
# 交易日t下的已实现峰度
if sum_rt4 == 0:
rd_kurt = 0
else:
rd_kurt = N * sum_rt4 / (math.pow(rd_var, 2))
sum_rd_var += rd_var
sum_rd_skew += rd_skew
sum_rd_kurt += rd_kurt
# 累计已实现波动
r_vol = math.sqrt((242.0 / n) * sum_rd_var)
# 已实现偏度
r_skew = (1.0 / n) * sum_rd_skew
# 已实现峰度
r_kurt = (1.0 / n) * sum_rd_kurt
# 数据填充
factor_df_index.append(security)
factor_df_data.append([t_close, r_vol, r_skew, r_kurt])
# print(security, [t_close, r_vol, r_skew, r_kurt])
# 生成dataframe，行索引为股票code，列名为'close', 'r_vol', 'r_skew', 'r_kurt'
factor_df = pd.DataFrame(data=factor_df_data, index=factor_df_index, columns=['close', 'r_vol', 'r_skew', 'r_kurt'])
return factor_df
# 按照研报要求，去除上市不满一年的股票，剔除ST股
def filter_stock(stocks, date):
# 去除上市距beginDate不足6个月的股票
stock_list = []
for stock in stocks:
start_date = get_security_info(stock).start_date
if start_date < (date - timedelta(days=365)):
stock_list.append(stock)
# 剔除ST股
st_data = get_extras('is_st', stock_list, count=1, end_date=date)
stock_list = [stock for stock in stock_list if not st_data[stock][0]]
return stock_list
# 获取样本区间内的因子数据
# 研报中样本区间:2007年1月1日至2019年3月27日
# 2007-2019数据实在太多了，这里减一半，使用2013-2019，也一样涵盖牛市和熊市
start_date = date(2013, 1, 1)
end_date = date(2019, 3, 27)
trade_days = get_trade_days(start_date=start_date, end_date=end_date, count=None)
cache = {}
# key为日期，value为dataframe,dataframe的行是股票code，列是收盘价和因子值
factor_dict = {}
for i in range(0, len(trade_days)):
'''
最开始我还按天计算的因子值 想着调仓日可以设置灵活一点，也可以计算1日IC
后来数据实在是多，还是每5天计算一次吧
'''
if i % n != 0:
continue
trade_day = trade_days[i]
print(trade_day)
# 全市场
# stocks = list(get_all_securities(['stock']).index)
# 中证500成分股
stocks = get_index_stocks('000905.XSHG', trade_day)
'''
全市场、2007-2019数据实在太多了，留言询问了一下，使用中证500 三年以上的数据就可以了
这里我使用中证500, 2013-2019的数据
'''
# 按照研报要求过滤次新、ST
stocks = filter_stock(stocks, trade_day)
factor_df = get_one_trade_day_data(cache = cache, stocks=stocks, trade_date=trade_day)
factor_dict[trade_day] = factor_df
# 研究的内存不够 只缓存最近5天的数据; 不过如果5天计算一次因子值，这个缓存也没什么用了
if len(cache) > 5:
to_del_key_list = []
for key in cache.keys():
if key not in trade_days[i - 5: i]:
to_del_key_list.append(key)
for key in to_del_key_list:
del cache[key]
print(factor_dict)
2013-01-04
2013-01-11
2013-01-18
2013-01-25
2013-02-01
2013-02-08
2013-02-22
2013-03-01
2013-03-08
2013-03-15
2013-03-22
2013-03-29
2013-04-09
2013-04-16
2013-04-23
2013-05-03
2013-05-10
2013-05-17
2013-05-24
2013-05-31
2013-06-07
2013-06-19
2013-06-26
2013-07-03
2013-07-10
2013-07-17
2013-07-24
2013-07-31
2013-08-07
2013-08-14
2013-08-21
2013-08-28
2013-09-04
2013-09-11
2013-09-18
2013-09-27
2013-10-11
2013-10-18
2013-10-25
2013-11-01
2013-11-08
2013-11-15
2013-11-22
2013-11-29
2013-12-06
2013-12-13
2013-12-20
2013-12-27
2014-01-06
2014-01-13
2014-01-20
2014-01-27
2014-02-10
2014-02-17
2014-02-24
2014-03-03
2014-03-10
2014-03-17
2014-03-24
2014-03-31
2014-04-08
2014-04-15
2014-04-22
2014-04-29
2014-05-08
2014-05-15
2014-05-22
2014-05-29
2014-06-06
2014-06-13
2014-06-20
2014-06-27
2014-07-04
2014-07-11
2014-07-18
2014-07-25
2014-08-01
2014-08-08
2014-08-15
2014-08-22
2014-08-29
2014-09-05
2014-09-15
2014-09-22
2014-09-29
2014-10-13
2014-10-20
2014-10-27
2014-11-03
2014-11-10
2014-11-17
2014-11-24
2014-12-01
2014-12-08
2014-12-15
2014-12-22
2014-12-29
2015-01-07
2015-01-14
2015-01-21
2015-01-28
2015-02-04
2015-02-11
2015-02-25
2015-03-04
2015-03-11
2015-03-18
2015-03-25
2015-04-01
2015-04-09
2015-04-16
2015-04-23
2015-04-30
2015-05-08
2015-05-15
2015-05-22
2015-05-29
2015-06-05
2015-06-12
2015-06-19
2015-06-29
2015-07-06
2015-07-13
2015-07-20
2015-07-27
2015-08-03
2015-08-10
2015-08-17
2015-08-24
2015-08-31
2015-09-09
2015-09-16
2015-09-23
2015-09-30
2015-10-14
2015-10-21
2015-10-28
2015-11-04
2015-11-11
2015-11-18
2015-11-25
2015-12-02
2015-12-09
2015-12-16
2015-12-23
2015-12-30
2016-01-07
2016-01-14
2016-01-21
2016-01-28
2016-02-04
2016-02-18
2016-02-25
2016-03-03
2016-03-10
2016-03-17
2016-03-24
2016-03-31
2016-04-08
2016-04-15
2016-04-22
2016-04-29
2016-05-09
2016-05-16
2016-05-23
2016-05-30
2016-06-06
2016-06-15
2016-06-22
2016-06-29
2016-07-06
2016-07-13
2016-07-20
2016-07-27
2016-08-03
2016-08-10
2016-08-17
2016-08-24
2016-08-31
2016-09-07
2016-09-14
2016-09-23
2016-09-30
2016-10-14
2016-10-21
2016-10-28
2016-11-04
2016-11-11
2016-11-18
2016-11-25
2016-12-02
2016-12-09
2016-12-16
2016-12-23
2016-12-30
2017-01-09
2017-01-16
2017-01-23
2017-02-06
2017-02-13
2017-02-20
2017-02-27
2017-03-06
2017-03-13
2017-03-20
2017-03-27
2017-04-05
2017-04-12
2017-04-19
2017-04-26
2017-05-04
2017-05-11
2017-05-18
2017-05-25
2017-06-05
2017-06-12
2017-06-19
2017-06-26
2017-07-03
2017-07-10
2017-07-17
2017-07-24
2017-07-31
2017-08-07
2017-08-14
2017-08-21
2017-08-28
2017-09-04
2017-09-11
2017-09-18
2017-09-25
2017-10-09
2017-10-16
2017-10-23
2017-10-30
2017-11-06
2017-11-13
2017-11-20
2017-11-27
2017-12-04
2017-12-11
2017-12-18
2017-12-25
2018-01-02
2018-01-09
2018-01-16
2018-01-23
2018-01-30
2018-02-06
2018-02-13
2018-02-27
2018-03-06
2018-03-13
2018-03-20
2018-03-27
2018-04-03
2018-04-12
2018-04-19
2018-04-26
2018-05-07
2018-05-14
2018-05-21
2018-05-28
2018-06-04
2018-06-11
2018-06-19
2018-06-26
2018-07-03
2018-07-10
2018-07-17
2018-07-24
2018-07-31
2018-08-07
2018-08-14
2018-08-21
2018-08-28
2018-09-04
2018-09-11
2018-09-18
2018-09-26
2018-10-10
2018-10-17
2018-10-24
2018-10-31
2018-11-07
2018-11-14
2018-11-21
2018-11-28
2018-12-05
2018-12-12
2018-12-19
2018-12-26
2019-01-04
2019-01-11
2019-01-18
2019-01-25
2019-02-01
2019-02-15
2019-02-22
2019-03-01
2019-03-08
2019-03-15
2019-03-22
{datetime.date(2013, 1, 4): close r_vol r_skew r_kurt
000006.XSHE 4.13 0.541750 0.605943 6.201817
000021.XSHE 4.45 0.304841 0.590584 4.097399
000028.XSHE 33.38 0.542332 0.800789 5.484379
000031.XSHE 4.18 0.504605 0.521539 5.130715
000042.XSHE 9.28 0.379715 -0.141113 4.645500
000050.XSHE 7.91 0.429237 0.717986 5.357868
000066.XSHE 3.30 0.268254 -0.123683 2.935085
000078.XSHE 2.28 0.225351 0.256796 4.757760
000088.XSHE 3.82 0.231316 0.359911 3.648301
000090.XSHE 3.70 0.388928 0.687077 4.777179
000099.XSHE 7.33 0.320021 0.590032 5.093786
000159.XSHE 6.11 0.273447 -0.258161 4.245336
000301.XSHE 2.82 0.263711 0.044498 3.066549
000400.XSHE 12.14 0.433180 -0.235178 4.048513
000410.XSHE 6.10 0.286810 0.089570 6.059674
000415.XSHE 3.11 0.355925 -0.009143 3.916576
000417.XSHE 6.62 0.404833 0.182237 4.556236
000418.XSHE 7.60 0.515131 0.475356 4.592229
000426.XSHE 5.52 0.415032 0.642893 4.532768
000488.XSHE 2.16 0.286493 0.204515 4.504275
000501.XSHE 8.78 0.401100 0.303255 4.017303
000503.XSHE 9.29 0.401968 0.497215 3.850624
000506.XSHE 6.56 0.359268 0.597965 5.335064
000510.XSHE 5.79 0.456693 0.664253 5.299604
000511.XSHE 3.77 0.219506 0.216610 3.604583
000513.XSHE 14.29 0.391578 0.074037 5.312610
000517.XSHE 2.42 0.439142 0.245615 5.236223
000518.XSHE 3.84 0.319567 0.421644 4.578805
000522.XSHE 18.17 0.303603 -0.198059 5.017139
000525.XSHE 10.51 0.372013 0.003946 4.445132
... ... ... ... ...
600872.XSHG 4.38 0.328523 0.030387 3.045952
600874.XSHG 4.45 0.294068 0.080027 3.421083
600879.XSHG 2.84 0.371954 0.506952 6.466720
600880.XSHG 5.59 0.327740 0.170012 4.534740
600884.XSHG 4.98 0.349704 -0.528401 4.127851
600888.XSHG 6.27 0.545290 1.247856 7.823420
600961.XSHG 10.23 0.343570 -0.309494 3.800917
600963.XSHG 3.96 0.380704 0.014109 4.042333
600978.XSHG 4.12 0.342471 0.552430 4.112738
600983.XSHG 7.18 0.337097 0.399606 4.752997
600993.XSHG 10.24 0.320140 -0.244629 6.845407
600995.XSHG 5.24 0.278491 -0.155994 3.690340
601002.XSHG 10.93 0.455639 1.063363 7.889689
601010.XSHG 3.32 0.338012 0.815647 5.409860
601011.XSHG 4.27 0.388713 0.520873 7.189620
601100.XSHG 7.51 0.392081 0.195090 7.598933
601126.XSHG 6.13 0.288509 0.033670 5.289255
601208.XSHG 5.87 0.323427 0.153747 4.346931
601311.XSHG 8.17 0.347384 -0.496094 5.051207
601519.XSHG 3.08 0.310948 0.223402 3.568943
601616.XSHG 3.68 0.295775 -0.002199 3.428940
601636.XSHG 2.27 0.329893 -0.064486 5.477318
601677.XSHG 10.91 0.325219 0.347066 4.565312
601678.XSHG 3.78 0.272855 0.140380 4.870087
601777.XSHG 5.72 0.256904 -0.129288 3.633333
601801.XSHG 4.75 0.330679 0.319646 5.287287
601880.XSHG 1.13 0.285816 -0.028185 3.410833
601886.XSHG 9.81 0.423693 -0.275868 5.398130
601908.XSHG 3.01 0.293669 0.359123 4.062973
601999.XSHG 5.93 0.414187 0.721711 5.878699
[486 rows x 4 columns], datetime.date(2013, 1, 11): close r_vol r_skew r_kurt
000006.XSHE 4.08 0.369723 -0.881944 4.883541
000021.XSHE 4.44 0.306496 -0.086060 3.372558
000028.XSHE 32.44 0.322313 0.758092 7.318734
000031.XSHE 4.00 0.388232 -0.133189 3.762137
000042.XSHE 9.28 0.379715 -0.141113 4.645500
000050.XSHE 7.57 0.366167 -0.062333 4.268690
000066.XSHE 3.37 0.361816 0.476953 3.967430
000078.XSHE 2.84 0.352592 0.216851 3.131754
000088.XSHE 3.78 0.234065 0.039790 2.680089
000090.XSHE 3.50 0.270070 -0.081578 3.914290
000099.XSHE 7.55 0.335096 0.999026 5.594750
000159.XSHE 6.05 0.289424 -0.312235 3.108750
000301.XSHE 2.81 0.269097 -0.174462 3.218532
000400.XSHE 12.89 0.565659 0.540370 4.300381
000410.XSHE 5.95 0.272450 0.079541 3.213414
000415.XSHE 3.06 0.392855 -0.331478 3.955483
000417.XSHE 6.48 0.619442 0.246673 5.584713
000418.XSHE 7.13 0.314774 -0.397994 4.244261
000426.XSHE 5.52 0.490319 -0.261387 2.993128
000488.XSHE 2.10 0.222335 -0.265717 2.833819
000501.XSHE 8.37 0.327372 0.439026 4.807307
000503.XSHE 8.83 0.384354 -0.111323 2.919301
000506.XSHE 6.38 0.318030 -0.019011 3.661059
000510.XSHE 5.76 0.471716 0.978134 7.577808
000511.XSHE 3.77 0.250961 0.333013 4.324738
000513.XSHE 14.29 0.391829 -1.593605 7.386912
000517.XSHE 2.47 0.376328 1.911016 11.007544
000518.XSHE 4.06 0.496061 0.450208 5.931637
000522.XSHE 19.36 0.422181 0.047504 4.301827
000525.XSHE 10.98 0.430706 0.435795 5.296286
... ... ... ... ...
600872.XSHG 4.29 0.331371 -0.013730 4.337445
600874.XSHG 4.45 0.399614 0.765944 8.011030
600879.XSHG 3.07 0.531418 0.550549 4.756976
600880.XSHG 6.30 0.494443 0.953839 6.077861
600884.XSHG 5.03 0.410829 0.572248 6.703928
600888.XSHG 5.72 0.412755 -0.764792 4.482888
600961.XSHG 9.71 0.302496 -0.222289 4.767088
600963.XSHG 3.80 0.281536 -0.331642 3.752810
600978.XSHG 4.04 0.336455 -0.535040 3.784637
600983.XSHG 6.84 0.275227 -0.404970 5.591728
600993.XSHG 10.37 0.356934 -0.058759 5.956694
600995.XSHG 5.31 0.276374 0.037177 4.085877
601002.XSHG 10.62 0.300679 0.102959 5.158530
601010.XSHG 3.33 0.345076 0.606516 5.450476
601011.XSHG 4.20 0.319981 0.263724 5.301083
601100.XSHG 7.52 0.417892 0.805269 5.336299
601126.XSHG 6.21 0.283764 -0.013195 3.946300
601208.XSHG 6.63 0.555045 0.535091 4.772259
601311.XSHG 8.98 0.486931 0.506510 3.700867
601519.XSHG 3.06 0.392031 0.669516 7.299597
601616.XSHG 3.67 0.288220 0.246646 3.345316
601636.XSHG 2.13 0.310281 -0.532542 4.482644
601677.XSHG 10.77 0.358251 0.270950 5.668015
601678.XSHG 3.81 0.286781 0.280579 5.899713
601777.XSHG 5.70 0.230112 0.023744 3.756642
601801.XSHG 4.96 0.347000 0.130082 3.882302
601880.XSHG 1.12 0.288715 -0.109609 2.171283
601886.XSHG 10.20 0.412062 0.740353 5.809337
601908.XSHG 3.25 0.595840 0.910748 4.525855
601999.XSHG 5.85 0.282858 -0.259512 4.335187
[487 rows x 4 columns], datetime.date(2013, 1, 18): close r_vol r_skew r_kurt
000006.XSHE 4.34 0.334506 0.563905 4.883837
000021.XSHE 4.74 0.348953 0.561627 3.590145
000028.XSHE 34.81 0.368788 0.109646 4.793778
000031.XSHE 4.20 0.323370 0.351476 2.629558
000042.XSHE 9.28 0.379715 -0.141113 4.645500
000050.XSHE 8.63 0.562342 0.903899 4.315745
000066.XSHE 3.48 0.351237 0.104004 3.576534
000078.XSHE 3.18 0.689120 -0.208193 6.036654
000088.XSHE 3.88 0.249767 0.317940 3.126601
000090.XSHE 3.85 0.369980 0.718539 3.935592
000099.XSHE 8.88 0.591876 1.271043 5.897900
000159.XSHE 6.53 0.420699 0.996691 5.074499
000301.XSHE 2.90 0.290760 0.593644 3.573762
000400.XSHE 12.73 0.427071 0.046435 3.923967
000410.XSHE 6.79 0.609900 1.948204 11.770765
000415.XSHE 3.33 0.390303 0.744953 4.103721
000417.XSHE 6.53 0.371961 0.559423 4.725442
000418.XSHE 7.92 0.457242 0.998241 5.391985
000426.XSHE 5.74 0.399378 0.534145 3.441373
000488.XSHE 2.17 0.227413 -0.030650 3.479795
000501.XSHE 8.42 0.270262 0.275768 3.923459
000503.XSHE 10.23 0.441832 0.935978 3.702552
000506.XSHE 6.65 0.289956 0.525264 3.037561
000510.XSHE 6.09 0.475224 0.669836 3.754919
000511.XSHE 3.97 0.260533 0.756958 4.362666
000513.XSHE 14.29 0.391829 -1.593605 7.386912
000517.XSHE 2.38 0.391741 -0.017299 5.363716
000518.XSHE 4.16 0.307320 -0.288676 4.536923
000522.XSHE 20.91 0.469705 0.203974 5.773809
000525.XSHE 12.26 0.444880 0.905124 5.106376
... ... ... ... ...
600872.XSHG 4.92 0.463496 0.827117 5.672427
600874.XSHG 5.34 0.620660 0.717433 11.336045
600879.XSHG 3.63 0.877004 0.586639 4.125358
600880.XSHG 6.19 0.454693 -0.027647 3.875129
600884.XSHG 5.47 0.468115 0.745695 4.729933
600888.XSHG 5.89 0.357864 0.421872 3.437221
600961.XSHG 9.93 0.319501 1.046607 6.119055
600963.XSHG 3.95 0.259399 0.300122 3.636318
600978.XSHG 4.19 0.288850 -0.138486 3.718134
600983.XSHG 7.53 0.305459 0.786578 3.607004
600993.XSHG 12.18 0.439153 0.843285 3.557311
600995.XSHG 5.73 0.391103 0.600012 5.176474
601002.XSHG 11.78 0.601175 0.952333 6.268294
601010.XSHG 3.27 0.280302 0.200945 3.926706
601011.XSHG 4.46 0.342528 0.509910 3.506409
601100.XSHG 8.11 0.396554 0.464224 4.425855
601126.XSHG 6.54 0.309459 0.169872 3.302404
601208.XSHG 6.53 0.320104 0.237118 4.700225
601311.XSHG 9.72 0.552038 0.640427 4.565491
601519.XSHG 3.19 0.354425 0.593128 3.788246
601616.XSHG 3.87 0.356886 0.197184 3.921820
601636.XSHG 2.24 0.343437 0.940833 4.509421
601677.XSHG 11.26 0.384578 0.664384 4.454201
601678.XSHG 4.32 0.528097 1.128341 6.959735
601777.XSHG 5.94 0.240227 0.731234 4.437300
601801.XSHG 4.99 0.362697 0.244661 4.075503
601880.XSHG 1.14 0.233933 0.486902 3.703728
601886.XSHG 11.13 0.443599 1.082812 5.760905
601908.XSHG 3.22 0.382843 0.243920 3.662842
601999.XSHG 6.23 0.403403 1.265532 6.795501
[488 rows x 4 columns], datetime.date(2013, 1, 25): close r_vol r_skew r_kurt
000006.XSHE 4.44 0.546251 0.227418 3.970804
000021.XSHE 4.43 0.325007 -0.099684 4.428491
000028.XSHE 35.12 0.402502 0.504785 6.784259
000031.XSHE 4.07 0.433113 0.217613 5.438209
000042.XSHE 9.28 0.379715 -0.141113 4.645500
000050.XSHE 8.37 0.526153 0.025821 5.260263
000066.XSHE 3.36 0.447605 0.295365 4.252788
000078.XSHE 3.05 0.525729 0.853003 6.046384
000088.XSHE 4.24 0.664118 1.475219 8.656331
000090.XSHE 3.79 0.500549 1.053095 6.506704
000099.XSHE 8.00 0.447369 0.175920 3.364248
000159.XSHE 6.53 0.462525 0.404810 3.998105
000301.XSHE 2.83 0.269430 -0.128732 3.125676
000400.XSHE 14.70 0.667809 0.646344 5.833608
000410.XSHE 6.24 0.374806 -0.133323 7.378515
000415.XSHE 3.59 0.583001 0.752035 5.120528
000417.XSHE 6.17 0.443337 0.152560 3.657148
000418.XSHE 8.03 0.445449 0.035485 4.330302
000426.XSHE 5.35 0.318215 -0.753006 4.833621
000488.XSHE 2.09 0.257825 -0.399099 2.963138
000501.XSHE 8.02 0.341537 -0.048751 4.495804
000503.XSHE 10.68 0.585694 0.007668 4.395536
000506.XSHE 6.48 0.311933 -0.174965 3.366111
000510.XSHE 6.69 0.615360 0.878021 6.040414
000511.XSHE 4.01 0.244919 0.226117 3.476671
000513.XSHE 14.29 0.391829 -1.593605 7.386912
000517.XSHE 2.14 0.287378 -0.414911 4.160852
000518.XSHE 4.01 0.248840 0.075474 2.782575
000522.XSHE 21.30 0.442458 0.235307 6.717657
000525.XSHE 11.66 0.454766 0.415219 4.642011
... ... ... ... ...
600872.XSHG 4.96 0.415701 0.122606 3.724593
600874.XSHG 5.07 0.398572 0.302150 4.924383
600879.XSHG 3.56 0.628603 0.011264 3.560111
600880.XSHG 6.21 0.413545 0.419341 3.219035
600884.XSHG 5.25 0.398082 0.477290 4.857025
600888.XSHG 5.60 0.302704 0.056852 3.351599
600961.XSHG 8.69 0.437686 -0.594101 4.108849
600963.XSHG 3.77 0.281798 -0.093507 3.523234
600978.XSHG 3.94 0.321163 -0.474945 4.193676
600983.XSHG 7.02 0.386492 -0.110779 3.647609
600993.XSHG 11.64 0.417791 -0.101671 3.821321
600995.XSHG 5.37 0.335193 0.093048 4.775477
601002.XSHG 10.92 0.378129 -0.022812 3.526225
601010.XSHG 3.14 0.316252 0.134710 4.714587
601011.XSHG 4.20 0.378598 -0.227039 3.443203
601100.XSHG 7.87 0.401962 -0.354182 5.609409
601126.XSHG 6.14 0.324753 -0.589542 4.637923
601208.XSHG 6.22 0.316791 0.099663 3.629715
601311.XSHG 9.84 0.473544 0.301617 3.680869
601519.XSHG 3.10 0.342576 0.322184 4.916709
601616.XSHG 3.61 0.324677 -0.011857 3.499268
601636.XSHG 2.08 0.315029 -0.123827 3.322157
601677.XSHG 10.49 0.359522 -0.137035 3.399908
601678.XSHG 4.21 0.625484 0.878051 5.747208
601777.XSHG 5.74 0.262750 0.175310 3.617698
601801.XSHG 4.76 0.311360 0.181536 3.339715
601880.XSHG 1.13 0.297638 0.268064 3.040868
601886.XSHG 10.44 0.418769 -0.007377 3.354854
601908.XSHG 2.96 0.336822 -0.261919 4.025266
601999.XSHG 5.89 0.322892 0.007221 3.827913
[488 rows x 4 columns], datetime.date(2013, 2, 1): close r_vol r_skew r_kurt
000006.XSHE 4.64 0.424498 0.376233 4.140091
000021.XSHE 4.55 0.263092 0.257340 3.454097
000028.XSHE 34.18 0.341475 -0.646435 7.236430
000031.XSHE 4.13 0.326616 -0.042809 3.170700
000042.XSHE 9.28 0.379715 -0.141113 4.645500
000050.XSHE 8.73 0.422692 0.504183 4.434938
000066.XSHE 3.36 0.286015 0.286529 3.152880
000078.XSHE 3.09 0.504623 0.646048 5.515884
000088.XSHE 4.36 0.401689 0.537967 5.089651
000090.XSHE 3.82 0.337052 0.125988 3.820593
000099.XSHE 8.17 0.276454 0.285212 4.155264
000159.XSHE 7.48 0.592962 1.862350 8.835319
000301.XSHE 2.96 0.304823 -0.000583 3.730335
000400.XSHE 14.69 0.458568 -0.088432 4.498420
000410.XSHE 6.88 0.659500 1.869032 11.671473
000415.XSHE 3.87 0.497503 0.713969 6.188958
000417.XSHE 6.45 0.331678 0.308916 5.397270
000418.XSHE 8.72 0.516385 0.241825 7.060150
000426.XSHE 5.93 0.404650 0.833534 6.369298
000488.XSHE 2.14 0.228005 0.146224 2.854399
000501.XSHE 8.23 0.240703 -0.122002 4.889321
000503.XSHE 11.15 0.421159 0.533331 4.240062
000506.XSHE 6.69 0.325099 0.399999 6.016659
000510.XSHE 7.95 0.832551 0.611653 4.899921
000511.XSHE 4.08 0.284370 0.362705 3.886695
000513.XSHE 16.80 0.360824 -0.832870 5.078993
000517.XSHE 2.20 0.240437 0.374259 3.621963
000518.XSHE 4.13 0.254424 0.421132 3.137433
000522.XSHE 22.87 0.451445 0.567121 4.635378
000525.XSHE 12.59 0.389857 -0.008585 5.115915
... ... ... ... ...
600872.XSHG 5.26 0.388564 0.596519 4.409740
600874.XSHG 5.30 0.393738 1.018539 8.689867
600879.XSHG 3.65 0.542002 0.505042 4.535830
600880.XSHG 6.05 0.311597 -0.101935 3.782087
600884.XSHG 5.57 0.338289 0.495566 3.932183
600888.XSHG 6.14 0.396460 1.344740 9.956729
600961.XSHG 8.27 0.385330 0.869213 6.717629
600963.XSHG 3.77 0.261647 0.235162 3.574698
600978.XSHG 4.40 0.382382 0.773815 4.880137
600983.XSHG 7.22 0.283644 -0.008821 4.677462
600993.XSHG 11.88 0.396704 -0.086736 4.584971
600995.XSHG 5.87 0.356420 1.108123 4.578467
601002.XSHG 11.21 0.328202 0.568243 4.332179
601010.XSHG 3.17 0.314458 0.232151 7.379002
601011.XSHG 4.32 0.341179 0.914988 6.190405
601100.XSHG 8.30 0.348980 0.526974 5.135141
601126.XSHG 6.18 0.292136 -0.103514 3.720107
601208.XSHG 6.18 0.311822 0.411743 3.917218
601311.XSHG 10.69 0.550444 0.537435 4.095988
601519.XSHG 3.50 0.554519 1.591526 9.092711
601616.XSHG 3.74 0.280078 0.286043 3.193272
601636.XSHG 2.15 0.272053 0.961590 6.784417
601677.XSHG 10.40 0.318770 0.223228 8.489745
601678.XSHG 4.26 0.561179 -0.004164 5.186240
601777.XSHG 6.00 0.261588 0.948716 5.172995
601801.XSHG 5.03 0.260225 0.380921 3.416187
601880.XSHG 1.16 0.342576 0.426564 5.430903
601886.XSHG 10.82 0.415829 -0.369183 5.560842
601908.XSHG 2.99 0.234645 0.155307 3.349894
601999.XSHG 6.24 0.365118 0.958671 6.467504
[487 rows x 4 columns], datetime.date(2013, 2, 8): close r_vol r_skew r_kurt
000006.XSHE 4.71 0.419814 0.364112 4.672165
000021.XSHE 4.56 0.276908 0.161521 4.032105
000028.XSHE 34.28 0.310460 0.226717 3.974911
000031.XSHE 4.53 0.761591 1.832168 12.186790
000042.XSHE 11.17 0.420743 -0.500150 7.681365
000050.XSHE 9.44 0.573288 0.949016 5.335753
000066.XSHE 3.43 0.280623 0.454722 3.357897
000078.XSHE 3.08 0.248366 0.098897 4.770238
000088.XSHE 4.30 0.310987 0.472011 4.282562
000090.XSHE 3.96 0.283206 0.447265 4.840153
000099.XSHE 8.14 0.260528 0.149868 3.869462
000159.XSHE 7.27 0.547698 0.043859 6.132852
000301.XSHE 2.99 0.265512 0.073542 2.665587
000400.XSHE 14.59 0.451855 0.181271 3.925466
000410.XSHE 6.60 0.321683 0.102162 4.635829
000415.XSHE 4.01 0.606855 0.691873 6.938361
000417.XSHE 6.71 0.292826 0.002637 4.597370
000418.XSHE 9.14 0.377747 0.081990 5.445087
000426.XSHE 5.94 0.388506 0.754112 5.749197
000488.XSHE 2.21 0.271573 0.276424 5.501407
000501.XSHE 8.39 0.296290 0.284660 4.518246
000503.XSHE 11.46 0.401857 0.227462 4.942226
000506.XSHE 6.84 0.344054 0.343094 4.038273
000510.XSHE 7.72 0.413344 -0.124020 3.323239
000511.XSHE 4.08 0.231717 0.075141 3.226278
000513.XSHE 18.24 0.549813 1.467857 9.829274
000517.XSHE 2.21 0.236235 0.207859 3.403546
000518.XSHE 4.15 0.252667 0.786003 5.223143
000522.XSHE 24.35 0.445275 0.432799 4.023118
000525.XSHE 12.53 0.310273 0.039293 5.103710
... ... ... ... ...
600872.XSHG 6.05 0.535706 0.804122 5.232701
600874.XSHG 5.27 0.229362 0.586180 4.339320
600879.XSHG 4.19 0.544271 0.605975 5.872183
600880.XSHG 6.13 0.281595 0.092050 4.127825
600884.XSHG 5.54 0.358951 0.475573 4.353424
600888.XSHG 6.07 0.387225 0.278682 4.665685
600961.XSHG 8.45 0.227274 0.193703 4.543361
600963.XSHG 3.83 0.235636 0.066563 2.533296
600978.XSHG 4.41 0.252126 0.121136 4.410191
600983.XSHG 7.58 0.293470 0.420481 3.423551
600993.XSHG 12.56 0.346361 0.324662 5.517529
600995.XSHG 5.82 0.240556 0.006000 3.179453
601002.XSHG 11.52 0.350491 0.317658 3.330810
601010.XSHG 3.19 0.197244 0.445408 5.320231
601011.XSHG 4.48 0.359198 -0.019929 4.411806
601100.XSHG 8.75 0.351812 0.295043 5.264758
601126.XSHG 6.39 0.220195 0.432578 4.529800
601208.XSHG 6.58 0.307918 1.424581 6.857346
601311.XSHG 11.08 0.409857 0.223083 3.829989
601519.XSHG 3.39 0.408055 -0.254179 4.209077
601616.XSHG 3.72 0.240099 0.039451 4.016491
601636.XSHG 2.28 0.336696 1.039794 6.583757
601677.XSHG 10.77 0.291398 1.321250 7.475283
601678.XSHG 4.16 0.393994 0.840880 4.721159
601777.XSHG 6.16 0.250874 0.432398 4.922414
601801.XSHG 4.88 0.243068 -0.090652 4.717089
601880.XSHG 1.17 0.268567 0.135080 2.858949
601886.XSHG 10.88 0.279579 0.216381 3.498504
601908.XSHG 3.30 0.389714 1.705711 7.910815
601999.XSHG 6.22 0.235979 0.576174 4.633399
[487 rows x 4 columns], datetime.date(2013, 2, 22): close r_vol r_skew r_kurt
000006.XSHE 4.27 0.339430 -0.198281 4.374074
000021.XSHE 4.45 0.237493 -0.113516 3.059223
000028.XSHE 32.98 0.359169 -0.008225 4.330227
000031.XSHE 4.22 0.406059 -0.200388 4.877401
000042.XSHE 11.33 0.442991 0.571648 5.519282
000050.XSHE 10.65 0.528276 0.666213 3.791284
000066.XSHE 3.34 0.292914 -0.002152 2.683740
000078.XSHE 3.13 0.439826 0.431230 8.509210
000088.XSHE 4.11 0.296059 -0.344067 4.257587
000090.XSHE 3.71 0.294295 -0.206247 4.232913
000099.XSHE 8.16 0.245050 0.130940 4.819209
000159.XSHE 6.81 0.266190 0.026183 4.538215
000301.XSHE 2.89 0.266995 -0.182975 2.872240
000400.XSHE 13.99 0.393977 -0.714305 6.671354
000410.XSHE 6.37 0.267108 -0.332010 4.200684
000415.XSHE 3.61 0.392995 -0.242654 3.960660
000417.XSHE 6.34 0.302769 -0.066260 3.691315
000418.XSHE 8.60 0.527654 0.286627 3.392281
000426.XSHE 5.45 0.260918 -0.514112 5.247218
000488.XSHE 2.13 0.262410 0.102050 4.604437
000501.XSHE 8.16 0.261518 -0.083185 3.509362
000503.XSHE 12.92 0.580374 0.402550 5.661719
000506.XSHE 6.34 0.237226 0.042891 5.728236
000510.XSHE 7.95 0.668762 0.968801 6.362319
000511.XSHE 3.95 0.216246 -0.000418 2.849008
000513.XSHE 18.94 0.596256 -0.676384 7.046310
000517.XSHE 2.14 0.229399 -0.424943 5.170898
000518.XSHE 4.11 0.290079 0.684425 6.159652
000522.XSHE 25.11 0.588510 -0.371584 4.948738
000525.XSHE 12.26 0.396993 0.402554 4.341579
... ... ... ... ...
600874.XSHG 6.16 0.583530 1.182746 7.279035
600879.XSHG 4.17 0.604428 0.355963 4.391298
600880.XSHG 6.62 0.426470 1.244490 5.183159
600884.XSHG 5.19 0.289040 0.075931 5.093764
600888.XSHG 5.74 0.231244 -0.244396 3.424190
600961.XSHG 8.42 0.268489 0.271353 4.286791
600963.XSHG 3.88 0.371882 0.339223 4.890339
600978.XSHG 4.42 0.368575 0.534046 4.274489
600983.XSHG 7.99 0.386992 0.720768 5.370751
600993.XSHG 12.47 0.364873 0.653153 5.978048
600995.XSHG 5.55 0.231498 -0.325942 3.443476
601002.XSHG 10.76 0.308563 -0.209451 4.009874
601010.XSHG 3.15 0.258715 0.307017 4.925836
601011.XSHG 4.22 0.240316 0.298695 6.230040
601100.XSHG 7.85 0.387640 -0.402710 3.647698
601126.XSHG 6.57 0.333517 -0.087825 3.299742
601208.XSHG 6.38 0.324410 -0.355809 3.288243
601311.XSHG 10.77 0.523359 0.168213 4.571198
601515.XSHG 4.67 0.217598 -0.025502 4.114893
601519.XSHG 3.24 0.335276 0.135681 4.883196
601616.XSHG 3.85 0.312453 0.581974 5.115748
601636.XSHG 2.29 0.494734 0.816455 4.597328
601677.XSHG 10.36 0.217848 -0.065120 4.306212
601678.XSHG 4.08 0.428124 0.511567 5.200241
601777.XSHG 6.04 0.375575 0.679804 5.931172
601801.XSHG 5.12 0.295457 0.201742 4.629312
601880.XSHG 1.14 0.258153 -0.054012 2.769245
601886.XSHG 10.46 0.358728 -0.219691 5.035521
601908.XSHG 3.22 0.477570 0.279208 5.272496
601999.XSHG 6.38 0.272271 0.194039 3.449889
[488 rows x 4 columns], datetime.date(2013, 3, 1): close r_vol r_skew r_kurt
000006.XSHE 4.34 0.345365 0.131574 4.650964
000021.XSHE 4.51 0.257650 -0.099404 3.519167
000028.XSHE 32.49 0.273709 0.197328 3.645285
000031.XSHE 4.26 0.327654 0.730626 4.604486
000042.XSHE 10.83 0.345204 -0.414494 4.668455
000050.XSHE 10.66 0.598138 0.578847 4.497329
000066.XSHE 3.28 0.293677 0.214372 2.931138
000078.XSHE 3.20 0.267775 -0.085682 4.340659
000088.XSHE 4.09 0.251246 -0.001310 3.015805
000090.XSHE 3.74 0.231378 0.461384 3.704377
000099.XSHE 8.29 0.269264 0.491382 5.382316
000159.XSHE 6.87 0.250558 0.372545 4.524869
000301.XSHE 2.89 0.281172 -0.004268 2.869368
000400.XSHE 14.09 0.292526 -0.152729 4.677412
000410.XSHE 6.79 0.510529 2.089011 12.306748
000415.XSHE 3.83 0.343704 0.634878 3.854110
000417.XSHE 6.36 0.261695 0.133925 4.578511
000418.XSHE 8.76 0.334538 0.135038 3.636772
000426.XSHE 5.44 0.240740 -0.019052 3.134504
000488.XSHE 2.12 0.218096 0.007985 3.500137
000501.XSHE 8.10 0.254408 0.258387 4.215187
000503.XSHE 14.45 0.612400 0.516085 4.960324
000506.XSHE 6.39 0.230656 -0.107272 3.696185
000510.XSHE 8.58 0.594841 0.937020 5.882079
000511.XSHE 4.04 0.219005 -0.260375 3.000894
000513.XSHE 19.45 0.562389 0.546332 5.228677
000517.XSHE 2.11 0.234465 -0.163006 3.238288
000518.XSHE 4.23 0.284593 0.107954 4.711172
000522.XSHE 25.87 0.399608 0.180797 3.680489
000525.XSHE 13.12 0.380834 0.292587 3.782538
... ... ... ... ...
600874.XSHG 8.43 0.818595 2.429377 13.783107
600879.XSHG 4.41 0.514277 0.385724 4.890433
600880.XSHG 6.65 0.394383 0.156158 4.081080
600884.XSHG 5.20 0.288496 0.276822 3.824514
600888.XSHG 5.55 0.255424 -0.727862 4.522035
600961.XSHG 7.94 0.278700 -0.918388 6.737284
600963.XSHG 3.73 0.265083 -0.234812 3.022717
600978.XSHG 4.79 0.479381 1.182611 7.480133
600983.XSHG 8.23 0.417432 0.393300 4.851353
600993.XSHG 12.55 0.305885 0.175529 3.926313
600995.XSHG 5.67 0.236879 0.513931 3.416909
601002.XSHG 10.79 0.254227 0.052444 4.717527
601010.XSHG 3.29 0.220137 0.377527 3.444862
601011.XSHG 4.26 0.220059 0.453091 3.126084
601100.XSHG 8.02 0.382572 0.962460 5.277849
601126.XSHG 6.65 0.333182 0.417414 7.350376
601208.XSHG 6.71 0.324579 0.249406 3.276119
601311.XSHG 11.14 0.423748 0.229168 4.071992
601515.XSHG 4.66 0.212003 -0.139738 3.603186
601519.XSHG 3.34 0.333699 0.778252 5.647240
601616.XSHG 3.87 0.283188 0.085507 3.534236
601636.XSHG 2.42 0.329109 0.595747 5.217305
601677.XSHG 10.18 0.200733 -0.415323 3.909030
601678.XSHG 4.12 0.635885 2.194943 11.971001
601777.XSHG 6.19 0.243097 0.677289 4.211000
601801.XSHG 5.23 0.309207 0.284210 4.461251
601880.XSHG 1.14 0.246763 0.148526 2.848754
601886.XSHG 10.84 0.290597 0.258378 4.664368
601908.XSHG 3.58 0.590803 1.429277 5.946636
601999.XSHG 6.61 0.371447 0.861215 5.184179
[488 rows x 4 columns], datetime.date(2013, 3, 8): close r_vol r_skew r_kurt
000006.XSHE 3.87 0.421880 -0.190362 9.396899
000021.XSHE 4.59 0.390902 0.993427 5.753374
000028.XSHE 30.84 0.524738 -0.667110 5.374791
000031.XSHE 3.86 0.353218 0.164654 4.097425
000042.XSHE 10.11 0.546185 -0.352140 7.153889
000050.XSHE 10.97 0.644951 0.610161 4.597762
000066.XSHE 3.35 0.404233 0.695540 6.220727
000078.XSHE 3.13 0.339215 0.769235 7.505675
000088.XSHE 4.06 0.375802 0.477292 4.480298
000090.XSHE 3.69 0.450384 0.521709 3.897456
000099.XSHE 8.24 0.297621 0.252460 5.164107
000159.XSHE 6.71 0.322516 0.315533 5.168911
000301.XSHE 2.88 0.261693 0.081790 3.233419
000400.XSHE 14.11 0.388698 -0.199941 4.449730
000410.XSHE 6.73 0.434319 0.193796 5.682283
000415.XSHE 3.52 0.561730 0.760444 7.648858
000417.XSHE 6.01 0.274149 -0.090764 4.065000
000418.XSHE 8.46 0.496937 0.396909 5.628473
000426.XSHE 5.21 0.375486 0.371255 3.674985
000488.XSHE 2.07 0.279161 -0.256382 4.134916
000501.XSHE 8.04 0.288687 0.085728 4.359861
000503.XSHE 13.76 0.796427 -0.379355 3.901746
000506.XSHE 6.02 0.336994 0.362719 4.280864
000510.XSHE 8.31 0.799811 1.255096 7.141382
000511.XSHE 3.99 0.310105 0.249836 5.559120
000513.XSHE 20.07 0.554218 0.487788 4.624900
000517.XSHE 1.94 0.270397 -0.120184 4.279951
000518.XSHE 4.21 0.358899 0.399763 4.865998
000522.XSHE 24.68 0.529316 0.131524 4.026332
000525.XSHE 13.04 0.419615 0.224017 4.540086
... ... ... ... ...
600874.XSHG 8.69 1.004850 0.381203 5.734313
600879.XSHG 4.00 0.521198 -0.643253 7.522117
600880.XSHG 6.38 0.378856 0.010316 3.421972
600884.XSHG 5.25 0.352120 1.084350 5.580795
600888.XSHG 5.43 0.283591 0.107880 3.648785
600961.XSHG 7.87 0.290801 0.655792 7.417603
600963.XSHG 3.79 0.345918 0.821285 4.906737
600978.XSHG 4.57 0.388291 0.040642 4.009172
600983.XSHG 8.28 0.357938 0.720117 4.477056
600993.XSHG 12.51 0.380179 0.053190 3.772652
600995.XSHG 5.60 0.322724 0.621081 4.496273
601002.XSHG 10.75 0.361937 0.657844 5.937745
601010.XSHG 3.25 0.301363 0.159815 3.925765
601011.XSHG 4.10 0.315274 0.140611 4.546843
601100.XSHG 7.19 0.405305 -0.045186 5.113926
601126.XSHG 6.73 0.474688 0.577450 7.228734
601208.XSHG 6.81 0.374059 0.697497 4.710037
601311.XSHG 10.97 0.560056 0.470677 4.336755
601515.XSHG 4.50 0.267766 0.060369 5.925738
601519.XSHG 3.52 0.580509 0.338148 5.061933
601616.XSHG 3.89 0.408400 0.421990 4.860515
601636.XSHG 2.19 0.434947 -0.112986 5.264068
601677.XSHG 10.02 0.237254 0.041476 4.504381
601678.XSHG 3.73 0.331038 0.246476 4.671809
601777.XSHG 6.19 0.321493 0.508593 4.489313
601801.XSHG 5.10 0.349015 0.158091 4.290104
601880.XSHG 1.14 0.276543 0.255941 3.361032
601886.XSHG 9.76 0.356285 -1.208564 9.620476
601908.XSHG 3.47 0.535320 0.183830 3.618446
601999.XSHG 6.43 0.346376 -0.111052 4.097602
[488 rows x 4 columns], datetime.date(2013, 3, 15): close r_vol r_skew r_kurt
000006.XSHE 3.66 0.362150 0.140595 2.805252
000021.XSHE 4.37 0.310293 0.194615 3.567848
000028.XSHE 32.60 0.295058 0.732437 6.477257
000031.XSHE 3.67 0.285473 -0.240216 3.058106
000042.XSHE 9.80 0.436562 0.139451 4.631532
000050.XSHE 10.43 0.650696 0.210419 3.820484
000066.XSHE 3.23 0.364487 0.341218 4.434924
000078.XSHE 2.92 0.353742 0.349677 7.336523
000088.XSHE 4.11 0.345736 1.352529 7.833447
000090.XSHE 3.59 0.414865 0.335761 3.880810
000099.XSHE 7.72 0.334402 -0.070392 4.647745
000159.XSHE 6.34 0.313825 -0.131435 4.084853
000301.XSHE 2.78 0.243986 -0.113689 3.124145
000400.XSHE 14.46 0.479113 0.227723 4.162201
000410.XSHE 6.44 0.312631 -0.396796 4.005187
000415.XSHE 3.49 0.366379 0.196117 3.468505
000417.XSHE 5.53 0.360638 0.730039 8.161714
000418.XSHE 7.86 0.375311 0.137093 4.498454
000426.XSHE 4.98 0.414699 0.463757 4.643629
000488.XSHE 2.01 0.228980 -0.233414 2.644380
000501.XSHE 7.51 0.323033 -0.265179 4.175357
000503.XSHE 14.37 0.510052 0.330516 3.593805
000506.XSHE 5.87 0.293359 -0.336142 4.202240
000510.XSHE 7.96 0.487088 -0.033538 3.411048
000511.XSHE 3.99 0.284702 0.826589 6.020053
000513.XSHE 19.18 0.529528 0.155841 4.479522
000517.XSHE 1.89 0.338420 -0.854485 7.594293
000518.XSHE 4.11 0.304616 -0.160577 3.694863
000522.XSHE 23.27 0.428109 -0.445903 5.212784
000525.XSHE 12.69 0.515789 0.290636 3.271035
... ... ... ... ...
600872.XSHG 5.68 0.477566 0.371910 5.676182
600874.XSHG 8.91 0.675768 0.960716 4.916179
600879.XSHG 3.96 0.403767 0.212498 5.377753
600880.XSHG 5.99 0.335956 -0.029884 4.484280
600884.XSHG 5.00 0.356735 -0.147711 3.799345
600888.XSHG 5.59 0.414968 1.305367 7.907852
600963.XSHG 3.63 0.305911 0.194552 4.295399
600978.XSHG 4.51 0.395750 0.082856 4.331311
600983.XSHG 8.26 0.396984 0.458272 4.986394
600993.XSHG 12.04 0.350084 0.613821 5.871285
600995.XSHG 5.41 0.283029 -0.080788 5.590407
601002.XSHG 10.29 0.294005 0.133919 4.502651
601010.XSHG 3.00 0.324447 -1.163900 5.207717
601011.XSHG 4.01 0.315932 0.291974 4.716632
601100.XSHG 6.98 0.350380 -0.169837 3.287742
601126.XSHG 6.66 0.422538 0.474871 6.533066
601208.XSHG 6.16 0.416542 -0.209723 3.762269
601311.XSHG 11.26 0.577439 0.049789 3.650369
601515.XSHG 4.24 0.348041 -0.211495 3.823504
601519.XSHG 3.34 0.665895 0.786689 9.229613
601616.XSHG 3.77 0.302115 0.415777 5.351334
601636.XSHG 2.17 0.347128 0.011663 4.434705
601677.XSHG 9.97 0.337861 0.009426 5.179013
601678.XSHG 3.55 0.280373 -0.278518 4.184297
601777.XSHG 5.99 0.244988 0.008188 3.872054
601801.XSHG 4.78 0.330166 -0.795699 5.045219
601880.XSHG 1.11 0.283656 0.144696 2.874962
601886.XSHG 9.19 0.383854 -0.246015 4.370602
601908.XSHG 3.28 0.514276 0.369902 3.943915
601999.XSHG 5.98 0.324717 -0.731903 5.355124
[488 rows x 4 columns], datetime.date(2013, 3, 22): close r_vol r_skew r_kurt
000006.XSHE 3.93 0.296538 1.179443 5.301530
000021.XSHE 4.51 0.381600 0.732697 5.650080
000028.XSHE 35.13 0.530676 0.276672 6.917018
000031.XSHE 3.80 0.285434 0.431937 3.741332
000042.XSHE 10.53 0.315828 0.800298 4.297215
000050.XSHE 11.40 0.607855 0.216020 5.387258
000066.XSHE 3.35 0.298393 0.403955 3.324806
000078.XSHE 3.07 0.367147 1.424771 8.178908
000088.XSHE 4.25 0.235095 0.507692 4.358805
000090.XSHE 3.71 0.291527 0.598503 4.579493
000099.XSHE 7.76 0.274411 0.432938 5.446549
000159.XSHE 6.39 0.269653 0.046119 3.799898
000301.XSHE 2.84 0.254472 0.242606 2.988001
000400.XSHE 13.41 0.562725 -0.028013 5.858951
000410.XSHE 6.28 0.327423 -0.185996 4.195992
000415.XSHE 3.60 0.367943 0.795310 4.653063
000417.XSHE 5.64 0.326055 0.529734 6.112849
000418.XSHE 8.36 0.453435 0.509012 4.534767
000426.XSHE 5.08 0.350335 0.693707 4.021507
000488.XSHE 2.10 0.252248 0.250341 3.827868
000501.XSHE 7.61 0.270913 0.557718 4.824533
000503.XSHE 15.32 0.461083 0.374898 3.916607
000506.XSHE 6.12 0.263046 0.887341 4.666312
000510.XSHE 7.76 0.708102 1.053940 6.301666
000511.XSHE 4.67 0.568474 1.425316 10.543093
000513.XSHE 19.62 0.553226 0.381817 4.234208
000517.XSHE 1.94 0.251364 0.546165 4.123317
000518.XSHE 4.18 0.280154 0.978539 5.046248
000522.XSHE 23.27 0.416950 -1.021709 5.439462
000525.XSHE 13.29 0.516877 1.281382 7.180308
... ... ... ... ...
600872.XSHG 6.32 0.388190 1.303071 6.006161
600874.XSHG 9.61 0.555885 0.382089 6.818164
600879.XSHG 4.13 0.333853 -0.142772 4.482239
600880.XSHG 6.11 0.290809 0.227715 3.756518
600884.XSHG 5.16 0.316422 0.738604 4.074947
600888.XSHG 5.54 0.332669 0.441002 3.646920
600963.XSHG 3.75 0.310281 0.700405 5.787763
600978.XSHG 4.80 0.304614 0.618953 4.402158
600983.XSHG 8.10 0.367462 0.072896 3.814988
600993.XSHG 12.06 0.418176 -0.097131 4.643531
600995.XSHG 5.66 0.323046 0.403622 5.464031
601002.XSHG 10.48 0.371549 0.989307 10.760216
601010.XSHG 2.97 0.238980 -0.178997 3.187906
601011.XSHG 4.02 0.250956 -0.025897 5.312042
601100.XSHG 7.45 0.445935 0.744345 5.179915
601126.XSHG 6.69 0.341557 0.040989 3.599247
601208.XSHG 6.15 0.249887 0.095821 3.433280
601311.XSHG 11.81 0.465021 0.525229 3.898763
601515.XSHG 4.30 0.214899 0.260306 3.784985
601519.XSHG 3.43 0.413094 0.573112 5.555865
601616.XSHG 3.88 0.270353 0.281038 3.535335
601636.XSHG 2.06 0.316670 0.197398 3.556361
601677.XSHG 9.85 0.494935 -0.078424 7.799016
601678.XSHG 3.48 0.273818 0.317966 6.676407
601777.XSHG 6.11 0.278079 0.757266 4.616074
601801.XSHG 4.92 0.266089 0.061494 3.598427
601880.XSHG 1.12 0.258713 0.150472 2.728424
601886.XSHG 9.17 0.442929 0.479450 5.777527
601908.XSHG 3.58 0.554365 1.044881 8.014438
601999.XSHG 6.09 0.279666 0.437742 3.973097
[489 rows x 4 columns], datetime.date(2013, 3, 29): close r_vol r_skew r_kurt
000006.XSHE 3.77 0.287088 0.064980 4.568090
000021.XSHE 4.29 0.286520 0.023667 3.208797
000028.XSHE 34.25 0.406011 0.238223 4.251561
000031.XSHE 3.61 0.259383 -0.220546 3.768098
000042.XSHE 10.31 0.440954 0.176498 4.073503
000050.XSHE 11.34 0.539208 0.178066 4.095584
000066.XSHE 3.17 0.394302 0.401517 4.154899
000078.XSHE 2.87 0.313494 -0.345348 4.321449
000088.XSHE 4.02 0.276483 -0.163787 3.497428
000090.XSHE 3.89 0.459799 1.098017 5.230559
000099.XSHE 7.48 0.291300 0.704334 5.134944
000159.XSHE 5.93 0.269842 -0.355733 3.345033
000301.XSHE 2.74 0.262064 0.065402 2.927384
000400.XSHE 13.19 0.428653 0.301548 5.898819
000410.XSHE 6.24 0.288185 0.347123 3.990307
000415.XSHE 3.40 0.384163 0.440243 5.963550
000417.XSHE 5.28 0.249776 -0.188172 3.182821
000418.XSHE 9.23 0.451376 0.943025 5.763418
000426.XSHE 4.79 0.302861 -0.172941 3.717845
000488.XSHE 2.00 0.253604 0.055199 3.007065
000501.XSHE 7.51 0.295247 0.481451 6.869505
000503.XSHE 12.47 0.770256 -1.201667 7.843263
000506.XSHE 5.83 0.238981 -0.433199 5.975566
000510.XSHE 7.51 0.502835 0.402298 6.201274
000511.XSHE 4.54 0.423622 0.112458 3.976107
000513.XSHE 18.97 0.387022 0.093150 3.851918
000517.XSHE 1.84 0.230513 0.217075 4.373404
000518.XSHE 4.04 0.307567 0.408670 3.890217
000522.XSHE 23.27 0.416950 -1.021709 5.439462
000525.XSHE 13.68 0.449634 0.043725 3.815828
... ... ... ... ...
600872.XSHG 6.17 0.485092 0.410020 6.038207
600874.XSHG 8.74 0.570769 0.377477 4.781058
600879.XSHG 3.91 0.343886 -0.495169 6.057049
600880.XSHG 5.80 0.281178 -0.703509 6.243988
600884.XSHG 5.32 0.469976 0.647626 5.050247
600888.XSHG 5.11 0.271448 -0.095772 4.587940
600963.XSHG 3.56 0.257759 -0.380013 2.866726
600978.XSHG 4.73 0.389264 0.188522 4.402748
600983.XSHG 7.89 0.306111 0.157659 3.381925
600993.XSHG 12.26 0.322890 0.012802 3.448913
600995.XSHG 5.36 0.293572 0.463156 4.586286
601002.XSHG 9.61 0.211330 -0.386209 3.855092
601010.XSHG 3.02 0.269606 0.156122 3.749593
601011.XSHG 3.82 0.258119 -0.053548 4.380632
601100.XSHG 6.96 0.430133 0.144393 5.229719
601126.XSHG 6.22 0.338209 0.093790 5.631579
601208.XSHG 5.83 0.248141 -0.071803 4.226678
601311.XSHG 11.87 0.478545 0.506840 4.009697
601515.XSHG 4.14 0.250822 0.241238 4.445343
601519.XSHG 3.34 0.412881 0.372856 6.609528
601616.XSHG 3.73 0.264086 0.093152 3.285125
601636.XSHG 2.28 0.839499 2.131947 14.215134
601677.XSHG 9.32 0.276772 0.001176 5.022083
601678.XSHG 3.28 0.250412 0.004552 3.963484
601777.XSHG 5.77 0.242319 -0.581807 4.040055
601801.XSHG 4.56 0.253717 -0.345982 3.925553
601880.XSHG 1.08 0.269271 0.108884 3.153457
601886.XSHG 9.43 0.450986 0.389894 6.961924
601908.XSHG 3.27 0.410900 0.365002 5.980233
601999.XSHG 5.65 0.257475 -0.227470 3.190486
[489 rows x 4 columns], datetime.date(2013, 4, 9): close r_vol r_skew r_kurt
000006.XSHE 3.93 0.318157 0.495891 4.412351
000021.XSHE 4.20 0.293687 0.362959 5.292665
000028.XSHE 33.33 0.462227 -0.011690 4.474076
000031.XSHE 3.71 0.300308 0.488646 3.975447
000042.XSHE 10.91 0.428319 0.976520 7.342651
000050.XSHE 11.64 0.627915 0.424299 5.103717
000066.XSHE 3.10 0.283735 0.444706 3.367512
000078.XSHE 3.29 0.778588 0.550371 3.841596
000088.XSHE 4.03 0.308447 0.672362 4.775193
000090.XSHE 3.73 0.394225 -0.019823 5.396591
000099.XSHE 7.62 0.288449 0.656511 5.156256
000159.XSHE 5.91 0.231761 0.088481 3.383499
000301.XSHE 2.75 0.259083 0.085684 2.872107
000400.XSHE 12.54 0.371103 -0.117918 5.146978
000410.XSHE 6.18 0.306195 0.223848 3.233747
000415.XSHE 3.26 0.282522 0.175063 3.313183
000417.XSHE 5.44 0.235148 0.297961 3.453560
000418.XSHE 8.17 0.609323 -0.062614 6.415423
000426.XSHE 4.96 0.329557 0.998261 4.676239
000488.XSHE 2.09 0.305408 -0.091944 4.415384
000501.XSHE 7.48 0.321544 0.524287 6.967095
000503.XSHE 13.68 0.444985 0.528463 3.778143
000506.XSHE 6.48 0.454756 0.678433 4.701194
000510.XSHE 6.37 0.618548 -0.015780 9.663280
000511.XSHE 4.79 0.325683 0.586639 4.421996
000513.XSHE 17.79 0.390017 -0.393003 4.955796
000517.XSHE 1.83 0.260036 0.087221 4.268782
000518.XSHE 4.52 0.599789 1.090670 8.209872
000522.XSHE 23.27 0.416950 -1.021709 5.439462
000525.XSHE 13.73 0.489954 0.501856 5.343022
... ... ... ... ...
600872.XSHG 6.06 0.383439 0.062966 3.387912
600874.XSHG 8.36 0.619687 0.402674 4.191863
600879.XSHG 4.12 0.396806 0.912280 4.440044
600880.XSHG 5.61 0.305928 -0.114439 5.347218
600884.XSHG 5.61 0.427545 0.912363 6.254734
600888.XSHG 5.13 0.254310 0.454060 3.964007
600963.XSHG 3.53 0.246771 0.063372 3.082207
600978.XSHG 5.01 0.388682 0.790468 4.161159
600983.XSHG 7.80 0.289920 0.104359 3.356939
600993.XSHG 11.76 0.356338 0.272827 4.664085
600995.XSHG 5.29 0.242963 0.135572 3.210873
601002.XSHG 9.70 0.202156 0.613820 4.676046
601010.XSHG 2.92 0.210806 0.282819 4.184815
601011.XSHG 3.77 0.201997 0.129334 3.643634
601100.XSHG 7.43 0.490062 0.473845 4.542635
601126.XSHG 6.25 0.300090 0.307279 4.687234
601208.XSHG 5.83 0.263274 0.052841 5.760522
601311.XSHG 11.64 0.453347 0.026068 3.262518
601515.XSHG 4.24 0.304422 0.729124 5.127785
601519.XSHG 3.53 0.422661 0.879768 6.768303
601616.XSHG 3.63 0.264197 0.660056 4.371666
601636.XSHG 1.98 0.435151 -0.708901 8.989596
601677.XSHG 8.98 0.263534 0.393383 4.110641
601678.XSHG 3.34 0.224865 -0.066756 5.361805
601777.XSHG 5.80 0.270109 0.344363 4.001624
601801.XSHG 4.47 0.276110 0.246046 4.008084
601880.XSHG 1.08 0.276394 0.284971 2.862838
601886.XSHG 9.37 0.400709 0.434389 4.363769
601908.XSHG 3.40 0.477113 0.768005 6.382848
601999.XSHG 5.61 0.318272 0.405877 3.588136
[489 rows x 4 columns], datetime.date(2013, 4, 16): close r_vol r_skew r_kurt
000006.XSHE 4.04 0.369195 0.877324 6.054681
000021.XSHE 4.12 0.266383 -0.301732 3.679733
000028.XSHE 31.02 0.306964 -0.231135 6.900644
000031.XSHE 3.78 0.319545 0.473615 3.917382
000042.XSHE 10.94 0.371517 0.724327 4.739291
000050.XSHE 11.90 0.573033 -0.066315 5.149211
000066.XSHE 3.07 0.294576 0.402959 4.374137
000078.XSHE 3.12 0.444515 0.286980 4.890609
000088.XSHE 3.95 0.228349 0.154381 3.712097
000090.XSHE 4.10 0.630564 1.191372 7.559260
000099.XSHE 7.44 0.335642 0.625891 7.219503
000159.XSHE 5.80 0.291822 -0.285868 4.528901
000301.XSHE 2.72 0.276216 -0.128778 3.062152
000400.XSHE 12.44 0.347258 -0.256587 5.528999
000410.XSHE 5.84 0.265026 -0.467205 4.433425
000415.XSHE 3.36 0.252222 -0.237359 3.798411
000417.XSHE 5.35 0.261792 0.178102 4.203540
000418.XSHE 7.60 0.314165 0.104778 3.616350
000426.XSHE 4.54 0.321175 -0.101918 3.196018
000488.XSHE 2.10 0.416294 1.033455 10.084621
000501.XSHE 7.71 0.405473 1.470612 10.215901
000503.XSHE 13.18 0.418812 0.227082 3.964063
000506.XSHE 6.42 0.430346 0.387393 4.797982
000510.XSHE 6.20 0.441703 0.743592 7.091456
000511.XSHE 4.62 0.375664 0.092211 3.865778
000513.XSHE 17.01 0.340013 0.390627 4.860647
000517.XSHE 1.89 0.337120 0.913837 7.949781
000518.XSHE 4.17 0.425654 0.132266 3.599822
000522.XSHE 23.27 0.416950 -1.021709 5.439462
000525.XSHE 13.37 0.459091 0.031451 4.562191
... ... ... ... ...
600872.XSHG 6.08 0.324691 0.204534 6.076369
600874.XSHG 8.46 0.543694 1.261809 7.406960
600879.XSHG 3.84 0.342277 -0.151944 7.100093
600880.XSHG 5.50 0.247008 -0.056401 4.645396
600884.XSHG 5.32 0.411792 0.175144 4.068413
600888.XSHG 4.97 0.283512 0.324135 4.033686
600963.XSHG 3.49 0.278219 0.645090 6.737607
600978.XSHG 4.48 0.398609 -0.167670 4.558675
600983.XSHG 7.51 0.449167 0.352035 6.630532
600993.XSHG 11.32 0.318469 -0.122551 4.544161
600995.XSHG 5.05 0.253356 -0.220624 5.331536
601002.XSHG 9.64 0.288772 0.370747 5.440651
601010.XSHG 2.93 0.225979 0.267845 4.337725
601011.XSHG 3.62 0.240292 0.120232 4.466198
601100.XSHG 7.28 0.453653 0.442157 4.712468
601126.XSHG 6.41 0.237443 0.736705 3.869648
601208.XSHG 5.84 0.416150 0.947818 7.337711
601311.XSHG 10.91 0.343167 -0.148062 2.789765
601515.XSHG 4.19 0.220583 -0.140383 5.759371
601519.XSHG 3.38 0.317499 0.069051 3.213960
601616.XSHG 3.52 0.218645 -0.073550 2.665818
601636.XSHG 1.95 0.264943 -0.009500 3.227213
601677.XSHG 8.78 0.374840 0.902293 6.802554
601678.XSHG 3.24 0.222570 -0.213957 3.953604
601777.XSHG 5.59 0.299115 -0.973405 7.720578
601801.XSHG 4.24 0.333707 -0.064574 3.841011
601880.XSHG 1.06 0.280175 -0.136271 2.737301
601886.XSHG 9.91 0.391507 0.978449 7.308416
601908.XSHG 3.18 0.352958 0.124202 4.365242
601999.XSHG 5.48 0.263606 -0.011456 5.510002
[489 rows x 4 columns], datetime.date(2013, 4, 23): close r_vol r_skew r_kurt
000006.XSHE 3.89 0.289116 -0.067885 4.830912
000021.XSHE 4.00 0.272123 -0.061857 3.654441
000028.XSHE 29.88 0.319152 0.326991 7.015465
000031.XSHE 3.66 0.278584 -0.209086 3.911203
000042.XSHE 10.42 0.305754 0.198942 4.334608
000050.XSHE 12.29 0.485212 0.531241 3.626059
000066.XSHE 3.04 0.295584 0.167742 2.580672
000078.XSHE 3.09 0.315369 0.221676 6.644478
000088.XSHE 3.84 0.277991 0.308988 3.823980
000090.XSHE 3.82 0.332273 -0.154098 3.865538
000099.XSHE 7.58 0.240963 0.162289 3.968654
000159.XSHE 5.79 0.298757 1.073770 7.955971
000301.XSHE 2.72 0.256300 -0.100381 2.500795
000400.XSHE 14.67 0.398514 0.858341 4.808159
000410.XSHE 5.68 0.242888 -0.140968 3.322215
000415.XSHE 3.36 0.279365 0.259595 3.660661
000417.XSHE 5.34 0.223177 0.365844 5.425815
000418.XSHE 7.42 0.344417 -0.139831 3.835665
000426.XSHE 4.40 0.286437 0.023204 3.833789
000488.XSHE 2.09 0.257394 0.456639 4.284234
000501.XSHE 7.84 0.339174 -0.101737 5.314179
000503.XSHE 14.74 0.435166 0.696110 4.381897
000506.XSHE 6.47 0.373970 0.269799 4.970588
000510.XSHE 6.26 0.445693 0.636621 5.482262
000511.XSHE 4.27 0.341702 0.030350 4.459100
000513.XSHE 17.03 0.317932 0.184457 6.045589
000517.XSHE 1.87 0.264362 0.656709 5.037571
000518.XSHE 4.17 0.366455 0.635659 5.528552
000522.XSHE 23.27 0.416950 -1.021709 5.439462
000525.XSHE 14.43 0.471608 0.663959 5.997933
... ... ... ... ...
600872.XSHG 6.11 0.435902 0.426702 4.140461
600874.XSHG 8.34 0.449960 0.009649 3.941988
600879.XSHG 3.73 0.277128 0.077907 4.469882
600880.XSHG 6.22 0.509696 1.165446 6.953334
600884.XSHG 5.52 0.356234 0.762039 4.890211
600888.XSHG 4.89 0.221699 0.003478 3.779001
600963.XSHG 3.43 0.241994 0.137922 3.344185
600978.XSHG 4.26 0.306101 -0.193574 4.660380
600983.XSHG 7.67 0.420447 0.897499 4.809437
600993.XSHG 11.38 0.344137 0.488083 6.137769
600995.XSHG 4.98 0.229462 0.282334 4.438269
601002.XSHG 9.39 0.236897 0.349295 3.871595
601010.XSHG 2.87 0.183719 -0.282571 2.971306
601011.XSHG 3.77 0.631526 0.865864 9.592659
601100.XSHG 7.39 0.384416 0.071115 3.968118
601126.XSHG 6.74 0.326377 0.637880 6.934607
601208.XSHG 5.74 0.298528 0.301194 4.515306
601311.XSHG 10.89 0.371134 0.654469 4.397633
601515.XSHG 4.20 0.228766 0.500381 4.615490
601519.XSHG 3.36 0.446596 0.671473 5.273482
601616.XSHG 3.42 0.229342 0.053462 2.480863
601636.XSHG 1.98 0.237825 0.930542 5.285434
601677.XSHG 8.60 0.248353 0.416013 4.744232
601678.XSHG 3.20 0.262764 1.222786 7.472327
601777.XSHG 5.53 0.213553 -0.119202 4.082623
601801.XSHG 4.22 0.276418 0.187849 3.712429
601880.XSHG 1.05 0.262737 0.167668 3.025149
601886.XSHG 10.25 0.319395 0.938539 7.786992
601908.XSHG 3.17 0.471640 0.678852 5.586628
601999.XSHG 5.51 0.263165 0.711973 4.304253
[489 rows x 4 columns], datetime.date(2013, 5, 3): close r_vol r_skew r_kurt
000006.XSHE 3.77 0.296020 -0.022081 4.165153
000021.XSHE 4.04 0.276292 0.001021 3.667684
000028.XSHE 31.36 0.320724 0.728621 4.230939
000031.XSHE 3.67 0.265310 0.212189 3.281734
000042.XSHE 10.84 0.316355 0.071518 4.182105
000050.XSHE 11.70 0.604128 0.149602 6.155852
000066.XSHE 3.04 0.336539 -0.100114 3.885568
000078.XSHE 3.02 0.322505 0.004214 3.441624
000088.XSHE 4.03 0.273874 0.404508 4.131919
000090.XSHE 3.94 0.350676 0.878396 5.324173
000099.XSHE 7.27 0.267607 0.098177 3.189485
000159.XSHE 5.77 0.255810 0.266967 5.037008
000301.XSHE 2.75 0.298580 0.388740 3.754934
000400.XSHE 14.87 0.411648 0.682618 5.476153
000410.XSHE 5.67 0.265862 0.243046 4.317507
000415.XSHE 3.35 0.365609 0.208838 4.325390
000417.XSHE 5.35 0.221891 0.262393 3.994544
000418.XSHE 7.33 0.382558 -0.057706 4.976152
000426.XSHE 4.50 0.302756 0.612347 5.098991
000488.XSHE 2.14 0.238675 0.354241 3.685982
000501.XSHE 8.11 0.337992 0.334668 5.355044
000503.XSHE 15.00 0.444414 0.196923 4.499021
000506.XSHE 6.05 0.373271 -0.262982 5.237427
000510.XSHE 5.96 0.533237 0.455127 5.167518
000511.XSHE 4.29 0.343884 0.908247 6.823731
000513.XSHE 17.67 0.375561 0.410716 4.039028
000517.XSHE 1.91 0.295241 0.771817 4.574852
000518.XSHE 4.12 0.295431 0.111021 4.566875
000525.XSHE 14.36 0.575593 0.672917 4.788106
000533.XSHE 4.11 0.408106 0.294393 6.391820
... ... ... ... ...
600880.XSHG 6.48 0.454886 0.479162 3.540531
600884.XSHG 6.94 0.714684 1.586096 7.253868
600888.XSHG 5.12 0.300070 0.804269 4.775695
600963.XSHG 3.36 0.257170 -0.082350 2.616723
600978.XSHG 4.43 0.368289 0.815650 5.585382
600983.XSHG 8.71 0.432992 1.013136 7.531980
600993.XSHG 11.97 0.385092 0.410323 4.262550
600995.XSHG 5.18 0.310956 0.655031 5.254373
601002.XSHG 9.04 0.251721 0.324010 5.901712
601010.XSHG 2.82 0.260353 0.509025 4.351624
601011.XSHG 3.79 0.266009 1.108351 6.914412
601100.XSHG 7.64 0.373585 -0.111246 4.081801
601126.XSHG 6.65 0.393274 0.092746 4.538467
601208.XSHG 5.96 0.283011 0.614448 3.703811
601311.XSHG 11.34 0.512715 0.418865 3.799743
601388.XSHG 2.02 0.335064 -0.101787 3.711448
601515.XSHG 4.47 0.305402 1.037161 4.859501
601519.XSHG 3.27 0.322800 -0.450246 3.807147
601616.XSHG 3.52 0.278750 0.031523 3.430748
601636.XSHG 1.99 0.254989 0.336367 3.961546
601677.XSHG 8.64 0.286445 0.826228 6.741071
601678.XSHG 3.28 0.294675 1.094625 6.747897
601777.XSHG 5.53 0.271558 -0.113862 3.639546
601801.XSHG 4.52 0.502197 1.415971 7.710336
601880.XSHG 1.04 0.298706 -0.002978 3.029410
601886.XSHG 10.44 0.353846 -0.099328 3.794581
601908.XSHG 3.48 0.542011 1.686655 8.699612
601999.XSHG 5.64 0.366726 1.169521 6.187273
603000.XSHG 10.15 0.452868 0.867000 5.437753
603001.XSHG 14.23 0.379567 0.556149 5.710133
[493 rows x 4 columns], datetime.date(2013, 5, 10): close r_vol r_skew r_kurt
000006.XSHE 3.77 0.213238 0.170553 3.784143
000021.XSHE 4.17 0.262966 0.253781 3.405295
000028.XSHE 30.90 0.272101 -0.271027 4.210806
000031.XSHE 3.65 0.240481 -0.012104 3.016045
000042.XSHE 10.90 0.297728 0.678829 5.889145
000050.XSHE 12.97 0.537634 0.033426 5.894164
000066.XSHE 3.11 0.310675 0.292885 2.664826
000078.XSHE 3.12 0.303763 0.325536 6.639912
000088.XSHE 4.02 0.286770 0.367024 4.000273
000090.XSHE 4.08 0.270810 0.841331 5.002051
000099.XSHE 7.45 0.202637 -0.000446 4.180734
000159.XSHE 6.08 0.252350 0.730809 5.161630
000301.XSHE 2.76 0.238862 0.103014 2.653957
000400.XSHE 17.77 0.528000 0.978971 4.764906
000410.XSHE 5.85 0.254518 0.593085 6.944630
000415.XSHE 3.47 0.242738 0.576782 4.218208
000417.XSHE 5.37 0.206692 0.056871 4.684593
000418.XSHE 7.46 0.286195 0.578196 4.436744
000426.XSHE 4.73 0.355857 0.875967 7.811181
000488.XSHE 2.11 0.227892 -0.086512 3.217433
000501.XSHE 8.42 0.310062 -0.190999 6.736464
000503.XSHE 16.30 0.416786 0.773718 5.005456
000506.XSHE 6.08 0.236701 0.041610 3.846197
000510.XSHE 6.14 0.420129 0.689391 5.255870
000511.XSHE 4.36 0.316262 1.096921 7.085085
000513.XSHE 19.01 0.385354 0.302371 5.474502
000517.XSHE 1.90 0.236008 0.378905 5.734850
000518.XSHE 4.13 0.259263 0.452187 4.975328
000525.XSHE 15.11 0.467960 0.902244 6.357343
000533.XSHE 4.32 0.273455 0.933097 4.902631
... ... ... ... ...
600880.XSHG 7.09 0.533019 0.248802 4.054799
600884.XSHG 7.42 0.597087 0.957118 4.501406
600888.XSHG 5.27 0.272785 -0.092459 5.474560
600963.XSHG 3.40 0.250024 0.185683 2.374309
600978.XSHG 4.41 0.244767 0.155374 4.001630
600983.XSHG 9.38 0.393607 0.575404 4.898034
600993.XSHG 12.60 0.307351 0.311977 3.699147
600995.XSHG 5.29 0.219285 0.246100 3.453741
601002.XSHG 9.12 0.226219 0.335077 5.065615
601010.XSHG 2.80 0.187196 0.403317 5.169313
601011.XSHG 4.27 0.486261 1.377626 6.860228
601100.XSHG 8.20 0.322536 0.461127 3.667755
601126.XSHG 7.02 0.364337 0.602435 3.749675
601208.XSHG 5.93 0.306861 1.072986 10.204754
601311.XSHG 12.64 0.507446 0.417797 3.390304
601388.XSHG 2.20 0.378792 0.495676 5.098562
601515.XSHG 4.59 0.299618 0.620056 5.790844
601519.XSHG 3.59 0.484020 1.355182 7.921870
601616.XSHG 3.58 0.278005 0.288808 2.703088
601636.XSHG 2.37 0.541266 1.161644 7.164801
601677.XSHG 8.78 0.206664 0.180488 5.845684
601678.XSHG 3.41 0.269543 0.102799 4.605822
601777.XSHG 5.90 0.392333 1.578712 8.052773
601801.XSHG 4.81 0.423092 0.169747 5.252913
601880.XSHG 1.05 0.282183 0.171699 2.565199
601886.XSHG 10.92 0.266869 0.203125 5.267243
601908.XSHG 3.39 0.462446 0.082466 5.462797
601999.XSHG 5.99 0.325033 0.545841 4.643138
603000.XSHG 11.61 0.523684 -0.173074 3.177959
603001.XSHG 15.77 0.389854 0.757494 5.722719
[493 rows x 4 columns], datetime.date(2013, 5, 17): close r_vol r_skew r_kurt
000006.XSHE 3.92 0.257524 0.785607 5.502598
000021.XSHE 4.95 0.524246 1.272337 6.480371
000028.XSHE 31.30 0.227551 0.521996 5.069569
000031.XSHE 3.99 0.376434 0.822277 4.892813
000042.XSHE 11.38 0.337114 0.413151 5.892781
000050.XSHE 16.23 0.693865 0.701775 3.705539
000066.XSHE 3.26 0.409421 1.175710 8.140343
000078.XSHE 3.16 0.339695 0.782716 5.141569
000088.XSHE 3.98 0.212849 -0.052971 3.374724
000090.XSHE 4.18 0.307259 0.247120 4.040651
000099.XSHE 7.65 0.228540 1.025874 4.697920
000159.XSHE 6.18 0.227445 0.379925 4.579050
000301.XSHE 2.81 0.241086 0.113397 2.719237
000400.XSHE 19.83 0.528148 -0.045537 4.853334
000410.XSHE 5.97 0.268017 0.238907 7.037401
000415.XSHE 3.48 0.263489 1.179445 7.156692
000417.XSHE 5.81 0.360416 0.595146 5.042874
000418.XSHE 8.15 0.406545 0.714913 5.769689
000426.XSHE 4.84 0.350495 0.519414 4.632670
000488.XSHE 2.13 0.194992 0.190152 2.616713
000501.XSHE 8.39 0.301373 0.372783 4.286850
000503.XSHE 16.45 0.385941 0.579532 4.347372
000506.XSHE 6.15 0.247903 -0.075979 4.816323
000510.XSHE 6.79 0.457426 1.222557 6.641976
000511.XSHE 4.59 0.294831 0.750499 5.551731
000513.XSHE 18.33 0.307642 -0.026389 4.498271
000517.XSHE 1.95 0.283785 0.851565 5.457495
000518.XSHE 4.16 0.298608 0.620060 5.205848
000525.XSHE 15.28 0.355409 0.132045 4.137227
000533.XSHE 4.63 0.428715 0.523646 5.847952
... ... ... ... ...
600880.XSHG 7.69 0.560166 0.425933 5.072973
600884.XSHG 7.16 0.471234 0.004822 4.027019
600888.XSHG 5.34 0.221774 0.381136 3.651126
600963.XSHG 3.51 0.289727 0.410056 4.498365
600978.XSHG 4.54 0.270082 0.762464 4.748489
600983.XSHG 9.59 0.574781 0.460172 3.673128
600993.XSHG 12.62 0.292413 -0.169809 3.509382
600995.XSHG 5.37 0.276209 0.164298 4.339169
601002.XSHG 9.42 0.262177 0.662589 6.632245
601010.XSHG 2.80 0.202962 -0.065429 4.059900
601011.XSHG 4.29 0.463868 0.744652 5.381874
601100.XSHG 8.17 0.410844 0.291111 5.849092
601126.XSHG 7.38 0.331879 0.179759 6.230696
601208.XSHG 6.16 0.270135 0.487943 3.821420
601311.XSHG 12.32 0.461464 0.002834 4.430439
601388.XSHG 2.29 0.369776 0.565425 8.374150
601515.XSHG 4.69 0.283339 0.506736 4.251225
601519.XSHG 3.67 0.468454 0.140594 4.283623
601616.XSHG 3.64 0.369345 0.269488 4.647920
601636.XSHG 2.29 0.498325 0.217601 7.614650
601677.XSHG 9.03 0.264856 1.097161 5.527434
601678.XSHG 3.41 0.214650 -0.421365 8.097759
601777.XSHG 5.85 0.376135 0.404082 4.294218
601801.XSHG 5.18 0.428924 1.214046 6.419163
601880.XSHG 1.06 0.256938 -0.040356 3.040411
601886.XSHG 11.70 0.505909 0.269765 7.483136
601908.XSHG 3.48 0.322283 0.486775 4.668175
601999.XSHG 6.27 0.326036 1.031475 5.303242
603000.XSHG 11.54 0.375713 0.316003 4.137176
603001.XSHG 15.96 0.321505 0.220516 4.575941
[493 rows x 4 columns], datetime.date(2013, 5, 24): close r_vol r_skew r_kurt
000006.XSHE 3.94 0.256680 0.523454 4.445633
000021.XSHE 5.21 0.560203 1.124715 6.434827
000028.XSHE 29.31 0.380222 -0.715329 6.181803
000031.XSHE 4.16 0.457487 1.127242 8.412967
000042.XSHE 12.64 0.404970 1.442101 8.142512
000050.XSHE 16.52 0.684110 0.279808 3.198010
000066.XSHE 3.66 0.520128 1.154408 6.312884
000078.XSHE 3.12 0.271015 0.288993 6.561711
000088.XSHE 3.88 0.251317 0.262781 3.097377
000090.XSHE 4.25 0.324881 0.311110 3.712084
000099.XSHE 7.91 0.234857 -0.031168 4.250426
000159.XSHE 6.12 0.227977 0.151427 4.266915
000301.XSHE 2.85 0.290842 0.388995 3.084995
000400.XSHE 20.25 0.600560 0.644351 5.453684
000410.XSHE 6.11 0.284465 0.789547 4.950908
000415.XSHE 3.72 0.300573 0.751068 4.261516
000417.XSHE 5.89 0.309802 0.395382 4.807915
000418.XSHE 7.82 0.349259 -0.018290 5.518450
000426.XSHE 4.74 0.316809 0.261757 4.665721
000488.XSHE 2.12 0.214076 0.180075 2.989220
000501.XSHE 8.78 0.287887 0.732502 5.257680
000503.XSHE 16.98 0.424925 0.100973 3.253984
000506.XSHE 6.33 0.318052 0.367028 4.556941
000510.XSHE 6.76 0.419003 0.138850 3.162410
000511.XSHE 4.61 0.251411 0.958104 5.519659
000513.XSHE 17.36 0.459516 -0.488239 7.380319
000517.XSHE 1.97 0.294384 0.553701 4.126481
000518.XSHE 4.13 0.269284 0.180992 6.041743
000525.XSHE 15.24 0.394000 0.295222 3.523963
000533.XSHE 4.63 0.280410 0.849382 2.755780
... ... ... ... ...
600884.XSHG 6.84 0.381969 -0.111261 3.728080
600888.XSHG 5.47 0.253567 0.453983 3.910516
600963.XSHG 3.47 0.296706 0.895857 6.622810
600978.XSHG 4.68 0.286895 0.674353 3.981635
600983.XSHG 9.59 0.574781 0.460172 3.673128
600993.XSHG 12.20 0.275168 0.224403 3.581667
600995.XSHG 5.32 0.208901 0.165046 3.632799
601002.XSHG 10.27 0.337955 1.507136 7.692636
601010.XSHG 2.96 0.242213 0.466435 4.010854
601011.XSHG 3.99 0.661116 0.264447 10.083253
601100.XSHG 7.88 0.360434 -0.650883 5.231532
601126.XSHG 8.21 0.507501 0.435470 3.950525
601208.XSHG 7.00 0.426546 0.862858 4.010533
601311.XSHG 12.87 0.462083 0.039786 3.326259
601388.XSHG 2.37 0.370865 0.358993 3.827335
601515.XSHG 4.71 0.227613 0.095727 3.937013
601519.XSHG 4.18 0.624478 1.457022 8.686837
601616.XSHG 3.82 0.346310 0.674304 7.429958
601636.XSHG 2.27 0.334744 0.533253 4.891568
601677.XSHG 9.37 0.336383 1.285986 7.153967
601678.XSHG 3.41 0.251541 -0.049033 8.067532
601777.XSHG 5.85 0.251064 0.411733 4.099427
601801.XSHG 5.29 0.388761 0.149526 3.183693
601880.XSHG 1.06 0.285579 0.012136 2.784078
601886.XSHG 12.24 0.545255 0.379588 5.672083
601908.XSHG 3.93 0.622255 0.797603 4.376774
601999.XSHG 6.33 0.352624 0.204088 4.473067
603000.XSHG 11.82 0.433218 0.722040 4.740801
603001.XSHG 15.97 0.349052 0.545750 5.081840
603366.XSHG 7.42 0.374440 0.656898 4.607535
[494 rows x 4 columns], datetime.date(2013, 5, 31): close r_vol r_skew r_kurt
000006.XSHE 4.18 0.355473 0.247891 3.431522
000021.XSHE 5.55 0.406656 0.673052 5.308111
000028.XSHE 30.74 0.225379 0.953892 4.163322
000031.XSHE 4.19 0.403492 0.785799 4.994117
000042.XSHE 12.73 0.366542 0.606331 5.482288
000050.XSHE 17.15 0.604573 0.590637 4.722167
000066.XSHE 3.56 0.373904 0.256165 4.749004
000078.XSHE 3.16 0.260380 0.485034 4.720088
000088.XSHE 3.87 0.209303 -0.035007 2.860113
000090.XSHE 4.45 0.382447 0.619601 4.563820
000099.XSHE 8.05 0.294650 0.381438 5.106642
000159.XSHE 6.33 0.257343 1.007592 5.505090
000301.XSHE 3.02 0.564927 0.789323 6.785986
000400.XSHE 19.73 0.389007 0.573898 7.846921
000410.XSHE 6.19 0.254218 0.788736 5.842532
000415.XSHE 3.59 0.292902 0.329149 4.144955
000417.XSHE 5.90 0.285482 0.040680 4.375613
000418.XSHE 7.77 0.222017 -0.224380 3.788547
000426.XSHE 4.90 0.301221 0.293660 4.487648
000488.XSHE 2.17 0.267892 0.368470 3.789902
000501.XSHE 8.57 0.237832 -0.025061 3.409801
000503.XSHE 17.38 0.507934 0.202601 3.933476
000506.XSHE 6.17 0.234793 -0.020705 4.861440
000510.XSHE 6.82 0.372119 0.335304 4.488022
000511.XSHE 4.59 0.197305 0.805549 4.928818
000513.XSHE 18.71 0.369323 0.796086 4.816499
000517.XSHE 2.00 0.300357 -0.291315 5.058452
000518.XSHE 4.24 0.239242 0.506511 3.764641
000525.XSHE 15.76 0.399853 0.621717 4.300314
000533.XSHE 4.63 0.280410 0.849382 2.755780
... ... ... ... ...
600884.XSHG 6.92 0.375465 0.354385 3.977994
600888.XSHG 5.48 0.196189 0.291564 3.682606
600963.XSHG 3.52 0.265640 0.446518 3.556722
600978.XSHG 4.74 0.243521 -0.214030 4.151015
600983.XSHG 9.59 0.574781 0.460172 3.673128
600993.XSHG 14.20 0.291962 0.734477 4.792086
600995.XSHG 5.41 0.208205 0.431592 3.267568
601002.XSHG 9.96 0.319546 0.392993 6.342359
601010.XSHG 2.89 0.180227 -0.327244 3.930631
601011.XSHG 3.91 0.407405 0.313490 7.585979
601100.XSHG 8.00 0.278902 0.467775 4.106311
601126.XSHG 7.82 0.401246 0.144503 5.349006
601208.XSHG 6.58 0.387659 0.116784 4.760998
601311.XSHG 13.12 0.414340 0.262964 3.468066
601388.XSHG 2.34 0.253886 -0.368680 3.617831
601515.XSHG 4.64 0.224911 0.369988 4.553526
601519.XSHG 3.92 0.409201 0.197549 3.915470
601616.XSHG 3.73 0.239446 -0.466182 3.525590
601636.XSHG 2.28 0.293820 0.692807 6.607400
601677.XSHG 9.18 0.234418 -0.038420 3.176840
601678.XSHG 3.55 0.224377 0.877004 4.654942
601777.XSHG 6.19 0.321153 0.742796 4.162536
601801.XSHG 5.09 0.245586 0.058373 3.418689
601880.XSHG 1.06 0.263341 0.090094 2.407644
601886.XSHG 13.12 0.519980 0.383940 4.332964
601908.XSHG 3.93 0.558844 0.111402 4.036403
601999.XSHG 6.27 0.342086 0.696599 5.831644
603000.XSHG 11.82 0.362121 -0.195442 4.779915
603001.XSHG 16.71 0.355632 0.068155 5.524453
603366.XSHG 7.95 0.450466 0.507409 5.514889
[495 rows x 4 columns], datetime.date(2013, 6, 7): close r_vol r_skew r_kurt
000006.XSHE 4.00 0.357133 0.445070 4.512953
000021.XSHE 5.17 0.517874 -0.281056 4.978446
000028.XSHE 29.68 0.434346 0.838684 12.582472
000031.XSHE 3.85 0.376620 -0.445708 3.053893
000042.XSHE 12.39 0.298850 -0.168714 5.292640
000050.XSHE 14.64 0.566640 -0.621566 4.716553
000066.XSHE 3.37 0.432413 0.038964 3.514909
000078.XSHE 2.89 0.246832 -0.060945 4.035882
000088.XSHE 3.68 0.267036 0.139875 3.287396
000090.XSHE 4.25 0.343325 -0.226839 4.280870
000099.XSHE 7.61 0.232673 -0.377423 3.512963
000159.XSHE 6.43 0.362888 1.461232 8.277123
000301.XSHE 2.85 0.324184 -0.373540 3.950207
000400.XSHE 17.94 0.453304 0.323785 5.288260
000410.XSHE 5.74 0.282064 -0.626186 4.148212
000415.XSHE 3.36 0.299416 -0.155700 3.427260
000417.XSHE 5.43 0.313822 -0.440209 4.136959
000418.XSHE 7.36 0.219859 -0.060466 4.793992
000426.XSHE 4.90 0.266992 -0.855983 4.280914
000488.XSHE 2.10 0.234126 -0.014556 3.547370
000501.XSHE 8.31 0.305298 0.480561 5.677782
000503.XSHE 16.02 0.563227 -0.376970 4.945128
000506.XSHE 5.74 0.255241 -0.590563 5.284123
000510.XSHE 6.63 0.546815 0.484056 7.067182
000511.XSHE 4.71 0.360289 0.377538 4.768312
000513.XSHE 17.46 0.388853 -0.560160 5.744958
000517.XSHE 1.85 0.239766 -0.726834 3.357576
000518.XSHE 4.06 0.373838 0.070149 5.335650
000525.XSHE 14.27 0.371955 -0.285465 3.732733
000533.XSHE 4.63 0.280410 0.849382 2.755780
... ... ... ... ...
600884.XSHG 6.49 0.426156 0.157465 5.080951
600888.XSHG 5.19 0.278985 0.118782 3.574008
600963.XSHG 3.33 0.212304 -0.508391 2.925549
600978.XSHG 4.59 0.369599 0.172541 3.050291
600983.XSHG 9.59 0.574781 0.460172 3.673128
600993.XSHG 13.29 0.484651 -0.207435 4.308246
600995.XSHG 5.06 0.223982 -0.452464 3.043629
601002.XSHG 9.15 0.286681 -0.010316 4.171451
601010.XSHG 2.72 0.210163 -0.161971 3.274598
601011.XSHG 3.67 0.249255 -0.007050 4.298223
601100.XSHG 7.61 0.343477 -0.580220 4.428159
601126.XSHG 7.05 0.330471 -0.706216 4.268530
601208.XSHG 6.40 0.446744 0.262253 4.145499
601311.XSHG 11.84 0.336987 -0.709777 3.710808
601388.XSHG 2.13 0.331495 -0.451944 4.525821
601515.XSHG 4.59 0.272541 0.401240 3.860927
601519.XSHG 3.66 0.374046 -0.281088 4.117757
601616.XSHG 3.52 0.252328 -0.581318 3.021138
601636.XSHG 2.12 0.386509 0.359838 4.960889
601677.XSHG 8.64 0.244246 -0.211718 4.109398
601678.XSHG 3.26 0.274874 -0.771256 6.062235
601777.XSHG 6.00 0.344853 0.567480 4.572137
601801.XSHG 4.91 0.363076 -0.251789 4.216241
601880.XSHG 1.03 0.258787 -0.195663 2.878800
601886.XSHG 11.91 0.486288 -0.263845 3.335765
601908.XSHG 3.53 0.423436 -0.362469 7.014811
601999.XSHG 5.88 0.327605 -0.418761 4.700498
603000.XSHG 10.59 0.320772 -0.592233 3.887536
603001.XSHG 14.95 0.376085 -0.297302 4.992445
603366.XSHG 7.37 0.413091 -0.339486 4.614173
[495 rows x 4 columns], datetime.date(2013, 6, 19): close r_vol r_skew r_kurt
000006.XSHE 3.99 0.449080 -0.155006 7.130697
000021.XSHE 5.29 0.532682 0.491127 4.244757
000028.XSHE 29.18 0.425578 0.780478 5.228446
000031.XSHE 3.74 0.382032 -0.431178 5.239065
000042.XSHE 13.10 0.484755 1.179712 7.208730
000050.XSHE 15.19 0.565950 -0.034669 4.258579
000066.XSHE 3.40 0.477590 0.225466 4.202532
000078.XSHE 2.83 0.271306 -0.063529 4.428551
000088.XSHE 3.59 0.271075 -0.537782 2.986256
000090.XSHE 4.09 0.321381 0.127187 3.695353
000099.XSHE 7.21 0.268800 -0.589390 4.939308
000159.XSHE 5.82 0.468483 1.163620 8.599723
000301.XSHE 2.74 0.356674 -0.497989 7.019927
000400.XSHE 18.56 0.552738 0.522774 5.216540
000410.XSHE 5.51 0.312895 0.136903 4.788451
000415.XSHE 3.15 0.327393 -0.546956 4.555601
000417.XSHE 5.31 0.300579 -0.400356 5.066826
000418.XSHE 7.12 0.369831 -0.685648 5.459498
000426.XSHE 4.26 0.415893 -0.491651 3.731622
000488.XSHE 2.07 0.353619 -0.196362 4.892920
000501.XSHE 8.36 0.301093 0.337568 3.585725
000503.XSHE 16.36 0.430801 0.227336 5.561269
000506.XSHE 5.30 0.454060 -0.470910 5.639480
000510.XSHE 6.33 0.480984 0.347677 4.156289
000511.XSHE 4.71 0.232863 -0.033885 3.664785
000513.XSHE 17.58 0.363056 0.347471 4.374221
000517.XSHE 1.76 0.260930 -0.263822 3.513867
000518.XSHE 3.81 0.414964 -0.957798 7.005565
000525.XSHE 14.94 0.569584 0.473095 4.732300
000533.XSHE 4.19 0.436021 0.357645 3.304291
... ... ... ... ...
600888.XSHG 4.86 0.339816 -0.467424 4.645213
600963.XSHG 3.22 0.312278 -0.166379 3.488701
600978.XSHG 4.46 0.310853 -0.086107 3.672235
600983.XSHG 9.59 0.574781 0.460172 3.673128
600993.XSHG 13.09 0.409908 0.346256 3.753173
600995.XSHG 5.48 0.442409 0.205985 8.569810
601002.XSHG 9.13 0.372477 0.685918 7.510899
601010.XSHG 2.62 0.372501 -0.206103 6.641357
601011.XSHG 3.67 0.278816 0.012598 4.001573
601100.XSHG 6.92 0.579806 0.114774 5.177584
601126.XSHG 7.04 0.362320 0.056041 3.347649
601208.XSHG 6.54 0.404515 0.990260 6.151682
601311.XSHG 11.49 0.483692 -0.063330 5.808755
601339.XSHG 3.75 0.310930 0.042911 4.123617
601388.XSHG 2.05 0.391086 0.028417 4.433664
601515.XSHG 4.61 0.392374 -0.634137 6.780971
601519.XSHG 3.66 0.441544 0.170848 5.200283
601616.XSHG 3.53 0.315717 0.062317 3.257264
601636.XSHG 2.02 0.394519 -0.302129 3.791912
601677.XSHG 8.23 0.329483 -0.882581 7.742753
601678.XSHG 3.02 0.351793 -0.316614 5.693062
601777.XSHG 5.63 0.341347 -0.328793 6.407853
601801.XSHG 4.89 0.467405 0.323342 5.641368
601880.XSHG 1.01 0.331483 -0.026396 3.364749
601886.XSHG 11.91 0.563677 0.174289 6.017164
601908.XSHG 3.51 0.437367 0.041822 4.737660
601999.XSHG 5.81 0.497682 0.693229 8.348072
603000.XSHG 10.94 0.462507 0.337893 5.262718
603001.XSHG 14.70 0.344567 0.281480 4.087352
603366.XSHG 7.57 0.454069 -0.037377 4.369831
[496 rows x 4 columns], datetime.date(2013, 6, 26): close r_vol r_skew r_kurt
000006.XSHE 3.74 0.596920 -0.098993 4.690819
000021.XSHE 4.48 0.753474 -0.199954 3.742844
000028.XSHE 27.27 0.632290 -0.350486 4.439039
000031.XSHE 3.33 0.598573 0.201329 4.503830
000042.XSHE 12.22 0.510773 0.073959 5.803997
000050.XSHE 13.33 0.825312 -0.395970 5.163517
000066.XSHE 3.16 0.830077 0.444299 4.240144
000078.XSHE 2.51 0.722653 0.639613 5.203604
000088.XSHE 3.29 0.489147 -1.005663 7.389616
000090.XSHE 3.65 0.452782 -0.211209 3.476163
000099.XSHE 6.27 0.574526 -0.815848 5.048870
000159.XSHE 4.86 0.678840 -0.370995 5.289195
000301.XSHE 2.56 0.446937 -0.185459 3.741481
000400.XSHE 17.73 0.808419 0.157356 3.778586
000410.XSHE 5.31 0.497710 -0.053993 3.653404
000415.XSHE 3.10 0.753721 0.524397 7.110115
000417.XSHE 4.74 0.654779 -0.524270 5.635123
000418.XSHE 6.32 0.674877 -0.093576 7.795573
000426.XSHE 3.84 0.681805 -0.023780 5.041701
000488.XSHE 1.89 0.470032 -0.567568 4.362645
000501.XSHE 7.78 0.651856 -0.057362 4.450133
000503.XSHE 14.84 0.785854 -0.596893 6.821929
000506.XSHE 4.29 0.621315 -0.724288 3.884206
000510.XSHE 5.34 0.778798 -0.722380 6.673623
000511.XSHE 4.39 0.463460 -0.351451 5.023203
000513.XSHE 15.81 0.705621 -0.614234 8.314871
000517.XSHE 1.51 0.604459 -0.221051 5.757805
000518.XSHE 3.25 0.664818 0.229901 4.165022
000525.XSHE 13.73 0.675811 0.029806 3.598683
000533.XSHE 3.75 0.770892 0.142124 3.901605
... ... ... ... ...
600888.XSHG 4.19 0.551907 -0.316404 3.898125
600963.XSHG 2.75 0.533972 -0.426797 3.836016
600978.XSHG 3.81 0.576424 -0.609131 3.891193
600983.XSHG 9.59 0.574781 0.460172 3.673128
600993.XSHG 11.78 0.610363 -0.208738 3.763799
600995.XSHG 5.52 0.799179 0.735636 5.665026
601002.XSHG 7.95 0.708513 0.528235 6.689642
601010.XSHG 2.32 0.563403 -0.194324 4.256833
601011.XSHG 2.97 0.595301 -0.543666 5.663955
601100.XSHG 6.87 0.527109 1.009729 6.888187
601126.XSHG 6.57 0.505197 -0.105031 4.718122
601208.XSHG 5.81 0.615872 -0.424932 3.801393
601311.XSHG 9.48 0.678602 -0.355769 4.295321
601339.XSHG 3.46 0.516459 0.186334 5.167196
601388.XSHG 1.79 0.586728 -0.352882 3.617217
601515.XSHG 4.25 0.527689 -0.282374 5.526071
601519.XSHG 3.32 0.790670 0.271205 5.815605
601616.XSHG 3.30 0.482689 -0.178349 4.465016
601636.XSHG 1.84 0.557937 -0.147037 3.950172
601677.XSHG 7.02 0.543355 -0.274951 4.430251
601678.XSHG 2.74 0.503478 0.877235 6.766322
601777.XSHG 5.11 0.558421 0.232007 4.836780
601801.XSHG 4.82 0.713316 0.344688 4.615019
601880.XSHG 0.89 0.521145 -0.229006 3.341612
601886.XSHG 11.91 0.635011 0.939752 4.031635
601908.XSHG 2.98 0.620712 0.105437 4.166299
601999.XSHG 5.31 0.740057 -0.511809 7.013843
603000.XSHG 10.84 0.640077 -0.272798 6.233773
603001.XSHG 13.24 0.575138 -0.256309 5.106498
603366.XSHG 6.82 0.717996 0.237245 4.552954
[496 rows x 4 columns], datetime.date(2013, 7, 3): close r_vol r_skew r_kurt
000006.XSHE 3.67 0.416031 0.502797 4.887375
000021.XSHE 4.65 0.575485 0.686792 3.934588
000028.XSHE 28.43 0.427843 0.543052 3.653390
000031.XSHE 3.34 0.483111 0.121538 3.537922
000042.XSHE 12.57 0.484913 0.850194 5.961970
000050.XSHE 13.04 0.768214 0.492852 3.288575
000066.XSHE 3.09 0.441290 0.113363 4.253826
000078.XSHE 2.56 0.533729 0.957266 7.613667
000088.XSHE 3.13 0.412576 0.400282 4.426570
000090.XSHE 3.70 0.450631 0.389393 3.751974
000099.XSHE 6.18 0.357793 0.144480 3.787329
000159.XSHE 5.46 0.730453 1.713665 15.051863
000400.XSHE 19.04 0.468811 0.211038 4.661210
000410.XSHE 5.16 0.393924 0.079230 4.150686
000415.XSHE 2.93 0.537937 0.379818 3.802337
000417.XSHE 4.63 0.344408 0.374933 4.075328
000418.XSHE 6.07 0.427933 0.359068 4.699668
000426.XSHE 3.68 0.603562 0.831278 7.538123
000488.XSHE 1.89 0.336662 0.098402 3.374354
000501.XSHE 7.72 0.450603 0.079682 3.763481
000503.XSHE 15.32 0.541096 0.451401 4.252273
000506.XSHE 4.21 0.452216 0.118480 3.914024
000510.XSHE 5.62 0.549796 0.729966 5.983524
000511.XSHE 4.34 0.350492 0.889275 5.857794
000513.XSHE 16.69 0.483136 1.277571 6.671603
000517.XSHE 1.54 0.461388 0.795679 5.234236
000518.XSHE 3.27 0.379589 0.461860 3.301410
000525.XSHE 13.50 0.514763 0.097725 3.103146
000540.XSHE 1.51 0.604749 -0.199371 3.247810
000541.XSHE 3.80 0.414679 0.189320 4.021444
... ... ... ... ...
600993.XSHG 12.17 0.419124 0.163832 4.122326
601000.XSHG 1.08 0.668285 0.794193 5.982072
601002.XSHG 8.06 0.413694 0.311496 4.016917
601010.XSHG 2.26 0.341133 0.452537 3.643711
601011.XSHG 2.91 0.417465 0.069473 3.609351
601100.XSHG 6.71 0.381651 0.819251 6.187314
601126.XSHG 6.76 0.447578 0.568207 4.361594
601208.XSHG 5.79 0.526828 0.738778 4.687587
601216.XSHG 1.60 0.788934 0.594803 4.528566
601233.XSHG 3.38 0.365138 0.644032 4.984983
601311.XSHG 9.66 0.456953 0.259203 3.879037
601339.XSHG 3.30 0.357438 -0.196389 4.143206
601388.XSHG 1.77 0.493604 0.358646 4.306363
601515.XSHG 4.12 0.390220 0.121739 4.065214
601519.XSHG 4.13 0.741875 1.451134 7.447373
601588.XSHG 2.69 0.617598 0.932350 4.815840
601616.XSHG 3.21 0.290058 -0.293316 2.944135
601636.XSHG 1.80 0.418994 0.148928 3.445092
601677.XSHG 6.76 0.374559 0.041866 3.430190
601678.XSHG 2.66 0.466053 1.111439 8.252351
601777.XSHG 4.99 0.355045 0.090690 3.891035
601801.XSHG 5.16 0.588545 0.838954 4.897131
601880.XSHG 0.89 0.422056 0.414901 4.373114
601886.XSHG 11.91 0.635011 0.939752 4.031635
601908.XSHG 3.06 0.540596 0.661649 4.432581
601929.XSHG 3.24 0.497075 0.917283 4.532722
601999.XSHG 6.35 0.686690 0.822334 5.725774
603000.XSHG 11.83 0.596850 1.021218 4.375420
603001.XSHG 13.25 0.446966 0.633240 4.561707
603366.XSHG 6.74 0.432486 0.150564 3.151151
[495 rows x 4 columns], datetime.date(2013, 7, 10): close r_vol r_skew r_kurt
000006.XSHE 3.73 0.382896 0.223698 4.408621
000021.XSHE 5.03 0.619119 0.571420 3.488001
000028.XSHE 28.64 0.361259 0.378941 4.200315
000031.XSHE 3.73 0.505656 0.445138 4.889579
000042.XSHE 12.43 0.380156 0.482625 5.704809
000050.XSHE 12.87 0.716763 0.085374 4.404148
000066.XSHE 3.05 0.339613 -0.067099 3.555457
000078.XSHE 2.50 0.377469 0.055843 3.870166
000088.XSHE 3.09 0.304474 -0.128546 3.049575
000090.XSHE 3.78 0.388216 0.452746 6.709184
000099.XSHE 6.14 0.334670 0.300221 3.817217
000159.XSHE 5.26 0.575466 0.769226 5.866678
000400.XSHE 18.52 0.442365 -0.126414 4.023963
000410.XSHE 5.07 0.321433 0.197515 4.526202
000415.XSHE 3.47 0.725114 1.557888 8.657100
000417.XSHE 4.70 0.266624 0.338647 3.545113
000418.XSHE 6.39 0.446074 0.781818 7.526311
000426.XSHE 3.68 0.566941 1.279200 7.070801
000488.XSHE 1.90 0.265390 0.505139 3.564750
000501.XSHE 7.64 0.400629 1.059887 6.227347
000503.XSHE 15.34 0.474427 0.051872 4.347465
000506.XSHE 5.29 0.678915 0.921548 6.457537
000510.XSHE 5.72 0.587137 0.618511 4.019468
000511.XSHE 4.38 0.296475 0.427213 4.449382
000513.XSHE 16.42 0.335185 -0.308721 3.862552
000517.XSHE 1.55 0.572498 0.065553 8.144568
000518.XSHE 3.20 0.410517 -0.458467 5.463294
000525.XSHE 12.92 0.464023 0.111720 5.082160
000540.XSHE 1.68 0.550484 0.808651 4.742579
000541.XSHE 3.95 0.711793 1.282663 11.269417
... ... ... ... ...
601000.XSHG 1.04 0.449920 -0.278439 4.176703
601002.XSHG 7.42 0.465833 -0.432171 5.249057
601010.XSHG 2.43 0.493913 1.108416 5.731710
601011.XSHG 3.02 0.424568 0.649210 6.738442
601100.XSHG 6.57 0.340884 0.215342 3.999497
601126.XSHG 6.39 0.476964 0.196596 6.521980
601208.XSHG 5.92 0.333401 0.643233 4.506457
601216.XSHG 1.69 1.018910 0.697878 4.359699
601233.XSHG 3.39 0.330233 0.108751 2.950694
601311.XSHG 9.22 0.503585 -0.148916 3.905130
601339.XSHG 3.38 0.291705 0.648363 4.838327
601388.XSHG 1.78 0.479393 0.562130 3.539415
601515.XSHG 4.08 0.317543 0.122495 3.623065
601519.XSHG 4.90 0.811262 1.043671 4.723851
601588.XSHG 2.68 0.458311 1.056931 7.822918
601608.XSHG 2.04 0.386149 -0.180851 3.593462
601616.XSHG 3.14 0.292073 0.327643 2.979546
601636.XSHG 1.83 0.341897 0.413726 3.426422
601677.XSHG 7.69 0.562460 1.347686 7.798638
601678.XSHG 2.65 0.342218 0.300801 3.086089
601777.XSHG 5.26 0.455952 0.993481 6.167293
601801.XSHG 4.87 0.486196 -0.414257 4.333557
601880.XSHG 0.90 0.306871 0.123325 3.086718
601886.XSHG 11.91 0.635011 0.939752 4.031635
601908.XSHG 3.08 0.515279 0.145655 4.221213
601929.XSHG 3.20 0.408554 0.237238 3.845567
601999.XSHG 6.31 0.593895 0.388762 4.560897
603000.XSHG 12.46 0.516338 0.613975 4.723071
603001.XSHG 13.83 0.443105 0.320330 3.509753
603366.XSHG 6.16 0.366449 -0.362868 4.363790
[496 rows x 4 columns], datetime.date(2013, 7, 17): close r_vol r_skew r_kurt
000006.XSHE 3.85 0.371705 0.492705 4.560259
000021.XSHE 4.96 0.399541 0.355252 3.281810
000028.XSHE 29.26 0.272315 -0.119549 3.028974
000031.XSHE 3.70 0.408526 0.738877 6.905059
000042.XSHE 12.66 0.327432 0.413584 5.123690
000050.XSHE 13.44 0.501684 0.354387 3.084576
000066.XSHE 3.12 0.335193 0.050917 3.732855
000078.XSHE 2.62 0.397447 1.052789 7.605068
000088.XSHE 3.12 0.367081 0.487667 4.160518
000090.XSHE 3.83 0.329923 0.210021 3.064929
000099.XSHE 6.38 0.330162 0.314968 4.198425
000159.XSHE 5.67 0.706606 0.766924 9.959504
000400.XSHE 19.45 0.400215 -0.076541 3.109167
000410.XSHE 5.19 0.295074 0.379947 3.308499
000415.XSHE 3.43 0.631138 0.182790 3.342841
000417.XSHE 4.77 0.354783 0.549416 4.461322
000418.XSHE 6.13 0.376105 0.022819 3.573917
000426.XSHE 3.80 0.476353 0.274284 3.853181
000488.XSHE 2.08 0.331573 1.529191 12.762522
000501.XSHE 7.89 0.356079 0.365181 4.014873
000503.XSHE 16.60 0.408654 0.720300 4.128219
000506.XSHE 5.20 0.518390 0.174490 3.561563
000510.XSHE 5.72 0.502155 0.121418 4.633441
000511.XSHE 4.37 0.279745 0.491033 5.256652
000513.XSHE 16.36 0.348578 -0.094997 4.005252
000517.XSHE 1.70 0.524203 0.924004 12.192937
000518.XSHE 3.29 0.387780 0.903470 6.107488
000525.XSHE 13.48 0.379632 0.239243 4.335632
000540.XSHE 1.70 0.512849 0.336531 4.092110
000541.XSHE 4.10 0.419388 1.210601 7.310095
... ... ... ... ...
601000.XSHG 1.06 0.364150 -0.334087 3.591901
601002.XSHG 9.01 0.572828 1.253649 6.945667
601010.XSHG 2.38 0.365841 0.793589 9.509298
601011.XSHG 3.05 0.385373 0.344176 3.651606
601100.XSHG 7.10 0.436343 1.126421 5.658417
601126.XSHG 6.89 0.439077 0.729179 5.601858
601208.XSHG 6.13 0.352371 0.968234 3.703902
601216.XSHG 1.75 0.863885 0.890493 4.846402
601233.XSHG 3.70 0.527659 0.715183 5.118858
601311.XSHG 9.80 0.466173 0.417395 3.906515
601339.XSHG 3.53 0.356945 0.843676 6.646109
601388.XSHG 1.83 0.451514 0.714895 4.577350
601515.XSHG 4.16 0.311986 0.388991 3.741321
601519.XSHG 4.86 0.740422 0.344171 3.923696
601588.XSHG 2.74 0.346274 1.036794 6.374974
601608.XSHG 2.09 0.323054 0.398943 3.190694
601616.XSHG 3.19 0.298336 0.031887 2.797968
601636.XSHG 1.91 0.407087 0.944733 6.737081
601677.XSHG 7.45 0.443278 0.185573 3.438513
601678.XSHG 2.73 0.276237 0.205081 4.054969
601777.XSHG 5.16 0.300132 0.428017 3.936658
601801.XSHG 5.35 0.588581 0.730965 4.329878
601880.XSHG 0.91 0.351555 -0.066911 3.334170
601886.XSHG 11.16 0.683331 0.711681 4.187693
601908.XSHG 3.06 0.441606 0.414820 5.427576
601929.XSHG 3.41 0.475289 1.218926 6.646828
601999.XSHG 6.62 0.645024 0.502164 4.394410
603000.XSHG 13.29 0.548374 0.658983 5.087994
603001.XSHG 13.07 0.361330 0.209548 3.841004
603366.XSHG 6.33 0.321451 0.678581 5.962016
[496 rows x 4 columns], datetime.date(2013, 7, 24): close r_vol r_skew r_kurt
000006.XSHE 3.70 0.395157 0.295570 5.589099
000021.XSHE 5.37 0.564691 0.100961 4.059958
000028.XSHE 32.78 0.293985 0.822565 8.194863
000031.XSHE 3.57 0.402979 -0.129009 3.063150
000042.XSHE 11.91 0.391741 -0.256581 4.208448
000050.XSHE 12.22 0.564686 0.306373 4.394388
000066.XSHE 3.45 0.555553 1.246620 6.966930
000078.XSHE 2.81 0.489529 0.415669 4.981763
000088.XSHE 3.03 0.278559 0.178900 3.006128
000090.XSHE 3.73 0.379596 0.339430 5.172599
000099.XSHE 6.24 0.358407 0.390821 3.599166
000159.XSHE 6.15 0.643301 -0.667854 5.808111
000400.XSHE 19.92 0.456925 -0.036681 4.233948
000410.XSHE 5.34 0.423742 0.746947 4.582029
000415.XSHE 3.14 0.493802 0.084809 3.451734
000417.XSHE 4.71 0.303663 -0.095509 3.853859
000418.XSHE 6.10 0.301966 0.315774 5.415254
000426.XSHE 3.79 0.453726 0.640004 5.752554
000488.XSHE 2.04 0.406299 0.445597 5.126094
000501.XSHE 7.58 0.326643 0.002293 6.638922
000503.XSHE 19.39 0.610977 0.295150 3.290670
000506.XSHE 5.22 0.768370 1.291997 8.709214
000510.XSHE 5.54 0.475957 0.006299 4.736900
000511.XSHE 4.29 0.294016 0.613691 5.931261
000513.XSHE 16.27 0.369463 0.078177 4.301385
000517.XSHE 1.59 0.395864 -0.168078 4.045219
000518.XSHE 3.38 0.395208 0.667256 5.306540
000525.XSHE 13.01 0.465729 0.693123 7.104480
000540.XSHE 1.71 0.549745 -0.588812 8.260127
000541.XSHE 4.06 0.411588 0.014708 4.477813
... ... ... ... ...
601000.XSHG 1.05 0.404480 0.094144 3.183081
601002.XSHG 9.55 0.741546 0.632099 6.075452
601010.XSHG 2.33 0.434530 0.373193 6.112216
601011.XSHG 2.98 0.323057 0.172251 4.046412
601100.XSHG 6.60 0.425196 0.091659 2.765424
601126.XSHG 6.74 0.377575 0.352698 3.761899
601208.XSHG 5.87 0.503032 0.365763 3.461977
601216.XSHG 1.86 0.785611 0.597636 4.154480
601233.XSHG 3.54 0.446889 0.224836 4.499853
601311.XSHG 9.94 0.433077 0.138836 4.091843
601339.XSHG 3.49 0.323949 -0.475005 4.668243
601388.XSHG 2.02 0.611896 0.656135 5.101935
601515.XSHG 4.19 0.283788 0.305101 5.395169
601519.XSHG 5.07 0.906940 0.299370 4.111384
601588.XSHG 2.62 0.368414 -0.342655 3.917779
601608.XSHG 2.04 0.310847 -0.024327 3.776268
601616.XSHG 3.21 0.291800 0.371011 3.814494
601636.XSHG 1.85 0.338399 0.171999 4.307206
601677.XSHG 7.33 0.409038 0.565698 4.546244
601678.XSHG 2.74 0.308570 0.309523 3.624093
601777.XSHG 5.14 0.321011 -0.109420 3.326675
601801.XSHG 5.67 0.563872 0.354459 4.008041
601880.XSHG 0.89 0.376676 -0.029627 2.771224
601886.XSHG 9.42 0.794869 -0.140775 5.538045
601908.XSHG 3.38 0.469092 0.822099 7.127042
601929.XSHG 4.00 0.678014 1.290834 5.388991
601999.XSHG 7.20 0.658330 0.546992 4.013667
603000.XSHG 14.25 0.650094 0.691503 4.548918
603001.XSHG 12.66 0.331768 -0.208956 3.844382
603366.XSHG 6.46 0.317693 0.069763 3.576731
[496 rows x 4 columns], datetime.date(2013, 7, 31): close r_vol r_skew r_kurt
000006.XSHE 3.63 0.271360 -0.347131 2.922349
000021.XSHE 5.03 0.418712 -0.134331 3.843508
000028.XSHE 31.96 0.331792 -0.682927 7.300305
000031.XSHE 3.53 0.363279 -0.324590 3.998445
000042.XSHE 11.55 0.353990 -0.585462 6.622253
000050.XSHE 11.00 0.594551 0.141296 4.350082
000066.XSHE 3.23 0.443535 -0.152845 3.790316
000078.XSHE 2.66 0.379545 -0.079263 3.935786
000088.XSHE 3.03 0.277608 -0.067016 3.557496
000090.XSHE 3.72 0.367741 -0.036842 5.525428
000099.XSHE 6.28 0.278719 -0.045229 3.749560
000159.XSHE 5.78 0.485594 0.115502 4.793808
000400.XSHE 17.51 0.463973 0.273193 6.769502
000410.XSHE 5.04 0.328569 -0.273049 4.514273
000415.XSHE 3.08 0.597229 0.877997 6.583631
000417.XSHE 4.56 0.314726 0.068774 4.236677
000418.XSHE 6.04 0.397273 1.004874 7.585239
000426.XSHE 3.62 0.335646 0.467487 5.233416
000488.XSHE 2.12 0.351890 0.716785 3.791821
000501.XSHE 7.51 0.273087 0.423729 3.554747
000503.XSHE 19.03 0.543794 -0.056814 3.805034
000506.XSHE 4.85 0.554665 -0.066960 4.159548
000510.XSHE 5.82 0.585978 0.802565 6.465736
000511.XSHE 4.39 0.296855 0.350383 4.330988
000513.XSHE 15.71 0.390448 -0.254209 4.362732
000517.XSHE 1.55 0.428603 -1.075526 6.750225
000518.XSHE 3.24 0.356153 0.632932 4.349338
000525.XSHE 12.84 0.449938 0.111498 5.944547
000540.XSHE 1.64 0.439565 -0.455412 4.469795
000541.XSHE 3.94 0.419239 0.006863 4.293856
... ... ... ... ...
601000.XSHG 1.03 0.330771 0.045076 3.187389
601002.XSHG 8.62 0.553666 0.093755 5.291973
601010.XSHG 2.36 0.488319 0.396888 4.375059
601011.XSHG 2.89 0.278121 0.098486 4.587751
601100.XSHG 6.22 0.373591 -0.373034 4.281605
601126.XSHG 6.49 0.419495 0.288248 4.338212
601208.XSHG 5.59 0.335555 -0.056889 3.636254
601216.XSHG 1.51 0.700848 -0.268126 3.695857
601233.XSHG 3.36 0.346477 -0.330374 5.246302
601311.XSHG 8.91 0.420543 -0.489239 4.360956
601339.XSHG 3.44 0.241226 -0.083360 3.403768
601388.XSHG 2.09 0.674014 0.285457 4.779752
601515.XSHG 4.11 0.319918 -0.013691 4.972683
601519.XSHG 4.24 0.597892 0.174861 4.149788
601588.XSHG 2.59 0.334543 -0.255900 3.463140
601608.XSHG 1.99 0.281505 -0.001708 3.436548
601616.XSHG 3.11 0.280826 0.052832 3.370311
601636.XSHG 1.98 0.474835 0.734189 4.827147
601677.XSHG 7.03 0.309812 -0.096955 4.377206
601678.XSHG 2.68 0.381794 0.469185 5.771869
601777.XSHG 5.04 0.278894 -0.352294 3.733656
601801.XSHG 5.24 0.462594 0.254836 3.412866
601880.XSHG 0.90 0.483766 0.835075 8.205813
601886.XSHG 8.85 0.481863 -0.491278 4.501928
601908.XSHG 3.17 0.496641 0.045128 3.973907
601929.XSHG 3.73 0.710296 0.051722 3.843209
601999.XSHG 6.37 0.587724 -0.054388 3.680016
603000.XSHG 13.00 0.572000 -0.209225 3.627290
603001.XSHG 12.64 0.297750 0.387950 5.563255
603366.XSHG 6.21 0.340765 -0.366830 4.256801
[496 rows x 4 columns], datetime.date(2013, 8, 7): close r_vol r_skew r_kurt
000006.XSHE 3.73 0.246279 0.084596 3.171154
000021.XSHE 5.29 0.386599 0.442198 3.884115
000028.XSHE 33.73 0.388573 0.512349 4.941908
000031.XSHE 3.66 0.323277 0.232229 4.562602
000042.XSHE 11.73 0.384494 0.077770 6.608263
000050.XSHE 11.75 0.411917 0.449914 4.034820
000066.XSHE 3.34 0.376394 0.586725 4.626100
000078.XSHE 2.74 0.243958 0.230354 4.207645
000088.XSHE 3.16 0.279827 0.455667 2.845517
000090.XSHE 3.80 0.235585 0.349228 4.857988
000099.XSHE 6.50 0.293087 0.320276 4.976358
000159.XSHE 5.88 0.317000 0.474656 4.186198
000400.XSHE 18.99 0.315807 -0.161184 5.421595
000410.XSHE 5.23 0.303876 0.876838 5.840914
000415.XSHE 3.28 0.382138 1.095473 6.132539
000417.XSHE 4.77 0.266713 0.563035 3.455173
000418.XSHE 6.78 0.360769 0.447490 3.376845
000426.XSHE 3.92 0.403690 0.381994 4.533885
000488.XSHE 2.14 0.267335 0.087039 3.373938
000501.XSHE 8.00 0.364887 0.905873 5.939240
000503.XSHE 19.00 0.385197 0.073295 4.925626
000506.XSHE 5.14 0.354026 0.401403 3.834629
000510.XSHE 5.81 0.351232 0.865215 6.116103
000511.XSHE 4.49 0.240412 0.086513 4.274360
000513.XSHE 17.85 0.343935 1.251517 5.815520
000517.XSHE 1.62 0.285478 0.384573 3.650087
000518.XSHE 3.34 0.265637 0.136637 2.676513
000525.XSHE 15.34 0.534171 1.577245 9.652499
000540.XSHE 1.74 0.396284 0.295821 4.666042
000541.XSHE 3.96 0.310526 0.389140 4.030328
... ... ... ... ...
601002.XSHG 8.97 0.290174 0.523944 4.185483
601010.XSHG 2.49 0.311654 0.712243 6.564296
601011.XSHG 3.14 0.388303 1.613082 8.996578
601100.XSHG 6.41 0.247418 0.345431 3.707519
601126.XSHG 6.97 0.431483 0.738113 7.775417
601208.XSHG 5.70 0.289569 0.324877 4.752300
601216.XSHG 1.55 0.481813 0.322246 3.272753
601233.XSHG 3.61 0.318586 0.681550 5.009773
601311.XSHG 9.57 0.355097 0.749943 3.898968
601339.XSHG 3.59 0.208296 0.524743 4.605684
601388.XSHG 2.08 0.576592 0.554182 4.928084
601515.XSHG 4.28 0.281904 0.655217 5.162109
601519.XSHG 4.47 0.490058 0.655188 4.334495
601588.XSHG 2.65 0.333517 0.275849 3.201382
601608.XSHG 2.05 0.262236 0.176743 2.611434
601616.XSHG 3.21 0.336590 1.040113 6.482931
601636.XSHG 2.07 0.288166 -0.059268 3.341081
601677.XSHG 7.31 0.480281 0.920160 6.312113
601678.XSHG 2.84 0.266347 0.232802 3.641672
601777.XSHG 5.16 0.269867 0.419262 4.318705
601801.XSHG 5.47 0.389291 0.778353 5.774598
601880.XSHG 0.92 0.333403 0.372485 2.908585
601886.XSHG 9.32 0.468125 0.817422 7.687251
601908.XSHG 3.43 0.454345 1.675969 8.637992
601929.XSHG 3.73 0.455625 0.866975 7.539184
601999.XSHG 6.58 0.342416 0.260510 3.805768
603000.XSHG 13.30 0.393203 0.805285 8.288109
603001.XSHG 13.13 0.285873 0.598721 3.787425
603077.XSHG 0.89 0.641794 1.270569 7.508305
603366.XSHG 6.49 0.330644 1.184694 7.003925
[497 rows x 4 columns], datetime.date(2013, 8, 14): close r_vol r_skew r_kurt
000006.XSHE 3.90 0.293899 1.149758 6.522565
000021.XSHE 5.34 0.402846 0.498303 4.696540
000028.XSHE 39.08 0.467831 1.071833 4.852311
000031.XSHE 3.73 0.272694 0.122612 3.283428
000042.XSHE 12.14 0.333028 0.102772 4.684626
000050.XSHE 12.16 0.364609 0.397400 5.349741
000066.XSHE 3.51 0.462874 1.423304 9.267262
000078.XSHE 2.79 0.237530 -0.336117 3.812370
000088.XSHE 3.21 0.293943 0.869516 5.127036
000090.XSHE 3.87 0.233957 0.208223 4.041864
000099.XSHE 6.82 0.258170 0.732395 4.716182
000159.XSHE 6.01 0.319877 -0.151140 5.245673
000400.XSHE 19.43 0.371492 0.173956 6.033528
000410.XSHE 5.37 0.299219 -0.163639 4.750720
000415.XSHE 3.48 0.413119 0.652789 4.703313
000417.XSHE 5.05 0.346616 1.529447 10.256358
000418.XSHE 6.86 0.325606 0.325800 6.160944
000426.XSHE 4.16 0.459000 1.006917 5.060316
000488.XSHE 2.15 0.221960 0.386755 2.958226
000501.XSHE 8.10 0.287585 0.251884 3.189401
000503.XSHE 18.86 0.402481 0.232408 3.539530
000506.XSHE 5.26 0.414682 0.066912 3.173930
000510.XSHE 5.94 0.397923 0.895123 6.834478
000511.XSHE 4.58 0.280551 0.555861 4.613914
000513.XSHE 18.03 0.427596 -0.387976 4.465605
000517.XSHE 1.83 0.434747 1.028021 6.005468
000518.XSHE 3.42 0.362383 0.537495 5.829660
000525.XSHE 16.57 0.666192 1.270099 8.969635
000540.XSHE 1.77 0.351462 0.756690 6.246343
000541.XSHE 3.99 0.238572 0.312651 3.702322
... ... ... ... ...
601010.XSHG 2.53 0.286240 0.608881 5.575733
601011.XSHG 3.22 0.368860 0.772299 4.881690
601100.XSHG 6.78 0.312132 0.706337 4.825650
601126.XSHG 7.33 0.360928 0.145999 3.875788
601208.XSHG 5.91 0.304636 0.964403 5.913313
601216.XSHG 1.68 0.551032 1.072584 5.407620
601233.XSHG 3.96 0.542234 1.240477 6.922246
601311.XSHG 11.03 0.549245 1.079656 4.664936
601339.XSHG 3.78 0.254727 0.796512 5.300928
601388.XSHG 2.13 0.426371 -0.222950 3.636948
601515.XSHG 4.42 0.320268 0.692721 4.551635
601519.XSHG 4.91 0.482971 1.034170 5.479633
601588.XSHG 2.70 0.301674 -0.080065 2.917215
601608.XSHG 2.11 0.262434 0.133723 2.751919
601616.XSHG 3.30 0.265119 0.070282 2.940152
601636.XSHG 2.13 0.367901 0.431910 6.216296
601677.XSHG 7.81 0.446950 1.528723 8.246388
601678.XSHG 3.13 0.309303 0.240146 3.134702
601777.XSHG 5.35 0.204781 0.219805 3.095060
601801.XSHG 5.40 0.331002 0.344865 3.150302
601880.XSHG 0.97 0.390840 0.508713 5.125256
601886.XSHG 9.52 0.339023 0.804082 5.578777
601908.XSHG 3.43 0.259743 0.392912 3.876215
601929.XSHG 3.88 0.529647 0.490574 5.631438
601999.XSHG 6.61 0.349172 0.691994 5.197766
603000.XSHG 12.94 0.330302 0.313601 3.599404
603001.XSHG 13.21 0.266677 0.129618 3.861548
603077.XSHG 0.98 0.476327 1.149980 5.831916
603366.XSHG 6.52 0.237950 0.344230 3.785704
603766.XSHG 2.89 0.275246 0.558001 4.435000
[498 rows x 4 columns], datetime.date(2013, 8, 21): close r_vol r_skew r_kurt
000006.XSHE 4.18 0.505416 0.975156 5.015393
000021.XSHE 5.74 0.483750 0.847283 5.464099
000028.XSHE 35.32 0.459589 -0.665711 7.885019
000031.XSHE 3.66 0.312936 0.600991 4.165511
000042.XSHE 12.37 0.340964 0.820961 5.301335
000050.XSHE 12.31 0.521623 1.198767 9.266639
000066.XSHE 4.17 0.802820 2.179087 12.561502
000078.XSHE 2.67 0.281312 0.225957 6.140299
000088.XSHE 3.14 0.425504 0.776781 6.287109
000090.XSHE 3.85 0.249886 0.130508 2.836693
000099.XSHE 6.58 0.373913 -0.096105 4.496541
000159.XSHE 5.82 0.365087 0.120337 3.258674
000400.XSHE 19.58 0.417629 0.712122 4.852360
000410.XSHE 5.35 0.362639 0.348824 5.371843
000415.XSHE 3.49 0.590830 0.761029 4.089105
000417.XSHE 4.97 0.314162 -0.004708 3.598993
000418.XSHE 6.84 0.355454 0.394257 4.836821
000426.XSHE 4.10 0.427632 0.182231 3.461701
000488.XSHE 2.23 0.275361 0.562992 3.308320
000501.XSHE 7.96 0.358814 0.132486 3.690656
000503.XSHE 19.74 0.465591 0.742109 5.431679
000506.XSHE 5.05 0.393539 0.068836 3.474091
000510.XSHE 5.67 0.378188 0.219436 4.020886
000511.XSHE 4.44 0.359887 0.944234 6.149325
000513.XSHE 17.18 0.350004 -0.056473 4.337950
000517.XSHE 1.69 0.439214 -0.158054 4.195806
000518.XSHE 3.31 0.306696 0.316096 3.514634
000525.XSHE 16.61 0.484631 0.365615 4.675004
000540.XSHE 1.73 0.350171 0.105025 3.956681
000541.XSHE 3.86 0.306605 0.395819 5.038035
... ... ... ... ...
601010.XSHG 2.50 0.311966 0.498097 4.771894
601011.XSHG 3.34 0.351439 1.146545 5.936426
601100.XSHG 6.45 0.328213 0.171840 4.061728
601126.XSHG 7.51 0.361542 0.484054 3.637375
601208.XSHG 5.78 0.276134 0.224853 3.343599
601216.XSHG 1.59 0.641813 0.909983 4.505853
601233.XSHG 4.49 0.518440 0.315876 5.136981
601311.XSHG 11.45 0.572357 0.131352 4.362127
601339.XSHG 3.64 0.298013 0.254617 4.233381
601388.XSHG 2.10 0.416060 -0.008523 3.947955
601515.XSHG 4.40 0.293710 0.377120 3.214713
601519.XSHG 5.31 0.847935 1.024965 5.328125
601588.XSHG 2.65 0.346004 0.463577 4.218835
601608.XSHG 2.09 0.370263 0.469194 3.994606
601616.XSHG 3.35 0.366778 0.809997 5.743141
601636.XSHG 2.15 0.304588 0.577872 4.918342
601677.XSHG 7.66 0.362181 0.277304 3.781089
601678.XSHG 2.91 0.404680 0.231292 4.140638
601777.XSHG 5.29 0.284488 0.542532 4.216259
601801.XSHG 5.28 0.365599 0.315123 3.978120
601880.XSHG 0.94 0.349838 0.251749 3.375661
601886.XSHG 9.31 0.445809 0.496209 7.498110
601908.XSHG 3.26 0.338076 0.447473 4.508056
601929.XSHG 4.05 0.466343 0.667143 4.698366
601999.XSHG 6.90 0.434410 0.770572 4.339234
603000.XSHG 13.25 0.342798 0.544919 3.928791
603001.XSHG 12.59 0.277901 -0.418514 3.953441
603077.XSHG 1.05 0.579703 0.779678 5.576438
603366.XSHG 6.21 0.289022 -0.013287 4.039309
603766.XSHG 2.62 0.326441 -0.349924 3.657977
[498 rows x 4 columns], datetime.date(2013, 8, 28): close r_vol r_skew r_kurt
000006.XSHE 4.06 0.457291 0.692823 8.240655
000021.XSHE 5.80 0.510202 0.578616 4.478647
000028.XSHE 36.93 0.312054 0.412012 5.417533
000031.XSHE 3.74 0.370701 1.197532 6.558427
000042.XSHE 12.38 0.277017 0.838559 5.501375
000050.XSHE 12.56 0.399420 0.490882 3.385374
000066.XSHE 4.37 0.600638 1.945697 13.984101
000078.XSHE 2.69 0.233190 0.213060 4.752834
000088.XSHE 3.69 0.525704 0.675141 4.804731
000090.XSHE 4.05 0.374117 1.784167 10.896143
000099.XSHE 6.86 0.302320 0.865876 6.034096
000159.XSHE 5.84 0.288852 0.320523 4.490884
000400.XSHE 21.68 0.485282 0.478112 4.538911
000410.XSHE 5.35 0.256610 0.101844 4.653199
000415.XSHE 3.49 0.594454 0.422721 2.663723
000417.XSHE 5.02 0.239901 0.065093 4.046495
000418.XSHE 6.63 0.318460 0.064839 3.924666
000426.XSHE 4.29 0.352117 1.348349 6.534302
000488.XSHE 2.21 0.243775 -0.085087 3.363898
000501.XSHE 8.00 0.300194 0.742823 4.867401
000503.XSHE 18.80 0.361200 0.147752 5.136542
000506.XSHE 5.53 0.468077 1.029493 5.728811
000510.XSHE 5.59 0.353023 1.449608 9.322531
000511.XSHE 4.24 0.249552 0.000142 3.981605
000513.XSHE 16.74 0.346413 -0.149702 4.132135
000517.XSHE 1.70 0.261077 -0.066319 3.003053
000518.XSHE 3.35 0.250138 0.304730 2.852722
000525.XSHE 16.70 0.479343 0.859999 8.739354
000540.XSHE 1.67 0.264838 -0.195229 3.813504
000541.XSHE 3.88 0.213509 0.506671 3.824092
... ... ... ... ...
601010.XSHG 2.51 0.299335 0.289167 4.188331
601011.XSHG 3.49 0.394957 0.854210 4.258049
601100.XSHG 6.51 0.232591 0.341380 3.422917
601126.XSHG 7.89 0.333850 0.420086 4.509064
601208.XSHG 6.05 0.358829 0.614664 4.127700
601216.XSHG 1.61 0.563707 0.297095 3.850806
601233.XSHG 4.32 0.376507 0.302071 5.269644
601311.XSHG 11.03 0.399673 0.123253 4.573268
601339.XSHG 3.63 0.216674 0.454936 6.204528
601388.XSHG 2.11 0.427899 1.118569 7.088675
601515.XSHG 4.66 0.264872 0.403609 4.461950
601519.XSHG 5.16 0.677746 0.430581 4.659317
601588.XSHG 2.68 0.306129 0.307293 2.800868
601608.XSHG 2.15 0.279976 0.188352 3.835055
601616.XSHG 3.61 0.523829 1.201509 7.643375
601636.XSHG 2.06 0.285071 -0.204021 3.800688
601677.XSHG 7.89 0.365521 0.881121 4.875223
601678.XSHG 2.94 0.260224 0.300175 4.000832
601777.XSHG 5.60 0.396664 0.683336 4.060147
601801.XSHG 5.58 0.423055 0.600776 5.331351
601880.XSHG 1.02 0.413801 0.607470 3.725286
601886.XSHG 9.04 0.328274 0.397887 4.936150
601908.XSHG 3.36 0.412474 1.008248 6.227607
601929.XSHG 4.04 0.548360 0.564264 5.109915
601999.XSHG 6.85 0.490410 0.750893 5.365927
603000.XSHG 17.00 0.689150 0.767744 5.282917
603001.XSHG 12.91 0.232340 0.765297 6.434192
603077.XSHG 1.13 0.581027 0.398917 4.368137
603366.XSHG 6.33 0.239531 0.801312 4.882868
603766.XSHG 2.65 0.291169 0.020055 4.716567
[498 rows x 4 columns], datetime.date(2013, 9, 4): close r_vol r_skew r_kurt
000006.XSHE 4.17 0.524316 0.760925 5.337040
000021.XSHE 5.84 0.386644 -0.050947 5.187829
000028.XSHE 38.15 0.489736 -0.617257 7.005175
000031.XSHE 3.84 0.423018 0.591794 6.926725
000042.XSHE 12.30 0.383652 -0.204484 6.858204
000050.XSHE 12.64 0.452009 0.695443 3.583208
000066.XSHE 4.32 0.609945 0.485327 4.383312
000078.XSHE 2.69 0.255701 0.747901 7.075536
000088.XSHE 3.74 0.843877 1.500414 10.927093
000090.XSHE 4.12 0.528398 0.205217 4.923261
000099.XSHE 7.52 0.449893 0.958919 5.312114
000159.XSHE 6.51 0.527477 0.625183 10.172280
000400.XSHE 22.32 0.505842 0.469486 4.120881
000410.XSHE 5.70 0.493349 1.028609 6.312441
000415.XSHE 3.49 0.594454 0.422721 2.663723
000417.XSHE 5.09 0.267680 -0.208494 3.573644
000418.XSHE 6.85 0.279070 0.341416 3.236818
000426.XSHE 4.13 0.302923 0.291593 3.639471
000488.XSHE 2.35 0.383153 0.559718 4.235047
000501.XSHE 8.14 0.257751 0.533298 5.046199
000503.XSHE 18.00 0.352451 0.277648 7.296275
000506.XSHE 5.35 0.389617 0.031104 3.739143
000510.XSHE 5.63 0.335063 0.919025 6.180143
000511.XSHE 4.29 0.234519 0.421027 4.127463
000513.XSHE 17.43 0.311665 0.337344 4.998528
000517.XSHE 1.74 0.286197 0.136436 3.939332
000518.XSHE 3.43 0.286161 0.192459 3.624225
000525.XSHE 16.25 0.425371 0.465522 5.312229
000540.XSHE 1.73 0.354153 0.188181 4.470114
000541.XSHE 3.86 0.231430 0.016291 3.624871
... ... ... ... ...
601010.XSHG 2.54 0.274973 -0.023449 2.887901
601011.XSHG 3.63 0.362844 1.045548 6.626699
601100.XSHG 6.83 0.403091 1.290227 6.842818
601126.XSHG 8.07 0.392034 0.261281 3.443169
601208.XSHG 6.33 0.384857 0.671927 4.681539
601216.XSHG 1.44 0.506210 -0.358092 4.450417
601233.XSHG 4.32 0.327100 -0.081042 3.522985
601311.XSHG 11.53 0.474883 0.998875 6.037005
601339.XSHG 3.67 0.242674 0.338110 3.876797
601388.XSHG 2.08 0.335110 0.346304 3.879285
601515.XSHG 6.35 0.648425 2.827517 15.333670
601519.XSHG 4.96 0.536380 0.180826 4.264825
601588.XSHG 2.78 0.340320 0.610808 4.071583
601608.XSHG 2.19 0.297574 0.497950 4.791271
601616.XSHG 3.55 0.551363 0.170844 5.000649
601636.XSHG 2.13 0.260700 0.479445 5.235275
601677.XSHG 8.13 0.258703 -0.520892 4.137485
601678.XSHG 3.00 0.297142 -0.234243 5.069471
601777.XSHG 5.58 0.372083 0.637924 5.590647
601801.XSHG 5.34 0.387688 -0.026257 4.087048
601880.XSHG 1.11 0.817214 0.744508 7.098562
601886.XSHG 8.68 0.226225 -0.373648 4.148948
601908.XSHG 3.29 0.294074 0.252062 3.972981
601929.XSHG 3.70 0.463381 -0.243637 4.555094
601999.XSHG 6.45 0.302391 0.096436 3.719847
603000.XSHG 16.77 0.577469 0.388485 3.386721
603001.XSHG 13.08 0.267845 0.530650 5.946049
603077.XSHG 1.22 0.537768 0.458815 4.542479
603366.XSHG 6.47 0.258496 0.769037 5.193315
603766.XSHG 2.71 0.353664 0.862392 6.651340
[498 rows x 4 columns], datetime.date(2013, 9, 11): close r_vol r_skew r_kurt
000006.XSHE 4.29 0.435622 0.445477 5.391915
000021.XSHE 5.72 0.356837 0.180431 4.943400
000028.XSHE 39.05 0.353220 0.078959 4.266972
000031.XSHE 3.95 0.355325 0.220831 3.250633
000042.XSHE 12.55 0.293539 -0.006326 6.921431
000050.XSHE 12.64 0.464975 0.717058 3.593888
000066.XSHE 4.43 0.472041 0.593966 5.305060
000078.XSHE 2.75 0.237431 0.368941 4.196557
000088.XSHE 4.46 0.689772 1.438089 11.201027
000090.XSHE 4.19 0.325343 0.648607 4.715003
000099.XSHE 7.47 0.439015 1.167283 6.799735
000159.XSHE 6.51 0.694020 0.637962 6.215556
000400.XSHE 20.92 0.440734 0.276263 5.776670
000410.XSHE 5.91 0.361820 0.596378 4.342989
000415.XSHE 3.49 0.594454 0.422721 2.663723
000417.XSHE 5.26 0.249953 0.362504 3.181698
000418.XSHE 6.92 0.234193 -0.327918 4.480595
000426.XSHE 4.23 0.267758 0.444575 3.749564
000488.XSHE 2.39 0.356400 0.438502 6.723318
000501.XSHE 8.43 0.368290 0.547443 4.219293
000503.XSHE 19.95 0.414778 0.523791 3.892071
000506.XSHE 5.49 0.425876 0.360664 5.662715
000510.XSHE 5.79 0.315744 1.166069 6.724729
000511.XSHE 4.30 0.218316 0.450081 3.592310
000513.XSHE 17.15 0.352311 -0.162036 5.265693
000517.XSHE 1.77 0.274455 0.507474 4.104389
000518.XSHE 3.55 0.292251 0.170538 2.620185
000525.XSHE 15.82 0.445671 -0.046197 4.407858
000540.XSHE 1.81 0.433636 1.331905 8.037061
000541.XSHE 4.00 0.281102 1.340295 9.021053
... ... ... ... ...
601010.XSHG 2.68 0.484356 2.030914 12.046043
601011.XSHG 3.94 0.412755 0.278276 4.233113
601100.XSHG 7.17 0.428121 0.712718 5.005067
601126.XSHG 8.02 0.438848 0.775007 6.341080
601208.XSHG 6.54 0.444296 0.016394 4.039941
601216.XSHG 1.45 0.384450 1.003714 5.996262
601233.XSHG 4.32 0.331542 0.374424 3.484767
601311.XSHG 10.81 0.436938 -0.289588 3.941856
601339.XSHG 3.72 0.244403 0.589784 5.414336
601388.XSHG 2.17 0.330064 0.370155 4.547085
601515.XSHG 6.51 0.526552 -0.044747 4.069565
601519.XSHG 5.70 0.760160 1.099698 5.984418
601588.XSHG 2.88 0.360098 0.081984 3.421563
601608.XSHG 2.54 0.350115 1.981977 14.230913
601616.XSHG 3.85 0.557784 0.474231 3.812438
601636.XSHG 2.17 0.289655 0.047918 4.352298
601677.XSHG 8.19 0.425096 1.408746 10.513921
601678.XSHG 3.09 0.274284 0.342785 4.388663
601777.XSHG 6.09 0.490156 1.172404 5.927068
601801.XSHG 5.53 0.437831 0.205805 5.322334
601880.XSHG 1.17 0.703305 1.319407 6.537582
601886.XSHG 8.86 0.237877 1.092400 7.330923
601908.XSHG 3.43 0.357972 0.216865 3.469366
601929.XSHG 3.66 0.392169 0.291018 4.506026
601999.XSHG 6.57 0.335318 0.454545 5.557463
603000.XSHG 18.78 0.745962 0.621425 6.576574
603001.XSHG 13.77 0.382703 0.965315 4.957771
603077.XSHG 1.12 0.639441 -0.892380 7.144371
603366.XSHG 6.58 0.258640 0.265365 3.928227
603766.XSHG 2.84 0.306282 0.971049 6.043627
[498 rows x 4 columns], datetime.date(2013, 9, 18): close r_vol r_skew r_kurt
000006.XSHE 4.22 0.487963 0.657401 5.537488
000021.XSHE 5.59 0.289765 0.527159 6.378968
000028.XSHE 39.02 0.360615 0.322269 6.465866
000031.XSHE 3.81 0.408955 0.143257 4.148827
000042.XSHE 12.09 0.240259 0.718137 8.365138
000050.XSHE 12.64 0.464975 0.717058 3.593888
000066.XSHE 3.96 0.428692 -0.389011 3.588622
000078.XSHE 2.72 0.293858 0.662177 7.818487
000088.XSHE 4.67 1.039605 1.148608 5.558027
000090.XSHE 4.19 0.377529 0.660440 4.316970
000099.XSHE 7.17 0.272866 -0.411248 4.098231
000159.XSHE 7.73 0.610665 1.550941 9.113339
000400.XSHE 20.94 0.306528 -0.394910 4.732782
000410.XSHE 5.71 0.295071 -0.508747 4.346014
000415.XSHE 3.49 0.594454 0.422721 2.663723
000417.XSHE 5.34 0.357222 0.426293 4.544432
000418.XSHE 7.36 0.610849 0.523439 8.762489
000426.XSHE 4.05 0.270722 -0.053501 3.331638
000488.XSHE 2.35 0.269881 0.139258 3.735637
000501.XSHE 8.55 0.384662 0.975525 6.956140
000503.XSHE 20.73 0.375608 0.531904 4.316745
000506.XSHE 5.40 0.385883 0.305782 5.316277
000510.XSHE 5.60 0.261300 0.245520 3.759172
000511.XSHE 4.28 0.200285 0.179310 3.367403
000513.XSHE 17.30 0.347465 0.522218 4.392529
000517.XSHE 1.71 0.263574 -0.146881 3.742396
000518.XSHE 3.47 0.437172 0.407271 5.875833
000525.XSHE 15.71 0.384596 0.825197 4.884070
000540.XSHE 1.68 0.340745 -0.411972 4.727757
000541.XSHE 3.91 0.228146 0.136624 5.672627
... ... ... ... ...
601010.XSHG 2.79 0.569423 0.758191 5.967396
601011.XSHG 3.95 0.461062 0.787056 5.238307
601100.XSHG 6.94 0.247725 0.327862 4.642247
601126.XSHG 8.04 0.295334 0.488511 4.594805
601208.XSHG 6.21 0.268528 0.032597 3.435517
601216.XSHG 1.53 0.524921 1.433940 6.323166
601233.XSHG 4.26 0.205926 0.089649 3.838167
601311.XSHG 10.67 0.264319 0.293467 3.604929
601339.XSHG 3.74 0.301876 0.171063 6.085883
601388.XSHG 2.11 0.279465 0.064749 3.197403
601515.XSHG 6.01 0.500197 0.187744 4.504946
601519.XSHG 6.59 0.890007 0.911917 4.148485
601588.XSHG 2.89 0.316313 0.025122 3.098441
601608.XSHG 2.32 0.459031 -0.279881 4.045319
601616.XSHG 3.85 0.473681 0.161787 8.210893
601636.XSHG 2.10 0.241177 -0.182437 3.399240
601677.XSHG 7.86 0.204032 -0.365963 2.992481
601678.XSHG 2.98 0.247285 -0.426902 4.627467
601777.XSHG 6.12 0.546007 0.298084 7.316434
601801.XSHG 5.61 0.432777 0.355464 3.357328
601880.XSHG 1.12 0.477478 0.466448 6.137698
601886.XSHG 8.71 0.262373 0.664481 6.011366
601908.XSHG 3.37 0.301021 0.200731 5.798102
601929.XSHG 3.94 0.401675 0.969922 4.345339
601999.XSHG 7.41 0.634145 1.118746 9.167799
603000.XSHG 22.51 0.861564 0.739073 4.895633
603001.XSHG 14.82 0.625984 0.641220 5.973579
603077.XSHG 1.12 0.696831 -0.184642 3.208179
603366.XSHG 6.33 0.188185 0.053582 4.405430
603766.XSHG 2.79 0.242835 0.269250 4.996252
[499 rows x 4 columns], datetime.date(2013, 9, 27): close r_vol r_skew r_kurt
000006.XSHE 4.13 0.365776 0.414841 3.567191
000021.XSHE 5.87 0.435930 0.239172 5.829804
000028.XSHE 40.24 0.391309 0.797998 6.122584
000031.XSHE 3.70 0.300073 -0.040733 3.373950
000042.XSHE 12.23 0.434677 1.432755 9.273370
000050.XSHE 12.64 0.464975 0.717058 3.593888
000066.XSHE 4.30 0.492717 1.238220 13.674794
000078.XSHE 3.01 0.721401 2.458155 15.843419
000088.XSHE 4.31 0.674067 0.312291 6.482102
000090.XSHE 4.03 0.270980 0.000002 3.066991
000099.XSHE 7.25 0.367228 0.481250 4.687292
000159.XSHE 7.55 0.717852 0.173063 4.452457
000400.XSHE 20.94 0.256757 -1.190121 6.061879
000410.XSHE 5.57 0.251488 0.085798 6.221730
000415.XSHE 3.49 0.594454 0.422721 2.663723
000417.XSHE 5.57 0.445351 0.340861 4.107690
000418.XSHE 7.03 0.523828 0.407636 7.370686
000426.XSHE 3.93 0.312056 0.368698 5.318929
000488.XSHE 2.38 0.277434 0.548243 4.580585
000501.XSHE 8.56 0.490328 0.233760 5.668569
000503.XSHE 19.76 0.365890 0.410063 4.801864
000506.XSHE 5.19 0.303298 0.036369 3.641315
000510.XSHE 6.26 0.621800 0.561911 5.800908
000511.XSHE 4.21 0.177116 0.110837 2.882182
000513.XSHE 18.41 0.339407 1.069698 5.795931
000517.XSHE 1.64 0.272516 -0.316098 4.201863
000518.XSHE 3.50 0.484458 0.881191 7.656886
000525.XSHE 15.18 0.359256 -0.142138 7.271550
000540.XSHE 1.69 0.360228 -0.615515 4.158999
000541.XSHE 3.77 0.196175 -0.398064 4.274510
... ... ... ... ...
601010.XSHG 2.67 0.382601 0.025194 3.625863
601011.XSHG 4.07 0.315107 0.702336 4.179080
601100.XSHG 6.86 0.269360 0.673488 5.769002
601126.XSHG 8.07 0.407002 1.007809 8.044151
601208.XSHG 6.04 0.284304 -0.086359 3.821984
601216.XSHG 1.49 0.525859 0.219044 5.471492
601233.XSHG 4.20 0.252063 0.240934 3.893744
601311.XSHG 10.57 0.312583 0.732591 4.440283
601339.XSHG 3.83 0.361785 0.790426 6.005873
601388.XSHG 2.05 0.390131 0.610021 6.846278
601515.XSHG 6.39 0.489356 0.643053 4.101421
601519.XSHG 6.80 0.866683 0.205398 4.557941
601588.XSHG 2.76 0.294408 -0.046156 2.621252
601608.XSHG 2.23 0.348412 0.312041 4.384061
601616.XSHG 3.60 0.422104 -0.160684 4.360435
601636.XSHG 2.06 0.218091 0.279490 5.905891
601677.XSHG 8.11 0.372952 1.218007 7.164772
601678.XSHG 2.90 0.255664 0.606814 5.584512
601777.XSHG 6.02 0.506282 0.337853 4.735438
601801.XSHG 6.03 0.472759 0.854335 3.860993
601880.XSHG 1.05 0.366726 0.627396 4.341257
601886.XSHG 7.66 0.260765 -1.094786 6.184496
601908.XSHG 3.50 0.338317 0.887178 4.632513
601929.XSHG 4.19 0.695182 1.168558 7.754241
601999.XSHG 7.75 0.750498 1.453137 7.129723
603000.XSHG 21.49 0.650503 -0.012807 3.504169
603001.XSHG 14.45 0.516504 0.519069 4.775323
603077.XSHG 1.12 0.696831 -0.184642 3.208179
603366.XSHG 6.51 0.234610 0.393255 3.313571
603766.XSHG 2.71 0.242232 0.128847 5.232273
[499 rows x 4 columns], datetime.date(2013, 10, 11): close r_vol r_skew r_kurt
000006.XSHE 4.49 0.368457 0.807832 3.874350
000021.XSHE 6.11 0.325109 0.603555 4.915097
000028.XSHE 40.39 0.448033 0.614670 6.701687
000031.XSHE 3.85 0.332279 0.889370 4.433898
000042.XSHE 12.44 0.374075 0.010018 4.382940
000050.XSHE 12.64 0.464975 0.717058 3.593888
000066.XSHE 4.54 0.525904 1.121884 6.267451
000078.XSHE 3.07 0.469266 0.611374 6.768980
000088.XSHE 4.71 0.649638 1.815406 10.623866
000090.XSHE 4.03 0.248980 0.054378 2.870965
000099.XSHE 7.65 0.302384 1.171356 6.441538
000159.XSHE 9.11 0.558560 0.536040 3.722970
000400.XSHE 23.58 0.617507 0.389935 8.230256
000410.XSHE 5.89 0.303875 0.914049 5.227037
000415.XSHE 4.29 0.597294 0.229284 3.718960
000417.XSHE 6.20 0.564215 0.817377 4.036545
000418.XSHE 7.42 0.294808 0.333064 3.961056
000426.XSHE 4.22 0.277224 -0.078993 4.677487
000488.XSHE 2.58 0.433215 0.552246 5.616270
000501.XSHE 9.43 0.439681 1.147901 6.752689
000503.XSHE 21.81 0.363684 1.006773 4.489833
000506.XSHE 5.28 0.209647 0.335124 3.133002
000510.XSHE 6.07 0.356264 0.143469 5.119874
000511.XSHE 4.24 0.182735 0.031100 2.846956
000513.XSHE 18.16 0.377045 -0.066296 4.481736
000517.XSHE 1.71 0.239005 0.105917 3.731041
000518.XSHE 3.62 0.349708 1.096381 7.490419
000525.XSHE 15.71 0.276336 0.421207 5.546718
000540.XSHE 1.65 0.322557 0.261360 3.739089
000541.XSHE 3.78 0.183450 0.277993 2.916915
... ... ... ... ...
601010.XSHG 2.88 0.413587 0.348469 4.934274
601011.XSHG 4.15 0.280772 -0.242817 5.738871
601100.XSHG 6.50 0.276380 -0.460661 3.266322
601126.XSHG 8.53 0.367563 0.741365 6.822453
601208.XSHG 6.44 0.315599 1.508881 8.105713
601216.XSHG 1.94 0.360215 0.491702 1.982694
601233.XSHG 4.44 0.302843 1.217025 5.610862
601311.XSHG 11.25 0.348794 0.816487 5.073816
601339.XSHG 3.97 0.251237 0.652268 4.190546
601388.XSHG 2.15 0.302967 0.724311 4.045242
601515.XSHG 6.74 0.609553 0.858821 9.049754
601519.XSHG 8.13 0.792483 0.635051 3.762868
601588.XSHG 2.85 0.357099 0.332279 2.986997
601608.XSHG 2.33 0.287942 0.488482 3.442911
601616.XSHG 3.85 0.353170 0.896421 4.324632
601636.XSHG 2.29 0.279498 0.695279 4.221571
601677.XSHG 8.23 0.366225 0.963807 6.181562
601678.XSHG 3.00 0.250820 0.095104 4.020448
601777.XSHG 6.87 0.665806 1.651680 10.545470
601801.XSHG 7.14 0.678613 0.917325 5.553353
601880.XSHG 1.14 0.488947 1.236416 8.471414
601886.XSHG 8.70 0.366907 0.525849 7.217800
601908.XSHG 3.59 0.291527 0.285623 3.624607
601929.XSHG 4.14 0.446624 0.021438 3.391288
601999.XSHG 7.66 0.437777 0.101869 4.655869
603000.XSHG 20.37 0.606509 -0.072180 3.685385
603001.XSHG 14.27 0.288096 0.078506 5.323668
603077.XSHG 1.12 0.696831 -0.184642 3.208179
603366.XSHG 6.85 0.265124 0.876073 6.369227
603766.XSHG 2.82 0.289919 0.418612 5.951499
[499 rows x 4 columns], datetime.date(2013, 10, 18): close r_vol r_skew r_kurt
000006.XSHE 4.39 0.355202 0.655239 4.530489
000021.XSHE 5.74 0.274920 -0.208333 3.939719
000028.XSHE 39.02 0.387384 0.040777 4.404128
000031.XSHE 3.72 0.295955 -0.193145 3.972199
000042.XSHE 12.23 0.481721 0.272484 3.625408
000050.XSHE 12.64 0.464975 0.717058 3.593888
000066.XSHE 4.21 0.343876 -0.248288 3.389441
000078.XSHE 3.12 0.550018 0.511156 4.427334
000088.XSHE 5.07 0.937077 1.150111 7.648194
000090.XSHE 4.03 0.352945 -0.137166 3.031377
000099.XSHE 7.27 0.328508 -0.571207 3.677927
000159.XSHE 8.08 0.636247 -0.188979 4.085829
000400.XSHE 23.44 0.455278 -0.087539 4.207609
000410.XSHE 6.00 0.282420 0.091901 3.611120
000415.XSHE 3.86 0.515693 0.269287 5.584898
000417.XSHE 6.01 0.572894 0.714772 6.107074
000418.XSHE 7.22 0.299513 0.295140 4.723812
000426.XSHE 4.07 0.256824 -0.178839 4.051496
000488.XSHE 2.65 0.405221 -0.199121 6.579498
000501.XSHE 10.47 0.679334 0.651791 6.269674
000503.XSHE 24.90 0.632483 0.654781 4.282853
000506.XSHE 5.09 0.279342 0.076679 3.898877
000510.XSHE 6.16 0.459869 0.893526 9.930794
000511.XSHE 4.48 0.469290 0.280660 4.582987
000513.XSHE 17.90 0.431726 0.147702 4.146493
000517.XSHE 1.70 0.269282 -0.077955 2.788853
000518.XSHE 3.70 0.357165 0.517110 5.472628
000525.XSHE 14.80 0.342714 -0.085365 5.343761
000540.XSHE 1.64 0.251677 0.250391 5.471271
000541.XSHE 3.77 0.180894 -0.473284 3.725418
... ... ... ... ...
601010.XSHG 2.85 0.520889 0.234601 5.631388
601011.XSHG 4.27 0.315457 -0.459018 5.612679
601100.XSHG 6.50 0.216979 0.519226 3.816358
601126.XSHG 7.98 0.333272 -0.224404 4.099164
601208.XSHG 6.54 0.324902 0.163377 4.444127
601216.XSHG 2.24 0.775371 -0.275075 3.089449
601233.XSHG 3.82 0.339682 -0.075563 5.245526
601311.XSHG 10.33 0.334243 -0.783721 4.369866
601339.XSHG 4.06 0.316065 0.502670 6.680153
601388.XSHG 2.28 0.576493 0.503679 5.723416
601515.XSHG 8.92 0.754049 0.883123 6.645484
601519.XSHG 7.16 0.682513 -0.127990 5.204040
601588.XSHG 2.76 0.293678 -0.012027 3.352981
601608.XSHG 2.29 0.290979 -0.047878 4.208694
601616.XSHG 3.77 0.476703 0.682245 8.302569
601636.XSHG 2.40 0.402264 0.417419 4.276784
601677.XSHG 8.74 0.471124 1.628427 8.664691
601678.XSHG 2.91 0.320990 0.201745 3.973737
601777.XSHG 6.70 0.369696 -0.267240 3.690079
601801.XSHG 6.26 0.520841 -0.896247 5.047235
601880.XSHG 1.12 0.411321 0.424742 4.546366
601886.XSHG 8.33 0.380713 0.103064 6.286792
601908.XSHG 3.50 0.283821 -0.114258 3.899227
601929.XSHG 4.06 0.482950 0.452956 5.551193
601999.XSHG 7.40 0.354960 -0.034682 3.247909
603000.XSHG 19.69 0.509766 0.220249 4.910086
603001.XSHG 13.81 0.329832 0.009152 4.226068
603077.XSHG 1.12 0.696831 -0.184642 3.208179
603366.XSHG 6.88 0.294386 0.182590 4.625025
603766.XSHG 2.90 0.298668 0.438544 4.078476
[500 rows x 4 columns], datetime.date(2013, 10, 25): close r_vol r_skew r_kurt
000006.XSHE 4.19 0.320668 0.184938 4.008550
000021.XSHE 5.27 0.370905 -0.536865 5.043236
000028.XSHE 38.58 0.436650 0.679947 6.090405
000031.XSHE 3.53 0.288764 -0.194010 3.427008
000042.XSHE 11.89 0.370626 0.039371 4.444437
000050.XSHE 12.64 0.464975 0.717058 3.593888
000066.XSHE 3.94 0.410151 -0.020856 5.146473
000078.XSHE 2.92 0.349494 0.149426 4.889793
000088.XSHE 4.53 0.529170 -0.117849 3.636915
000090.XSHE 3.97 0.413123 0.137809 4.578320
000099.XSHE 6.81 0.279274 -0.264331 3.656453
000159.XSHE 7.24 0.537126 -0.111155 3.493340
000400.XSHE 22.01 0.450945 0.373918 4.778382
000410.XSHE 5.62 0.304034 -0.238906 4.146593
000415.XSHE 3.77 0.447718 0.093157 4.591944
000417.XSHE 5.57 0.466661 -0.266772 5.265603
000418.XSHE 7.60 0.424859 1.273520 6.126819
000426.XSHE 3.89 0.304689 -0.002407 3.744002
000488.XSHE 2.53 0.287400 0.138599 4.446961
000501.XSHE 9.93 0.581348 0.177282 4.573962
000503.XSHE 21.33 0.610318 -0.562897 5.376818
000506.XSHE 4.82 0.263094 -0.319777 3.365062
000510.XSHE 5.77 0.420921 0.581273 6.125446
000511.XSHE 4.26 0.278986 -0.064302 3.891946
000513.XSHE 16.75 0.328742 -0.117231 3.619873
000517.XSHE 1.61 0.289341 0.291518 4.356088
000518.XSHE 3.54 0.307046 -0.404442 3.956478
000525.XSHE 14.05 0.421912 -0.317187 4.314086
000540.XSHE 1.57 0.234187 -1.261990 8.457943
000541.XSHE 3.73 0.217243 0.005513 5.206232
... ... ... ... ...
601010.XSHG 2.74 0.451075 0.911183 5.883428
601011.XSHG 4.48 0.382683 0.588497 4.762109
601100.XSHG 7.01 0.355671 0.512747 4.399391
601126.XSHG 7.83 0.466100 0.514844 5.219922
601208.XSHG 6.28 0.429541 -0.021720 4.040860
601216.XSHG 2.05 0.754066 -0.076590 3.794892
601233.XSHG 3.68 0.289204 0.098879 4.810453
601311.XSHG 11.07 0.359133 0.398290 3.324727
601339.XSHG 4.01 0.306926 0.112149 3.774679
601388.XSHG 2.14 0.558185 0.343460 6.033080
601515.XSHG 8.27 0.911377 -0.061202 4.141850
601519.XSHG 6.90 0.666388 0.183859 5.112150
601588.XSHG 2.62 0.273028 -0.273698 2.911883
601608.XSHG 2.25 0.295545 -0.095201 3.501720
601616.XSHG 3.74 0.381814 0.918815 6.584034
601636.XSHG 2.53 0.603692 0.159978 4.071225
601677.XSHG 8.08 0.385305 0.152805 5.685997
601678.XSHG 2.80 0.286478 -0.321063 3.946300
601777.XSHG 6.23 0.353336 -1.092575 5.867714
601801.XSHG 5.72 0.416335 0.075500 4.707116
601880.XSHG 1.09 0.393364 0.326502 3.932149
601886.XSHG 8.08 0.351240 0.003651 5.009748
601908.XSHG 3.97 0.840997 1.800279 8.710420
601929.XSHG 4.03 0.392216 0.581180 6.207097
601999.XSHG 6.96 0.384562 0.139121 4.126843
603000.XSHG 17.54 0.573159 -0.143698 3.937871
603001.XSHG 13.41 0.406917 0.042566 4.514094
603077.XSHG 1.12 0.696831 -0.184642 3.208179
603366.XSHG 6.56 0.307968 -0.239911 3.333001
603766.XSHG 3.04 0.369318 0.042117 4.447310
[500 rows x 4 columns], datetime.date(2013, 11, 1): close r_vol r_skew r_kurt
000006.XSHE 4.18 0.503253 -0.371397 4.435968
000021.XSHE 5.17 0.405986 0.115238 4.175960
000028.XSHE 38.51 0.405560 -0.119773 4.240696
000031.XSHE 3.55 0.294130 0.096844 4.600981
000042.XSHE 11.70 0.386129 0.147957 6.472418
000050.XSHE 12.64 0.464975 0.717058 3.593888
000066.XSHE 3.62 0.477006 -0.175701 4.688923
000078.XSHE 2.88 0.475392 0.554175 5.925393
000088.XSHE 4.73 0.730339 0.639582 9.713827
000090.XSHE 3.96 0.363310 0.226638 6.084631
000099.XSHE 6.83 0.323591 0.357523 3.911601
000159.XSHE 7.09 0.629200 0.055490 7.706987
000400.XSHE 21.27 0.533951 -0.340228 8.018331
000410.XSHE 5.46 0.344753 0.094041 4.332668
000415.XSHE 3.61 0.487810 0.435241 4.719811
000417.XSHE 5.42 0.326587 -0.519981 3.499965
000418.XSHE 7.42 0.612110 0.629742 4.805788
000426.XSHE 3.69 0.364303 -0.546138 4.448783
000488.XSHE 2.43 0.376198 -0.251566 5.203335
000501.XSHE 9.26 0.502332 0.011438 4.253822
000503.XSHE 19.72 0.576072 -0.063297 6.747046
000506.XSHE 4.77 0.429175 -0.659854 6.251804
000510.XSHE 5.29 0.471866 -0.126037 4.624051
000511.XSHE 4.26 0.301506 0.351624 4.442953
000513.XSHE 16.09 0.372404 -0.262331 4.463053
000517.XSHE 1.61 0.421877 0.256297 5.862663
000518.XSHE 3.39 0.402446 0.276300 3.575064
000525.XSHE 13.50 0.428281 0.445205 4.667871
000540.XSHE 1.56 0.312961 -0.259206 3.160334
000541.XSHE 3.74 0.274538 0.660408 5.733659
... ... ... ... ...
601010.XSHG 2.55 0.417121 -0.254476 4.374556
601011.XSHG 4.08 0.607973 -0.065680 5.765480
601100.XSHG 6.90 0.513341 0.078087 5.056344
601126.XSHG 8.00 0.427430 0.711656 5.984034
601208.XSHG 6.10 0.383499 -0.208479 3.720563
601216.XSHG 1.89 0.913015 -0.095618 5.844187
601233.XSHG 3.79 0.469362 -0.388123 7.055706
601311.XSHG 10.32 0.463064 -0.080475 4.472512
601339.XSHG 3.80 0.329002 -0.171171 3.782281
601388.XSHG 1.95 0.522245 -0.401336 4.048586
601515.XSHG 8.25 0.965169 0.201619 4.267104
601519.XSHG 6.14 0.718077 0.054069 4.569831
601588.XSHG 2.63 0.288344 -0.172505 2.540688
601608.XSHG 2.17 0.384474 -0.051043 3.482562
601616.XSHG 3.72 0.403002 0.337487 3.999944
601636.XSHG 2.42 0.589465 0.058840 4.805247
601677.XSHG 7.82 0.383738 0.055088 6.506865
601678.XSHG 2.78 0.374018 0.291736 4.461307
601777.XSHG 6.12 0.428162 0.461027 3.889021
601801.XSHG 5.69 0.494221 0.782824 4.949578
601880.XSHG 1.07 0.386121 0.405731 4.174772
601886.XSHG 7.54 0.368637 0.205840 5.293732
601908.XSHG 3.79 0.601899 0.072654 3.834332
601929.XSHG 4.19 0.538329 0.381116 5.308427
601999.XSHG 6.42 0.424032 0.145208 5.126694
603000.XSHG 15.85 0.647968 0.175792 4.991973
603001.XSHG 12.85 0.311651 0.210552 3.801255
603077.XSHG 1.12 0.696831 -0.184642 3.208179
603366.XSHG 6.28 0.288435 -0.338089 3.584074
603766.XSHG 3.14 0.589436 0.463770 3.704732
[500 rows x 4 columns], datetime.date(2013, 11, 8): close r_vol r_skew r_kurt
000006.XSHE 4.50 0.382839 0.748820 4.094456
000021.XSHE 4.87 0.354937 0.059935 3.756742
000028.XSHE 35.30 0.287260 -0.588652 4.558075
000031.XSHE 3.57 0.303583 0.297968 5.401127
000042.XSHE 12.58 0.405750 0.785898 6.121572
000050.XSHE 12.64 0.464975 0.717058 3.593888
000066.XSHE 3.50 0.332240 -0.214086 3.466123
000078.XSHE 2.81 0.339176 0.078148 4.459937
000088.XSHE 4.90 0.593652 0.967862 4.964642
000090.XSHE 3.93 0.247824 0.412145 3.521967
000099.XSHE 6.65 0.320957 0.178212 3.478953
000159.XSHE 7.26 0.515737 0.686018 3.999300
000400.XSHE 20.30 0.407694 -0.362139 4.639185
000410.XSHE 5.42 0.366424 0.777567 6.709673
000415.XSHE 3.52 0.497804 0.984256 6.331995
000417.XSHE 5.40 0.431832 0.935220 6.307689
000418.XSHE 7.00 0.349607 -0.092205 5.621156
000426.XSHE 3.64 0.347368 -0.285265 3.667509
000488.XSHE 2.41 0.293684 -0.367327 3.799101
000501.XSHE 9.21 0.398852 -0.112538 6.232494
000503.XSHE 20.38 0.457603 0.251755 7.320563
000506.XSHE 4.63 0.266970 -0.250822 5.241774
000510.XSHE 5.21 0.312301 0.417655 4.422799
000511.XSHE 4.26 0.301506 0.351624 4.442953
000513.XSHE 15.01 0.303841 -0.632156 4.795774
000517.XSHE 1.58 0.233459 0.180663 4.067202
000518.XSHE 3.31 0.287855 0.452449 4.846898
000525.XSHE 12.96 0.313801 -0.081476 4.866211
000540.XSHE 1.50 0.258213 0.201272 3.895847
000541.XSHE 3.62 0.249014 0.510513 5.124332
... ... ... ... ...
601010.XSHG 2.39 0.309495 -0.427639 3.608405
601011.XSHG 4.04 0.314860 -0.238982 4.656443
601100.XSHG 7.33 0.533529 0.830081 5.226431
601126.XSHG 7.42 0.435022 0.300640 3.896922
601208.XSHG 6.04 0.297632 0.029490 5.123993
601216.XSHG 1.88 0.561160 0.635480 6.834946
601233.XSHG 3.76 0.270421 0.438509 3.276156
601311.XSHG 9.86 0.371045 -0.075498 6.405913
601339.XSHG 3.68 0.203584 -0.043581 4.438925
601388.XSHG 1.83 0.368811 -0.029054 3.924478
601515.XSHG 8.75 0.743538 0.414547 5.409864
601519.XSHG 5.84 0.447165 0.413029 3.402614
601588.XSHG 2.54 0.279990 -0.141304 2.705378
601608.XSHG 2.10 0.295039 -0.342760 3.579952
601616.XSHG 3.59 0.329184 0.320003 3.631210
601636.XSHG 2.32 0.375571 -0.258016 3.761544
601677.XSHG 7.48 0.346766 0.390259 5.200096
601678.XSHG 2.71 0.270794 0.303702 4.486945
601777.XSHG 5.73 0.306373 -0.512062 5.400118
601801.XSHG 5.33 0.381051 0.275258 4.059494
601880.XSHG 1.09 0.407209 1.177137 7.468060
601886.XSHG 7.51 0.401105 0.394375 7.159381
601908.XSHG 4.01 0.673721 1.009953 6.602433
601929.XSHG 4.13 0.419081 0.420641 4.540818
601999.XSHG 6.09 0.326327 -0.025966 3.477295
603000.XSHG 16.69 0.532481 0.384257 3.209134
603001.XSHG 12.67 0.252700 0.155767 4.494814
603077.XSHG 1.12 0.696831 -0.184642 3.208179
603366.XSHG 6.23 0.222137 -0.040075 3.841471
603766.XSHG 2.89 0.437272 -0.099913 4.898726
[500 rows x 4 columns], datetime.date(2013, 11, 15): close r_vol r_skew r_kurt
000006.XSHE 4.76 0.565216 0.421576 6.685629
000021.XSHE 5.08 0.319363 0.159025 3.749453
000028.XSHE 37.87 0.299352 0.577761 4.430664
000031.XSHE 3.71 0.480921 1.090006 6.791645
000042.XSHE 12.10 0.347098 -0.165858 6.181024
000050.XSHE 11.07 0.600338 0.087186 5.523806
000066.XSHE 3.66 0.383792 0.187996 4.298297
000078.XSHE 2.83 0.271895 0.208637 4.336060
000088.XSHE 4.73 0.550947 0.055465 5.191727
000090.XSHE 4.06 0.379957 1.027671 9.522852
000099.XSHE 6.97 0.287557 0.296525 4.225540
000159.XSHE 7.30 0.517710 0.386571 8.792264
000400.XSHE 20.47 0.352471 0.116320 4.446460
000410.XSHE 5.66 0.285067 0.527824 4.561679
000415.XSHE 3.42 0.389202 0.003119 4.030430
000417.XSHE 5.27 0.315553 0.174634 4.591697
000418.XSHE 6.96 0.324033 0.024635 4.642795
000426.XSHE 3.86 0.307102 0.430585 3.936995
000488.XSHE 2.60 0.280476 0.661063 3.384738
000501.XSHE 9.48 0.311355 0.484281 3.146107
000503.XSHE 20.91 0.617236 -0.049712 5.006748
000506.XSHE 4.63 0.269630 -0.193505 6.297936
000510.XSHE 5.31 0.391565 1.010771 7.519498
000511.XSHE 4.54 0.343499 0.877790 6.363686
000513.XSHE 15.27 0.264867 0.161757 3.833044
000517.XSHE 1.58 0.293810 -0.182221 6.829309
000518.XSHE 3.33 0.302556 0.012000 3.306380
000525.XSHE 13.45 0.299862 0.146565 5.052617
000540.XSHE 1.47 0.270888 -0.281237 4.497894
000541.XSHE 3.66 0.183767 0.109746 3.083657
... ... ... ... ...
601010.XSHG 2.49 0.247186 0.252955 4.308210
601011.XSHG 4.19 0.333479 0.334726 5.166322
601100.XSHG 7.44 0.503259 -0.137581 5.129329
601126.XSHG 7.44 0.314760 0.005044 3.610168
601208.XSHG 6.59 0.335971 0.544458 4.152802
601216.XSHG 1.93 0.517372 -0.327302 5.893333
601233.XSHG 3.83 0.268133 0.592780 4.337735
601311.XSHG 9.81 0.313878 -0.396135 4.794520
601339.XSHG 3.77 0.214664 0.171366 4.053985
601388.XSHG 1.90 0.332707 0.195480 4.121446
601515.XSHG 8.61 0.592664 0.362368 5.452910
601519.XSHG 6.05 0.524517 0.040658 5.836804
601588.XSHG 2.61 0.304685 0.026851 2.807729
601608.XSHG 2.25 0.331149 0.721412 5.145031
601616.XSHG 3.82 0.344218 0.641128 5.564820
601636.XSHG 2.43 0.299804 -0.370600 4.646490
601677.XSHG 8.38 0.280575 0.263825 2.934914
601678.XSHG 2.76 0.225727 -0.183546 4.333054
601777.XSHG 6.12 0.267501 0.071227 4.220724
601801.XSHG 5.68 0.394489 1.357078 7.296847
601880.XSHG 1.06 0.323030 -0.105773 3.306275
601886.XSHG 7.78 0.249695 0.645836 4.298696
601908.XSHG 4.81 0.747243 0.797728 4.548528
601929.XSHG 4.13 0.533529 0.152417 4.696254
601999.XSHG 6.59 0.490136 0.895206 5.729052
603000.XSHG 18.11 0.619196 0.420252 6.144757
603001.XSHG 13.12 0.244932 0.038100 3.821326
603077.XSHG 1.12 0.696831 -0.184642 3.208179
603366.XSHG 6.45 0.247816 0.337682 4.647740
603766.XSHG 2.84 0.361245 -0.386317 4.959329
[500 rows x 4 columns], datetime.date(2013, 11, 22): close r_vol r_skew r_kurt
000006.XSHE 5.19 0.653192 0.743418 5.592154
000021.XSHE 5.14 0.319099 0.642498 7.545873
000028.XSHE 37.28 0.359389 -0.048765 5.467989
000031.XSHE 3.70 0.320234 -0.011153 3.283791
000042.XSHE 12.45 0.289689 0.911074 5.334645
000050.XSHE 11.22 0.357627 0.620271 4.211114
000066.XSHE 3.64 0.293294 0.025896 4.209349
000078.XSHE 2.91 0.320915 0.711610 4.887410
000088.XSHE 6.11 0.794741 1.102570 6.221512
000090.XSHE 4.04 0.283493 0.450422 4.288036
000099.XSHE 9.73 0.531198 0.802453 5.883130
000159.XSHE 8.08 0.598821 0.771961 4.837769
000400.XSHE 20.52 0.259826 0.003528 4.116605
000410.XSHE 5.79 0.253288 0.207527 3.581327
000415.XSHE 3.77 0.601513 0.628846 5.144840
000417.XSHE 5.48 0.278680 -0.012954 3.366737
000418.XSHE 7.10 0.239634 0.985803 5.747243
000426.XSHE 3.81 0.259991 0.563787 5.443393
000488.XSHE 2.60 0.276853 -0.129928 4.057279
000501.XSHE 9.33 0.310526 0.348094 4.904035
000503.XSHE 21.56 0.401865 0.602540 5.024507
000506.XSHE 4.76 0.262435 0.401602 3.924243
000510.XSHE 5.51 0.307162 0.698935 5.373790
000511.XSHE 4.41 0.272591 0.712748 4.349447
000513.XSHE 15.44 0.229653 0.328511 6.838804
000517.XSHE 1.64 0.326118 0.804267 4.532313
000518.XSHE 3.39 0.269355 0.393585 3.279620
000525.XSHE 14.60 0.357204 0.828050 5.261134
000540.XSHE 1.48 0.228372 0.006987 3.289344
000541.XSHE 3.70 0.189348 0.596922 3.690625
... ... ... ... ...
601010.XSHG 2.49 0.226385 0.257730 2.947491
601011.XSHG 4.30 0.320564 0.455276 5.803950
601100.XSHG 7.36 0.420819 0.436294 5.648809
601126.XSHG 7.56 0.300658 0.135642 4.105715
601208.XSHG 6.90 0.424882 0.429592 5.654266
601216.XSHG 2.01 0.542458 0.070495 5.401073
601233.XSHG 4.10 0.385369 0.970326 5.875425
601311.XSHG 10.57 0.313271 1.019195 5.023951
601339.XSHG 3.81 0.194799 0.050921 3.913775
601388.XSHG 1.95 0.254237 0.727053 3.177008
601515.XSHG 8.73 0.504079 0.602817 4.547685
601519.XSHG 6.20 0.474131 0.625721 4.255017
601588.XSHG 2.61 0.285555 0.223675 3.537860
601608.XSHG 2.27 0.278590 0.472562 2.943153
601616.XSHG 3.89 0.334096 0.200846 4.660317
601636.XSHG 2.52 0.315552 0.652069 5.334895
601677.XSHG 8.26 0.433608 0.044204 4.266753
601678.XSHG 2.84 0.218750 0.481253 3.960309
601777.XSHG 6.06 0.238554 0.158153 4.442945
601801.XSHG 5.71 0.313404 0.556380 3.784900
601880.XSHG 1.12 0.412155 0.733229 4.692353
601886.XSHG 7.96 0.218256 -0.095740 5.825083
601908.XSHG 4.78 0.567538 0.189951 4.058711
601929.XSHG 4.53 0.571013 0.713159 4.127791
601999.XSHG 6.63 0.319221 0.553918 4.144590
603000.XSHG 19.67 0.471897 0.620729 4.731118
603001.XSHG 13.19 0.225198 0.325868 5.210503
603077.XSHG 1.12 0.696831 -0.184642 3.208179
603366.XSHG 6.50 0.187401 0.104291 3.331253
603766.XSHG 2.89 0.229919 0.192429 3.236121
[500 rows x 4 columns], datetime.date(2013, 11, 29): close r_vol r_skew r_kurt
000006.XSHE 5.20 0.478191 0.088461 3.240281
000021.XSHE 5.31 0.252940 0.329758 3.444344
000028.XSHE 38.20 0.340631 0.534129 4.936914
000031.XSHE 3.78 0.277767 0.584348 5.121650
000042.XSHE 12.11 0.278717 -0.093964 4.768335
000050.XSHE 11.36 0.259308 1.157675 6.104047
000066.XSHE 3.76 0.338485 0.127514 4.158622
000078.XSHE 2.99 0.262660 1.598554 7.553680
000088.XSHE 6.14 0.618476 0.256734 3.948416
000090.XSHE 4.01 0.217759 0.273191 3.865718
000099.XSHE 9.36 0.499260 0.381571 4.517624
000159.XSHE 8.41 0.496213 0.938141 5.555807
000400.XSHE 20.07 0.392552 0.537322 5.210756
000410.XSHE 5.91 0.242055 0.339727 3.629349
000415.XSHE 3.98 0.459627 1.567414 8.754302
000417.XSHE 5.56 0.224878 0.698466 5.002899
000418.XSHE 7.32 0.200784 0.780288 4.037643
000426.XSHE 3.88 0.260250 0.526601 3.995048
000488.XSHE 2.67 0.250393 0.424576 4.307812
000501.XSHE 9.35 0.232404 0.338645 3.478932
000503.XSHE 23.70 0.405258 0.902565 5.233144
000506.XSHE 5.07 0.488577 0.935319 9.815031
000510.XSHE 5.59 0.371351 0.857220 7.078093
000511.XSHE 4.35 0.255045 -0.022456 2.622090
000513.XSHE 16.03 0.253876 0.592556 6.316906
000517.XSHE 1.68 0.339859 0.725324 6.371405
000518.XSHE 3.41 0.251266 0.215041 3.578648
000525.XSHE 14.71 0.269304 0.444135 3.981431
000540.XSHE 1.49 0.220501 0.733774 4.590651
000541.XSHE 3.80 0.178541 0.556612 4.578035
... ... ... ... ...
601010.XSHG 2.56 0.183364 0.255108 2.894329
601011.XSHG 4.35 0.314691 0.495768 6.619320
601100.XSHG 7.50 0.309125 1.007893 6.305357
601126.XSHG 7.99 0.320272 0.383758 4.480442
601208.XSHG 6.88 0.300487 0.710219 5.060136
601216.XSHG 2.01 0.426585 0.871622 4.407364
601233.XSHG 4.08 0.268397 0.245323 3.752112
601311.XSHG 10.73 0.310037 0.733136 5.522974
601339.XSHG 3.94 0.195495 0.983525 6.338809
601388.XSHG 2.00 0.263622 0.554576 3.553497
601515.XSHG 8.66 0.450380 0.238365 3.654078
601519.XSHG 6.38 0.382276 0.714705 6.315548
601588.XSHG 2.64 0.286000 0.193236 2.765527
601608.XSHG 2.28 0.282422 0.457495 4.222569
601616.XSHG 3.88 0.307973 0.256891 3.037679
601636.XSHG 2.56 0.197232 0.778520 5.445222
601677.XSHG 8.30 0.260847 0.578248 5.659328
601678.XSHG 2.86 0.238846 0.637233 4.896088
601777.XSHG 6.19 0.202352 0.420241 4.299460
601801.XSHG 6.03 0.327053 0.983703 4.600448
601880.XSHG 1.18 0.571098 1.482286 9.062316
601886.XSHG 7.96 0.145451 -0.810545 4.547598
601908.XSHG 4.74 0.484378 1.062227 5.691190
601929.XSHG 4.46 0.412994 0.254026 3.792081
601999.XSHG 6.93 0.285258 0.688776 4.491738
603000.XSHG 19.26 0.461109 0.074325 6.142508
603001.XSHG 13.63 0.212861 0.342769 3.753599
603077.XSHG 1.08 0.779040 -0.167951 3.181471
603366.XSHG 6.76 0.198992 0.440444 4.332588
603766.XSHG 3.02 0.297033 0.993416 5.592825
[500 rows x 4 columns], datetime.date(2013, 12, 6): close r_vol r_skew r_kurt
000006.XSHE 5.00 0.399292 -0.119746 4.360676
000021.XSHE 5.17 0.268940 -0.073941 3.523278
000028.XSHE 38.64 0.262870 0.480398 4.350807
000031.XSHE 3.79 0.365667 0.596195 6.628936
000042.XSHE 11.94 0.354202 0.038809 7.530034
000050.XSHE 10.88 0.455001 0.246358 5.810005
000066.XSHE 3.58 0.352942 0.213596 3.846395
000078.XSHE 2.97 0.332457 1.402736 9.467801
000088.XSHE 6.36 0.858444 1.026840 5.821328
000090.XSHE 3.92 0.220284 0.233671 4.567665
000099.XSHE 8.36 0.356986 0.070089 5.406840
000159.XSHE 7.72 0.366311 0.228983 3.871561
000400.XSHE 20.54 0.294871 1.167350 5.544308
000410.XSHE 5.91 0.296614 0.733535 4.735467
000415.XSHE 3.86 0.524979 0.582008 5.047581
000417.XSHE 5.74 0.258459 0.339936 3.552800
000418.XSHE 7.66 0.481635 0.549153 4.968724
000426.XSHE 4.00 0.476707 0.108675 5.346613
000488.XSHE 2.65 0.282359 0.671353 4.812613
000501.XSHE 9.59 0.286341 0.481351 4.894648
000503.XSHE 21.95 0.439333 -0.162760 4.414381
000506.XSHE 4.93 0.389246 0.176832 3.765778
000510.XSHE 5.36 0.354646 0.581698 7.151348
000511.XSHE 4.02 0.297920 -0.077973 4.907585
000513.XSHE 16.01 0.310640 0.144643 5.508791
000517.XSHE 1.65 0.283488 0.148438 3.277206
000518.XSHE 3.37 0.346376 0.785200 6.383982
000525.XSHE 14.69 0.369494 0.176545 3.785489
000540.XSHE 1.47 0.258725 -0.130174 5.783661
000541.XSHE 3.89 0.267262 0.490206 4.285676
... ... ... ... ...
601010.XSHG 2.66 0.317783 0.808892 5.355798
601011.XSHG 4.37 0.428517 -0.025766 4.244627
601100.XSHG 7.39 0.404911 -0.153918 4.455910
601126.XSHG 8.01 0.406754 0.360658 5.479401
601208.XSHG 6.58 0.341496 0.030754 3.469067
601216.XSHG 1.84 0.476639 -0.322921 4.049317
601233.XSHG 4.10 0.304215 0.823153 6.120239
601311.XSHG 10.80 0.296261 0.352743 4.401709
601339.XSHG 4.10 0.304694 1.152148 5.867516
601388.XSHG 2.01 0.377853 1.196671 9.056830
601515.XSHG 8.18 0.476467 0.142548 5.070379
601519.XSHG 6.63 0.536948 0.152016 4.289324
601588.XSHG 2.65 0.307001 0.304860 3.633138
601608.XSHG 2.32 0.427388 0.482640 4.757966
601616.XSHG 4.12 0.561896 0.938519 6.153060
601636.XSHG 2.59 0.373102 0.446350 5.034760
601677.XSHG 8.01 0.304583 0.412476 6.837955
601678.XSHG 2.86 0.366259 0.506712 7.248492
601777.XSHG 6.20 0.273866 0.313281 3.695794
601801.XSHG 6.24 0.414057 0.842436 4.491735
601880.XSHG 1.15 0.423507 0.319427 3.227708
601886.XSHG 7.95 0.367344 -0.109526 4.086324
601908.XSHG 4.28 0.549477 -0.431853 4.968771
601929.XSHG 4.27 0.497925 0.398394 4.144609
601999.XSHG 6.85 0.386947 0.265616 4.626986
603000.XSHG 16.63 0.507749 -0.387082 4.317666
603001.XSHG 13.38 0.408856 0.536718 6.716609
603077.XSHG 0.97 0.442336 0.120555 3.999231
603366.XSHG 6.85 0.364169 0.909221 5.588422
603766.XSHG 3.09 0.511660 0.634480 4.775948
[500 rows x 4 columns], datetime.date(2013, 12, 13): close r_vol r_skew r_kurt
000006.XSHE 5.10 0.409037 0.840831 7.856821
000021.XSHE 5.31 0.230365 0.628629 4.785257
000028.XSHE 38.53 0.276550 0.459225 6.393272
000031.XSHE 3.80 0.284691 0.988820 5.710187
000042.XSHE 12.29 0.252362 0.634579 5.655097
000050.XSHE 10.89 0.340986 0.184453 5.109295
000066.XSHE 3.66 0.305262 0.539276 3.626308
000078.XSHE 3.01 0.362404 0.679163 6.802162
000088.XSHE 6.16 0.569387 0.641099 7.283907
000090.XSHE 3.92 0.239643 0.506182 4.781501
000099.XSHE 8.48 0.319270 0.126390 4.254889
000159.XSHE 7.54 0.279637 0.226811 4.320629
000400.XSHE 19.81 0.321988 0.045641 5.285520
000410.XSHE 5.94 0.309198 0.953322 6.653955
000415.XSHE 3.97 0.457448 0.840616 4.759666
000417.XSHE 5.79 0.371113 0.758924 6.447473
000418.XSHE 8.59 0.592028 1.283419 8.880142
000426.XSHE 3.91 0.216538 0.232200 3.093672
000488.XSHE 2.59 0.208902 0.037599 2.732303
000501.XSHE 9.72 0.324350 0.635470 5.871166
000503.XSHE 21.28 0.349745 0.055920 4.483719
000506.XSHE 4.74 0.264348 0.130181 3.408678
000510.XSHE 5.24 0.284060 0.521245 4.553613
000511.XSHE 3.99 0.199207 -0.109379 1.964985
000513.XSHE 16.38 0.228421 0.574002 3.862937
000517.XSHE 1.65 0.227960 -0.113862 4.189469
000518.XSHE 3.49 0.327677 0.273351 5.863932
000525.XSHE 14.99 0.303852 0.869866 5.347768
000540.XSHE 1.47 0.207045 0.285409 4.298864
000541.XSHE 3.85 0.236769 -0.304852 4.573874
... ... ... ... ...
601010.XSHG 2.61 0.226155 -0.209356 3.965355
601011.XSHG 4.29 0.334357 0.344841 5.330345
601100.XSHG 8.08 0.397988 0.981513 4.966921
601126.XSHG 8.02 0.322708 0.217773 3.758844
601208.XSHG 6.56 0.275191 -0.072234 5.681850
601216.XSHG 1.96 0.478195 0.794501 5.551198
601233.XSHG 3.99 0.230309 -0.591836 4.717414
601311.XSHG 11.17 0.361046 0.330235 4.592009
601339.XSHG 4.36 0.554571 1.534219 9.918773
601388.XSHG 2.00 0.280139 0.038524 4.195624
601515.XSHG 8.79 0.384555 0.000482 4.112617
601519.XSHG 6.15 0.527933 1.074382 7.947207
601588.XSHG 2.65 0.289498 0.605839 4.356535
601608.XSHG 2.28 0.290111 -0.141437 2.998425
601616.XSHG 4.03 0.419110 0.362075 5.037401
601636.XSHG 2.60 0.285945 0.112222 3.923867
601677.XSHG 7.93 0.158938 0.068916 4.646880
601678.XSHG 2.92 0.291483 -0.036042 4.592775
601777.XSHG 6.12 0.257994 -0.071264 5.066638
601801.XSHG 6.08 0.354916 0.175767 3.719160
601880.XSHG 1.13 0.267524 -0.397455 3.551807
601886.XSHG 7.53 0.181184 -0.535431 4.538019
601908.XSHG 4.17 0.325219 -0.977229 7.072646
601929.XSHG 4.08 0.325817 -0.246242 4.299701
601999.XSHG 6.78 0.273341 0.047382 3.894969
603000.XSHG 18.19 0.392678 0.273018 4.422204
603001.XSHG 13.31 0.218378 0.523994 4.645913
603077.XSHG 0.99 0.278730 0.590190 4.376642
603366.XSHG 6.80 0.242516 0.623872 5.223331
603766.XSHG 3.35 0.566577 1.308066 7.932342
[500 rows x 4 columns], datetime.date(2013, 12, 20): close r_vol r_skew r_kurt
000006.XSHE 4.53 0.415403 -0.487755 3.679635
000021.XSHE 5.14 0.373466 -0.189210 4.682233
000028.XSHE 40.61 0.383209 0.708965 6.024823
000030.XSHE 4.05 0.435487 -0.077688 5.185583
000031.XSHE 3.53 0.259533 -0.495483 3.081581
000042.XSHE 11.97 0.369549 0.466902 7.943838
000049.XSHE 43.02 0.395363 0.012776 4.952131
000050.XSHE 10.22 0.308149 0.009687 3.561934
000066.XSHE 3.78 0.520003 0.157571 5.438787
000078.XSHE 3.16 0.601173 1.569307 9.917087
000088.XSHE 5.65 0.472373 -0.452988 5.275194
000090.XSHE 3.71 0.189746 -0.325758 3.360894
000099.XSHE 8.16 0.336992 0.434937 5.694237
000409.XSHE 11.39 0.261236 0.142521 4.634051
000413.XSHE 5.35 0.365467 -0.796044 5.248067
000415.XSHE 3.60 0.560420 0.346876 4.863346
000417.XSHE 5.48 0.275953 -0.457481 3.490440
000418.XSHE 7.94 0.493674 -0.059199 4.788383
000422.XSHE 6.42 0.291139 -0.267126 3.912005
000426.XSHE 3.66 0.397301 0.586809 8.123995
000488.XSHE 2.50 0.224808 -0.249827 2.712452
000501.XSHE 9.28 0.292073 0.101792 3.756352
000506.XSHE 4.55 0.256030 0.107311 3.828166
000510.XSHE 5.11 0.367854 0.205838 5.217006
000511.XSHE 3.99 0.215565 0.335539 3.441352
000513.XSHE 16.24 0.327587 0.300878 4.549560
000517.XSHE 1.57 0.228799 0.055979 4.783134
000518.XSHE 3.43 0.421927 1.024080 10.234835
000525.XSHE 13.92 0.330822 0.047825 4.090222
000540.XSHE 1.40 0.215924 -0.262766 3.238962
... ... ... ... ...
601010.XSHG 2.46 0.233463 -0.484566 5.060393
601011.XSHG 4.04 0.288478 0.364542 4.457177
601100.XSHG 8.10 0.511989 -0.102762 5.258068
601126.XSHG 8.12 0.306083 0.159074 3.947486
601208.XSHG 6.28 0.299626 -0.014216 3.589994
601216.XSHG 1.79 0.409098 0.026856 3.398175
601233.XSHG 3.82 0.283539 -0.087317 5.438037
601311.XSHG 10.36 0.337103 -0.240359 3.552903
601339.XSHG 4.23 0.389360 0.309995 4.903608
601388.XSHG 1.86 0.309056 -0.411879 3.609255
601515.XSHG 8.85 0.499576 0.456149 4.476640
601519.XSHG 5.78 0.457205 0.612035 7.403163
601566.XSHG 9.65 0.320501 -0.640415 4.086436
601588.XSHG 2.50 0.316592 -0.262821 2.816678
601608.XSHG 2.17 0.297559 -0.204252 4.094625
601616.XSHG 3.88 0.378095 0.225768 5.663420
601636.XSHG 2.54 0.324090 -0.112157 5.627174
601678.XSHG 3.00 0.340022 0.514649 5.796340
601718.XSHG 2.54 0.318899 -0.480358 3.744326
601777.XSHG 5.97 0.247522 -0.532395 4.134075
601801.XSHG 5.77 0.359088 -0.046552 4.424460
601880.XSHG 1.06 0.282756 -0.212372 2.738208
601908.XSHG 3.92 0.307480 0.034851 3.998723
601929.XSHG 3.91 0.293487 -0.311678 3.269764
601965.XSHG 7.62 0.504147 -0.890978 6.784271
601999.XSHG 6.38 0.321645 -0.098360 5.338803
603001.XSHG 12.68 0.244815 -0.073851 2.971026
603077.XSHG 0.99 0.272166 0.059412 4.268003
603366.XSHG 6.38 0.297310 -0.401997 3.533726
603766.XSHG 3.19 0.417603 -0.630044 5.473708
[500 rows x 4 columns], datetime.date(2013, 12, 27): close r_vol r_skew r_kurt
000006.XSHE 4.39 0.346878 0.151152 5.399769
000021.XSHE 5.06 0.311394 -0.262130 5.246400
000028.XSHE 44.13 0.444751 0.235313 4.145722
000030.XSHE 3.96 0.379418 0.278510 6.172009
000031.XSHE 3.50 0.287140 -0.144138 4.478560
000042.XSHE 12.11 0.308085 0.506529 10.126935
000049.XSHE 44.38 0.456402 -0.054461 7.752489
000050.XSHE 11.10 0.418422 0.953218 5.952886
000066.XSHE 3.77 0.432896 0.350415 4.855804
000078.XSHE 3.03 0.495112 -0.084768 5.877600
000088.XSHE 6.03 0.588316 0.628527 6.361864
000090.XSHE 3.61 0.248284 -0.136006 4.339751
000099.XSHE 8.23 0.380959 0.786581 5.292703
000409.XSHE 11.85 0.450207 -0.176140 4.014961
000413.XSHE 5.55 0.314715 0.021504 5.322686
000415.XSHE 3.76 0.491513 0.238248 5.658289
000417.XSHE 5.67 0.314894 0.503532 5.443719
000418.XSHE 8.45 0.387270 0.578741 4.709297
000422.XSHE 6.21 0.239518 0.156278 4.492664
000426.XSHE 3.64 0.311773 0.399836 3.520748
000488.XSHE 2.52 0.273530 0.358486 4.041493
000501.XSHE 9.31 0.325636 0.091676 3.936645
000506.XSHE 4.58 0.420010 0.098374 5.014416
000510.XSHE 5.13 0.454078 0.924443 6.835853
000511.XSHE 3.98 0.179593 0.035473 2.655517
000513.XSHE 16.24 0.318749 0.556524 5.274013
000517.XSHE 1.56 0.286131 0.008781 4.633477
000518.XSHE 3.34 0.392529 0.238831 3.335862
000525.XSHE 13.71 0.382109 -0.171243 4.060041
000540.XSHE 1.35 0.322102 -0.016887 5.617988
... ... ... ... ...
601010.XSHG 2.45 0.247319 -0.019143 4.489008
601011.XSHG 3.99 0.282282 0.055878 5.419756
601100.XSHG 8.47 0.553016 -0.130827 4.733904
601126.XSHG 8.44 0.446629 0.362098 4.102304
601208.XSHG 6.78 0.355885 0.809091 5.038103
601216.XSHG 1.79 0.336457 0.292194 3.535987
601233.XSHG 3.98 0.330227 0.674979 4.638343
601311.XSHG 10.41 0.346088 0.573049 4.820888
601339.XSHG 4.30 0.319980 0.306740 4.145963
601388.XSHG 1.81 0.302764 0.154325 3.776020
601515.XSHG 9.61 0.432324 0.190057 5.091322
601519.XSHG 5.81 0.515691 0.222999 5.614913
601566.XSHG 9.27 0.287155 -0.274070 3.671702
601588.XSHG 2.48 0.361344 0.112960 2.917135
601608.XSHG 2.19 0.281092 0.136007 3.596554
601616.XSHG 3.82 0.330906 -0.464843 5.847296
601636.XSHG 2.68 0.356258 0.353898 4.225195
601678.XSHG 3.06 0.384767 0.679020 8.349199
601718.XSHG 2.59 0.309590 0.107835 3.047122
601777.XSHG 5.84 0.247264 -0.683046 5.210009
601801.XSHG 5.75 0.358270 0.292031 4.473724
601880.XSHG 1.06 0.342894 0.023662 3.396852
601908.XSHG 3.88 0.337374 0.307790 4.054770
601929.XSHG 3.94 0.295655 0.571192 4.233760
601965.XSHG 8.15 0.401625 1.135851 4.935935
601999.XSHG 6.35 0.315093 0.310007 4.822345
603001.XSHG 13.00 0.250385 0.304968 3.175468
603077.XSHG 0.98 0.336469 0.424048 4.979691
603366.XSHG 6.39 0.279013 0.407832 4.673683
603766.XSHG 3.21 0.358941 0.063532 3.053473
[500 rows x 4 columns], datetime.date(2014, 1, 6): close r_vol r_skew r_kurt
000006.XSHE 4.01 0.340897 -0.327524 3.245932
000021.XSHE 5.20 0.263848 0.788072 4.163849
000028.XSHE 47.06 0.546085 0.499642 5.039236
000030.XSHE 3.73 0.304754 0.306873 8.085089
000031.XSHE 3.37 0.277308 -0.127044 3.009428
000042.XSHE 11.72 0.309177 0.740387 7.727428
000049.XSHE 45.32 0.388429 0.501615 3.972405
000050.XSHE 10.83 0.349077 0.172364 6.604857
000066.XSHE 3.81 0.384063 1.246609 7.840159
000078.XSHE 2.93 0.336212 0.331235 5.280692
000088.XSHE 5.84 0.440803 0.086290 5.857567
000090.XSHE 3.42 0.253589 -0.225575 4.809181
000099.XSHE 7.98 0.289056 0.050978 3.006432
000409.XSHE 11.08 0.343110 -0.385678 5.767711
000413.XSHE 5.62 0.380694 -0.102694 6.232754
000415.XSHE 3.59 0.437616 0.476386 5.233829
000417.XSHE 5.19 0.273768 -0.368202 3.988013
000418.XSHE 7.71 0.428140 -0.026831 3.981784
000422.XSHE 5.88 0.249885 -0.363361 5.632315
000426.XSHE 3.64 0.305427 0.251694 4.367154
000488.XSHE 2.38 0.261385 -0.690571 4.148264
000501.XSHE 9.14 0.243134 -0.049061 3.502153
000506.XSHE 4.35 0.245883 0.056180 2.755171
000510.XSHE 4.96 0.310916 0.093299 4.997852
000511.XSHE 3.58 0.393797 -0.449505 3.707520
000513.XSHE 17.43 0.322593 0.516545 4.448542
000517.XSHE 1.55 0.328091 0.278241 3.653197
000518.XSHE 3.21 0.268135 -0.105117 2.850942
000525.XSHE 13.09 0.325560 -0.295079 5.134744
000540.XSHE 1.27 0.237624 -0.042668 2.991902
... ... ... ... ...
601010.XSHG 2.54 0.205758 0.361452 4.105330
601011.XSHG 3.87 0.425326 0.482643 4.647932
601100.XSHG 7.84 0.439244 -0.306592 4.659868
601126.XSHG 8.14 0.380153 0.369767 4.315544
601208.XSHG 6.62 0.285806 -0.178706 4.305658
601216.XSHG 1.78 0.431580 0.511221 7.866036
601233.XSHG 3.82 0.263050 -0.417775 4.726012
601311.XSHG 10.30 0.295094 0.430289 6.326752
601339.XSHG 4.04 0.234516 -0.488088 4.333122
601388.XSHG 1.73 0.250304 -0.185268 5.399388
601515.XSHG 9.15 0.453127 -0.234921 5.326191
601519.XSHG 5.38 0.391175 0.231467 4.672874
601566.XSHG 8.84 0.233613 -0.187769 4.891933
601588.XSHG 2.41 0.376806 -0.050717 2.959367
601608.XSHG 2.06 0.246224 -0.211016 3.093327
601616.XSHG 3.66 0.310926 0.358785 3.995542
601636.XSHG 2.49 0.264728 -0.364769 4.598784
601678.XSHG 2.76 0.326376 -0.591404 5.120218
601718.XSHG 2.45 0.321886 0.294233 3.538021
601777.XSHG 5.49 0.246398 0.440559 5.333461
601801.XSHG 5.73 0.312364 0.736897 5.992122
601880.XSHG 1.04 0.333813 -0.139927 3.136322
601908.XSHG 3.99 0.286202 0.772157 4.946343
601929.XSHG 3.89 0.285055 0.217593 4.497605
601965.XSHG 7.74 0.424434 -0.029206 4.320428
601999.XSHG 6.14 0.272073 -0.029480 3.687878
603001.XSHG 12.63 0.261151 -0.014559 4.061886
603077.XSHG 1.05 0.398003 0.494293 3.677428
603366.XSHG 6.35 0.287914 0.241152 6.803245
603766.XSHG 3.07 0.397169 0.547308 6.813977
[500 rows x 4 columns], datetime.date(2014, 1, 13): close r_vol r_skew r_kurt
000006.XSHE 3.76 0.380026 -0.082123 4.660192
000021.XSHE 5.70 0.414332 1.016498 4.848477
000028.XSHE 45.86 0.341570 -0.046058 4.430103
000030.XSHE 3.59 0.297719 0.335876 3.935363
000031.XSHE 3.16 0.327107 -0.664741 4.290076
000042.XSHE 11.47 0.390670 0.167372 5.741864
000049.XSHE 45.53 0.605710 0.339884 6.147236
000050.XSHE 11.88 0.535760 0.319680 3.887576
000066.XSHE 3.70 0.384050 0.206334 3.423885
000078.XSHE 2.71 0.358369 -0.176438 5.580258
000088.XSHE 5.49 0.451129 0.205814 4.435536
000090.XSHE 3.33 0.204529 -0.002473 3.148538
000099.XSHE 7.46 0.329196 0.221080 4.078515
000409.XSHE 10.28 0.364807 -0.288388 6.163949
000413.XSHE 5.69 0.373881 0.123887 4.221346
000415.XSHE 3.49 0.404504 0.172127 3.896403
000417.XSHE 4.92 0.288907 0.058994 3.378461
000418.XSHE 7.64 0.308764 0.303755 4.113395
000422.XSHE 5.65 0.268660 -0.311448 3.460045
000426.XSHE 3.49 0.299238 0.046619 4.538585
000488.XSHE 2.23 0.245773 -0.653312 4.273423
000501.XSHE 8.21 0.393001 -0.453877 4.446266
000506.XSHE 4.14 0.351162 0.200505 3.760773
000510.XSHE 5.03 0.330540 1.034691 9.842125
000511.XSHE 3.36 0.571422 0.204135 4.686791
000513.XSHE 17.09 0.304298 -0.402112 5.517165
000517.XSHE 1.45 0.309363 -0.418668 4.054694
000518.XSHE 3.07 0.306555 0.110009 2.846060
000525.XSHE 12.41 0.288520 -0.505257 4.165827
000540.XSHE 1.14 0.354347 -0.193149 4.362749
... ... ... ... ...
601010.XSHG 2.64 0.391060 0.981694 6.727166
601011.XSHG 3.43 0.435295 -0.218642 6.286561
601100.XSHG 7.80 0.392542 0.004022 4.660827
601126.XSHG 8.01 0.361349 -0.128659 3.868505
601208.XSHG 7.53 0.705280 0.977459 8.791615
601216.XSHG 1.88 0.475924 0.994010 5.327652
601233.XSHG 3.71 0.302292 0.399185 4.140006
601311.XSHG 9.85 0.292828 0.210966 3.893233
601339.XSHG 3.91 0.288153 0.493553 4.845416
601388.XSHG 1.74 0.321408 0.869641 5.601697
601515.XSHG 9.35 0.498840 0.146403 4.395822
601519.XSHG 5.24 0.416228 0.107246 4.257164
601566.XSHG 8.51 0.304116 -0.119898 6.201789
601588.XSHG 2.28 0.391347 0.173752 3.365230
601608.XSHG 2.05 0.278210 0.354271 3.585468
601616.XSHG 3.47 0.300379 -0.151259 4.315331
601636.XSHG 2.41 0.373058 -0.413273 5.880523
601678.XSHG 2.73 0.312808 0.133951 4.079381
601718.XSHG 2.36 0.318135 0.123045 2.916660
601777.XSHG 5.40 0.300223 0.308921 4.104403
601801.XSHG 5.22 0.510412 0.050922 6.132606
601880.XSHG 1.00 0.320391 -0.025569 4.072330
601908.XSHG 3.62 0.393364 -0.293764 4.493439
601929.XSHG 4.03 0.307039 0.886168 5.300640
601965.XSHG 7.72 0.416693 0.228463 3.356970
601999.XSHG 5.92 0.340547 0.079063 3.707502
603001.XSHG 11.89 0.349047 0.508191 6.119514
603077.XSHG 0.94 0.376090 -0.206733 4.317534
603366.XSHG 6.26 0.301815 -0.059001 4.497607
603766.XSHG 3.08 0.390164 0.146716 3.936791
[500 rows x 4 columns], datetime.date(2014, 1, 20): close r_vol r_skew r_kurt
000006.XSHE 3.76 0.333082 0.027885 4.353104
000021.XSHE 5.79 0.416558 0.192757 3.842362
000028.XSHE 49.51 0.490437 0.461926 5.372363
000030.XSHE 3.59 0.244174 0.146828 3.997730
000031.XSHE 3.16 0.276573 0.360727 2.854065
000042.XSHE 11.32 0.380503 0.985688 6.873604
000049.XSHE 43.80 0.621749 -0.500940 7.755322
000050.XSHE 11.52 0.449391 0.047180 2.987479
000066.XSHE 3.76 0.353663 0.499353 3.495598
000078.XSHE 2.96 0.396192 1.513371 9.585632
000088.XSHE 5.50 0.429599 0.690390 6.757222
000090.XSHE 3.34 0.210789 0.733007 4.050487
000099.XSHE 7.50 0.307868 0.859856 5.496371
000409.XSHE 11.54 0.494267 0.552139 6.374978
000413.XSHE 6.36 0.357791 1.514799 9.586579
000415.XSHE 4.03 0.530324 1.026159 5.708061
000417.XSHE 4.89 0.240516 0.195472 3.309628
000418.XSHE 7.35 0.383817 0.022869 3.514094
000422.XSHE 5.63 0.241492 0.469063 4.346757
000426.XSHE 3.38 0.325605 0.054454 4.444623
000488.XSHE 2.27 0.300310 0.567777 5.712770
000501.XSHE 8.09 0.330000 -0.065374 3.550770
000506.XSHE 4.24 0.405798 1.213691 8.965453
000510.XSHE 4.83 0.252489 -0.019245 4.099080
000511.XSHE 3.50 0.381689 0.719091 5.669822
000513.XSHE 17.86 0.411327 0.743073 5.909944
000517.XSHE 1.47 0.333200 -0.192239 4.708050
000518.XSHE 3.18 0.422856 1.022558 6.880596
000525.XSHE 12.41 0.240607 0.190317 4.150195
000540.XSHE 1.14 0.292101 0.753494 4.925138
... ... ... ... ...
601010.XSHG 2.40 0.237925 -0.458776 3.503515
601011.XSHG 3.11 0.474969 -0.878599 7.108531
601100.XSHG 7.90 0.436706 0.384865 4.811721
601126.XSHG 7.81 0.322513 0.224842 4.755456
601208.XSHG 7.21 0.487026 0.235984 3.737267
601216.XSHG 2.03 0.576574 0.643287 4.229504
601233.XSHG 3.69 0.261158 -0.127596 3.331966
601311.XSHG 9.44 0.297534 0.151946 4.338563
601339.XSHG 3.89 0.242783 0.204168 3.503201
601388.XSHG 1.73 0.295244 0.660696 6.025696
601515.XSHG 10.29 0.495625 0.843455 4.257586
601519.XSHG 5.49 0.364958 0.757030 5.132494
601566.XSHG 8.79 0.252855 0.537661 3.265246
601588.XSHG 2.30 0.328527 0.250225 2.781296
601608.XSHG 2.02 0.246777 -0.030434 4.204742
601616.XSHG 3.48 0.251863 0.006842 3.300928
601636.XSHG 2.29 0.306098 -0.133350 3.471992
601678.XSHG 2.63 0.272672 -0.303449 3.601943
601718.XSHG 2.35 0.310558 0.108355 2.758823
601777.XSHG 5.51 0.383906 0.957805 10.866448
601801.XSHG 5.17 0.270699 0.658423 3.910910
601880.XSHG 0.99 0.298053 0.109887 2.877288
601908.XSHG 3.80 0.323818 0.290282 3.918054
601929.XSHG 4.09 0.305290 0.532528 3.818188
601965.XSHG 8.12 0.449911 0.326106 3.194087
601999.XSHG 6.13 0.256474 0.514478 4.351063
603001.XSHG 11.52 0.250389 -0.133209 4.772193
603077.XSHG 0.91 0.446733 0.524992 4.902953
603366.XSHG 6.05 0.288978 -0.148898 4.550150
603766.XSHG 3.16 0.324237 0.296221 4.728456
[500 rows x 4 columns], datetime.date(2014, 1, 27): close r_vol r_skew r_kurt
000006.XSHE 3.97 0.392872 0.633212 5.914785
000021.XSHE 6.10 0.375977 0.478272 4.182851
000028.XSHE 52.92 0.506533 0.635316 6.005180
000030.XSHE 3.81 0.245509 0.821704 6.585626
000031.XSHE 3.40 0.328323 1.074127 5.222779
000042.XSHE 11.49 0.394396 0.459393 4.463652
000049.XSHE 44.73 0.443508 0.398186 5.546035
000050.XSHE 12.71 0.406596 0.779016 4.389306
000066.XSHE 4.11 0.492883 1.646894 10.421023
000078.XSHE 2.97 0.314699 0.353792 4.891707
000088.XSHE 5.54 0.305798 0.399859 3.791458
000090.XSHE 3.51 0.271809 0.432328 3.979917
000099.XSHE 8.40 0.334676 1.205446 6.159044
000409.XSHE 11.55 0.293655 0.020048 4.241700
000413.XSHE 7.31 0.586885 0.604947 5.508557
000415.XSHE 4.08 0.422209 0.926715 4.760321
000417.XSHE 5.08 0.227674 0.571824 4.418500
000418.XSHE 7.78 0.266891 0.423014 3.495988
000422.XSHE 5.72 0.230279 0.215651 4.501701
000426.XSHE 3.53 0.306002 0.472324 4.527510
000488.XSHE 2.37 0.394096 0.633041 6.377832
000501.XSHE 8.66 0.268482 0.442915 3.507587
000506.XSHE 4.30 0.571855 0.241749 5.683552
000510.XSHE 5.35 0.401476 1.377736 7.467057
000511.XSHE 3.80 0.513614 1.580244 10.115674
000513.XSHE 18.82 0.419136 0.557253 5.303005
000517.XSHE 1.52 0.284283 0.570172 4.167720
000518.XSHE 3.19 0.278146 0.299510 2.887707
000525.XSHE 13.14 0.350631 1.415641 9.625987
000540.XSHE 1.27 0.359354 0.758431 5.378375
... ... ... ... ...
601010.XSHG 2.53 0.211381 0.254496 4.334866
601011.XSHG 3.23 0.233476 0.396813 5.186015
601100.XSHG 7.58 0.352346 0.124527 6.110172
601126.XSHG 8.29 0.288350 0.376017 4.358683
601208.XSHG 8.03 0.503897 1.503139 7.575754
601216.XSHG 2.34 0.720766 1.542524 10.131726
601233.XSHG 3.86 0.273934 0.815471 4.475814
601311.XSHG 10.66 0.425923 0.764644 6.530062
601339.XSHG 4.22 0.257466 1.182855 6.305527
601388.XSHG 1.82 0.239511 0.862658 4.524215
601515.XSHG 9.97 0.586592 0.427220 6.120645
601519.XSHG 6.26 0.754615 1.890614 11.395023
601566.XSHG 9.03 0.240047 0.137807 3.710731
601588.XSHG 2.41 0.426908 0.735510 5.172919
601608.XSHG 2.06 0.248112 0.316864 3.517163
601616.XSHG 3.60 0.303174 0.369537 3.716361
601636.XSHG 2.47 0.272459 0.768613 5.449476
601678.XSHG 2.74 0.254619 0.328555 2.987116
601718.XSHG 2.44 0.301848 0.358098 2.853078
601777.XSHG 5.75 0.252345 0.360720 4.256303
601801.XSHG 5.75 0.360768 1.376730 5.428830
601880.XSHG 1.03 0.304775 0.244165 3.230276
601908.XSHG 3.99 0.393524 0.814459 4.754154
601929.XSHG 4.41 0.364639 1.517160 7.545331
601965.XSHG 9.04 0.493131 0.439251 4.345550
601999.XSHG 6.58 0.365659 1.384948 7.040626
603001.XSHG 12.00 0.217740 1.003395 5.562033
603077.XSHG 0.97 0.354895 0.047355 3.754118
603366.XSHG 6.17 0.238935 0.260202 4.525864
603766.XSHG 3.33 0.310578 0.481168 4.485378
[500 rows x 4 columns], datetime.date(2014, 2, 10): close r_vol r_skew r_kurt
000006.XSHE 4.04 0.267084 0.647312 6.138705
000021.XSHE 6.67 0.445416 0.989419 7.154341
000028.XSHE 51.37 0.404185 0.751112 6.148536
000030.XSHE 4.07 0.324458 0.795897 4.411767
000031.XSHE 3.43 0.272121 -0.188899 3.334189
000042.XSHE 11.25 0.294989 -0.417629 7.425743
000049.XSHE 45.91 0.478410 0.598573 6.645273
000050.XSHE 13.81 0.415817 0.509342 4.109535
000066.XSHE 4.25 0.381889 1.189249 7.578972
000078.XSHE 3.12 0.340392 0.451667 5.668733
000088.XSHE 6.05 0.454405 1.794172 9.807645
000090.XSHE 3.59 0.208579 0.300497 3.262134
000099.XSHE 9.06 0.344736 0.580997 4.908788
000409.XSHE 11.64 0.328977 -0.205954 6.342460
000413.XSHE 7.28 0.546744 -0.152806 4.071990
000415.XSHE 4.20 0.376610 0.952526 6.266746
000417.XSHE 5.20 0.228161 0.140833 4.456894
000418.XSHE 7.86 0.306619 -0.097141 4.117643
000422.XSHE 5.84 0.190534 0.326903 3.210758
000426.XSHE 3.67 0.232372 0.272845 3.331001
000488.XSHE 2.51 0.239791 0.619346 3.761863
000501.XSHE 8.70 0.254733 0.008246 4.234383
000506.XSHE 4.38 0.275742 0.342124 4.450779
000510.XSHE 5.40 0.345228 0.019930 3.823177
000511.XSHE 3.89 0.373794 0.760444 7.675246
000513.XSHE 20.92 0.525645 0.423797 5.473354
000517.XSHE 1.55 0.268323 0.182276 4.339873
000518.XSHE 3.26 0.296652 0.385048 4.734031
000525.XSHE 13.57 0.273813 0.355180 4.191588
000540.XSHE 1.27 0.280814 -0.328364 3.793423
... ... ... ... ...
601010.XSHG 2.54 0.196966 0.351608 3.796024
601011.XSHG 3.33 0.213259 0.208045 4.055054
601100.XSHG 7.89 0.274404 -0.043245 5.573393
601126.XSHG 8.69 0.284844 0.508255 4.593942
601208.XSHG 8.35 0.403873 0.436888 4.850257
601216.XSHG 2.48 0.604155 0.644235 6.443225
601233.XSHG 3.82 0.341839 -0.133835 3.976953
601311.XSHG 11.97 0.419561 1.210013 4.922260
601339.XSHG 4.32 0.221980 0.217085 3.865412
601388.XSHG 1.82 0.285196 0.115578 4.998276
601515.XSHG 10.67 0.476938 0.950764 5.859017
601519.XSHG 8.13 0.522280 2.151576 15.108989
601566.XSHG 9.11 0.220727 0.738081 4.965049
601588.XSHG 2.44 0.353640 0.026987 2.731268
601608.XSHG 2.11 0.274007 -0.108816 3.682251
601616.XSHG 3.72 0.279882 -0.234544 3.251937
601636.XSHG 2.56 0.229671 0.757476 7.926405
601678.XSHG 2.79 0.212472 0.034214 3.695025
601718.XSHG 2.50 0.309388 0.507066 3.810160
601777.XSHG 6.05 0.305257 1.385992 10.818264
601801.XSHG 6.21 0.383608 0.738685 4.940830
601880.XSHG 1.05 0.309032 0.274752 4.060205
601908.XSHG 4.33 0.354580 0.775206 4.063608
601929.XSHG 5.55 0.718923 2.022114 8.057128
601965.XSHG 9.52 0.434693 0.066500 8.104166
601999.XSHG 7.54 0.506575 0.663161 5.214487
603001.XSHG 12.48 0.187536 0.965048 5.157570
603077.XSHG 1.01 0.340971 1.128904 7.089245
603366.XSHG 6.39 0.216552 0.168281 4.707675
603766.XSHG 3.46 0.314265 0.086454 3.664924
[500 rows x 4 columns], datetime.date(2014, 2, 17): close r_vol r_skew r_kurt
000006.XSHE 4.07 0.312607 0.503358 4.655863
000021.XSHE 6.65 0.400003 -0.210061 4.303549
000028.XSHE 55.74 0.619472 0.893613 5.483470
000030.XSHE 4.44 0.648263 1.157629 9.149948
000031.XSHE 3.39 0.240967 -0.105014 3.063677
000042.XSHE 11.18 0.215474 -0.218316 3.993767
000049.XSHE 45.37 0.407670 0.302822 6.189281
000050.XSHE 14.16 0.449130 -0.161255 4.510871
000066.XSHE 4.25 0.363983 0.118411 4.971315
000078.XSHE 3.10 0.261863 -0.322899 4.396689
000088.XSHE 6.04 0.385985 -0.096896 5.200260
000090.XSHE 3.75 0.261050 0.867141 6.911730
000099.XSHE 9.03 0.343896 -0.091196 3.980096
000409.XSHE 11.68 0.301193 0.140595 7.296333
000413.XSHE 7.39 0.438153 0.142457 3.571324
000415.XSHE 4.43 0.500400 1.105111 7.839119
000417.XSHE 5.45 0.291324 0.883706 6.369789
000418.XSHE 8.42 0.341751 0.712241 5.878650
000422.XSHE 5.97 0.210737 0.020493 3.356947
000426.XSHE 3.78 0.280324 0.437666 3.449892
000488.XSHE 2.48 0.202636 0.049695 3.017491
000501.XSHE 8.91 0.245816 0.451519 3.273226
000506.XSHE 4.50 0.286167 0.506214 4.310270
000510.XSHE 5.43 0.487906 0.552212 8.964427
000511.XSHE 4.00 0.336083 0.715499 5.794945
000513.XSHE 22.26 0.524485 0.502737 7.862220
000517.XSHE 1.61 0.279073 0.542547 5.108517
000518.XSHE 3.39 0.281251 0.403622 3.233121
000525.XSHE 13.93 0.263715 0.168601 3.525309
000540.XSHE 1.30 0.270881 -0.338597 3.428024
... ... ... ... ...
601010.XSHG 2.96 0.441639 2.116548 10.408373
601011.XSHG 3.36 0.323381 0.039328 5.156377
601100.XSHG 8.26 0.321089 0.082807 3.276280
601126.XSHG 9.37 0.521477 1.163402 9.174299
601208.XSHG 8.02 0.348292 0.123993 4.047300
601216.XSHG 2.46 0.532863 -0.048416 6.831248
601233.XSHG 4.12 0.296699 0.800526 4.837738
601311.XSHG 12.47 0.482592 0.674748 4.279911
601339.XSHG 4.33 0.210815 -0.076024 5.857804
601388.XSHG 1.94 0.323152 1.046170 5.928503
601515.XSHG 10.26 0.377901 0.060156 4.469421
601519.XSHG 7.71 0.495266 -0.215707 3.403221
601566.XSHG 9.39 0.232038 0.289299 4.878025
601588.XSHG 2.47 0.378841 0.464189 4.851479
601608.XSHG 2.18 0.304918 0.380485 3.420772
601616.XSHG 3.90 0.301562 0.126528 4.425740
601636.XSHG 2.63 0.219084 0.083446 3.604819
601678.XSHG 2.91 0.310899 1.848042 10.874435
601718.XSHG 2.56 0.308236 0.180960 3.316110
601777.XSHG 6.25 0.286658 0.207857 4.020280
601801.XSHG 6.50 0.522321 0.281968 4.519707
601880.XSHG 1.05 0.345399 0.158391 3.222129
601908.XSHG 4.47 0.410923 0.481516 4.807793
601929.XSHG 5.97 0.773117 -0.037452 4.122331
601965.XSHG 10.39 0.587613 0.034424 5.582368
601999.XSHG 7.43 0.390708 0.396428 6.345383
603001.XSHG 13.06 0.234159 0.728088 4.296650
603077.XSHG 1.10 0.379400 0.878904 5.370839
603366.XSHG 6.61 0.219984 0.493390 3.533625
603766.XSHG 3.69 0.450210 1.174621 6.197845
[500 rows x 4 columns], datetime.date(2014, 2, 24): close r_vol r_skew r_kurt
000006.XSHE 3.93 0.368813 -0.156141 6.101178
000021.XSHE 6.43 0.354873 0.448157 5.020553
000028.XSHE 49.88 0.533694 -0.135917 5.524701
000030.XSHE 4.50 0.509748 0.874776 6.167854
000031.XSHE 3.12 0.303536 -0.433875 4.835041
000042.XSHE 11.15 0.349966 -0.326284 6.964997
000049.XSHE 39.09 0.383636 -0.539251 6.481757
000050.XSHE 13.44 0.387207 -0.229672 4.348419
000066.XSHE 4.26 0.438589 0.267515 5.526173
000078.XSHE 3.17 0.319811 0.006647 4.258494
000088.XSHE 6.00 0.441348 1.329912 8.909734
000090.XSHE 3.51 0.270401 -0.543383 5.149077
000099.XSHE 8.70 0.318170 0.086153 3.682533
000409.XSHE 10.96 0.337230 -0.194033 4.641811
000413.XSHE 6.65 0.508061 -0.026196 7.501527
000415.XSHE 4.15 0.403714 -0.083778 4.530511
000417.XSHE 5.13 0.365364 0.280324 4.633773
000418.XSHE 8.02 0.402067 -0.299820 5.602854
000422.XSHE 5.68 0.229966 0.064601 4.055257
000426.XSHE 3.63 0.345245 0.438823 6.191877
000488.XSHE 2.36 0.215883 -0.374316 3.560616
000501.XSHE 8.45 0.304722 -0.014578 4.379817
000506.XSHE 4.25 0.322342 -0.384107 5.474469
000510.XSHE 5.79 0.535710 1.562754 12.217431
000511.XSHE 3.92 0.347491 1.783252 11.297281
000513.XSHE 22.56 0.506490 -0.420981 5.637487
000517.XSHE 1.55 0.378927 0.122338 5.320093
000518.XSHE 3.41 0.371204 1.095063 5.594508
000525.XSHE 12.80 0.279958 -0.706460 4.729778
000540.XSHE 1.17 0.322811 -0.605342 4.967808
... ... ... ... ...
601010.XSHG 2.80 0.438651 -0.439449 5.549919
601011.XSHG 3.37 0.405136 0.282356 8.578170
601100.XSHG 7.85 0.455325 0.230190 4.214565
601126.XSHG 8.23 0.468535 -0.585093 5.280051
601208.XSHG 7.92 0.437005 0.013859 3.517935
601216.XSHG 2.22 0.457937 0.040581 4.857519
601233.XSHG 3.95 0.334739 -0.258058 4.073277
601311.XSHG 12.38 0.487295 0.794149 4.547488
601339.XSHG 4.22 0.272141 -0.263644 3.740792
601388.XSHG 1.97 0.384963 0.082706 3.258975
601515.XSHG 9.67 0.476058 -0.667654 6.286066
601519.XSHG 7.47 0.487362 -0.622044 5.318141
601566.XSHG 9.29 0.307779 -0.141125 6.358470
601588.XSHG 2.34 0.312069 -0.117728 3.804377
601608.XSHG 2.10 0.265632 -0.264078 2.960494
601616.XSHG 3.70 0.298292 0.103688 3.612104
601636.XSHG 2.57 0.262479 -0.632006 5.316051
601678.XSHG 2.73 0.304365 -0.424831 3.076893
601718.XSHG 2.56 0.349649 -0.100355 3.178425
601777.XSHG 5.96 0.269920 -0.324338 4.468233
601801.XSHG 6.45 0.465055 -0.160955 5.230500
601880.XSHG 0.99 0.384441 0.252944 3.655692
601908.XSHG 4.29 0.370444 -0.215471 5.086493
601929.XSHG 6.20 0.688155 0.403029 5.047309
601965.XSHG 9.85 0.513076 -0.257992 4.777313
601999.XSHG 7.37 0.375076 0.416835 3.801626
603001.XSHG 12.45 0.313057 0.146401 3.825990
603077.XSHG 1.14 0.492699 0.499577 5.088855
603366.XSHG 6.43 0.216638 -0.378982 3.801858
603766.XSHG 3.57 0.462257 0.290946 4.640665
[499 rows x 4 columns], datetime.date(2014, 3, 3): close r_vol r_skew r_kurt
000006.XSHE 3.90 0.330962 0.489263 3.304849
000021.XSHE 6.10 0.489217 -0.124954 5.523442
000028.XSHE 47.53 0.528142 -0.381016 3.825647
000030.XSHE 5.08 0.916142 0.905918 5.214723
000031.XSHE 3.18 0.327361 0.304599 3.548601
000042.XSHE 10.53 0.489215 -0.313791 6.573858
000049.XSHE 38.08 0.638983 0.041155 7.822866
000050.XSHE 12.76 0.486979 -0.437098 5.319320
000066.XSHE 4.22 0.417973 -0.453711 5.536717
000078.XSHE 3.07 0.464569 0.135426 4.064038
000088.XSHE 5.67 0.429892 -0.242906 4.728389
000090.XSHE 3.66 0.309327 0.257421 3.978523
000099.XSHE 8.47 0.446514 0.070774 5.629503
000409.XSHE 10.82 0.372109 -0.002575 4.074415
000413.XSHE 6.53 0.658816 1.002585 6.708614
000415.XSHE 4.06 0.398834 -0.186850 3.049833
000417.XSHE 5.08 0.309018 -0.114399 4.049270
000418.XSHE 7.47 0.423529 0.107268 2.996364
000422.XSHE 5.62 0.283121 0.122594 4.373007
000426.XSHE 3.56 0.312052 0.082838 3.518571
000488.XSHE 2.35 0.272655 -0.462354 3.325038
000501.XSHE 8.49 0.329496 -0.206731 4.408742
000506.XSHE 4.21 0.401905 -0.236087 4.309466
000510.XSHE 5.78 0.695753 0.576656 8.144550
000511.XSHE 3.80 0.381341 -0.447764 5.346397
000513.XSHE 20.55 0.697465 0.295300 5.168864
000517.XSHE 1.59 0.507338 0.645285 5.270879
000518.XSHE 3.32 0.396837 -0.529462 6.311794
000525.XSHE 12.92 0.319458 -0.371954 4.517039
000540.XSHE 1.16 0.316426 0.011594 3.532326
... ... ... ... ...
601010.XSHG 2.72 0.394494 -0.000353 3.789575
601011.XSHG 3.21 0.347582 0.062105 3.690681
601100.XSHG 7.19 0.481401 -0.434403 4.421795
601126.XSHG 8.42 0.412148 0.619063 4.843043
601208.XSHG 7.72 0.456359 0.334856 4.385783
601216.XSHG 2.00 0.599774 -0.226197 4.755705
601233.XSHG 3.88 0.359153 0.503395 6.011003
601311.XSHG 12.34 0.525069 0.209247 3.451364
601339.XSHG 4.09 0.321731 -0.067172 5.004958
601388.XSHG 1.97 0.487495 1.006303 5.740832
601515.XSHG 9.16 0.581432 0.203692 7.606451
601519.XSHG 6.83 0.608533 -0.146640 3.819044
601566.XSHG 9.03 0.304862 -0.080580 3.663106
601588.XSHG 2.31 0.359156 0.004110 3.238416
601608.XSHG 2.12 0.301056 0.079509 2.809931
601616.XSHG 3.75 0.379652 -0.034633 3.679557
601636.XSHG 2.86 0.552407 1.146134 7.630681
601678.XSHG 2.70 0.341684 0.929493 5.882950
601718.XSHG 2.50 0.364217 -0.193607 2.911730
601777.XSHG 5.97 0.382072 0.783913 5.354622
601801.XSHG 6.20 0.567689 -0.130259 3.708676
601880.XSHG 0.98 0.373832 0.233252 3.314990
601908.XSHG 4.40 0.553172 0.337440 4.528452
601929.XSHG 5.73 0.812357 0.009484 4.300492
601965.XSHG 9.62 0.633428 0.335344 5.315696
601999.XSHG 6.91 0.539295 0.201580 4.842233
603001.XSHG 12.79 0.764505 1.484349 10.935368
603077.XSHG 1.10 1.027500 0.945881 4.715155
603366.XSHG 6.05 0.311230 -0.332802 3.838723
603766.XSHG 3.58 0.355434 0.016738 3.671915
[499 rows x 4 columns], datetime.date(2014, 3, 10): close r_vol r_skew r_kurt
000006.XSHE 3.82 0.467447 0.308935 5.663611
000021.XSHE 5.64 0.332059 0.088968 5.137623
000028.XSHE 45.55 0.372649 -0.253812 6.158962
000030.XSHE 4.42 0.546506 -0.422813 4.455962
000031.XSHE 3.01 0.323865 -0.119430 3.176969
000042.XSHE 9.43 0.508482 0.019115 6.324465
000049.XSHE 35.05 0.344205 0.246072 5.346180
000050.XSHE 11.74 0.415757 -0.290618 4.027626
000066.XSHE 4.00 0.307436 0.009066 4.076332
000078.XSHE 3.72 0.607674 1.863637 13.092154
000088.XSHE 5.39 0.375876 0.256155 4.415446
000090.XSHE 3.63 0.412947 0.967873 6.653993
000099.XSHE 7.92 0.362372 0.325885 5.559019
000409.XSHE 10.17 0.297692 -0.280912 4.302847
000413.XSHE 6.17 0.355452 0.597012 4.730901
000415.XSHE 3.80 0.296214 -0.125004 5.210118
000417.XSHE 4.93 0.303721 -0.164305 3.809146
000418.XSHE 7.27 0.318800 0.062846 3.237724
000422.XSHE 5.14 0.236431 -0.544790 3.512883
000426.XSHE 3.57 0.463358 -0.114120 5.495000
000488.XSHE 2.28 0.242857 0.040307 4.052269
000501.XSHE 7.96 0.381952 -0.176253 6.429832
000506.XSHE 4.08 0.401473 0.137352 4.254367
000510.XSHE 6.14 0.558520 0.339164 3.557627
000511.XSHE 4.19 0.846951 1.452740 8.882066
000513.XSHE 19.23 0.409003 -0.497842 4.759270
000517.XSHE 1.52 0.422106 -0.043704 3.924334
000518.XSHE 3.23 0.321627 -0.109380 3.746863
000525.XSHE 11.90 0.271397 -0.317965 3.998786
000540.XSHE 1.13 0.310115 -0.183823 3.789240
... ... ... ... ...
601010.XSHG 2.51 0.378936 0.003932 4.361900
601011.XSHG 3.03 0.303262 0.196524 4.608479
601100.XSHG 7.10 0.341964 -0.273020 3.856889
601126.XSHG 7.93 0.367876 -0.506392 5.621238
601208.XSHG 7.35 0.352365 -0.311748 4.210022
601216.XSHG 1.95 0.557412 -0.891568 7.972515
601233.XSHG 3.74 0.300382 0.304667 3.567662
601311.XSHG 11.68 0.507912 0.432994 5.012650
601339.XSHG 3.88 0.256225 0.638673 6.855168
601388.XSHG 1.89 0.353802 -0.064488 3.894406
601515.XSHG 8.57 0.445470 -0.102541 5.941135
601519.XSHG 6.85 0.670213 0.264573 5.451838
601566.XSHG 8.54 0.309392 0.412370 4.559173
601588.XSHG 2.24 0.361676 -0.029756 3.093938
601608.XSHG 2.03 0.279810 -0.172037 2.622630
601616.XSHG 3.61 0.368144 -0.216147 3.345768
601636.XSHG 2.51 0.383668 -0.158170 3.979230
601678.XSHG 2.58 0.245454 0.064495 4.817160
601718.XSHG 2.36 0.357120 0.197112 2.768551
601777.XSHG 6.06 0.396909 0.800084 5.300999
601801.XSHG 5.79 0.416928 -0.223227 3.949150
601880.XSHG 0.98 0.447875 0.674143 6.344096
601908.XSHG 4.37 0.465175 0.262927 4.087513
601929.XSHG 5.66 0.560367 -0.379713 4.592232
601965.XSHG 9.06 0.528458 0.279892 4.966885
601999.XSHG 6.57 0.384107 0.052468 4.166912
603001.XSHG 12.62 0.495689 1.216687 6.686018
603077.XSHG 1.00 0.360415 -0.107819 4.780691
603366.XSHG 5.88 0.225303 0.014724 4.109093
603766.XSHG 3.19 0.383294 -0.048370 4.072663
[499 rows x 4 columns], datetime.date(2014, 3, 17): close r_vol r_skew r_kurt
000006.XSHE 3.95 0.412422 0.407515 4.480385
000021.XSHE 5.91 0.296234 0.313912 3.803422
000028.XSHE 48.56 0.420748 0.260268 5.584032
000030.XSHE 4.40 0.420765 0.607473 4.033371
000031.XSHE 3.13 0.413201 1.010083 6.436785
000042.XSHE 9.33 0.297271 0.352680 4.521171
000049.XSHE 36.83 0.326424 0.329650 4.764303
000050.XSHE 12.23 0.361258 0.702428 5.185154
000066.XSHE 4.02 0.333204 0.470132 4.528601
000078.XSHE 3.37 0.609177 0.319644 4.559494
000088.XSHE 5.20 0.399876 -0.121133 4.219958
000090.XSHE 3.75 0.328225 0.635310 3.647942
000099.XSHE 7.95 0.303220 0.065105 3.308426
000409.XSHE 9.93 0.332673 0.116339 3.536177
000413.XSHE 6.23 0.339118 0.462289 4.303399
000415.XSHE 3.92 0.295905 0.377983 4.815699
000417.XSHE 5.07 0.282329 0.407248 4.023328
000418.XSHE 7.69 0.475209 0.823323 6.107470
000422.XSHE 5.27 0.252989 0.424621 4.367667
000426.XSHE 3.51 0.281140 -0.442419 4.164577
000488.XSHE 2.31 0.240689 0.515839 3.827922
000501.XSHE 8.12 0.303567 0.234250 4.357695
000506.XSHE 4.30 0.384370 1.170732 6.803460
000510.XSHE 7.23 0.918054 0.897597 5.084710
000511.XSHE 5.75 0.914891 1.421016 6.180805
000513.XSHE 20.49 0.411998 -0.023602 4.746019
000517.XSHE 1.59 0.486779 0.629196 5.151416
000518.XSHE 3.38 0.314769 0.755804 5.481119
000525.XSHE 13.08 0.343154 0.646361 3.893120
000540.XSHE 1.19 0.372356 0.552533 4.451276
... ... ... ... ...
601010.XSHG 2.55 0.341793 -0.196199 5.028356
601011.XSHG 3.17 0.371048 1.156914 6.268418
601100.XSHG 7.29 0.375518 -0.091973 4.743027
601126.XSHG 8.21 0.243111 -0.008036 4.279668
601208.XSHG 7.71 0.328901 0.760958 4.413169
601216.XSHG 1.86 0.574785 0.120410 3.775476
601233.XSHG 3.82 0.245107 0.674850 3.748938
601311.XSHG 11.67 0.406904 0.565166 3.890000
601339.XSHG 3.97 0.247616 0.367542 4.038089
601388.XSHG 1.87 0.277812 0.463239 4.119720
601515.XSHG 9.14 0.409347 0.404477 7.486434
601519.XSHG 6.51 0.536449 -0.144009 5.972712
601566.XSHG 8.91 0.282461 0.657552 4.524809
601588.XSHG 2.32 0.846504 1.104923 9.146784
601608.XSHG 2.09 0.295973 0.185543 5.010879
601616.XSHG 3.74 0.301375 0.382588 3.108558
601636.XSHG 2.54 0.283369 -0.203927 4.237685
601678.XSHG 2.79 0.304946 1.026716 4.366787
601718.XSHG 2.38 0.333771 0.133148 2.535000
601777.XSHG 6.28 0.344146 0.513487 3.644868
601801.XSHG 5.82 0.362781 0.590961 3.950240
601880.XSHG 0.95 0.434955 -0.147835 3.678070
601908.XSHG 4.44 0.498144 0.173305 4.247363
601929.XSHG 6.33 0.496290 0.593646 5.667173
601965.XSHG 9.69 0.413444 0.595411 5.094418
601999.XSHG 6.79 0.326491 0.560904 3.527494
603001.XSHG 13.70 0.447626 0.782042 5.447922
603077.XSHG 1.03 0.553663 2.424254 13.425953
603366.XSHG 6.08 0.206828 0.119068 3.090268
603766.XSHG 3.30 0.291197 0.480487 4.234556
[499 rows x 4 columns], datetime.date(2014, 3, 24): close r_vol r_skew r_kurt
000006.XSHE 4.20 0.424428 0.611751 5.379563
000021.XSHE 5.90 0.331435 0.872583 5.569754
000028.XSHE 45.81 0.369645 -0.139980 5.019500
000030.XSHE 4.53 0.329909 0.748008 3.930875
000031.XSHE 3.30 0.336352 0.544957 3.762898
000042.XSHE 9.88 0.495908 0.312477 6.713957
000049.XSHE 34.83 0.331631 -0.045683 5.159951
000050.XSHE 12.37 0.311335 0.477619 3.704078
000066.XSHE 3.91 0.283293 -0.143713 3.637558
000078.XSHE 3.27 0.390538 0.398347 3.806528
000088.XSHE 5.61 0.492764 1.694147 9.084650
000090.XSHE 3.96 0.321911 0.874933 5.820092
000099.XSHE 8.00 0.272382 -0.015646 4.586501
000409.XSHE 9.66 0.370092 -0.076230 6.703878
000413.XSHE 6.75 0.522122 1.570681 9.584660
000415.XSHE 4.13 0.333292 0.524307 5.662050
000417.XSHE 5.09 0.296961 0.241919 4.521160
000418.XSHE 7.63 0.285767 -0.067531 4.048616
000422.XSHE 5.37 0.258471 0.419861 3.120915
000426.XSHE 3.55 0.281718 -0.010681 4.348614
000488.XSHE 2.41 0.263865 0.393214 2.844367
000501.XSHE 8.33 0.292488 0.604392 4.230096
000506.XSHE 4.45 0.325234 0.570553 5.034643
000510.XSHE 7.73 0.764393 1.060447 5.485654
000511.XSHE 5.86 0.800875 0.340693 3.919647
000513.XSHE 18.82 0.474062 -0.750168 7.504610
000517.XSHE 1.69 0.505253 0.725069 4.745087
000518.XSHE 3.39 0.266847 0.750187 5.138734
000525.XSHE 13.22 0.332734 0.787054 5.032841
000540.XSHE 1.27 0.360673 0.538983 4.113008
... ... ... ... ...
601010.XSHG 2.63 0.314755 0.540435 4.242310
601011.XSHG 3.28 0.372286 0.940890 5.552499
601100.XSHG 7.24 0.371268 0.436752 4.387313
601126.XSHG 8.40 0.298566 0.216996 3.843220
601208.XSHG 7.91 0.340501 0.460102 3.773845
601216.XSHG 1.83 0.432919 0.710064 5.951019
601233.XSHG 3.96 0.325120 0.756023 4.755221
601311.XSHG 11.33 0.456521 0.281451 8.186422
601339.XSHG 4.05 0.263068 0.524220 6.364486
601388.XSHG 1.89 0.288295 0.373145 4.129745
601515.XSHG 8.16 0.449629 -0.019203 4.628480
601519.XSHG 6.75 0.468806 0.931714 6.601053
601566.XSHG 9.10 0.286450 0.704524 4.380178
601588.XSHG 2.69 0.631089 1.628497 8.798961
601608.XSHG 2.15 0.412837 0.335172 3.811377
601616.XSHG 3.90 0.323410 -0.014254 4.947746
601636.XSHG 2.47 0.286382 -0.007458 4.178281
601678.XSHG 2.76 0.293108 -0.545391 3.604706
601718.XSHG 2.43 0.304532 0.159403 3.094341
601777.XSHG 6.40 0.363881 -0.008522 4.001271
601801.XSHG 5.68 0.327291 -0.036901 3.914656
601880.XSHG 1.00 0.374664 0.668207 5.049437
601908.XSHG 4.53 0.366556 0.149061 3.551758
601929.XSHG 6.60 0.670594 0.180174 5.023036
601965.XSHG 9.87 0.521177 0.732088 5.789981
601999.XSHG 6.95 0.298550 0.269540 5.101063
603001.XSHG 13.33 0.337623 -0.094618 4.147571
603077.XSHG 1.07 0.561623 2.258965 13.287795
603366.XSHG 6.15 0.256849 0.401376 3.603965
603766.XSHG 3.25 0.267752 -0.278782 3.926421
[499 rows x 4 columns], datetime.date(2014, 3, 31): close r_vol r_skew r_kurt
000006.XSHE 4.84 0.848949 0.787389 11.874765
000021.XSHE 5.44 0.334322 -0.034761 4.435123
000028.XSHE 43.05 0.393945 0.786265 6.416757
000030.XSHE 4.34 0.418782 0.522034 5.493242
000031.XSHE 3.32 0.558390 0.762022 5.025599
000042.XSHE 10.72 0.680095 0.627924 5.861098
000049.XSHE 33.81 0.284360 0.036710 6.157378
000050.XSHE 12.00 0.317931 -0.030560 3.227145
000066.XSHE 3.81 0.327311 -0.290049 3.720771
000078.XSHE 3.18 0.353122 0.457219 4.819923
000088.XSHE 5.54 0.645250 0.499875 6.044585
000090.XSHE 3.84 0.591994 0.379854 6.062154
000099.XSHE 7.69 0.255342 0.057152 3.955816
000409.XSHE 9.22 0.278623 0.456004 4.527222
000413.XSHE 6.45 0.466316 0.191081 4.023923
000415.XSHE 3.92 0.348603 -0.078422 4.654563
000417.XSHE 5.21 0.305734 0.561135 4.868751
000418.XSHE 7.53 0.305186 0.215233 4.679092
000422.XSHE 5.16 0.222237 0.019487 2.856053
000426.XSHE 3.44 0.341917 0.462015 5.880767
000488.XSHE 2.38 0.247945 -0.002245 3.423053
000501.XSHE 8.37 0.321444 0.599516 6.517618
000506.XSHE 4.54 0.404792 1.157049 7.384111
000510.XSHE 6.59 0.655646 0.140500 5.394329
000511.XSHE 5.13 0.597964 0.008585 4.206918
000513.XSHE 18.70 0.433782 -0.347560 6.119916
000517.XSHE 1.60 0.338244 -0.268680 4.483849
000518.XSHE 3.34 0.274766 0.725038 5.912924
000525.XSHE 12.96 0.354906 0.366789 7.250206
000540.XSHE 1.26 0.434292 -0.050626 3.667430
... ... ... ... ...
601010.XSHG 2.53 0.265762 0.092373 3.614238
601011.XSHG 3.11 0.322488 -0.180593 4.561818
601100.XSHG 6.73 0.297487 -0.536489 4.456816
601126.XSHG 7.66 0.353800 0.255412 6.390366
601208.XSHG 7.38 0.415746 -0.800907 5.237592
601216.XSHG 1.76 0.363346 0.012291 5.187296
601233.XSHG 3.84 0.282440 0.428030 4.928369
601311.XSHG 10.99 0.382420 -0.016461 4.834965
601339.XSHG 3.89 0.207499 -0.132377 3.531560
601388.XSHG 1.88 0.346486 0.801515 6.049728
601515.XSHG 7.84 0.437144 -0.101445 4.525995
601519.XSHG 6.19 0.425317 -0.029580 3.759587
601566.XSHG 8.86 0.248073 -0.333217 4.487375
601588.XSHG 2.48 0.550453 -0.569437 5.704351
601608.XSHG 2.08 0.260054 -0.111327 2.740733
601616.XSHG 3.81 0.296313 -0.296024 4.120494
601636.XSHG 2.44 0.283650 -0.023419 4.406589
601678.XSHG 2.66 0.237007 -0.077753 3.397743
601718.XSHG 2.43 0.331668 0.304442 3.062350
601777.XSHG 6.13 0.277097 -0.005154 4.274373
601801.XSHG 5.57 0.351128 -0.088645 3.806316
601880.XSHG 1.00 0.369636 0.064581 3.384711
601908.XSHG 3.87 0.423075 -0.688978 4.106642
601929.XSHG 5.92 0.540326 -0.262104 5.499217
601965.XSHG 9.27 0.625474 -0.375861 6.546322
601999.XSHG 6.56 0.277187 -0.015979 4.084987
603001.XSHG 12.89 0.292651 1.066580 6.043285
603077.XSHG 1.00 0.384179 0.069962 4.741701
603366.XSHG 5.92 0.200777 -0.513209 3.294285
603766.XSHG 2.98 0.353915 -0.232620 4.261006
[499 rows x 4 columns], datetime.date(2014, 4, 8): close r_vol r_skew r_kurt
000006.XSHE 4.69 0.597621 0.387804 3.840017
000021.XSHE 5.64 0.237845 0.403266 3.308692
000028.XSHE 45.74 0.258011 0.695102 6.033111
000030.XSHE 4.63 0.413461 0.584731 5.785318
000031.XSHE 3.40 0.421220 0.959683 6.264520
000042.XSHE 11.17 0.440964 0.115728 4.680960
000049.XSHE 36.70 0.291155 1.151927 5.748482
000050.XSHE 13.09 0.323022 0.519023 3.448183
000066.XSHE 3.85 0.264686 0.781570 5.352793
000078.XSHE 3.21 0.213871 0.443952 3.420420
000088.XSHE 5.41 0.309615 0.294647 3.977798
000090.XSHE 3.91 0.272691 0.175254 3.826459
000099.XSHE 8.00 0.233885 0.547119 3.070422
000409.XSHE 9.42 0.321813 0.078757 3.557862
000413.XSHE 6.17 0.382375 0.609366 5.352383
000415.XSHE 4.14 0.275578 0.466816 3.932375
000417.XSHE 5.24 0.209627 0.238061 3.005020
000418.XSHE 8.18 0.364175 0.386486 7.592677
000422.XSHE 5.36 0.218230 0.574389 4.083222
000426.XSHE 3.63 0.250224 0.890031 5.055703
000488.XSHE 2.43 0.206323 0.257281 2.869143
000501.XSHE 8.56 0.255288 0.571117 4.469726
000506.XSHE 4.35 0.421056 0.082432 5.719611
000510.XSHE 6.81 0.475006 -0.058440 6.247459
000511.XSHE 5.66 0.575935 0.602294 5.156477
000513.XSHE 20.29 0.275707 0.327989 4.894116
000517.XSHE 1.66 0.357910 0.298849 5.357767
000518.XSHE 3.40 0.271664 0.416712 3.990074
000525.XSHE 14.15 0.346928 0.828054 3.815625
000540.XSHE 1.35 0.427581 -0.078517 5.285518
... ... ... ... ...
601010.XSHG 2.64 0.214915 0.389217 4.631459
601011.XSHG 3.16 0.289724 0.715129 5.023237
601100.XSHG 7.12 0.237833 0.078997 4.968138
601126.XSHG 7.73 0.284446 0.929383 6.354158
601208.XSHG 7.53 0.256134 0.169287 3.622489
601216.XSHG 1.93 0.369672 0.240577 4.286768
601233.XSHG 3.96 0.257343 0.305825 4.517819
601311.XSHG 11.20 0.230959 0.390606 3.639844
601339.XSHG 4.04 0.148083 0.496690 2.826379
601388.XSHG 1.93 0.228939 0.741607 4.397305
601515.XSHG 8.25 0.349356 0.252537 4.675477
601519.XSHG 6.85 0.485126 1.260890 6.748478
601566.XSHG 9.06 0.191825 0.242190 3.136242
601588.XSHG 2.56 0.518096 1.182612 7.585868
601608.XSHG 2.15 0.250054 0.509384 3.735971
601616.XSHG 3.92 0.258875 0.262405 2.758964
601636.XSHG 2.57 0.185555 0.855182 5.263962
601678.XSHG 2.74 0.184024 0.276469 3.462466
601718.XSHG 2.47 0.307198 0.114677 2.945709
601777.XSHG 6.82 0.287651 0.337120 5.684175
601801.XSHG 5.90 0.257791 0.524695 3.388904
601880.XSHG 1.00 0.352451 0.278198 3.065089
601908.XSHG 3.97 0.246620 0.441750 3.816134
601929.XSHG 6.12 0.332011 0.242143 4.375182
601965.XSHG 9.62 0.454113 0.506086 4.335833
601999.XSHG 6.86 0.221765 0.392312 3.690602
603001.XSHG 13.26 0.233600 0.668555 4.179012
603077.XSHG 1.09 0.343067 0.716564 3.441743
603366.XSHG 6.10 0.155835 0.700694 4.366543
603766.XSHG 3.26 0.256186 1.304051 7.103006
[499 rows x 4 columns], datetime.date(2014, 4, 15): close r_vol r_skew r_kurt
000006.XSHE 4.62 0.353806 0.154060 4.091579
000021.XSHE 5.35 0.292793 -0.489891 4.400693
000028.XSHE 45.79 0.281175 -0.053932 4.996229
000030.XSHE 4.55 0.270786 0.149627 3.990766
000031.XSHE 3.29 0.280778 -0.365778 3.177437
000042.XSHE 10.89 0.251112 0.104800 5.126879
000049.XSHE 36.90 0.282307 -0.103777 6.415301
000050.XSHE 13.09 0.340186 0.117537 4.731384
000066.XSHE 3.75 0.255352 0.240496 3.446031
000078.XSHE 3.26 0.245974 0.324583 4.378780
000088.XSHE 5.79 0.516855 2.246485 11.084181
000090.XSHE 4.08 0.257927 0.875129 4.779130
000099.XSHE 8.24 0.217121 0.625605 5.167856
000409.XSHE 9.67 0.352390 0.819710 6.709245
000413.XSHE 6.39 0.348913 0.597833 4.252056
000415.XSHE 4.03 0.249849 0.381897 4.811966
000417.XSHE 5.18 0.190613 -0.294323 4.581013
000418.XSHE 8.07 0.295011 -0.008290 3.925070
000422.XSHE 5.36 0.179149 -0.347977 3.703635
000426.XSHE 3.61 0.224819 0.491258 4.462569
000488.XSHE 2.38 0.201313 0.128245 3.458521
000501.XSHE 8.45 0.197139 0.417992 5.392465
000506.XSHE 4.22 0.295219 0.475772 6.982975
000510.XSHE 6.80 0.460956 0.813974 5.703709
000511.XSHE 6.37 0.675400 1.196324 5.037041
000513.XSHE 19.67 0.275270 0.255821 3.941825
000517.XSHE 1.63 0.230425 -0.386450 4.008693
000518.XSHE 3.35 0.256174 0.156043 2.834771
000525.XSHE 13.83 0.363733 -0.199226 5.338860
000540.XSHE 1.28 0.307009 0.721924 5.475929
... ... ... ... ...
601010.XSHG 2.73 0.293913 0.825026 6.932208
601011.XSHG 3.48 0.295148 1.179490 5.847559
601100.XSHG 7.00 0.222876 -0.221034 4.310932
601126.XSHG 7.71 0.186170 -0.079900 4.414081
601208.XSHG 7.65 0.222330 0.269227 4.530776
601216.XSHG 1.95 0.286657 0.381930 3.882426
601233.XSHG 4.00 0.197711 0.161452 3.563608
601311.XSHG 11.34 0.278894 0.467321 5.667911
601339.XSHG 4.17 0.188327 1.123918 6.321523
601388.XSHG 1.91 0.245360 0.506823 6.519204
601515.XSHG 8.57 0.393365 -0.882027 5.459874
601519.XSHG 7.63 0.618279 1.662540 8.843610
601566.XSHG 9.08 0.231826 -0.229101 3.739770
601588.XSHG 2.48 0.281953 -0.244539 2.808029
601608.XSHG 2.11 0.285294 -0.125862 3.652782
601616.XSHG 3.82 0.232274 0.068297 3.286134
601636.XSHG 2.56 0.167874 -0.142312 3.045488
601678.XSHG 2.85 0.315641 0.988238 5.430273
601718.XSHG 2.44 0.278369 0.105762 3.514285
601777.XSHG 6.64 0.418443 -0.495686 5.022779
601801.XSHG 6.02 0.284635 0.073212 4.522501
601880.XSHG 1.02 0.340589 0.375673 2.842918
601908.XSHG 3.89 0.216880 0.522580 5.118197
601929.XSHG 6.51 0.352281 0.149195 3.976905
601965.XSHG 9.67 0.345576 -0.012950 5.794001
601999.XSHG 6.98 0.221532 0.257474 4.414370
603001.XSHG 12.96 0.258403 0.432053 4.697245
603077.XSHG 1.07 0.293552 0.361383 4.753252
603366.XSHG 6.28 0.280586 1.791631 8.408347
603766.XSHG 3.23 0.295910 0.480569 3.952753
[499 rows x 4 columns], datetime.date(2014, 4, 22): close r_vol r_skew r_kurt
000006.XSHE 4.51 0.345951 0.529463 4.201882
000021.XSHE 5.26 0.247193 0.182151 4.381280
000028.XSHE 44.25 0.375272 0.621921 8.404112
000030.XSHE 4.28 0.330074 0.179928 6.381035
000031.XSHE 3.26 0.264359 0.015945 2.889517
000042.XSHE 10.76 0.377814 -0.015249 6.130764
000049.XSHE 40.72 0.420014 0.874896 4.909847
000050.XSHE 13.56 0.342985 0.520138 4.289331
000066.XSHE 3.65 0.249323 -0.332489 3.265568
000078.XSHE 3.17 0.203120 0.297572 4.438404
000088.XSHE 5.57 0.358378 0.289448 4.494314
000090.XSHE 4.26 0.289977 0.082864 3.970177
000099.XSHE 7.95 0.260400 0.122210 5.259159
000409.XSHE 9.16 0.254325 -0.442423 4.772867
000413.XSHE 6.64 0.329461 0.779562 5.973222
000415.XSHE 4.00 0.263430 0.183140 4.480964
000417.XSHE 5.10 0.194428 0.192529 6.021170
000418.XSHE 7.94 0.274572 0.408403 3.336659
000422.XSHE 5.20 0.193842 -0.060018 3.706042
000426.XSHE 3.52 0.205194 -0.245827 4.969184
000488.XSHE 2.37 0.185019 0.064920 3.033579
000501.XSHE 9.02 0.305867 1.276694 6.679238
000506.XSHE 4.28 0.245607 0.173479 3.474032
000510.XSHE 6.58 0.414274 0.261126 6.914388
000511.XSHE 5.95 0.556699 0.044883 4.556523
000513.XSHE 19.69 0.301952 0.089550 4.913816
000517.XSHE 1.58 0.353765 -0.120158 4.366337
000518.XSHE 3.30 0.238046 -0.115925 2.261960
000525.XSHE 12.85 0.309491 -0.145828 4.469018
000540.XSHE 1.30 0.290560 0.039573 3.926646
... ... ... ... ...
601010.XSHG 2.76 0.324765 0.709034 5.147361
601011.XSHG 3.85 0.614537 1.194209 7.631457
601100.XSHG 6.94 0.265687 0.328300 3.884439
601126.XSHG 7.30 0.217778 -0.268511 4.775209
601208.XSHG 7.62 0.261319 0.249492 4.440746
601216.XSHG 1.84 0.379507 0.129976 4.165957
601233.XSHG 4.41 0.412647 1.240263 6.129154
601311.XSHG 11.03 0.284199 0.100996 3.710138
601339.XSHG 3.94 0.219833 -0.474068 4.993607
601388.XSHG 1.95 0.287585 0.967547 5.824038
601515.XSHG 8.15 0.352027 0.292375 4.129966
601519.XSHG 7.43 0.490533 0.495227 4.292549
601566.XSHG 8.84 0.212768 0.137451 3.825417
601588.XSHG 2.41 0.289090 0.002644 2.504138
601608.XSHG 2.10 0.241742 0.186232 3.229558
601616.XSHG 3.83 0.229510 0.407486 3.233173
601636.XSHG 2.48 0.240367 0.308239 4.294981
601678.XSHG 2.82 0.274553 0.141638 4.238845
601718.XSHG 2.38 0.278746 0.128158 2.758449
601777.XSHG 6.43 0.303787 0.064346 4.469249
601801.XSHG 5.75 0.291764 0.258144 4.937157
601880.XSHG 1.05 0.426281 0.652531 5.145147
601908.XSHG 4.00 0.209363 0.506512 4.622612
601929.XSHG 6.26 0.432000 -0.169670 5.511361
601965.XSHG 8.33 0.523539 -0.347962 6.677972
601999.XSHG 6.91 0.289466 0.027641 4.136581
603001.XSHG 13.58 0.254526 1.046852 5.536635
603077.XSHG 1.06 0.301951 0.505087 5.147478
603366.XSHG 6.13 0.205326 0.571581 3.891256
603766.XSHG 3.26 0.341787 0.138412 5.391226
[499 rows x 4 columns], datetime.date(2014, 4, 29): close r_vol r_skew r_kurt
000006.XSHE 4.39 0.440356 0.986759 7.723805
000021.XSHE 4.99 0.273086 -0.099295 5.238942
000028.XSHE 38.50 0.508658 -0.507055 7.101234
000030.XSHE 4.12 0.296020 -0.632843 4.603568
000031.XSHE 3.13 0.348586 0.068467 5.752387
000042.XSHE 10.39 0.492802 -0.499919 5.983122
000049.XSHE 38.97 0.566790 0.479490 5.268826
000050.XSHE 12.53 0.452356 -0.352559 6.057346
000066.XSHE 3.44 0.306689 -0.118946 3.142404
000078.XSHE 2.96 0.253328 -0.201832 4.653870
000088.XSHE 5.22 0.421764 -0.277292 4.822416
000090.XSHE 4.20 0.428972 0.063001 4.874763
000099.XSHE 7.59 0.301888 -0.173056 5.160186
000409.XSHE 8.36 0.402577 -0.151738 5.648484
000413.XSHE 7.01 0.523669 0.551623 5.950323
000415.XSHE 3.82 0.315973 -0.472488 4.766229
000417.XSHE 4.94 0.207908 0.030898 3.254286
000418.XSHE 7.76 0.298032 0.556088 4.479333
000422.XSHE 4.92 0.213924 0.168164 4.428697
000426.XSHE 3.40 0.251424 -0.246611 3.367134
000488.XSHE 2.30 0.194172 -0.367160 3.058404
000501.XSHE 9.32 0.420351 0.414860 5.014668
000506.XSHE 4.04 0.418072 0.301329 4.715734
000510.XSHE 5.55 0.549526 -0.187549 7.597042
000511.XSHE 5.24 0.670392 -0.208951 6.335088
000513.XSHE 17.32 0.378392 -1.119085 5.915248
000517.XSHE 1.51 0.306050 -0.148007 4.894185
000518.XSHE 3.15 0.282314 -0.137007 3.244839
000525.XSHE 12.67 0.297285 0.071285 3.699431
000540.XSHE 1.20 0.318977 -0.786909 6.666309
... ... ... ... ...
601010.XSHG 2.58 0.287074 -0.227538 3.163882
601011.XSHG 3.69 0.415509 0.012167 5.710295
601100.XSHG 6.64 0.360023 0.211374 4.610262
601126.XSHG 6.89 0.273821 -0.264545 3.293106
601208.XSHG 7.45 0.381966 0.159427 6.483015
601216.XSHG 1.65 0.387996 -0.171593 4.337332
601233.XSHG 3.88 0.712821 -0.041377 8.679361
601311.XSHG 10.52 0.331738 0.655496 6.437829
601339.XSHG 3.74 0.201017 -0.457736 3.679491
601388.XSHG 1.86 0.343844 -0.004445 3.902444
601515.XSHG 8.07 0.380340 -0.086434 4.756582
601519.XSHG 6.65 0.448491 -0.402501 4.007070
601566.XSHG 8.38 0.254057 0.003473 3.911619
601588.XSHG 2.37 0.406626 0.006786 3.984066
601608.XSHG 2.05 0.248277 -0.009573 3.491162
601616.XSHG 3.61 0.271182 -0.099473 3.537870
601636.XSHG 2.36 0.259995 -0.123947 3.550391
601678.XSHG 2.74 0.271287 0.204447 4.592414
601718.XSHG 2.29 0.351453 -0.565959 3.581233
601777.XSHG 6.11 0.304374 -0.266577 4.690093
601801.XSHG 5.50 0.277633 -0.204455 4.501753
601880.XSHG 1.03 0.400557 0.052113 4.158088
601908.XSHG 3.68 0.673031 0.076197 16.306862
601929.XSHG 6.11 0.426487 -0.301035 4.830807
601965.XSHG 7.81 0.468998 -0.110815 4.433097
601999.XSHG 6.07 0.383270 -0.045430 4.788897
603001.XSHG 12.10 0.360841 -0.467908 5.366523
603077.XSHG 1.10 0.397359 0.616471 4.392593
603366.XSHG 6.40 0.301748 0.777262 5.108000
603766.XSHG 3.15 0.285022 0.148825 6.041264
[499 rows x 4 columns], datetime.date(2014, 5, 8): close r_vol r_skew r_kurt
000006.XSHE 4.23 0.347556 0.355785 6.540045
000021.XSHE 4.88 0.226086 0.074870 3.925500
000028.XSHE 36.80 0.411418 0.217723 4.550907
000030.XSHE 4.09 0.304884 0.118564 4.313563
000031.XSHE 3.14 0.298908 0.346106 4.256384
000042.XSHE 10.74 0.350268 0.522898 5.683127
000049.XSHE 42.17 0.406311 0.611907 5.107252
000050.XSHE 12.71 0.336347 0.296171 4.493489
000066.XSHE 3.60 0.293341 0.204534 4.084319
000078.XSHE 2.94 0.212310 0.341414 4.916911
000088.XSHE 5.49 0.413688 1.537950 10.048369
000090.XSHE 4.10 0.291426 0.508478 4.249635
000099.XSHE 7.70 0.275792 -0.085011 3.887261
000409.XSHE 8.33 0.280280 -0.012321 5.515859
000413.XSHE 7.27 0.654726 0.890039 4.617354
000415.XSHE 3.71 0.289012 0.040365 4.329927
000417.XSHE 4.99 0.177436 0.394210 3.253113
000418.XSHE 7.85 0.255224 0.755405 5.674657
000422.XSHE 5.02 0.300074 1.378828 9.205449
000426.XSHE 3.41 0.246420 0.178020 3.868765
000488.XSHE 2.28 0.186079 0.198601 2.623381
000501.XSHE 9.05 0.359452 0.232597 4.487148
000506.XSHE 3.85 0.279796 -0.223501 3.474967
000510.XSHE 5.85 0.468641 0.923564 5.799555
000511.XSHE 5.23 0.424910 0.657976 4.665951
000513.XSHE 18.70 0.395179 0.571746 4.556154
000517.XSHE 1.50 0.363522 0.104823 4.741671
000518.XSHE 3.22 0.251575 0.113244 2.922524
000525.XSHE 12.59 0.234456 0.232593 4.021652
000540.XSHE 1.19 0.241176 0.218798 3.888948
... ... ... ... ...
601010.XSHG 2.57 0.219715 0.307523 3.641763
601011.XSHG 4.02 0.440605 0.532131 3.688352
601100.XSHG 6.61 0.302989 -0.363655 5.926022
601126.XSHG 6.44 0.329823 -0.021432 6.231214
601208.XSHG 6.99 0.278236 -0.528262 4.930755
601216.XSHG 1.66 0.358020 0.541289 4.196337
601233.XSHG 3.72 0.353810 -0.089853 4.182103
601311.XSHG 10.37 0.281773 0.472736 5.052222
601339.XSHG 3.73 0.206149 0.282276 4.139820
601388.XSHG 1.83 0.295971 -0.032180 4.144073
601515.XSHG 8.15 0.354970 0.300366 5.446110
601519.XSHG 6.89 0.451407 0.886542 6.432890
601566.XSHG 8.39 0.170561 0.249034 3.593795
601588.XSHG 2.54 0.449481 0.596418 4.780656
601608.XSHG 2.04 0.242563 0.100837 3.392506
601616.XSHG 3.58 0.245311 -0.382617 4.323084
601636.XSHG 2.28 0.287888 0.180930 5.987277
601678.XSHG 2.83 0.243507 0.614097 4.180388
601718.XSHG 2.31 0.283667 -0.121306 3.050136
601777.XSHG 6.15 0.265692 0.133677 3.443201
601801.XSHG 5.56 0.248724 0.301793 4.180550
601880.XSHG 1.06 0.562469 0.968910 7.797666
601908.XSHG 3.68 0.298062 0.353925 3.570253
601929.XSHG 5.92 0.391936 -0.136857 3.724620
601965.XSHG 8.06 0.366858 0.356519 3.699568
601999.XSHG 6.32 0.217370 0.798091 4.637709
603001.XSHG 12.18 0.261190 0.362468 4.164986
603077.XSHG 0.98 0.578228 -0.697916 7.636662
603366.XSHG 6.48 0.260626 0.274996 4.009853
603766.XSHG 3.11 0.211581 0.236316 4.605877
[499 rows x 4 columns], datetime.date(2014, 5, 15): close r_vol r_skew r_kurt
000006.XSHE 4.14 0.327469 0.001454 4.072599
000021.XSHE 4.80 0.273408 -0.086979 2.929422
000028.XSHE 35.91 0.336694 -0.270467 4.597580
000030.XSHE 3.99 0.332058 0.057440 4.267402
000031.XSHE 3.13 0.291414 0.083094 3.863782
000042.XSHE 10.74 0.243263 -0.108649 5.751574
000049.XSHE 40.14 0.482812 -0.370428 5.623288
000050.XSHE 12.37 0.354758 -0.539378 4.421277
000066.XSHE 3.67 0.281798 0.518609 3.283172
000078.XSHE 2.94 0.248874 0.307620 3.583022
000088.XSHE 5.31 0.303844 -0.139475 3.258511
000090.XSHE 4.08 0.276186 0.148327 5.863015
000099.XSHE 7.74 0.221578 0.370681 3.729127
000409.XSHE 8.34 0.463692 0.151800 5.828985
000413.XSHE 7.34 0.420900 0.555214 4.593578
000415.XSHE 3.66 0.243282 0.660916 6.049988
000417.XSHE 5.01 0.200292 0.006053 3.293546
000418.XSHE 7.75 0.317099 -0.064103 3.705998
000422.XSHE 5.10 0.298455 0.552550 4.482526
000426.XSHE 4.40 0.713803 1.741911 10.565562
000488.XSHE 2.27 0.210978 -0.182467 2.815208
000501.XSHE 8.91 0.318775 0.291959 4.337176
000506.XSHE 3.77 0.367259 0.352155 3.698397
000510.XSHE 5.76 0.437928 0.386385 4.706643
000511.XSHE 5.47 0.526898 0.202401 5.042745
000513.XSHE 18.53 0.333902 0.255053 5.106985
000517.XSHE 1.50 0.290828 0.284918 4.436707
000518.XSHE 3.21 0.235820 -0.016591 2.943630
000525.XSHE 12.15 0.247368 0.055596 6.723695
000540.XSHE 1.19 0.224396 0.395571 3.991127
... ... ... ... ...
601010.XSHG 2.69 0.203586 0.129640 4.015716
601011.XSHG 4.05 0.447974 0.382191 4.679969
601100.XSHG 6.41 0.256252 -0.106049 3.801322
601126.XSHG 6.27 0.215124 -0.276986 3.466665
601208.XSHG 6.46 0.292687 -0.599418 3.473746
601216.XSHG 1.66 0.313992 0.137377 3.993897
601233.XSHG 3.59 0.280891 -0.454075 4.121865
601311.XSHG 10.27 0.290474 0.273637 3.147910
601339.XSHG 3.57 0.225614 0.245286 5.157749
601388.XSHG 1.85 0.350262 0.687908 5.843183
601515.XSHG 8.09 0.343407 -0.011224 6.266240
601519.XSHG 7.02 0.394231 0.722398 5.557709
601566.XSHG 8.38 0.189862 0.070735 4.169874
601588.XSHG 2.35 0.344448 -0.359915 2.969793
601608.XSHG 2.01 0.318796 -0.562821 5.317860
601616.XSHG 3.59 0.238480 -0.073722 3.078526
601636.XSHG 2.26 0.274555 0.016715 4.929413
601678.XSHG 2.92 0.452863 0.164128 6.157235
601718.XSHG 2.32 0.302003 0.032621 2.802049
601777.XSHG 6.02 0.264684 -0.100928 2.903720
601801.XSHG 5.58 0.266646 0.271728 3.722856
601880.XSHG 1.02 0.341359 0.388618 3.926179
601908.XSHG 3.81 0.297949 0.467688 3.603254
601929.XSHG 5.82 0.279277 0.144996 3.847287
601965.XSHG 7.21 0.739776 -0.678140 5.105858
601999.XSHG 6.22 0.354900 0.331076 6.168052
603001.XSHG 12.18 0.265911 0.161888 3.674278
603077.XSHG 0.91 0.308015 -0.363710 5.480754
603366.XSHG 6.19 0.279137 0.578478 6.112211
603766.XSHG 3.04 0.248271 0.008154 4.006042
[499 rows x 4 columns], datetime.date(2014, 5, 22): close r_vol r_skew r_kurt
000006.XSHE 4.28 0.452347 1.112935 7.350520
000021.XSHE 4.89 0.331662 0.866539 6.987563
000028.XSHE 36.14 0.312254 0.373607 4.907803
000030.XSHE 4.09 0.266858 0.485626 5.615445
000031.XSHE 3.18 0.272436 0.937760 5.089757
000042.XSHE 10.31 0.269488 -0.585779 6.776489
000049.XSHE 40.78 0.357068 0.459540 7.280064
000050.XSHE 12.12 0.320390 0.132114 3.485626
000066.XSHE 3.84 0.486413 0.636563 5.661580
000078.XSHE 2.91 0.215728 0.090320 3.512843
000088.XSHE 5.28 0.291843 0.457824 5.633700
000090.XSHE 4.05 0.320186 0.678660 4.335606
000099.XSHE 7.70 0.226210 0.691108 5.514404
000409.XSHE 8.40 0.245411 0.483102 5.016225
000413.XSHE 7.63 0.433290 0.213495 5.685975
000415.XSHE 3.65 0.396648 0.905036 8.342308
000417.XSHE 5.03 0.211315 0.155449 3.591356
000418.XSHE 7.75 0.317099 -0.064103 3.705998
000422.XSHE 5.16 0.285183 0.311052 4.471714
000426.XSHE 4.03 0.580697 -0.170729 4.242871
000488.XSHE 2.27 0.171497 0.005545 2.410265
000501.XSHE 8.71 0.249868 0.048533 3.368492
000506.XSHE 3.79 0.250882 -0.019895 2.768373
000510.XSHE 6.27 0.520304 1.325822 7.868941
000511.XSHE 6.03 0.652991 1.587755 9.746353
000513.XSHE 18.88 0.358631 0.589383 5.928311
000517.XSHE 1.53 0.364815 0.174776 5.549171
000518.XSHE 3.20 0.248462 -0.099757 2.881915
000525.XSHE 12.05 0.212636 -0.332707 4.774406
000540.XSHE 1.21 0.218784 0.626422 4.207505
... ... ... ... ...
601010.XSHG 2.58 0.266964 0.045643 4.959977
601011.XSHG 4.01 0.302717 0.355708 5.488074
601100.XSHG 6.46 0.278239 0.655754 5.285516
601126.XSHG 6.17 0.230603 0.797576 4.762325
601208.XSHG 6.56 0.234048 0.881931 6.793698
601216.XSHG 1.69 0.305714 0.506100 3.582205
601233.XSHG 3.61 0.262754 0.160392 4.225520
601311.XSHG 10.17 0.236076 -0.085214 3.621846
601339.XSHG 3.58 0.254267 0.096433 7.667447
601388.XSHG 1.82 0.264509 -0.079482 4.423012
601515.XSHG 8.05 0.301961 0.119994 4.598892
601519.XSHG 6.99 0.367064 0.203139 3.553299
601566.XSHG 8.73 0.181113 0.761638 4.482412
601588.XSHG 2.36 0.287329 0.251196 3.309052
601608.XSHG 2.01 0.274871 -0.144646 2.784682
601616.XSHG 3.63 0.285423 0.122562 3.093284
601636.XSHG 2.31 0.315655 0.657601 4.879348
601678.XSHG 2.98 0.394372 1.020463 5.706009
601718.XSHG 2.35 0.331250 0.029912 2.886711
601777.XSHG 5.99 0.284235 0.117492 4.102343
601801.XSHG 5.68 0.317618 0.685563 5.091524
601880.XSHG 1.03 0.415880 0.433946 3.940464
601908.XSHG 3.64 0.321102 0.182649 6.601201
601929.XSHG 5.65 0.327140 0.567564 5.243191
601965.XSHG 7.21 0.791446 -0.725694 5.742581
601999.XSHG 6.14 0.314676 0.669010 5.837977
603001.XSHG 11.96 0.261033 0.146615 3.672399
603077.XSHG 0.92 0.259106 0.433153 6.218969
603366.XSHG 6.17 0.161720 0.238533 5.032958
603766.XSHG 3.01 0.318849 -0.122918 4.494632
[499 rows x 4 columns], datetime.date(2014, 5, 29): close r_vol r_skew r_kurt
000006.XSHE 4.35 0.277470 0.877766 5.378563
000021.XSHE 5.15 0.415860 0.859138 5.625818
000028.XSHE 37.94 0.334306 -0.010943 7.239329
000030.XSHE 4.14 0.269539 0.376739 4.436012
000031.XSHE 3.18 0.254261 0.072286 3.087249
000042.XSHE 10.64 0.205879 0.385544 6.819709
000049.XSHE 40.17 0.280897 0.024564 6.182330
000050.XSHE 11.94 0.230756 -0.149302 2.861467
000066.XSHE 4.13 0.563536 0.952315 6.510320
000078.XSHE 2.95 0.188052 0.663752 4.430741
000088.XSHE 5.20 0.225930 0.357230 3.874370
000090.XSHE 4.08 0.231687 0.159171 4.448026
000099.XSHE 7.77 0.176959 0.698133 4.076871
000409.XSHE 8.50 0.389404 0.590060 9.233221
000413.XSHE 7.35 0.502186 0.236352 5.838737
000415.XSHE 3.75 0.219410 0.855283 6.227717
000417.XSHE 5.03 0.165937 0.270902 3.514508
000418.XSHE 7.75 0.317099 -0.064103 3.705998
000422.XSHE 5.04 0.175229 -0.094297 4.356534
000426.XSHE 3.99 0.359774 0.806633 4.996689
000488.XSHE 2.28 0.182035 0.056475 3.350294
000501.XSHE 8.68 0.204585 0.069415 4.879434
000506.XSHE 3.74 0.228660 0.163146 3.653928
000510.XSHE 6.24 0.455403 0.872273 7.658555
000511.XSHE 5.90 0.447840 0.452271 5.003506
000513.XSHE 19.22 0.268610 0.972856 6.280083
000517.XSHE 1.51 0.383901 0.037492 3.432546
000518.XSHE 3.22 0.261112 0.181108 2.917507
000525.XSHE 12.05 0.143571 0.090949 2.726342
000540.XSHE 1.22 0.248646 -0.020831 3.645645
... ... ... ... ...
601010.XSHG 2.60 0.312336 0.838437 7.355558
601011.XSHG 4.21 0.325481 0.100275 3.990880
601100.XSHG 6.48 0.183568 0.417202 4.275363
601126.XSHG 6.15 0.192167 0.221768 4.737516
601208.XSHG 6.49 0.184165 0.222449 3.638099
601216.XSHG 1.75 0.304143 0.312054 3.378521
601233.XSHG 3.61 0.222949 0.039415 3.048577
601311.XSHG 10.05 0.225422 0.009084 4.465965
601339.XSHG 3.58 0.154110 -0.031776 3.643282
601388.XSHG 1.86 0.352895 1.176343 7.016266
601515.XSHG 8.46 0.369856 0.854852 7.746236
601519.XSHG 7.11 0.366304 0.365780 4.535411
601566.XSHG 8.47 0.180890 -0.265574 4.907881
601588.XSHG 2.37 0.285914 0.252649 3.072724
601608.XSHG 2.00 0.224112 0.161662 3.216293
601616.XSHG 3.59 0.230027 -0.103871 3.011913
601636.XSHG 2.30 0.231957 -0.018189 4.071999
601678.XSHG 2.85 0.217409 -0.223085 3.069018
601718.XSHG 2.32 0.291193 0.122442 2.846544
601777.XSHG 6.23 0.224943 0.542790 4.489443
601801.XSHG 5.72 0.213545 -0.052691 3.382507
601880.XSHG 1.01 0.299241 0.050091 3.146369
601908.XSHG 3.63 0.219481 0.272163 6.483416
601929.XSHG 5.49 0.313465 0.127497 3.569674
601965.XSHG 7.51 0.560826 0.630762 5.678692
601999.XSHG 6.22 0.198911 -0.280537 3.124391
603001.XSHG 11.93 0.174341 0.444117 5.260809
603077.XSHG 0.91 0.183130 0.022548 4.559948
603366.XSHG 6.14 0.148616 0.095398 4.201514
603766.XSHG 3.05 0.245689 0.144173 3.465660
[499 rows x 4 columns], datetime.date(2014, 6, 6): close r_vol r_skew r_kurt
000006.XSHE 4.28 0.279891 -0.364485 5.374445
000021.XSHE 5.34 0.343562 0.827355 5.705962
000028.XSHE 37.60 0.271195 0.505384 6.496825
000030.XSHE 4.08 0.289702 0.346380 4.446291
000031.XSHE 3.12 0.254264 0.070095 3.363725
000042.XSHE 11.03 0.347746 0.311614 6.380695
000049.XSHE 40.26 0.269512 -0.047963 5.805838
000050.XSHE 12.26 0.265416 0.288109 3.855381
000066.XSHE 4.15 0.389008 0.353913 4.309189
000078.XSHE 3.01 0.365304 1.136835 8.669364
000088.XSHE 4.93 0.240835 0.225728 4.571520
000090.XSHE 3.93 0.286438 -0.166320 3.835289
000099.XSHE 7.85 0.262591 0.698030 4.606564
000409.XSHE 8.45 0.311488 0.133336 3.902106
000413.XSHE 7.88 0.439112 1.116141 6.379690
000415.XSHE 3.70 0.284764 0.335798 4.724704
000417.XSHE 4.94 0.168177 -0.237762 3.723153
000418.XSHE 7.75 0.317099 -0.064103 3.705998
000422.XSHE 4.95 0.194303 -0.077242 3.054444
000426.XSHE 4.38 0.659284 0.429027 4.147318
000488.XSHE 2.26 0.203011 0.009317 3.019648
000501.XSHE 8.62 0.245735 -0.259981 4.321194
000506.XSHE 3.69 0.298985 -0.160522 4.750476
000510.XSHE 6.53 0.529705 0.742979 7.238794
000511.XSHE 5.95 0.415635 0.625563 4.588709
000513.XSHE 20.98 0.324253 0.639193 5.087282
000517.XSHE 1.50 0.260966 0.227668 4.562991
000518.XSHE 3.26 0.306131 0.441234 4.297661
000525.XSHE 11.97 0.140719 -0.489840 4.835567
000540.XSHE 1.21 0.204025 0.005995 4.177603
... ... ... ... ...
601010.XSHG 2.60 0.262161 0.250018 4.456173
601011.XSHG 4.27 0.316589 -0.247808 4.027697
601100.XSHG 6.48 0.265924 0.560589 9.052141
601126.XSHG 6.01 0.184410 -0.863303 4.384196
601208.XSHG 6.56 0.234457 0.383465 3.925414
601216.XSHG 1.79 0.253316 -0.032175 4.250869
601233.XSHG 3.69 0.488458 0.720559 5.106956
601311.XSHG 10.27 0.237011 0.837964 5.720112
601339.XSHG 3.47 0.196409 0.022905 3.933792
601388.XSHG 1.87 0.238665 0.235719 4.118029
601515.XSHG 8.30 0.370332 -0.199505 3.938702
601519.XSHG 7.08 0.297931 -0.041109 4.108505
601566.XSHG 8.45 0.164171 0.549518 6.383353
601588.XSHG 2.31 0.300455 -0.158830 2.809150
601608.XSHG 1.97 0.249325 -0.073664 3.275211
601616.XSHG 3.56 0.313389 1.379687 9.006962
601636.XSHG 2.37 0.272078 0.764121 5.667232
601678.XSHG 2.96 0.230045 0.461248 3.534802
601718.XSHG 2.24 0.281576 -0.230786 3.002101
601777.XSHG 6.38 0.282882 0.397295 5.040997
601801.XSHG 5.75 0.229132 0.243823 4.054821
601880.XSHG 0.98 0.323383 -0.047152 2.558944
601908.XSHG 3.63 0.159752 0.218016 3.300161
601929.XSHG 5.85 0.320299 0.649050 5.158793
601965.XSHG 7.52 0.289993 0.364753 5.790981
601999.XSHG 6.24 0.264499 0.285608 4.608123
603001.XSHG 12.06 0.159767 0.451072 4.377956
603077.XSHG 0.93 0.246943 0.576758 4.712032
603366.XSHG 6.13 0.162730 -0.096018 3.963817
603766.XSHG 3.02 0.251167 0.136438 3.740407
[499 rows x 4 columns], datetime.date(2014, 6, 13): close r_vol r_skew r_kurt
000006.XSHE 4.27 0.239414 0.460308 3.514266
000021.XSHE 5.54 0.446798 1.593912 10.317648
000028.XSHE 39.38 0.255461 0.515080 4.364444
000030.XSHE 4.11 0.213819 -0.285491 3.889788
000031.XSHE 3.15 0.265086 0.133400 2.925986
000042.XSHE 10.73 0.366011 -0.688586 5.301046
000049.XSHE 40.95 0.232737 0.069227 4.494341
000050.XSHE 12.18 0.203929 0.458920 4.324217
000066.XSHE 4.13 0.297361 0.073374 3.699903
000078.XSHE 3.00 0.194122 0.056943 3.910293
000088.XSHE 4.99 0.244095 0.514596 4.554585
000090.XSHE 3.98 0.204287 0.778410 5.801446
000099.XSHE 7.97 0.175111 0.106978 4.291076
000409.XSHE 8.52 0.343995 0.347463 5.857876
000413.XSHE 7.96 0.418566 0.872327 6.615745
000415.XSHE 3.75 0.203317 0.170857 4.948193
000417.XSHE 4.95 0.155294 0.045138 2.624095
000418.XSHE 8.74 0.252158 -0.001484 2.988977
000422.XSHE 5.04 0.190007 -0.229153 2.936115
000426.XSHE 4.68 0.717815 0.740813 4.499095
000488.XSHE 2.27 0.185930 0.206081 2.619098
000501.XSHE 8.83 0.160969 0.532071 3.583834
000506.XSHE 3.69 0.226334 0.104141 3.114846
000510.XSHE 6.76 0.447536 1.274906 7.655867
000511.XSHE 5.75 0.355675 -0.030232 4.601244
000513.XSHE 20.47 0.480107 0.987849 5.222947
000517.XSHE 1.49 0.215512 -0.015665 2.554663
000518.XSHE 3.26 0.271221 0.454381 4.398962
000525.XSHE 12.36 0.202872 1.127992 7.205169
000540.XSHE 1.21 0.210504 0.397060 3.673698
... ... ... ... ...
601010.XSHG 2.64 0.221102 0.717166 5.508514
601011.XSHG 4.57 0.362047 0.884028 4.045544
601100.XSHG 6.56 0.214304 0.243157 4.412237
601126.XSHG 6.42 0.237090 0.875362 4.560711
601208.XSHG 6.59 0.183012 0.274777 3.621473
601216.XSHG 1.80 0.249662 0.179149 5.328460
601233.XSHG 4.02 0.377726 1.139622 6.421694
601311.XSHG 10.34 0.181739 0.108302 4.063606
601339.XSHG 3.54 0.119494 0.095427 3.628922
601388.XSHG 1.93 0.323346 1.442168 7.615744
601515.XSHG 8.73 0.253789 1.368786 7.684656
601519.XSHG 6.37 0.417989 -1.145121 5.853325
601566.XSHG 8.58 0.166923 0.501381 3.660963
601588.XSHG 2.31 0.317020 0.163121 2.439680
601608.XSHG 1.99 0.225000 0.245134 3.010273
601616.XSHG 3.59 0.214075 0.398675 3.162476
601636.XSHG 2.41 0.214781 1.208619 6.909089
601678.XSHG 2.89 0.204267 -0.153501 4.194027
601718.XSHG 2.28 0.303212 0.238596 3.262886
601777.XSHG 6.41 0.213700 0.187536 5.483257
601801.XSHG 6.09 0.285905 0.764948 4.088028
601880.XSHG 1.00 0.364436 0.753288 4.880423
601908.XSHG 3.48 0.231357 -0.735775 4.942103
601929.XSHG 5.80 0.294956 0.082022 6.874508
601965.XSHG 7.48 0.226954 0.110114 3.527290
601999.XSHG 7.46 0.490746 0.796819 7.933322
603001.XSHG 12.30 0.178627 0.456602 5.717065
603077.XSHG 0.95 0.208104 0.896831 5.791994
603366.XSHG 6.19 0.148108 0.461895 4.255394
603766.XSHG 3.12 0.241377 0.816238 3.474409
[499 rows x 4 columns], datetime.date(2014, 6, 20): close r_vol r_skew r_kurt
000006.XSHE 4.10 0.302995 0.476864 5.252609
000021.XSHE 5.75 0.502276 1.376132 8.885914
000028.XSHE 37.86 0.254806 -0.612865 4.572202
000030.XSHE 4.02 0.245531 -0.332769 3.741047
000031.XSHE 3.03 0.273967 -0.358050 2.809712
000049.XSHE 39.62 0.267486 -0.515147 5.172067
000050.XSHE 11.74 0.207995 -0.123043 3.650012
000066.XSHE 4.09 0.499273 0.514704 5.366815
000078.XSHE 2.86 0.283981 -0.400725 9.388283
000088.XSHE 4.91 0.323714 0.659181 5.077649
000090.XSHE 4.01 0.220562 -0.026093 4.482685
000099.XSHE 8.48 0.394789 1.033186 4.786091
000409.XSHE 7.95 0.269996 -0.102054 4.191246
000415.XSHE 3.64 0.227702 -0.027640 4.712893
000417.XSHE 4.75 0.193041 -0.482193 3.453337
000418.XSHE 8.64 0.178366 -0.077203 4.408533
000422.XSHE 4.90 0.199718 -0.138307 3.079692
000426.XSHE 4.72 0.691793 0.103174 4.867133
000488.XSHE 2.22 0.191361 -0.118434 2.684925
000501.XSHE 8.29 0.203132 0.409498 5.383298
000506.XSHE 3.48 0.240932 -0.244539 3.786085
000510.XSHE 6.50 0.797142 -0.073663 6.776994
000511.XSHE 6.39 0.760357 1.350916 7.183923
000513.XSHE 20.09 0.277599 -0.114502 5.396647
000518.XSHE 3.16 0.265666 -0.292779 3.523228
000525.XSHE 12.51 0.243551 -0.128814 5.643165
000528.XSHE 4.08 0.205892 -0.029567 3.179014
000540.XSHE 1.15 0.215346 -0.275561 2.814447
000541.XSHE 6.02 0.405534 0.856712 5.876685
000543.XSHE 3.26 0.176867 -0.068928 2.896341
... ... ... ... ...
601099.XSHG 2.32 0.231428 0.053789 4.617034
601100.XSHG 6.23 0.246492 -0.457314 3.472487
601101.XSHG 5.26 0.320099 0.831044 5.301138
601126.XSHG 6.32 0.267728 0.316768 6.780727
601208.XSHG 6.58 0.307661 0.846316 4.735827
601233.XSHG 4.09 0.577779 0.767747 4.920641
601311.XSHG 9.95 0.220055 -0.305323 3.574593
601339.XSHG 3.47 0.143724 0.257444 3.765582
601369.XSHG 4.98 0.347068 -0.081986 7.530196
601388.XSHG 1.87 0.276654 -0.090170 3.500163
601515.XSHG 8.74 0.312977 0.574359 5.507052
601519.XSHG 5.98 0.365034 0.243610 6.069116
601566.XSHG 8.02 0.249758 -0.329805 4.859378
601608.XSHG 1.95 0.243944 -0.457563 3.087891
601616.XSHG 3.42 0.242236 -0.340711 2.934233
601636.XSHG 2.35 0.334629 0.629525 13.678996
601678.XSHG 2.82 0.246375 0.646996 5.085813
601717.XSHG 4.47 0.214867 -0.467015 2.829931
601718.XSHG 2.19 0.289045 -0.348797 3.404545
601777.XSHG 6.15 0.214212 -0.087042 4.587708
601801.XSHG 5.82 0.241409 0.067226 5.441170
601880.XSHG 0.98 0.320364 0.091463 2.682040
601886.XSHG 5.48 0.256764 -1.359733 9.284066
601908.XSHG 3.28 0.221120 -0.687587 3.669953
601965.XSHG 7.20 0.306715 0.191604 5.116625
601999.XSHG 7.11 0.327412 -0.653958 4.674783
603001.XSHG 11.99 0.211336 -0.103326 3.763148
603077.XSHG 0.92 0.216809 -0.607492 4.703661
603366.XSHG 6.25 0.202277 0.514617 4.097075
603766.XSHG 2.99 0.236437 -0.318633 5.313890
[497 rows x 4 columns], datetime.date(2014, 6, 27): close r_vol r_skew r_kurt
000006.XSHE 4.28 0.266935 0.524251 3.909873
000021.XSHE 5.81 0.395360 0.535765 4.408918
000028.XSHE 39.76 0.299822 0.614092 5.625424
000030.XSHE 4.24 0.258329 0.773358 6.443704
000031.XSHE 3.09 0.239446 0.038840 2.387876
000049.XSHE 39.25 0.207114 0.429123 6.999395
000050.XSHE 11.88 0.208595 -0.587708 5.632923
000066.XSHE 4.22 0.328917 0.706988 4.555386
000078.XSHE 2.90 0.187169 0.162617 4.496856
000088.XSHE 5.06 0.267418 1.092320 6.845232
000090.XSHE 4.21 0.229450 1.192355 6.540223
000099.XSHE 8.32 0.279523 0.743145 4.971630
000409.XSHE 8.18 0.340445 0.989853 9.125696
000415.XSHE 3.74 0.171100 0.320631 3.825810
000417.XSHE 4.78 0.181090 0.639087 4.086815
000418.XSHE 8.88 0.217682 0.462050 3.854456
000422.XSHE 5.00 0.178555 0.348282 3.244940
000426.XSHE 4.73 0.403567 0.490499 3.809115
000488.XSHE 2.30 0.235419 1.071015 6.215520
000501.XSHE 8.43 0.225138 0.456014 4.306202
000506.XSHE 3.82 0.582283 1.110663 8.925995
000510.XSHE 6.53 0.436941 0.978377 5.479043
000511.XSHE 6.94 0.637241 1.377470 7.060664
000513.XSHE 19.87 0.249489 0.469542 5.371823
000518.XSHE 3.21 0.255577 0.160334 2.604259
000525.XSHE 12.63 0.178899 0.435219 4.415601
000528.XSHE 4.17 0.212920 0.757478 5.681742
000540.XSHE 1.19 0.206928 0.294075 2.821649
000541.XSHE 6.19 0.462398 0.747622 8.448004
000543.XSHE 3.43 0.211729 1.211765 8.084212
... ... ... ... ...
601099.XSHG 2.48 0.304100 1.081759 5.253409
601100.XSHG 6.50 0.285369 1.069875 7.175661
601101.XSHG 5.24 0.325694 0.949817 6.736653
601126.XSHG 6.41 0.222862 0.278505 5.364130
601208.XSHG 6.48 0.201460 0.142448 4.297136
601233.XSHG 4.13 0.333944 0.558864 4.550509
601311.XSHG 10.40 0.251153 -0.101575 4.327352
601339.XSHG 3.58 0.150301 0.910940 5.298609
601369.XSHG 5.03 0.192183 0.279382 3.193203
601388.XSHG 2.13 0.336118 1.024431 4.585086
601515.XSHG 8.31 0.448764 0.212064 5.794567
601519.XSHG 5.88 0.308113 0.553808 8.272680
601566.XSHG 8.20 0.134866 0.451951 2.989910
601608.XSHG 2.01 0.256467 0.279841 2.928302
601616.XSHG 3.49 0.232333 0.122010 3.466547
601636.XSHG 2.41 0.203350 0.202564 3.618472
601678.XSHG 2.91 0.187841 0.583487 3.581037
601717.XSHG 4.60 0.256652 1.064313 5.767695
601718.XSHG 2.29 0.353453 0.684680 4.965662
601777.XSHG 6.21 0.175231 0.327461 2.514985
601801.XSHG 6.06 0.275390 0.867231 5.253190
601880.XSHG 1.07 0.467308 1.045877 6.838771
601886.XSHG 5.70 0.232213 0.505836 5.508699
601908.XSHG 3.39 0.214691 1.037821 8.696355
601965.XSHG 7.59 0.230632 0.449839 3.497736
601999.XSHG 7.24 0.375394 0.246185 4.464391
603001.XSHG 12.26 0.200563 0.440359 4.597062
603077.XSHG 0.96 0.210486 1.010131 5.822457
603366.XSHG 6.36 0.173503 0.118796 4.383272
603766.XSHG 3.12 0.231717 0.401790 3.999015
[497 rows x 4 columns], datetime.date(2014, 7, 4): close r_vol r_skew r_kurt
000006.XSHE 4.38 0.452177 1.389057 9.140145
000021.XSHE 5.83 0.355355 1.501064 8.887781
000028.XSHE 41.04 0.284104 0.489961 3.756657
000030.XSHE 4.48 0.410367 0.701851 6.711070
000031.XSHE 3.15 0.257599 0.112675 2.558048
000049.XSHE 38.72 0.268590 0.114461 6.005583
000050.XSHE 12.25 0.191955 0.645172 4.322750
000066.XSHE 4.37 0.345363 0.373980 4.331525
000078.XSHE 3.02 0.299964 1.137113 8.748229
000088.XSHE 5.27 0.379859 1.873425 9.094974
000090.XSHE 4.19 0.289218 -0.048991 4.852975
000099.XSHE 8.46 0.392264 0.235734 7.557240
000409.XSHE 8.58 0.377555 0.082770 5.849875
000415.XSHE 3.77 0.170209 0.294911 3.500970
000417.XSHE 4.86 0.146117 -0.150382 2.698624
000418.XSHE 8.96 0.141655 0.283521 3.827303
000422.XSHE 5.08 0.189760 0.185659 3.166825
000426.XSHE 4.79 0.371154 0.297357 4.848119
000488.XSHE 2.33 0.201105 -0.001107 3.220924
000501.XSHE 8.45 0.157797 0.317452 3.715070
000506.XSHE 4.05 0.590394 1.041916 5.690719
000510.XSHE 6.72 0.333064 0.675565 4.647827
000511.XSHE 7.22 0.596014 0.995809 6.897608
000513.XSHE 21.08 0.280114 0.805114 5.004060
000518.XSHE 3.75 0.598216 1.119609 8.103631
000525.XSHE 12.82 0.167863 0.052548 4.283407
000528.XSHE 4.26 0.207577 0.306537 3.711902
000540.XSHE 1.23 0.181511 0.157564 2.806755
000541.XSHE 6.41 0.346190 1.162366 7.984067
000543.XSHE 3.46 0.187250 -0.087916 4.010741
... ... ... ... ...
601099.XSHG 2.46 0.257057 0.180570 4.493203
601100.XSHG 6.90 0.378877 1.291880 7.918345
601101.XSHG 5.35 0.236975 1.335328 9.079153
601126.XSHG 6.85 0.275832 1.124839 6.490868
601208.XSHG 6.79 0.234824 0.891749 4.293614
601233.XSHG 4.06 0.287073 -0.067680 4.363139
601311.XSHG 10.82 0.242514 0.471713 4.504946
601339.XSHG 3.59 0.157749 -0.085375 4.274142
601369.XSHG 5.07 0.162948 0.096061 3.086550
601388.XSHG 2.10 0.435746 0.395923 5.074018
601515.XSHG 8.41 0.232553 0.288865 4.465775
601519.XSHG 6.11 0.302050 0.462838 5.450485
601566.XSHG 8.29 0.164897 0.253146 3.419004
601608.XSHG 2.04 0.244449 0.186758 2.643166
601616.XSHG 3.56 0.239078 0.311244 2.450435
601636.XSHG 2.43 0.178056 0.066172 3.679267
601678.XSHG 2.94 0.207308 0.287028 3.441908
601717.XSHG 4.71 0.250216 0.886145 5.165092
601718.XSHG 2.30 0.310134 0.172670 2.568530
601777.XSHG 6.21 0.175231 0.327461 2.514985
601801.XSHG 6.22 0.281061 -0.272383 3.393456
601880.XSHG 1.30 0.932846 1.998122 23.011199
601886.XSHG 5.75 0.184946 0.034227 2.951647
601908.XSHG 3.49 0.248197 1.349846 9.636362
601965.XSHG 7.78 0.357307 0.288837 6.568599
601999.XSHG 7.22 0.421402 0.609962 7.565866
603001.XSHG 12.45 0.161312 0.071442 4.300368
603077.XSHG 1.01 0.223076 0.342035 4.782904
603366.XSHG 6.36 0.138461 -0.254413 3.881334
603766.XSHG 3.34 0.330725 1.093596 5.614651
[497 rows x 4 columns], datetime.date(2014, 7, 11): close r_vol r_skew r_kurt
000006.XSHE 4.35 0.223250 -0.062668 3.574079
000021.XSHE 5.65 0.285046 0.011061 3.949910
000028.XSHE 41.52 0.322600 0.379191 4.420505
000030.XSHE 4.45 0.372097 0.636008 7.586897
000031.XSHE 3.18 0.243199 0.242146 2.540176
000049.XSHE 35.07 0.312658 0.021592 5.505605
000050.XSHE 12.52 0.672322 0.451606 10.376417
000066.XSHE 4.33 0.296640 0.233891 4.528621
000078.XSHE 3.10 0.276468 0.293584 5.732434
000088.XSHE 4.97 0.234991 -0.163509 3.530701
000090.XSHE 4.12 0.235510 0.112406 3.620589
000099.XSHE 9.14 0.511051 0.927775 6.033038
000409.XSHE 8.78 0.747696 1.165900 8.627408
000415.XSHE 3.79 0.176679 0.487509 3.408113
000417.XSHE 4.89 0.183517 0.554106 3.556283
000418.XSHE 8.98 0.135927 0.310892 4.180048
000422.XSHE 5.18 0.204131 0.412273 3.837586
000426.XSHE 4.51 0.390189 0.209521 5.086785
000488.XSHE 2.31 0.184117 0.237660 3.236645
000501.XSHE 8.39 0.176309 0.304529 4.395689
000506.XSHE 4.07 0.359410 -0.215269 4.281140
000510.XSHE 6.89 0.509076 0.418358 4.574999
000511.XSHE 8.28 0.787642 0.748654 5.342125
000513.XSHE 22.10 0.462491 0.378125 4.505145
000518.XSHE 3.60 0.502130 0.659530 5.009201
000525.XSHE 12.62 0.180912 -0.124927 4.403522
000528.XSHE 4.24 0.217639 -0.131899 3.679230
000540.XSHE 1.34 0.512212 1.083274 6.512405
000541.XSHE 5.73 0.428062 0.105089 4.680563
000543.XSHE 3.54 0.192660 0.525726 4.097733
... ... ... ... ...
601099.XSHG 2.42 0.265053 0.283725 4.902629
601100.XSHG 6.77 0.281343 0.124881 5.138221
601101.XSHG 5.31 0.234213 0.374142 4.697462
601126.XSHG 6.76 0.235383 -0.678706 4.265090
601208.XSHG 7.11 0.350225 0.885813 5.409788
601233.XSHG 4.09 0.256896 -0.061210 3.943758
601311.XSHG 10.96 0.274980 0.870043 5.471617
601339.XSHG 3.59 0.135772 -0.116327 6.270832
601369.XSHG 5.08 0.211694 -0.389727 3.662284
601388.XSHG 2.11 0.319611 1.157160 7.634269
601515.XSHG 8.10 0.218293 0.287004 4.801874
601519.XSHG 6.07 0.264762 0.687777 6.970255
601566.XSHG 8.23 0.152496 0.885853 7.086878
601608.XSHG 2.07 0.262861 0.171849 3.090982
601616.XSHG 3.61 0.246061 0.043515 3.374013
601636.XSHG 2.42 0.184390 0.228145 3.843457
601678.XSHG 3.06 0.277729 0.823213 5.548235
601717.XSHG 4.74 0.221635 0.357480 3.927255
601718.XSHG 2.44 0.483892 2.012503 12.204683
601777.XSHG 7.39 0.676238 0.191902 9.468575
601801.XSHG 6.19 0.250009 0.336546 4.570490
601880.XSHG 1.23 0.444031 0.434289 4.653031
601886.XSHG 5.78 0.263643 0.606731 7.008049
601908.XSHG 3.58 0.228082 0.884971 5.199332
601965.XSHG 7.41 0.279777 -0.329691 4.339146
601999.XSHG 7.13 0.265611 -0.051663 4.090250
603001.XSHG 12.43 0.147555 -0.233637 4.716226
603077.XSHG 1.01 0.277214 -0.044887 4.770082
603366.XSHG 6.61 0.240894 0.718855 6.073183
603766.XSHG 3.60 0.488711 0.970099 6.963531
[497 rows x 4 columns], datetime.date(2014, 7, 18): close r_vol r_skew r_kurt
000006.XSHE 4.53 0.263747 0.855629 5.343322
000021.XSHE 5.90 0.384684 1.145595 5.977131
000028.XSHE 45.85 0.473065 1.523542 9.948662
000030.XSHE 4.42 0.294511 -0.262430 4.093951
000031.XSHE 4.67 1.004934 2.642355 16.053541
000049.XSHE 34.55 0.247756 0.444845 5.590785
000050.XSHE 13.82 0.620856 0.682046 5.826638
000066.XSHE 4.65 0.527193 0.810557 6.005952
000078.XSHE 3.10 0.246437 0.521330 4.095461
000088.XSHE 4.96 0.192270 -0.106413 3.209193
000090.XSHE 4.08 0.206077 -0.206271 3.899415
000099.XSHE 8.67 0.335039 -0.226761 4.382878
000409.XSHE 8.45 0.258409 0.811413 7.611368
000415.XSHE 3.90 0.211337 0.227504 4.118371
000417.XSHE 5.17 0.270950 0.826417 4.415452
000418.XSHE 8.89 0.113411 -0.219047 3.821644
000422.XSHE 5.11 0.177139 0.061505 3.092663
000426.XSHE 4.66 0.372382 0.715401 5.947063
000488.XSHE 2.38 0.323838 0.355948 5.727553
000501.XSHE 8.52 0.180279 0.286928 3.292081
000506.XSHE 4.15 0.427049 0.325325 5.410999
000510.XSHE 6.93 0.473106 1.131001 6.079662
000511.XSHE 9.16 0.841550 0.608960 4.691174
000513.XSHE 21.53 0.368781 -0.244788 4.555255
000518.XSHE 3.66 0.584099 0.820751 10.037731
000525.XSHE 12.43 0.172741 0.099074 6.204271
000528.XSHE 4.29 0.213311 0.652119 4.752577
000540.XSHE 1.47 0.525865 1.004515 7.781465
000541.XSHE 5.76 0.259487 0.566398 6.131366
000543.XSHE 3.66 0.240700 0.624029 4.153676
... ... ... ... ...
601099.XSHG 2.46 0.210112 -0.085168 4.175982
601100.XSHG 6.74 0.232038 0.187505 4.466482
601101.XSHG 5.41 0.199420 0.295808 3.744738
601126.XSHG 6.62 0.222354 0.058329 4.170077
601208.XSHG 6.94 0.197114 -0.090605 4.150923
601233.XSHG 4.24 0.280510 0.344128 3.853577
601311.XSHG 11.08 0.271578 0.548368 4.474688
601339.XSHG 3.69 0.204319 0.262396 3.421750
601369.XSHG 5.16 0.207784 0.614835 4.690024
601388.XSHG 2.10 0.220052 0.617895 4.111406
601515.XSHG 6.95 0.521228 -0.313629 5.912182
601519.XSHG 5.98 0.208292 0.293572 4.954681
601566.XSHG 8.33 0.148165 0.109781 3.239682
601608.XSHG 2.08 0.280909 0.105124 2.848361
601616.XSHG 3.68 0.212292 0.279329 3.342739
601636.XSHG 2.42 0.218848 -0.011819 4.405332
601678.XSHG 3.03 0.200474 0.199003 3.933728
601717.XSHG 4.89 0.248806 0.720019 4.227698
601718.XSHG 2.82 0.624906 1.019392 4.256242
601777.XSHG 7.54 0.503761 0.573230 4.184455
601801.XSHG 6.26 0.258942 0.262439 4.438666
601880.XSHG 1.16 0.328193 0.117647 4.019645
601886.XSHG 5.89 0.194367 0.205170 3.240476
601908.XSHG 3.54 0.215116 0.252505 3.770637
601965.XSHG 7.59 0.388138 0.208589 3.564095
601999.XSHG 7.00 0.234470 0.097439 4.776352
603001.XSHG 12.67 0.167549 0.407269 3.997813
603077.XSHG 0.97 0.243021 -0.151029 3.691423
603366.XSHG 6.51 0.246945 0.626149 4.431875
603766.XSHG 3.91 0.524398 0.282831 6.019275
[497 rows x 4 columns], datetime.date(2014, 7, 25): close r_vol r_skew r_kurt
000006.XSHE 4.60 0.327190 0.150028 4.018021
000021.XSHE 5.78 0.266378 -0.504910 4.925918
000028.XSHE 45.09 0.369919 0.757197 6.798970
000030.XSHE 4.57 0.313341 1.098266 6.019408
000031.XSHE 4.89 1.083311 1.067754 6.031903
000049.XSHE 35.31 0.229870 0.248943 5.795635
000050.XSHE 12.95 0.730144 0.359274 4.539517
000066.XSHE 4.47 0.355548 -0.273326 4.538016
000078.XSHE 3.17 0.230262 0.634070 5.714349
000088.XSHE 5.01 0.214662 0.996380 6.963101
000090.XSHE 4.12 0.172530 -0.166410 4.083769
000099.XSHE 8.49 0.260967 0.110402 4.341504
000409.XSHE 9.52 0.579464 1.684174 12.694173
000415.XSHE 3.89 0.367073 0.252880 7.166955
000417.XSHE 5.21 0.237293 0.676247 4.979444
000418.XSHE 9.03 0.112228 0.534953 3.753645
000422.XSHE 5.34 0.236135 0.929513 5.180992
000426.XSHE 5.18 0.467945 0.828022 5.530605
000488.XSHE 2.37 0.201226 0.098079 2.980772
000501.XSHE 8.83 0.188544 0.185039 3.051241
000506.XSHE 4.37 0.332015 0.951384 4.908566
000510.XSHE 6.75 0.516822 0.118382 6.166556
000511.XSHE 8.59 0.624670 0.005535 4.189653
000513.XSHE 20.68 0.302312 0.471746 5.102010
000518.XSHE 3.69 0.370486 1.098763 8.404100
000525.XSHE 12.77 0.198056 0.303427 4.735725
000528.XSHE 4.54 0.232321 0.447116 3.815669
000540.XSHE 1.52 0.362091 0.336934 8.536227
000541.XSHE 5.53 0.212706 0.059280 3.262214
000543.XSHE 3.68 0.183717 -0.125848 3.479944
... ... ... ... ...
601099.XSHG 2.67 0.353319 0.661163 3.878526
601100.XSHG 6.62 0.268811 1.114779 7.266364
601101.XSHG 5.91 0.393786 1.346149 9.097257
601126.XSHG 6.62 0.227109 -0.132151 4.452830
601208.XSHG 7.10 0.221671 0.861529 5.876692
601233.XSHG 4.29 0.447662 1.050046 8.181734
601311.XSHG 11.16 0.261806 0.313938 5.675813
601339.XSHG 3.73 0.145819 0.124417 2.878892
601369.XSHG 5.36 0.192852 0.844590 4.285166
601388.XSHG 2.17 0.379004 0.205616 4.735384
601515.XSHG 6.78 0.199364 0.349753 5.887082
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 8.50 0.149350 0.280153 3.715809
601608.XSHG 2.14 0.281847 0.025375 3.258852
601616.XSHG 3.80 0.228232 0.054863 3.147095
601636.XSHG 2.40 0.170921 0.269732 4.658867
601678.XSHG 3.15 0.298141 0.055130 7.409204
601717.XSHG 5.22 0.331149 1.152274 6.386918
601718.XSHG 2.79 0.587255 1.205842 7.316379
601777.XSHG 7.99 0.613209 1.451510 13.739524
601801.XSHG 6.41 0.280328 1.224287 7.909608
601880.XSHG 1.20 0.449844 0.477129 4.616460
601886.XSHG 6.05 0.216428 0.114408 3.286656
601908.XSHG 3.55 0.199651 0.105424 4.102422
601965.XSHG 7.66 0.283010 0.063179 3.929327
601999.XSHG 6.99 0.194658 0.209544 3.788645
603001.XSHG 12.78 0.165142 0.154745 4.453256
603077.XSHG 1.01 0.225809 0.122549 4.277518
603366.XSHG 6.61 0.184756 0.170430 3.804896
603766.XSHG 3.92 0.446859 -0.177300 3.679269
[497 rows x 4 columns], datetime.date(2014, 8, 1): close r_vol r_skew r_kurt
000006.XSHE 4.55 0.233750 0.366962 3.827440
000021.XSHE 5.82 0.279928 1.134572 7.523208
000028.XSHE 47.17 0.395009 1.257192 9.665226
000030.XSHE 4.51 0.282876 0.459151 6.596234
000031.XSHE 4.97 0.747267 0.728862 5.117363
000049.XSHE 35.63 0.204049 -0.020084 4.000759
000050.XSHE 15.97 0.816119 1.064175 4.995842
000066.XSHE 4.66 0.355778 1.695931 9.526131
000078.XSHE 3.54 0.606362 2.052355 14.539178
000088.XSHE 5.05 0.205991 0.547245 3.793502
000090.XSHE 4.19 0.166602 0.281498 3.502496
000099.XSHE 8.75 0.277901 0.468975 4.539649
000409.XSHE 9.78 0.671770 0.903802 6.693291
000415.XSHE 3.89 0.221020 0.226449 3.521218
000417.XSHE 5.33 0.296245 0.593732 3.934975
000418.XSHE 9.99 0.493283 1.638321 10.552427
000422.XSHE 5.42 0.271491 0.438678 3.880613
000426.XSHE 5.48 0.752581 0.714502 5.055658
000488.XSHE 2.49 0.323643 1.592020 7.963266
000501.XSHE 8.83 0.207078 -0.301540 5.498322
000506.XSHE 4.54 0.636568 1.940910 12.806949
000510.XSHE 6.96 0.350527 0.804123 7.043385
000511.XSHE 9.11 0.535001 0.777256 6.504005
000513.XSHE 21.49 0.243829 0.316556 4.817607
000518.XSHE 4.01 0.523318 1.811042 10.160588
000525.XSHE 12.92 0.183733 0.914064 6.822555
000528.XSHE 4.44 0.284330 0.934637 7.643343
000540.XSHE 1.48 0.231176 -0.139553 5.404903
000541.XSHE 5.70 0.207914 0.363574 5.036085
000543.XSHE 3.71 0.217181 0.554701 4.651345
... ... ... ... ...
601099.XSHG 2.75 0.451064 0.568519 6.014729
601100.XSHG 6.74 0.196065 0.466139 5.029437
601101.XSHG 6.07 0.437423 0.969831 5.398972
601126.XSHG 7.31 0.361135 0.747349 5.802025
601208.XSHG 7.24 0.225015 0.391807 4.679648
601233.XSHG 4.23 0.295985 0.030976 4.640753
601311.XSHG 11.35 0.260750 0.444970 4.498937
601339.XSHG 3.74 0.168313 0.424208 4.691920
601369.XSHG 5.42 0.233862 0.452756 5.004711
601388.XSHG 2.17 0.475241 1.286796 8.707766
601515.XSHG 7.26 0.245402 1.000820 6.897445
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 8.60 0.204198 0.361323 4.068631
601608.XSHG 2.16 0.281650 -0.138723 3.485772
601616.XSHG 3.78 0.240927 0.032151 2.697823
601636.XSHG 2.44 0.172602 0.583818 4.954868
601678.XSHG 3.15 0.258409 -0.189362 5.262656
601717.XSHG 5.24 0.320866 0.823231 7.508972
601718.XSHG 2.82 0.423562 0.634621 4.363861
601777.XSHG 8.76 0.628150 0.943856 5.907984
601801.XSHG 6.48 0.285872 1.127826 6.738899
601880.XSHG 1.19 0.327334 0.905062 6.526952
601886.XSHG 6.13 0.262320 -0.049760 5.170417
601908.XSHG 3.66 0.249194 0.502235 5.051500
601965.XSHG 7.95 0.279131 0.375176 5.243475
601999.XSHG 7.12 0.256142 1.065566 5.961326
603001.XSHG 12.84 0.169084 0.242185 3.489966
603077.XSHG 1.03 0.262274 0.214163 6.881665
603366.XSHG 6.54 0.163416 -0.224734 3.973299
603766.XSHG 4.16 0.496113 0.867899 4.699357
[497 rows x 4 columns], datetime.date(2014, 8, 8): close r_vol r_skew r_kurt
000006.XSHE 4.52 0.210679 0.075458 3.058545
000021.XSHE 6.20 0.348496 1.066777 8.187838
000028.XSHE 47.15 0.266680 0.445406 5.058348
000030.XSHE 4.66 0.232087 0.062115 3.771079
000031.XSHE 4.82 0.342924 0.387147 5.153454
000049.XSHE 36.03 0.196929 0.231337 5.058303
000050.XSHE 19.55 0.633076 0.422113 5.381687
000066.XSHE 5.28 0.511019 0.741925 9.108821
000078.XSHE 3.33 0.391485 0.489843 8.407479
000088.XSHE 5.14 0.354763 1.206219 10.400520
000090.XSHE 4.49 0.247679 0.169257 4.672181
000099.XSHE 9.35 0.528643 1.363721 10.911045
000409.XSHE 10.15 0.410245 0.799498 5.341141
000415.XSHE 3.96 0.204318 0.895807 5.586845
000417.XSHE 5.30 0.256004 -0.122700 3.873075
000418.XSHE 9.78 0.982073 3.633975 20.651491
000422.XSHE 5.83 0.394367 1.214836 6.685025
000426.XSHE 5.54 0.428746 0.263282 3.362565
000488.XSHE 2.52 0.265799 0.431520 4.310821
000501.XSHE 8.93 0.209851 0.119091 3.861945
000506.XSHE 4.60 0.366359 0.087019 4.106848
000510.XSHE 7.36 0.550016 1.546617 8.484325
000511.XSHE 10.00 0.590531 1.129833 5.183520
000513.XSHE 20.68 0.260193 -0.374188 4.062641
000518.XSHE 3.91 0.365845 0.222383 6.136626
000525.XSHE 13.22 0.174781 0.480631 3.298473
000528.XSHE 4.49 0.257887 0.710388 5.684734
000540.XSHE 1.55 0.287789 0.563454 4.622563
000541.XSHE 6.48 0.436119 1.394696 5.877092
000543.XSHE 3.71 0.170133 0.348092 3.727362
... ... ... ... ...
601099.XSHG 2.91 0.389151 0.484579 5.634975
601100.XSHG 6.92 0.260214 0.690670 4.563208
601101.XSHG 5.93 0.394748 -0.088720 3.840090
601126.XSHG 7.11 0.369939 0.100396 5.131614
601208.XSHG 7.53 0.294916 0.624229 4.244923
601233.XSHG 4.47 0.425994 0.987391 7.976749
601311.XSHG 11.80 0.239793 0.049166 3.794255
601339.XSHG 3.79 0.176848 0.482800 6.776876
601369.XSHG 5.49 0.211730 -0.020406 4.014618
601388.XSHG 2.31 0.460297 0.561223 4.765318
601515.XSHG 7.23 0.152810 0.001850 4.614860
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 8.77 0.172100 0.543717 4.224100
601608.XSHG 2.18 0.264661 -0.130727 2.849923
601616.XSHG 3.88 0.270843 0.567921 4.691844
601636.XSHG 2.49 0.163818 -0.272302 4.109451
601678.XSHG 3.19 0.239152 0.174575 3.003812
601717.XSHG 5.54 0.324038 0.807195 4.816000
601718.XSHG 2.82 0.307136 0.160266 2.994912
601777.XSHG 8.67 0.345456 -0.273900 3.817752
601801.XSHG 7.31 0.399597 1.512030 7.928829
601880.XSHG 1.18 0.308525 0.200785 2.913082
601886.XSHG 6.17 0.185293 0.586466 4.000028
601908.XSHG 3.69 0.204776 0.736722 4.693941
601965.XSHG 8.18 0.269607 0.252826 4.633985
601999.XSHG 7.37 0.249239 0.643170 4.207670
603001.XSHG 13.47 0.245211 1.288217 6.924817
603077.XSHG 1.09 0.246961 0.419419 4.493229
603366.XSHG 6.88 0.239808 0.475377 3.402086
603766.XSHG 4.09 0.318620 -0.089138 3.716880
[497 rows x 4 columns], datetime.date(2014, 8, 15): close r_vol r_skew r_kurt
000006.XSHE 4.93 0.416467 1.604991 7.218787
000021.XSHE 6.60 0.454948 0.869170 4.226118
000028.XSHE 47.49 0.284475 -0.017109 4.057270
000030.XSHE 4.70 0.298410 0.331416 7.325762
000031.XSHE 4.89 0.444824 1.299440 8.402584
000049.XSHE 38.66 0.273643 0.700069 6.254562
000050.XSHE 24.98 0.816050 0.586529 5.721310
000066.XSHE 6.40 0.720949 1.168667 5.037848
000078.XSHE 3.36 0.189660 0.271337 6.231919
000088.XSHE 5.37 0.266297 0.997992 5.908566
000090.XSHE 4.47 0.256395 -0.029727 5.154305
000099.XSHE 9.29 0.386683 0.757128 7.839346
000409.XSHE 9.74 0.318528 0.069788 5.197899
000415.XSHE 4.11 0.260533 1.399238 8.842020
000417.XSHE 5.42 0.222866 0.010830 4.408806
000418.XSHE 10.83 0.516499 0.689874 8.905489
000422.XSHE 5.92 0.296707 -0.070276 3.565690
000426.XSHE 5.56 0.332143 0.673542 4.113929
000488.XSHE 2.50 0.189292 -0.109437 3.578207
000501.XSHE 9.09 0.218800 0.128253 3.703032
000506.XSHE 5.00 0.366990 0.248986 4.376857
000510.XSHE 8.54 0.570027 1.670247 9.292396
000511.XSHE 9.79 0.416167 0.254509 4.928738
000513.XSHE 20.72 0.197177 -0.025675 3.992961
000518.XSHE 3.94 0.225167 0.160151 3.332090
000525.XSHE 13.47 0.216094 0.251288 4.362617
000528.XSHE 4.64 0.210550 0.107165 3.534505
000540.XSHE 1.64 0.299295 0.032375 5.018537
000541.XSHE 6.69 0.400197 0.357735 4.634840
000543.XSHE 3.77 0.162694 0.474499 3.604937
... ... ... ... ...
601099.XSHG 3.05 0.384240 0.280953 4.950828
601100.XSHG 7.05 0.261954 0.800650 5.174570
601101.XSHG 6.09 0.287775 -0.024169 3.466574
601126.XSHG 7.11 0.184434 -0.184796 4.001606
601208.XSHG 7.72 0.293523 -0.071797 4.493450
601233.XSHG 4.67 0.418092 0.467891 5.593660
601311.XSHG 11.87 0.260998 -0.004976 5.879544
601339.XSHG 3.84 0.139090 0.356174 3.846673
601369.XSHG 5.51 0.198758 0.293287 3.458275
601388.XSHG 2.29 0.282774 0.112925 4.649320
601515.XSHG 8.17 0.522426 0.836525 7.363895
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 8.89 0.142252 0.584360 4.103725
601608.XSHG 2.23 0.250175 0.385078 3.037173
601616.XSHG 3.90 0.195625 0.225694 3.117023
601636.XSHG 2.50 0.198324 0.858416 5.950891
601678.XSHG 3.30 0.233973 0.858344 6.283437
601717.XSHG 5.56 0.296603 0.630783 5.549358
601718.XSHG 2.95 0.326566 0.693808 3.453074
601777.XSHG 8.79 0.404240 0.960772 7.567106
601801.XSHG 6.84 0.288960 -0.292236 4.196864
601880.XSHG 1.21 0.279464 0.105996 2.575635
601886.XSHG 6.17 0.160948 -0.078369 2.849215
601908.XSHG 3.96 0.342260 1.254255 6.141495
601965.XSHG 8.16 0.213718 -0.259306 5.165574
601999.XSHG 7.50 0.279608 0.080561 4.869205
603001.XSHG 13.23 0.182821 0.554033 5.980100
603077.XSHG 1.18 0.392089 0.553887 5.403752
603366.XSHG 6.91 0.243561 -0.377329 4.424082
603766.XSHG 4.09 0.385917 0.725585 4.778484
[497 rows x 4 columns], datetime.date(2014, 8, 22): close r_vol r_skew r_kurt
000006.XSHE 5.12 0.481506 1.112232 5.869009
000021.XSHE 6.51 0.418474 0.234594 4.023317
000028.XSHE 49.55 0.361914 0.097078 4.175804
000030.XSHE 4.86 0.404683 1.454912 7.095712
000031.XSHE 5.18 0.552476 0.751120 6.441660
000049.XSHE 38.18 0.311139 0.471576 5.492476
000050.XSHE 24.61 0.764620 0.048843 4.470534
000066.XSHE 6.40 1.010690 1.480715 6.265330
000078.XSHE 3.34 0.187843 0.274620 4.777958
000088.XSHE 5.55 0.393534 0.999323 11.057001
000090.XSHE 4.63 0.310910 -0.105570 6.155070
000099.XSHE 9.25 0.217559 0.263397 3.878094
000409.XSHE 9.95 0.281265 0.250654 4.699550
000415.XSHE 4.33 0.364167 1.081353 7.982131
000417.XSHE 5.69 0.276180 0.004314 4.317855
000418.XSHE 10.49 0.520966 0.812879 8.257075
000422.XSHE 5.84 0.238355 -0.060831 3.722790
000426.XSHE 5.81 0.385308 1.002708 7.380606
000488.XSHE 2.54 0.190097 0.001838 2.576312
000501.XSHE 9.26 0.241180 0.350288 4.175277
000506.XSHE 5.56 0.452598 0.410292 4.117582
000510.XSHE 8.78 0.501239 -0.431499 4.908992
000511.XSHE 9.68 0.294648 0.486475 4.362923
000513.XSHE 20.04 0.175569 -0.644052 4.414523
000518.XSHE 3.98 0.260020 0.270082 3.722925
000525.XSHE 13.54 0.193080 0.257048 3.502369
000528.XSHE 4.64 0.195997 0.150557 3.893504
000540.XSHE 1.78 0.409110 0.729375 8.295221
000541.XSHE 6.59 0.313555 0.369483 4.938411
000543.XSHE 3.80 0.179793 0.535285 4.270231
... ... ... ... ...
601099.XSHG 3.27 0.576259 0.745884 6.068285
601100.XSHG 7.19 0.176678 0.582834 4.409293
601101.XSHG 6.08 0.264941 0.535235 4.621804
601126.XSHG 7.36 0.185063 0.670871 4.736271
601208.XSHG 8.75 0.602990 0.818499 6.163749
601233.XSHG 4.64 0.321880 -0.052241 5.360677
601311.XSHG 12.00 0.236448 -0.243971 3.683862
601339.XSHG 3.90 0.166169 0.209603 4.573833
601369.XSHG 5.62 0.236986 0.768074 5.365189
601388.XSHG 2.32 0.318259 0.317797 4.565376
601515.XSHG 8.13 0.236296 0.380230 5.550841
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 8.92 0.134647 0.100311 3.722309
601608.XSHG 2.24 0.233430 -0.022488 2.550665
601616.XSHG 4.03 0.242742 0.121275 3.460351
601636.XSHG 2.58 0.218835 0.241779 4.641982
601678.XSHG 3.46 0.278364 1.234281 7.440444
601717.XSHG 5.91 0.299432 0.676870 6.259553
601718.XSHG 2.99 0.384058 0.135454 3.595593
601777.XSHG 8.64 0.274184 0.348372 6.523988
601801.XSHG 7.18 0.422659 0.368990 4.291465
601880.XSHG 1.35 0.747087 2.209927 12.844383
601886.XSHG 6.41 0.248014 0.021572 4.579764
601908.XSHG 4.04 0.217075 0.080975 3.855588
601965.XSHG 8.58 0.303628 0.578507 5.175590
601999.XSHG 10.17 0.788123 2.121037 14.530041
603001.XSHG 13.34 0.151429 0.389327 3.560623
603077.XSHG 1.18 0.272169 0.330771 4.310377
603366.XSHG 6.90 0.185569 0.250316 3.342296
603766.XSHG 4.37 0.377732 0.499927 4.252705
[497 rows x 4 columns], datetime.date(2014, 8, 29): close r_vol r_skew r_kurt
000006.XSHE 4.99 0.371673 0.662106 4.931726
000021.XSHE 6.26 0.251775 0.033250 4.446478
000028.XSHE 47.67 0.227374 -0.716636 5.295696
000030.XSHE 4.59 0.280376 -0.201686 5.539608
000031.XSHE 4.93 0.349066 0.176270 4.240674
000049.XSHE 36.69 0.243830 -0.255401 4.899854
000050.XSHE 26.63 0.939608 0.170391 3.724893
000066.XSHE 6.40 1.010690 1.480715 6.265330
000078.XSHE 3.26 0.147701 0.332604 4.322936
000088.XSHE 5.35 0.359468 0.484576 5.294104
000090.XSHE 4.56 0.298140 0.257725 3.310716
000099.XSHE 9.07 0.299783 0.556453 6.533068
000409.XSHE 10.11 0.293168 -0.221428 3.314126
000415.XSHE 4.20 0.336217 0.329977 5.363478
000417.XSHE 5.70 0.222485 0.161073 4.311182
000418.XSHE 10.28 0.398204 0.172345 5.342809
000422.XSHE 5.71 0.235355 -0.109474 3.921525
000426.XSHE 5.31 0.319465 -0.184468 3.572319
000488.XSHE 2.59 0.281507 1.119872 5.171520
000501.XSHE 9.28 0.235801 0.356980 5.232999
000506.XSHE 5.47 0.466808 1.102201 5.616724
000510.XSHE 8.72 0.474034 0.455668 5.819408
000511.XSHE 9.24 0.424584 0.844524 7.542451
000513.XSHE 20.78 0.265578 -0.280869 5.890977
000518.XSHE 3.97 0.301969 0.899865 5.902949
000525.XSHE 13.00 0.178507 -0.211603 4.033396
000528.XSHE 4.47 0.204518 -0.007334 3.754334
000540.XSHE 1.73 0.263894 -0.001960 3.651939
000541.XSHE 7.42 0.615651 1.675261 9.074556
000543.XSHE 3.65 0.190964 -0.110365 4.141079
... ... ... ... ...
601099.XSHG 3.22 0.318346 0.689470 4.222136
601100.XSHG 7.13 0.330670 0.234925 4.769979
601101.XSHG 5.86 0.210268 -0.082273 2.845443
601126.XSHG 6.99 0.258195 0.118922 3.359334
601208.XSHG 8.41 0.396891 0.373351 5.699312
601233.XSHG 4.43 0.307357 -0.152193 3.703520
601311.XSHG 11.82 0.248907 0.299238 4.379035
601339.XSHG 3.80 0.209913 -0.230713 3.324491
601369.XSHG 5.39 0.198076 0.216435 3.916371
601388.XSHG 2.18 0.256788 -0.533522 3.525591
601515.XSHG 7.55 0.283961 -0.873680 5.990416
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 8.71 0.175809 -0.097671 3.899965
601608.XSHG 2.17 0.281298 -0.081275 2.731407
601616.XSHG 4.12 0.355570 1.187595 7.337433
601636.XSHG 2.53 0.219746 -0.212063 4.919388
601678.XSHG 3.25 0.300429 -0.112546 4.567279
601717.XSHG 5.76 0.320117 0.354194 4.951974
601718.XSHG 2.86 0.280807 -0.352154 2.817614
601777.XSHG 8.11 0.269473 -0.529795 5.459585
601801.XSHG 7.10 0.554225 0.742500 5.162973
601880.XSHG 1.24 0.552193 0.267734 5.493708
601886.XSHG 6.13 0.229210 -0.030703 3.844879
601908.XSHG 4.01 0.320123 0.339639 6.799064
601965.XSHG 8.11 0.260408 -0.202586 3.346157
601999.XSHG 9.22 0.648732 0.719253 5.237504
603001.XSHG 13.92 0.253284 1.429511 8.547098
603077.XSHG 1.20 0.312633 0.383922 5.440920
603366.XSHG 6.67 0.171815 -0.141340 3.054452
603766.XSHG 4.76 0.634854 0.717141 6.151868
[497 rows x 4 columns], datetime.date(2014, 9, 5): close r_vol r_skew r_kurt
000006.XSHE 5.07 0.271313 0.694806 5.481728
000021.XSHE 6.57 0.259380 0.588595 3.929642
000028.XSHE 49.10 0.257496 1.137058 5.522518
000030.XSHE 4.89 0.255935 1.189500 6.282476
000031.XSHE 5.13 0.424997 1.209542 8.006987
000049.XSHE 39.01 0.312403 1.932485 11.708074
000050.XSHE 27.82 0.682236 0.203428 5.133092
000066.XSHE 6.40 1.010690 1.480715 6.265330
000078.XSHE 3.45 0.250545 1.791731 10.101045
000088.XSHE 5.95 0.450142 0.280858 8.867240
000090.XSHE 4.71 0.241443 0.564153 3.604422
000099.XSHE 9.76 0.292376 0.745088 5.373328
000409.XSHE 10.12 0.210859 0.366623 5.073939
000415.XSHE 4.37 0.341060 0.706150 5.009986
000417.XSHE 5.83 0.222637 0.276860 3.310640
000418.XSHE 10.45 0.269799 0.270463 4.084226
000422.XSHE 5.96 0.211499 0.673566 3.707803
000426.XSHE 5.70 0.280021 0.385691 6.238911
000488.XSHE 2.65 0.207245 1.010583 7.060937
000501.XSHE 9.50 0.206944 0.290970 3.838698
000506.XSHE 5.29 0.483820 0.679717 5.997854
000510.XSHE 8.53 0.391476 0.378320 6.918534
000511.XSHE 9.41 0.290428 0.659609 6.657776
000513.XSHE 21.64 0.216429 0.254430 4.708412
000518.XSHE 4.07 0.275490 1.191664 8.586447
000525.XSHE 13.36 0.133104 0.451040 2.869024
000528.XSHE 4.69 0.190506 0.995851 4.582698
000540.XSHE 1.79 0.213287 0.586394 4.311701
000541.XSHE 7.79 0.682021 1.874501 11.640116
000543.XSHE 3.81 0.169684 0.621017 3.944321
... ... ... ... ...
601099.XSHG 3.43 0.348815 0.362450 4.096669
601100.XSHG 7.74 0.314210 1.339039 7.301181
601101.XSHG 6.15 0.221693 0.993793 5.571100
601126.XSHG 7.42 0.180883 0.496992 4.499076
601208.XSHG 8.77 0.278433 0.778769 5.273956
601233.XSHG 4.64 0.222295 0.106438 3.130962
601311.XSHG 13.51 0.464745 0.789071 5.520643
601339.XSHG 3.98 0.177116 0.039000 4.230374
601369.XSHG 5.67 0.181965 0.702763 5.037558
601388.XSHG 2.38 0.423392 1.065089 6.188583
601515.XSHG 8.37 0.311550 0.829785 6.686930
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 9.66 0.416869 0.788308 8.374394
601608.XSHG 2.31 0.263250 0.716694 3.357671
601616.XSHG 4.71 0.521410 1.508133 11.792738
601636.XSHG 2.61 0.142896 0.378254 3.182775
601678.XSHG 3.44 0.266018 0.755207 4.103778
601717.XSHG 6.02 0.252540 0.271125 4.728505
601718.XSHG 3.15 0.369005 0.743841 5.232702
601777.XSHG 8.47 0.246348 0.100333 3.550372
601801.XSHG 7.94 0.506272 1.126233 5.631412
601880.XSHG 1.43 0.611214 1.098460 6.451164
601886.XSHG 6.43 0.197020 0.256111 3.960224
601908.XSHG 4.86 0.431317 0.973769 6.423336
601965.XSHG 8.50 0.203941 0.266094 4.283765
601999.XSHG 10.48 0.692828 1.342597 8.343725
603001.XSHG 13.68 0.167240 0.729172 5.309687
603077.XSHG 1.37 0.602701 0.940862 5.514333
603366.XSHG 7.51 0.318112 0.558262 3.902221
603766.XSHG 4.67 0.421158 0.299616 4.521302
[497 rows x 4 columns], datetime.date(2014, 9, 15): close r_vol r_skew r_kurt
000006.XSHE 5.20 0.344233 0.291965 5.299526
000021.XSHE 6.53 0.266202 -0.009797 3.053857
000028.XSHE 52.90 0.290329 1.666911 9.245270
000030.XSHE 5.10 0.390967 1.030247 6.328202
000031.XSHE 5.34 0.376343 0.957554 6.209039
000049.XSHE 38.02 0.191902 -0.139348 4.543695
000050.XSHE 26.36 0.460887 0.376355 3.978620
000066.XSHE 6.40 1.010690 1.480715 6.265330
000078.XSHE 3.52 0.291023 0.629207 4.567674
000088.XSHE 5.86 0.311930 -0.719129 5.945035
000090.XSHE 4.68 0.199325 0.590619 4.988697
000099.XSHE 11.69 0.522508 1.533730 9.342610
000409.XSHE 10.97 0.398609 1.608487 7.589098
000415.XSHE 4.33 0.261353 0.704041 7.502249
000417.XSHE 5.88 0.244607 0.403743 5.567632
000418.XSHE 10.30 0.195450 -0.106736 3.512668
000422.XSHE 6.12 0.207068 0.140704 3.510786
000426.XSHE 5.60 0.233077 0.203243 4.782007
000488.XSHE 2.79 0.242631 0.659232 3.849440
000501.XSHE 9.82 0.246756 0.175935 5.025340
000506.XSHE 6.02 0.456070 0.936408 5.119311
000510.XSHE 8.46 0.264932 0.130877 4.753724
000511.XSHE 9.56 0.333279 -0.219886 4.905780
000513.XSHE 21.85 0.269282 -0.059215 4.465393
000518.XSHE 4.22 0.327896 1.258821 6.938580
000525.XSHE 13.59 0.162643 0.182294 3.707167
000528.XSHE 4.99 0.354197 1.792551 9.322026
000540.XSHE 1.81 0.213904 -0.012280 3.607935
000541.XSHE 7.64 0.468434 -0.299939 6.300353
000543.XSHE 3.96 0.251019 0.869027 4.785750
... ... ... ... ...
601099.XSHG 3.47 0.340121 0.518218 3.996720
601100.XSHG 7.95 0.338868 0.312700 5.709070
601101.XSHG 6.37 0.239130 0.446035 3.667688
601126.XSHG 7.60 0.245214 0.680147 5.459133
601208.XSHG 8.98 0.237517 0.725975 5.213219
601233.XSHG 4.76 0.252900 -0.010534 4.056418
601311.XSHG 14.04 0.404677 0.135693 4.216878
601339.XSHG 4.10 0.196609 -0.142149 4.394401
601369.XSHG 5.93 0.283904 0.864071 4.375891
601388.XSHG 2.45 0.295567 0.632079 3.812904
601515.XSHG 8.86 0.442089 -0.159476 6.236849
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 9.87 0.250768 0.643966 4.001071
601608.XSHG 2.90 0.612793 1.837563 12.053326
601616.XSHG 4.85 0.479601 1.082514 7.519510
601636.XSHG 2.70 0.194634 0.642711 4.022113
601678.XSHG 3.50 0.202542 0.200522 4.665236
601717.XSHG 6.19 0.285300 0.738814 5.721963
601718.XSHG 3.43 0.529906 1.389765 7.929517
601777.XSHG 8.47 0.233001 -0.281072 5.860561
601801.XSHG 8.02 0.395460 0.516348 4.686756
601880.XSHG 1.47 0.683174 1.640737 9.766501
601886.XSHG 6.69 0.228775 0.660464 3.754683
601908.XSHG 4.77 0.357206 0.558618 4.740622
601965.XSHG 8.77 0.254105 0.890275 5.375003
601999.XSHG 10.42 0.514683 0.801294 5.220321
603001.XSHG 13.97 0.180116 0.690774 4.733661
603077.XSHG 1.51 0.443503 0.985414 5.853702
603366.XSHG 7.64 0.328427 0.854174 5.761028
603766.XSHG 5.00 0.374766 0.920332 5.817061
[497 rows x 4 columns], datetime.date(2014, 9, 22): close r_vol r_skew r_kurt
000006.XSHE 5.32 0.428162 0.684373 5.596505
000021.XSHE 6.28 0.322992 -0.107231 3.698921
000028.XSHE 51.08 0.381490 -0.224632 5.204816
000030.XSHE 5.23 0.402175 0.769290 4.696634
000031.XSHE 5.13 0.599917 1.190105 7.117201
000049.XSHE 36.49 0.237445 0.000452 6.639073
000050.XSHE 24.25 0.385741 0.000115 5.077259
000066.XSHE 5.82 0.940368 1.247000 5.770897
000078.XSHE 3.63 0.413345 1.067385 7.166261
000088.XSHE 6.62 0.644006 2.118908 13.404635
000090.XSHE 4.68 0.225092 1.328037 6.499493
000099.XSHE 11.19 0.589286 -0.199869 6.104660
000409.XSHE 11.10 0.481878 0.418496 6.211505
000415.XSHE 4.43 0.436488 1.540147 9.320237
000417.XSHE 5.88 0.299485 0.061021 4.853422
000418.XSHE 9.88 0.326710 -0.102571 3.446368
000422.XSHE 6.01 0.351625 0.222657 4.480502
000426.XSHE 5.53 0.295287 0.529948 5.669586
000488.XSHE 2.73 0.394832 0.146689 3.726988
000501.XSHE 9.82 0.289151 2.238413 7.249444
000506.XSHE 6.09 0.471136 0.292946 4.553292
000510.XSHE 8.13 0.383951 0.219908 5.541297
000511.XSHE 8.82 0.326751 -0.410050 4.903840
000513.XSHE 22.79 0.486938 0.547211 11.364798
000518.XSHE 4.53 0.619698 0.846587 6.630981
000525.XSHE 13.08 0.192121 -0.070151 3.519050
000528.XSHE 4.91 0.428442 0.162535 3.793112
000540.XSHE 1.86 0.348827 0.499378 6.089132
000541.XSHE 7.05 0.334228 -0.005559 5.470328
000543.XSHE 4.02 0.306435 0.081712 3.815383
... ... ... ... ...
601099.XSHG 3.28 0.350421 0.250921 4.905585
601100.XSHG 7.75 0.387675 -0.007500 4.911788
601101.XSHG 6.43 0.404597 0.077620 3.782149
601126.XSHG 7.27 0.243183 -0.350002 4.158338
601208.XSHG 8.20 0.330101 -0.477853 4.209733
601233.XSHG 4.70 0.307819 0.357030 4.321371
601311.XSHG 13.78 0.378342 0.521519 6.407486
601339.XSHG 3.99 0.235947 0.240501 4.168654
601369.XSHG 6.00 0.341920 0.055384 4.250707
601388.XSHG 2.34 0.356790 0.242110 3.763162
601515.XSHG 8.66 0.358841 0.167458 5.335075
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 9.89 0.465666 0.946935 6.853471
601608.XSHG 3.54 0.838012 0.260111 5.634045
601616.XSHG 4.92 0.574193 0.342214 8.000877
601636.XSHG 2.62 0.267422 -0.489862 5.806123
601678.XSHG 3.40 0.281635 -0.118573 3.273249
601717.XSHG 6.52 0.430141 0.347752 4.884675
601718.XSHG 3.46 0.599193 0.424474 3.961803
601777.XSHG 8.15 0.267455 0.095236 4.846617
601801.XSHG 7.34 0.360505 -0.394969 4.061051
601880.XSHG 1.57 0.927875 1.455383 12.605952
601886.XSHG 6.61 0.251572 0.169050 3.456291
601908.XSHG 4.74 0.507791 0.419792 4.269598
601965.XSHG 8.42 0.274449 -0.296224 4.457217
601999.XSHG 9.56 0.395736 -0.499199 4.444839
603001.XSHG 13.61 0.221273 0.148035 4.443891
603077.XSHG 1.49 0.556649 0.878609 7.004604
603366.XSHG 7.31 0.302444 -0.083300 3.056796
603766.XSHG 5.10 0.479612 0.035818 3.949048
[497 rows x 4 columns], datetime.date(2014, 9, 29): close r_vol r_skew r_kurt
000006.XSHE 5.43 0.395816 0.238569 4.158689
000021.XSHE 6.35 0.271988 0.239106 4.602305
000028.XSHE 51.09 0.276132 0.241851 3.788259
000030.XSHE 5.27 0.299845 0.152026 3.177942
000031.XSHE 5.27 0.451420 0.734759 6.142874
000049.XSHE 37.15 0.171682 0.085065 4.246865
000050.XSHE 24.70 0.370008 1.423338 8.375822
000066.XSHE 5.94 0.431819 0.306715 5.918688
000078.XSHE 3.88 0.372187 0.780820 7.410382
000088.XSHE 6.31 0.376084 0.160444 4.603100
000090.XSHE 4.68 0.225092 1.328037 6.499493
000099.XSHE 11.80 0.505460 0.779902 4.928313
000409.XSHE 11.91 0.397668 1.300376 7.274397
000415.XSHE 4.77 0.331283 0.330678 3.999047
000417.XSHE 6.19 0.283215 0.285778 4.353745
000418.XSHE 10.14 0.281158 1.345568 10.211245
000422.XSHE 6.27 0.206493 0.464364 3.390015
000426.XSHE 5.62 0.250015 0.298803 4.315054
000488.XSHE 2.90 0.289205 0.387828 4.483536
000501.XSHE 9.94 0.306207 -0.034202 3.542292
000506.XSHE 6.02 0.355984 0.371764 3.485694
000510.XSHE 8.16 0.230327 0.584586 6.238198
000511.XSHE 8.98 0.258848 0.805994 6.753163
000513.XSHE 22.79 0.343522 2.121711 13.839298
000518.XSHE 4.48 0.375005 0.772661 5.116675
000525.XSHE 13.70 0.214696 0.525302 3.467078
000528.XSHE 5.07 0.248435 0.350139 4.478641
000540.XSHE 1.92 0.268102 -0.130587 4.819776
000541.XSHE 7.35 0.322781 0.342552 4.061432
000543.XSHE 4.37 0.416363 0.154634 4.819549
... ... ... ... ...
601099.XSHG 3.84 0.485098 1.224720 4.728630
601100.XSHG 7.90 0.303364 1.108336 6.578155
601101.XSHG 6.65 0.363571 0.966931 5.983350
601126.XSHG 7.72 0.242767 1.165491 6.880716
601208.XSHG 8.79 0.240988 -0.152958 5.299742
601233.XSHG 4.94 0.277376 0.293096 3.340829
601311.XSHG 15.04 0.369054 0.812886 6.814821
601339.XSHG 4.17 0.191202 0.594983 5.162279
601369.XSHG 6.30 0.393947 0.667633 5.931990
601388.XSHG 2.46 0.244456 0.730570 3.644527
601515.XSHG 8.64 0.244898 -0.164879 5.981332
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.43 0.506572 1.714108 9.424063
601608.XSHG 3.58 0.824947 1.448828 8.132927
601616.XSHG 5.23 0.440360 1.181150 9.726506
601636.XSHG 2.75 0.244730 1.198079 7.934192
601678.XSHG 3.56 0.265613 0.668645 6.279079
601717.XSHG 7.07 0.397381 1.227250 6.806395
601718.XSHG 3.93 0.412773 0.556603 4.699263
601777.XSHG 8.99 0.289961 0.961573 4.828825
601801.XSHG 7.78 0.299420 0.439473 4.540249
601880.XSHG 1.55 0.419981 0.275868 4.970040
601886.XSHG 7.13 0.338432 1.358757 6.530946
601908.XSHG 5.15 0.460066 0.137178 4.936392
601965.XSHG 8.66 0.219751 0.342003 4.248380
601999.XSHG 10.31 0.389742 1.269854 7.672480
603001.XSHG 14.25 0.240905 0.597924 3.590551
603077.XSHG 1.51 0.251272 0.236308 4.180102
603366.XSHG 7.57 0.245018 0.488689 4.067901
603766.XSHG 5.97 0.512573 0.871048 4.368374
[497 rows x 4 columns], datetime.date(2014, 10, 13): close r_vol r_skew r_kurt
000006.XSHE 5.88 0.386435 0.675958 5.955800
000021.XSHE 6.76 0.396617 1.310492 6.196351
000028.XSHE 50.89 0.270566 0.205797 4.516179
000030.XSHE 5.37 0.278637 0.391730 3.713645
000031.XSHE 5.57 0.394242 0.665674 5.675040
000049.XSHE 37.21 0.173989 0.185472 4.988842
000050.XSHE 23.68 0.323866 -0.217362 7.529029
000066.XSHE 7.33 0.876773 1.459692 7.378736
000078.XSHE 4.18 0.531029 1.479701 7.705256
000088.XSHE 6.40 0.302528 0.286461 5.008699
000090.XSHE 4.68 0.225092 1.328037 6.499493
000099.XSHE 12.79 0.615696 1.089911 6.562540
000409.XSHE 11.12 0.297228 0.185806 5.196859
000415.XSHE 5.01 0.451359 0.754584 4.836019
000417.XSHE 6.19 0.251001 -0.015168 3.444264
000418.XSHE 10.26 0.262004 0.469826 4.283215
000422.XSHE 6.38 0.263684 0.677013 4.689051
000426.XSHE 5.69 0.293755 0.347069 5.930927
000488.XSHE 2.84 0.235685 0.205089 4.906589
000501.XSHE 9.55 0.199533 -0.798802 5.048602
000506.XSHE 5.97 0.501954 0.168850 6.969286
000510.XSHE 8.10 0.241948 0.428444 4.743926
000511.XSHE 9.25 0.291451 1.317933 8.611208
000513.XSHE 24.48 0.540369 0.990038 7.682015
000518.XSHE 5.25 0.576971 1.427535 6.739815
000525.XSHE 14.25 0.257536 0.358082 5.170711
000528.XSHE 5.20 0.311412 0.477749 8.087787
000540.XSHE 2.03 0.280266 0.350906 3.814325
000541.XSHE 7.14 0.194369 0.130614 5.054859
000543.XSHE 4.43 0.322511 0.857577 8.264023
... ... ... ... ...
601099.XSHG 3.75 0.367642 -0.266691 4.484453
601100.XSHG 8.37 0.327928 0.767834 5.049085
601101.XSHG 6.87 0.330904 0.912721 6.959947
601126.XSHG 7.88 0.252328 0.260867 3.193640
601208.XSHG 8.88 0.253524 1.214285 6.167159
601233.XSHG 4.77 0.230933 -0.404009 4.842136
601311.XSHG 15.21 0.395004 0.433761 3.791932
601339.XSHG 4.10 0.157692 -0.297396 3.412025
601369.XSHG 6.22 0.291895 -0.408537 5.126667
601388.XSHG 2.43 0.269134 0.171960 5.722949
601515.XSHG 8.63 0.256319 0.539032 7.084965
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.11 0.219617 0.124332 3.389141
601608.XSHG 3.49 0.535713 0.697955 8.014238
601616.XSHG 5.24 0.398424 0.130482 4.937908
601636.XSHG 2.72 0.178796 -0.098904 5.841479
601678.XSHG 3.68 0.255669 1.035358 6.403907
601717.XSHG 6.83 0.346826 0.353579 5.346017
601718.XSHG 4.51 0.763936 1.668838 8.173159
601777.XSHG 8.46 0.333394 -0.717586 6.372986
601801.XSHG 7.73 0.254148 -0.337934 3.907904
601880.XSHG 1.60 0.362020 0.928920 4.816432
601886.XSHG 7.16 0.262534 0.770211 6.463465
601908.XSHG 5.00 0.379074 -0.269633 6.459858
601965.XSHG 8.67 0.241718 0.468403 3.885909
601999.XSHG 10.45 0.339698 0.252170 3.967729
603001.XSHG 14.07 0.250378 0.204031 6.951983
603077.XSHG 1.48 0.274636 -0.036465 4.401564
603366.XSHG 7.47 0.260763 -0.105808 7.106514
603766.XSHG 6.48 0.610424 0.163769 6.273530
[497 rows x 4 columns], datetime.date(2014, 10, 20): close r_vol r_skew r_kurt
000006.XSHE 5.48 0.370589 -0.321829 5.094671
000021.XSHE 6.92 0.433830 0.492884 4.685760
000028.XSHE 49.63 0.314487 0.570333 5.562979
000030.XSHE 5.12 0.288203 -0.121697 4.120679
000031.XSHE 5.17 0.341233 -0.427343 4.028188
000049.XSHE 36.84 0.191408 -0.327045 4.646952
000050.XSHE 23.60 0.297693 0.680775 5.338069
000066.XSHE 7.36 0.628970 0.098766 5.582668
000078.XSHE 4.21 0.803106 0.640025 6.668945
000088.XSHE 6.19 0.326222 0.237519 6.088801
000090.XSHE 4.68 0.225092 1.328037 6.499493
000099.XSHE 12.16 0.473958 0.139073 6.090743
000409.XSHE 11.00 0.331842 1.327084 8.677551
000415.XSHE 5.01 0.451359 0.754584 4.836019
000417.XSHE 6.42 0.389525 0.779894 6.351415
000418.XSHE 10.74 0.326525 0.500783 4.385450
000422.XSHE 6.18 0.270808 -0.089637 4.529227
000426.XSHE 5.41 0.247322 -0.383545 4.337217
000488.XSHE 2.75 0.257902 0.246632 3.594989
000501.XSHE 9.52 0.184506 -0.041434 3.377329
000506.XSHE 6.23 0.411446 0.386354 4.728248
000510.XSHE 7.54 0.287489 -0.321194 5.456179
000511.XSHE 8.79 0.277950 -0.087230 4.607348
000513.XSHE 23.74 0.415785 0.007104 3.338286
000518.XSHE 6.92 0.870286 1.396804 18.147465
000525.XSHE 14.58 0.352433 -0.010586 3.629221
000528.XSHE 5.02 0.294377 0.198744 4.728410
000540.XSHE 1.97 0.247249 -0.173117 3.538213
000541.XSHE 6.91 0.219935 -0.675990 4.722704
000543.XSHE 4.31 0.292942 0.296200 5.807542
... ... ... ... ...
601099.XSHG 4.10 0.596521 1.450035 8.970426
601100.XSHG 8.15 0.300693 -0.005930 5.275994
601101.XSHG 6.46 0.302113 -0.401322 3.862270
601126.XSHG 7.95 0.325095 0.230888 4.103760
601208.XSHG 9.14 0.451931 0.253126 5.046749
601233.XSHG 4.67 0.234010 -0.137849 4.824078
601311.XSHG 14.96 0.439720 0.409531 4.758922
601339.XSHG 4.10 0.241350 -0.014945 4.077406
601369.XSHG 6.20 0.313696 -0.242133 4.127122
601388.XSHG 2.37 0.252044 -0.368973 3.917449
601515.XSHG 8.23 0.288814 0.199489 5.973938
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 9.91 0.252326 -0.238113 3.946318
601608.XSHG 3.54 0.762711 1.272350 11.475035
601616.XSHG 4.92 0.350843 -0.251448 4.657183
601636.XSHG 2.71 0.325180 0.069812 4.518940
601678.XSHG 3.54 0.257131 -0.297757 3.613240
601717.XSHG 6.69 0.352812 0.425310 4.906590
601718.XSHG 4.72 0.808005 1.018764 7.129564
601777.XSHG 8.05 0.341780 -0.568106 5.559065
601801.XSHG 7.55 0.324286 0.190279 4.177685
601880.XSHG 1.51 0.481705 0.832960 9.273057
601886.XSHG 6.96 0.298899 0.191328 4.647163
601908.XSHG 4.76 0.373307 -0.309417 4.736492
601965.XSHG 8.29 0.239494 -0.305703 4.254614
601999.XSHG 10.79 0.533977 0.797849 6.242433
603001.XSHG 13.90 0.206258 -0.090823 3.808039
603077.XSHG 1.56 0.448317 0.440709 6.594943
603366.XSHG 7.41 0.218609 0.024961 4.240373
603766.XSHG 6.15 0.532205 0.185184 5.187204
[497 rows x 4 columns], datetime.date(2014, 10, 27): close r_vol r_skew r_kurt
000006.XSHE 5.20 0.367461 0.399920 6.521264
000021.XSHE 6.35 0.380681 0.229837 4.329845
000028.XSHE 48.71 0.269459 -0.178752 4.228014
000030.XSHE 4.86 0.270795 -0.123381 4.155809
000031.XSHE 4.80 0.349991 -0.483901 4.387095
000049.XSHE 34.56 0.180832 -0.027669 4.661043
000050.XSHE 22.94 0.320520 0.522652 3.881918
000066.XSHE 6.56 0.581171 -0.151160 4.209533
000078.XSHE 3.99 0.353443 1.018667 5.849556
000088.XSHE 6.53 0.441899 0.713645 4.355414
000090.XSHE 4.68 0.225092 1.328037 6.499493
000099.XSHE 13.67 0.618649 0.940979 5.428807
000409.XSHE 9.79 0.307397 -0.319272 3.475394
000415.XSHE 5.01 0.451359 0.754584 4.836019
000417.XSHE 5.98 0.297814 0.076298 4.526082
000418.XSHE 10.43 0.302457 0.200169 4.110187
000422.XSHE 5.77 0.237850 -0.201272 3.821590
000426.XSHE 5.08 0.283439 0.163190 4.934226
000488.XSHE 2.66 0.274876 -0.433195 3.739809
000501.XSHE 9.99 0.368339 0.604828 5.252962
000506.XSHE 6.74 0.646710 0.632033 4.261228
000510.XSHE 7.11 0.269041 -0.254650 4.364917
000511.XSHE 7.90 0.305184 -0.705311 4.095181
000513.XSHE 23.48 0.363991 0.205572 5.041720
000518.XSHE 5.91 0.711848 1.312086 7.206132
000525.XSHE 14.33 0.361516 -0.225664 5.829481
000528.XSHE 4.93 0.247343 0.080060 4.975794
000540.XSHE 1.87 0.280475 -0.026232 3.508020
000541.XSHE 6.63 0.250013 0.131349 4.633329
000543.XSHE 4.19 0.329724 0.011690 5.284711
... ... ... ... ...
601099.XSHG 3.77 0.405645 0.124799 3.961920
601100.XSHG 7.98 0.408238 0.167932 4.922776
601101.XSHG 6.16 0.225165 0.216480 4.108174
601126.XSHG 7.81 0.309107 0.317291 4.175745
601208.XSHG 9.72 0.400230 0.039760 4.927686
601233.XSHG 4.47 0.298157 -0.174769 3.943018
601311.XSHG 14.94 0.384247 0.694478 4.586022
601339.XSHG 4.00 0.221735 -0.000594 3.868947
601369.XSHG 5.84 0.285262 -0.417330 4.958274
601388.XSHG 2.26 0.272964 -0.077997 4.957233
601515.XSHG 8.13 0.280983 0.291281 5.511246
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 9.63 0.253878 -0.041609 3.204311
601608.XSHG 3.27 0.345442 -0.072695 3.624185
601616.XSHG 4.72 0.311642 0.163241 3.471067
601636.XSHG 2.63 0.275518 0.463915 3.998471
601678.XSHG 3.39 0.219298 -0.205133 3.520155
601717.XSHG 6.18 0.365899 -0.448013 6.043184
601718.XSHG 4.36 0.482718 -0.406771 4.594532
601777.XSHG 8.16 0.342703 0.931666 5.523763
601801.XSHG 8.26 0.491277 1.238491 6.188415
601880.XSHG 1.59 0.498757 1.704719 8.840382
601886.XSHG 6.72 0.241485 -0.017262 3.513354
601908.XSHG 5.32 0.511857 0.658113 6.433066
601965.XSHG 8.00 0.210035 -0.158065 3.917517
601999.XSHG 10.04 0.549953 0.111926 5.286129
603001.XSHG 13.55 0.245994 0.006904 3.250176
603077.XSHG 1.46 0.373268 -0.216214 3.285405
603366.XSHG 7.24 0.296602 0.512501 4.427955
603766.XSHG 5.63 0.527389 0.027850 5.107854
[497 rows x 4 columns], datetime.date(2014, 11, 3): close r_vol r_skew r_kurt
000006.XSHE 5.80 0.386654 0.059117 4.182572
000021.XSHE 6.71 0.296662 0.424046 3.632345
000028.XSHE 47.63 0.299429 -0.117752 3.908155
000030.XSHE 5.25 0.287017 1.427940 7.954042
000031.XSHE 5.17 0.359039 1.288806 6.495551
000049.XSHE 35.83 0.164850 0.864627 6.476011
000050.XSHE 22.87 0.321443 -0.109419 5.970365
000066.XSHE 7.12 0.445340 0.996866 6.337155
000078.XSHE 4.15 0.341314 0.866666 4.711500
000088.XSHE 7.67 0.679421 1.159249 6.704569
000090.XSHE 4.68 0.225092 1.328037 6.499493
000099.XSHE 14.68 0.582112 1.052288 6.263809
000409.XSHE 10.15 0.303606 0.048106 4.634148
000415.XSHE 5.01 0.451359 0.754584 4.836019
000417.XSHE 6.24 0.250201 0.222519 3.063242
000418.XSHE 10.94 0.284491 0.253777 6.151985
000422.XSHE 6.18 0.244770 0.758462 4.923374
000426.XSHE 5.43 0.306039 1.550459 7.392461
000488.XSHE 2.84 0.259505 0.177371 4.670059
000501.XSHE 10.13 0.295086 0.582206 4.330730
000506.XSHE 6.97 0.488379 0.798514 4.419457
000510.XSHE 7.39 0.270988 1.017368 8.468785
000511.XSHE 8.31 0.293147 0.759920 6.603412
000513.XSHE 23.18 0.303602 0.169776 7.527892
000518.XSHE 6.15 0.385048 0.737879 4.472254
000525.XSHE 14.75 0.325752 0.031426 4.806175
000528.XSHE 5.31 0.314625 0.761602 6.137720
000540.XSHE 2.00 0.257428 0.221358 5.325365
000541.XSHE 6.85 0.215407 0.745698 5.320644
000543.XSHE 4.52 0.381510 1.445725 7.115856
... ... ... ... ...
601099.XSHG 4.17 0.435427 0.648168 4.234423
601100.XSHG 8.68 0.471484 0.797831 6.276514
601101.XSHG 6.62 0.312032 0.876419 5.924060
601126.XSHG 8.14 0.286745 0.265116 4.670510
601208.XSHG 9.77 0.400383 0.620426 5.175004
601233.XSHG 4.81 0.288350 0.881091 6.285686
601311.XSHG 14.59 0.314806 0.273501 4.425068
601339.XSHG 4.28 0.228915 0.339465 5.546463
601369.XSHG 6.24 0.320400 1.038491 5.445832
601388.XSHG 2.36 0.247025 0.321812 3.623235
601515.XSHG 8.09 0.199396 0.222496 3.014254
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.03 0.252247 0.300649 4.880263
601608.XSHG 3.44 0.570992 1.785335 11.113946
601616.XSHG 5.03 0.292893 0.102723 4.055374
601636.XSHG 2.78 0.258650 1.001669 6.096664
601678.XSHG 3.55 0.207181 0.170881 4.152717
601717.XSHG 6.39 0.313418 0.370496 3.814958
601718.XSHG 4.77 0.521882 1.336364 7.015264
601777.XSHG 9.38 0.445285 0.196819 5.322420
601801.XSHG 8.48 0.405381 0.359516 5.271952
601880.XSHG 1.91 0.747657 0.865731 6.087186
601886.XSHG 7.15 0.260040 1.131265 6.699843
601908.XSHG 5.58 0.550120 0.613787 4.289741
601965.XSHG 8.63 0.246292 0.684106 4.124357
601999.XSHG 10.43 0.359859 0.314296 4.837681
603001.XSHG 14.42 0.238874 1.261978 8.687433
603077.XSHG 1.53 0.269058 0.348195 4.416528
603366.XSHG 8.10 0.385012 0.366297 5.117594
603766.XSHG 5.87 0.392985 -0.065258 3.852332
[497 rows x 4 columns], datetime.date(2014, 11, 10): close r_vol r_skew r_kurt
000006.XSHE 5.79 0.443196 0.074025 3.996880
000021.XSHE 7.48 0.510415 0.608170 5.275148
000028.XSHE 45.68 0.229052 0.264727 4.413396
000030.XSHE 5.33 0.365956 0.892490 7.186773
000031.XSHE 5.12 0.351001 0.242048 5.606873
000049.XSHE 35.71 0.171059 -0.029664 5.081667
000050.XSHE 22.18 0.372859 0.606411 7.050538
000066.XSHE 6.97 0.463506 0.948262 7.597125
000078.XSHE 3.93 0.219316 -0.488169 3.914266
000088.XSHE 7.99 0.612638 0.429986 6.157936
000090.XSHE 5.66 0.242498 1.002819 7.695190
000099.XSHE 14.27 0.481326 0.069771 3.183124
000409.XSHE 10.38 0.335966 0.517404 4.355662
000415.XSHE 5.01 0.451359 0.754584 4.836019
000417.XSHE 6.19 0.234718 -0.441392 3.815014
000418.XSHE 10.78 0.255931 0.057872 4.108595
000422.XSHE 6.30 0.310392 0.214144 5.291060
000426.XSHE 5.35 0.263313 0.097926 5.230277
000488.XSHE 2.92 0.304446 0.731045 3.524035
000501.XSHE 10.24 0.258536 0.706043 4.803608
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 7.46 0.350371 1.100634 8.232369
000511.XSHE 8.11 0.346519 -0.013915 10.659359
000513.XSHE 22.54 0.338898 0.689242 6.227761
000518.XSHE 5.84 0.269439 0.053115 5.294190
000525.XSHE 14.50 0.224434 -0.092026 4.487792
000528.XSHE 5.99 0.673518 0.741917 15.120925
000540.XSHE 1.96 0.236606 0.223781 4.500805
000541.XSHE 6.80 0.221325 0.201325 5.747286
000543.XSHE 4.64 0.312561 -0.130783 5.568003
... ... ... ... ...
601099.XSHG 4.46 0.498758 0.584938 3.798117
601100.XSHG 8.68 0.505878 0.165287 6.812581
601101.XSHG 6.74 0.400509 0.651280 4.458612
601126.XSHG 8.27 0.316195 -0.112496 6.335114
601208.XSHG 9.62 0.398700 0.195854 4.829995
601233.XSHG 5.81 0.631618 2.230377 13.946779
601311.XSHG 14.06 0.254126 -0.226329 4.976213
601339.XSHG 4.30 0.204957 0.002948 4.610879
601369.XSHG 6.81 0.510550 1.258263 7.618027
601388.XSHG 2.41 0.279430 0.167480 3.794624
601515.XSHG 7.97 0.230594 -0.545215 4.797319
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 9.94 0.234588 -0.281191 3.935620
601608.XSHG 3.52 0.538627 1.461737 11.658429
601616.XSHG 4.90 0.280761 -0.168356 3.318229
601636.XSHG 2.75 0.233696 0.032246 6.130221
601678.XSHG 3.55 0.219719 -0.365386 3.799816
601717.XSHG 6.59 0.348458 0.382455 5.023326
601718.XSHG 4.51 0.327643 -0.094395 6.264596
601777.XSHG 9.55 0.441364 0.608839 4.520633
601801.XSHG 7.96 0.382852 0.029784 5.045133
601880.XSHG 2.15 0.839539 1.242939 5.982726
601886.XSHG 7.21 0.374034 0.149550 6.129058
601908.XSHG 5.90 0.695105 0.533084 4.865795
601965.XSHG 8.30 0.250361 -0.281768 7.399864
601999.XSHG 11.64 0.501707 0.429724 6.059539
603001.XSHG 14.37 0.229624 0.387373 4.464762
603077.XSHG 1.72 0.582481 0.726381 4.728384
603366.XSHG 8.39 0.359462 0.711161 6.734278
603766.XSHG 6.19 0.461216 0.887924 6.060851
[497 rows x 4 columns], datetime.date(2014, 11, 17): close r_vol r_skew r_kurt
000006.XSHE 5.80 0.423529 -0.023438 4.225185
000021.XSHE 7.53 0.587960 0.391124 3.779967
000028.XSHE 45.74 0.242549 0.507862 7.431588
000030.XSHE 5.16 0.382075 0.291018 4.106844
000031.XSHE 5.02 0.439568 0.287792 4.210616
000049.XSHE 35.51 0.228341 -0.018801 5.313757
000050.XSHE 21.62 0.303056 0.719601 3.995371
000066.XSHE 6.33 0.431195 -0.029961 5.782836
000078.XSHE 3.88 0.309368 0.614597 4.528495
000088.XSHE 7.89 0.644982 0.879002 9.468192
000090.XSHE 6.48 0.813446 0.605378 4.134553
000099.XSHE 13.79 0.566389 0.491843 5.998401
000409.XSHE 9.41 0.380730 -0.238405 6.119471
000415.XSHE 5.01 0.451359 0.754584 4.836019
000417.XSHE 6.05 0.257458 0.145512 3.989524
000418.XSHE 10.25 0.279197 -0.473215 3.498051
000422.XSHE 6.21 0.315775 -0.115723 3.664971
000426.XSHE 5.47 0.374260 0.230565 3.944599
000488.XSHE 2.94 0.264951 0.366853 3.969474
000501.XSHE 9.92 0.331211 -0.067479 3.525272
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 7.17 0.369441 0.036463 7.353879
000511.XSHE 8.09 0.382529 0.846685 5.117821
000513.XSHE 22.36 0.323015 0.252547 3.723392
000518.XSHE 5.63 0.423794 0.492161 6.153207
000525.XSHE 14.50 0.201838 -0.832885 3.454075
000528.XSHE 5.70 0.408088 -0.097421 4.608755
000540.XSHE 1.89 0.282313 -0.093781 3.029016
000541.XSHE 6.28 0.292021 -1.202059 9.682990
000543.XSHE 4.52 0.372568 -0.218652 3.572181
... ... ... ... ...
601099.XSHG 4.52 0.724157 0.412750 4.249368
601100.XSHG 8.40 0.425930 -0.412812 5.478638
601101.XSHG 6.75 0.433061 1.050933 6.090885
601126.XSHG 8.05 0.280064 -0.139794 4.236747
601208.XSHG 8.96 0.404249 0.237119 4.765538
601233.XSHG 5.47 0.774853 -0.032544 5.557326
601311.XSHG 13.81 0.394952 0.201320 5.117516
601339.XSHG 4.28 0.255939 0.166777 4.005712
601369.XSHG 6.42 0.385061 -0.112936 3.653429
601388.XSHG 2.36 0.346476 0.341920 4.477688
601515.XSHG 8.02 0.313993 0.376177 4.654110
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.08 0.234534 0.163571 4.001998
601608.XSHG 3.24 0.396150 -0.511936 6.519317
601616.XSHG 4.81 0.358319 0.637575 4.769713
601636.XSHG 2.67 0.276302 0.331663 5.540504
601678.XSHG 3.47 0.260167 0.008823 3.714128
601717.XSHG 6.44 0.364061 0.257800 3.667541
601718.XSHG 4.40 0.383566 0.029232 5.013437
601777.XSHG 8.83 0.519166 -0.150121 6.107722
601801.XSHG 7.62 0.346944 0.544170 5.024769
601880.XSHG 1.87 0.688180 0.163565 5.037607
601886.XSHG 7.06 0.314775 -0.172427 3.337830
601908.XSHG 6.32 0.605669 0.092872 4.272670
601965.XSHG 8.03 0.287930 0.272092 5.328917
601999.XSHG 10.78 0.719101 0.212863 4.827869
603001.XSHG 15.07 0.427541 0.821604 5.146803
603077.XSHG 1.69 0.668063 -0.014251 5.046845
603366.XSHG 8.09 0.352366 -0.137967 3.570554
603766.XSHG 5.85 0.582471 0.145586 4.879985
[497 rows x 4 columns], datetime.date(2014, 11, 24): close r_vol r_skew r_kurt
000006.XSHE 5.83 0.319660 0.239701 3.379341
000021.XSHE 7.39 0.405502 -0.225898 4.053739
000028.XSHE 44.67 0.306431 0.136805 7.005067
000030.XSHE 5.25 0.234249 0.711580 6.222842
000031.XSHE 5.34 0.312875 0.563425 4.761685
000049.XSHE 34.43 0.159551 -0.026840 6.171101
000050.XSHE 22.17 0.344652 0.536895 6.374089
000066.XSHE 6.66 0.323383 0.706919 5.809296
000078.XSHE 3.92 0.235214 0.458736 6.017984
000088.XSHE 8.57 0.599690 1.270557 6.093495
000090.XSHE 7.17 0.532221 0.670932 4.867012
000099.XSHE 14.58 0.500105 0.849542 4.784975
000409.XSHE 9.82 0.306629 1.530535 7.902867
000415.XSHE 5.56 0.525447 0.554696 3.712283
000417.XSHE 6.28 0.199925 0.553240 4.503191
000418.XSHE 10.54 0.175689 0.095155 3.392215
000422.XSHE 6.44 0.268595 0.993660 5.402295
000426.XSHE 5.70 0.236506 0.730391 5.592073
000488.XSHE 3.03 0.278806 0.320802 3.219191
000501.XSHE 10.09 0.226528 0.498658 4.120922
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 7.60 0.356090 1.718127 9.511405
000511.XSHE 8.59 0.376799 2.246633 13.394016
000513.XSHE 21.60 0.259137 -0.321054 7.412038
000518.XSHE 5.73 0.364191 0.660955 7.827157
000525.XSHE 14.50 0.201838 -0.832885 3.454075
000528.XSHE 5.98 0.249846 1.042824 5.575904
000540.XSHE 2.05 0.253374 0.658171 3.905482
000541.XSHE 6.43 0.178791 0.445827 3.978947
000543.XSHE 4.95 0.330168 0.767872 3.732576
... ... ... ... ...
601099.XSHG 5.06 0.555077 0.793066 4.676754
601100.XSHG 8.76 0.318019 0.581287 5.820758
601101.XSHG 7.06 0.338741 0.459948 4.286207
601126.XSHG 8.22 0.204255 0.690674 5.531763
601208.XSHG 9.08 0.231506 0.391062 4.386531
601233.XSHG 5.35 0.342348 0.257916 4.506485
601311.XSHG 13.49 0.210960 0.338664 3.828465
601339.XSHG 4.68 0.337555 1.033498 4.800339
601369.XSHG 6.61 0.271156 0.700616 4.075401
601388.XSHG 2.51 0.386988 0.850093 4.714881
601515.XSHG 7.99 0.182048 0.419015 5.365586
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.14 0.182309 0.278799 3.767535
601608.XSHG 3.32 0.249992 0.425340 4.104100
601616.XSHG 4.96 0.272814 0.260699 4.114344
601636.XSHG 2.71 0.203325 0.292249 3.425450
601678.XSHG 3.59 0.206215 0.441139 3.565062
601717.XSHG 6.87 0.265380 0.938926 4.949433
601718.XSHG 4.40 0.249217 0.020774 4.089840
601777.XSHG 9.28 0.298231 0.856719 5.022624
601801.XSHG 8.10 0.345321 0.627404 5.395259
601880.XSHG 1.92 0.440078 1.297133 8.299845
601886.XSHG 7.17 0.177110 0.558139 3.208234
601908.XSHG 6.40 0.455451 -0.425057 4.684544
601965.XSHG 8.20 0.179827 0.432835 4.254262
601999.XSHG 12.63 0.566748 1.011366 5.248041
603001.XSHG 15.29 0.294753 0.594013 3.582145
603077.XSHG 1.69 0.466959 1.155158 7.366081
603366.XSHG 8.34 0.268618 0.657448 4.249269
603766.XSHG 5.85 0.557383 0.933900 4.801648
[497 rows x 4 columns], datetime.date(2014, 12, 1): close r_vol r_skew r_kurt
000006.XSHE 6.22 0.484809 1.101160 7.749546
000021.XSHE 8.09 0.471450 1.003224 6.432030
000028.XSHE 44.47 0.216441 -0.204945 5.577766
000030.XSHE 5.32 0.267618 0.150758 5.603239
000031.XSHE 6.54 0.767686 1.013147 6.776353
000049.XSHE 34.72 0.212501 0.211989 6.145115
000050.XSHE 21.56 0.310307 -0.122247 3.658286
000066.XSHE 6.39 0.300710 0.405734 4.394706
000078.XSHE 3.97 0.265742 0.708720 5.484602
000088.XSHE 8.25 0.402904 -0.013404 5.346920
000090.XSHE 7.25 0.622256 0.321759 3.567705
000099.XSHE 14.54 0.533551 1.923831 10.257202
000409.XSHE 9.63 0.266549 0.257826 3.755362
000415.XSHE 6.02 0.728513 0.669521 5.386690
000417.XSHE 6.32 0.267759 0.112459 4.855378
000418.XSHE 10.76 0.272093 0.897022 7.542511
000422.XSHE 6.53 0.317874 0.557041 5.822201
000426.XSHE 5.61 0.436042 0.696406 5.266627
000488.XSHE 3.04 0.296614 0.850456 6.190052
000501.XSHE 10.29 0.305466 0.522311 3.772462
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 7.23 0.301354 0.384568 4.537930
000511.XSHE 8.29 0.378113 1.031451 6.107438
000513.XSHE 21.97 0.221712 0.167967 4.118909
000518.XSHE 5.89 0.346877 0.919734 7.203869
000525.XSHE 15.95 0.180529 -0.666308 2.763260
000528.XSHE 6.11 0.388968 0.853500 5.932533
000540.XSHE 2.15 0.402389 0.567907 5.831884
000541.XSHE 6.40 0.181001 0.094904 4.227904
000543.XSHE 5.24 0.511944 0.768540 6.780001
... ... ... ... ...
601099.XSHG 5.53 0.712878 0.435039 3.226421
601100.XSHG 8.22 0.323793 0.045981 4.126320
601101.XSHG 7.32 0.525047 0.352790 5.248533
601126.XSHG 8.24 0.245203 -0.099810 3.751422
601208.XSHG 9.33 0.329299 0.857932 6.656774
601233.XSHG 5.35 0.288215 -0.202639 3.964982
601311.XSHG 13.79 0.278362 -0.058694 4.139023
601339.XSHG 4.79 0.417798 0.112079 3.155541
601369.XSHG 6.94 0.417096 0.846195 4.934164
601388.XSHG 2.81 0.662871 1.167552 6.700315
601515.XSHG 8.88 0.459168 1.135893 10.180477
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.22 0.220451 0.383735 3.313403
601608.XSHG 3.44 0.511517 1.781965 11.758219
601616.XSHG 4.94 0.294043 0.605239 5.647912
601636.XSHG 2.72 0.203413 0.003763 3.664550
601678.XSHG 3.67 0.337001 0.171554 3.596542
601717.XSHG 6.99 0.342087 0.793783 6.188286
601718.XSHG 4.60 0.404045 1.234147 10.487486
601777.XSHG 9.74 0.373679 0.228573 4.185742
601801.XSHG 7.67 0.270403 0.127391 4.116337
601880.XSHG 1.91 0.419526 0.823025 6.802215
601886.XSHG 7.29 0.339846 0.300158 5.063841
601908.XSHG 6.40 0.455451 -0.425057 4.684544
601965.XSHG 8.06 0.198109 0.066630 5.323703
601999.XSHG 12.38 0.592245 0.378845 3.672090
603001.XSHG 15.67 0.341087 0.799220 5.857831
603077.XSHG 1.71 0.341903 0.274374 5.436512
603366.XSHG 8.11 0.313795 -0.130315 5.022869
603766.XSHG 5.85 0.557383 0.933900 4.801648
[497 rows x 4 columns], datetime.date(2014, 12, 8): close r_vol r_skew r_kurt
000006.XSHE 6.34 0.725100 0.601177 5.351542
000021.XSHE 7.35 0.599665 0.363386 6.366509
000028.XSHE 46.58 0.326742 0.882692 6.381515
000030.XSHE 5.18 0.356595 0.154695 4.013906
000031.XSHE 6.96 0.985379 0.069225 3.743724
000049.XSHE 35.01 0.263273 0.960954 7.426874
000050.XSHE 21.66 0.391925 1.059777 5.411041
000066.XSHE 6.28 0.406462 0.559566 3.898791
000078.XSHE 4.20 0.458631 1.131229 6.557641
000088.XSHE 10.16 0.772976 1.756086 8.053934
000090.XSHE 7.04 0.487578 -0.210336 4.295048
000099.XSHE 15.53 0.641865 1.299907 6.909420
000409.XSHE 9.96 0.512011 0.729017 6.629417
000415.XSHE 7.13 0.791493 0.669801 3.500374
000417.XSHE 6.53 0.416013 0.484063 4.759628
000418.XSHE 10.87 0.380229 0.099729 5.547249
000422.XSHE 6.76 0.470274 0.400430 4.718576
000426.XSHE 6.07 0.730320 0.699505 5.926087
000488.XSHE 3.14 0.445706 -0.039127 5.680360
000501.XSHE 10.84 0.357134 0.990142 5.974699
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 7.12 0.322612 0.790924 5.635375
000511.XSHE 8.33 0.452075 0.751941 6.786937
000513.XSHE 21.07 0.378922 0.096780 6.597397
000518.XSHE 5.93 0.462884 0.843059 6.120907
000525.XSHE 15.02 0.556449 0.494007 5.341707
000528.XSHE 6.73 0.685082 0.596355 4.581165
000540.XSHE 2.34 0.794842 0.448142 5.454141
000541.XSHE 6.62 0.363977 0.574562 4.561720
000543.XSHE 6.02 0.693912 0.562142 3.558576
... ... ... ... ...
601099.XSHG 8.16 1.215376 0.621441 3.818221
601100.XSHG 8.33 0.411490 0.650722 4.597167
601101.XSHG 7.89 0.731829 0.367064 2.999192
601126.XSHG 9.10 0.533214 0.903973 6.733863
601208.XSHG 8.89 0.323892 0.173987 3.645432
601233.XSHG 5.45 0.495645 1.296815 6.545211
601311.XSHG 13.60 0.374149 0.299803 5.892321
601339.XSHG 5.07 0.495161 1.059346 5.971466
601369.XSHG 7.14 0.530372 0.381033 4.125687
601388.XSHG 2.70 0.746155 0.461962 3.621388
601515.XSHG 8.32 0.347107 0.038796 4.465136
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.55 0.430594 0.184801 3.424499
601608.XSHG 4.41 0.777171 0.494399 3.144086
601616.XSHG 5.15 0.545916 1.219534 7.904623
601636.XSHG 2.83 0.415236 1.172605 7.378707
601678.XSHG 3.70 0.437431 0.253091 4.403479
601717.XSHG 8.00 0.681132 0.811448 4.676299
601718.XSHG 5.54 0.771059 1.510999 9.276568
601777.XSHG 9.59 0.530261 0.208765 5.048380
601801.XSHG 7.78 0.413296 1.172787 8.240339
601880.XSHG 2.04 0.544392 1.187717 8.502241
601886.XSHG 7.64 0.477338 0.792275 5.561243
601908.XSHG 5.97 0.657681 0.140484 6.373913
601965.XSHG 8.16 0.289097 0.133112 4.566459
601999.XSHG 12.27 0.806472 1.231021 10.190346
603001.XSHG 14.81 0.376047 0.713190 6.540504
603077.XSHG 1.69 0.434529 0.416420 4.906758
603366.XSHG 7.78 0.263417 -0.130705 3.324521
603766.XSHG 5.85 0.557383 0.933900 4.801648
[497 rows x 4 columns], datetime.date(2014, 12, 15): close r_vol r_skew r_kurt
000006.XSHE 6.32 0.592616 0.068590 5.216463
000012.XSHE 6.25 0.596280 -0.393261 3.836434
000021.XSHE 7.45 0.406590 0.997295 9.148553
000028.XSHE 49.53 0.468439 -0.538386 5.932208
000030.XSHE 5.17 0.354550 -0.149701 4.830765
000031.XSHE 7.62 1.079528 0.397947 5.546167
000049.XSHE 35.65 0.295671 0.898831 6.875724
000050.XSHE 22.95 0.605545 1.122610 6.789211
000062.XSHE 12.40 0.644175 0.773225 6.817352
000066.XSHE 6.41 0.429228 0.370142 4.232259
000078.XSHE 4.36 0.478066 0.153082 3.466451
000088.XSHE 11.05 1.184536 -0.525575 5.466986
000090.XSHE 7.26 0.594440 0.231646 4.853517
000099.XSHE 14.37 0.661192 -0.449073 7.366522
000415.XSHE 7.19 0.848753 -0.335047 4.831988
000417.XSHE 7.08 0.493979 1.084788 5.423011
000418.XSHE 12.14 0.796025 0.176512 4.529559
000422.XSHE 7.29 0.428949 0.428734 5.048252
000426.XSHE 5.94 0.636631 0.570482 4.417331
000488.XSHE 3.52 0.738920 1.107276 6.383216
000501.XSHE 11.72 0.592304 0.698586 4.575905
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 8.05 0.559243 1.047202 5.618219
000511.XSHE 10.19 0.794070 1.237950 7.463351
000513.XSHE 21.07 0.185657 -0.635247 4.208120
000519.XSHE 10.94 0.601825 0.204117 5.586660
000525.XSHE 15.30 0.334808 0.525012 8.152629
000528.XSHE 7.09 0.852846 1.056774 6.176130
000540.XSHE 2.50 0.674663 0.189697 3.537988
000541.XSHE 6.86 0.390247 0.339836 4.263606
... ... ... ... ...
601011.XSHG 4.69 0.425132 0.704095 4.770650
601012.XSHG 3.31 0.391340 0.830079 5.790396
601099.XSHG 7.65 1.632874 0.189604 4.770355
601101.XSHG 7.88 0.543423 0.232981 3.848144
601126.XSHG 9.49 0.528040 0.707088 5.197538
601208.XSHG 8.94 0.275679 0.215312 3.695550
601233.XSHG 5.96 0.498024 0.574476 4.825473
601311.XSHG 13.89 0.344048 0.613930 4.087503
601369.XSHG 7.90 0.647120 -0.587738 6.899883
601388.XSHG 2.70 0.527709 0.137622 4.128457
601515.XSHG 8.60 0.352832 0.779082 5.090765
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.84 0.369671 -0.146101 3.901146
601608.XSHG 4.43 0.772384 -0.161729 5.783661
601666.XSHG 5.56 0.603014 -0.159899 3.372551
601678.XSHG 3.93 0.456540 0.663028 5.609640
601717.XSHG 8.25 0.647419 0.406717 4.529003
601718.XSHG 5.50 0.989148 0.408211 4.209095
601777.XSHG 9.78 0.399303 0.785313 6.725289
601801.XSHG 8.79 0.715603 1.085127 5.921877
601872.XSHG 4.67 0.673845 0.298352 5.105697
601880.XSHG 2.08 0.981232 0.350856 5.074165
601886.XSHG 8.27 0.435460 0.884074 5.199181
601908.XSHG 5.90 0.449666 0.653396 4.454241
601965.XSHG 9.07 0.619029 1.275378 6.657137
601999.XSHG 12.82 0.736363 0.570190 4.925833
603001.XSHG 16.55 0.418125 0.447311 3.877414
603077.XSHG 1.70 0.392802 0.159750 5.013194
603366.XSHG 7.99 0.326335 0.434819 5.616124
603766.XSHG 5.85 0.557383 0.933900 4.801648
[493 rows x 4 columns], datetime.date(2014, 12, 22): close r_vol r_skew r_kurt
000006.XSHE 5.86 0.495351 -0.059735 5.202443
000012.XSHE 6.10 0.410952 -0.175028 4.579145
000021.XSHE 7.41 0.484724 0.039370 3.658140
000028.XSHE 46.19 0.408812 -0.783550 6.263672
000030.XSHE 5.21 0.409439 0.449598 3.748586
000031.XSHE 7.15 0.861574 0.376426 5.124127
000049.XSHE 31.29 0.393233 -1.032963 6.619406
000050.XSHE 18.27 0.529400 -1.483293 7.083810
000062.XSHE 10.55 0.476181 -0.597188 4.122516
000066.XSHE 5.45 0.401117 -0.748549 6.008262
000078.XSHE 3.77 0.432213 -0.845923 4.541309
000088.XSHE 9.86 0.797384 0.488663 5.076108
000090.XSHE 6.35 0.538541 -0.634881 4.626592
000099.XSHE 12.81 0.566346 0.755516 6.668271
000415.XSHE 6.41 0.576642 -0.196847 3.364624
000417.XSHE 6.59 0.380815 -0.267872 4.050766
000418.XSHE 11.16 0.456765 0.377344 7.678782
000422.XSHE 7.22 0.464633 -0.107430 3.951487
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.72 0.593290 0.857073 5.600312
000501.XSHE 10.87 0.361756 -0.538712 3.556955
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 7.12 0.554928 -0.808434 7.755991
000511.XSHE 8.56 0.590522 0.009602 3.714829
000513.XSHE 20.81 0.419316 1.145329 10.633451
000519.XSHE 9.62 0.377451 -0.501452 4.624922
000525.XSHE 13.80 0.301508 -0.546767 3.968022
000528.XSHE 7.76 0.835734 0.380593 4.431530
000540.XSHE 2.63 0.847263 0.378527 5.660092
000541.XSHE 6.15 0.274057 -0.481093 3.696958
... ... ... ... ...
601011.XSHG 4.12 0.306573 -1.265501 12.371211
601012.XSHG 3.15 0.397366 -0.271091 4.028297
601099.XSHG 7.70 1.055810 0.035927 3.565761
601101.XSHG 8.75 0.763703 1.047564 6.404970
601126.XSHG 8.02 0.456406 -0.260013 3.729698
601208.XSHG 8.00 0.294813 -0.412566 3.878612
601233.XSHG 6.70 0.719879 0.649596 5.341363
601311.XSHG 13.00 0.295440 -0.375068 5.342333
601369.XSHG 8.16 0.677465 1.233452 6.528809
601388.XSHG 2.56 0.513233 0.123093 5.068775
601515.XSHG 7.86 0.283507 -0.756569 5.654872
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 9.94 0.297246 -0.443128 3.891002
601608.XSHG 4.90 1.012770 1.242699 7.902750
601666.XSHG 6.15 0.583892 0.500334 4.146599
601678.XSHG 3.80 0.438832 0.461202 6.129321
601717.XSHG 7.51 0.492879 -0.076958 4.485256
601718.XSHG 5.89 0.857958 1.117484 6.626245
601777.XSHG 8.43 0.472032 -0.662950 5.633074
601801.XSHG 8.07 0.583598 0.953757 7.046919
601872.XSHG 6.15 0.901076 2.019867 14.638382
601880.XSHG 2.01 0.595208 0.128205 4.184805
601886.XSHG 7.81 0.480785 -0.395641 3.795360
601908.XSHG 5.19 0.434946 -0.681317 5.288692
601965.XSHG 8.52 0.498558 0.286203 5.135981
601999.XSHG 11.03 0.703648 0.649617 5.671377
603001.XSHG 15.61 0.592385 0.311792 4.075713
603077.XSHG 1.48 0.357077 -0.406225 4.713339
603366.XSHG 7.25 0.275139 -0.944306 4.575712
603766.XSHG 4.92 0.813621 -0.093776 6.884488
[493 rows x 4 columns], datetime.date(2014, 12, 29): close r_vol r_skew r_kurt
000006.XSHE 6.17 0.457412 0.739871 4.359412
000012.XSHE 6.02 0.316789 -0.144653 4.081009
000021.XSHE 7.38 0.384574 0.540331 4.675746
000028.XSHE 45.31 0.433200 0.536822 5.074485
000030.XSHE 5.52 0.316471 0.475889 3.705261
000031.XSHE 7.62 0.691880 0.514934 4.929879
000049.XSHE 28.88 0.355056 -0.686223 7.487466
000050.XSHE 18.33 0.384021 0.374736 5.077676
000062.XSHE 10.78 0.379841 1.120249 5.418986
000066.XSHE 5.98 0.522987 0.790749 9.698478
000078.XSHE 3.86 0.283278 0.410859 4.119161
000088.XSHE 9.97 0.562465 0.499866 4.011731
000090.XSHE 7.32 0.617742 0.412224 5.428213
000099.XSHE 13.61 0.593736 0.482040 5.699409
000415.XSHE 6.75 0.429401 0.327721 4.110311
000417.XSHE 7.43 0.524888 1.053579 5.690524
000418.XSHE 11.38 0.385920 0.573527 5.231725
000422.XSHE 7.51 0.531015 0.143393 3.944924
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.52 0.649303 -0.887716 6.150142
000501.XSHE 11.43 0.536632 0.935542 4.388658
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 5.56 0.488161 0.339769 4.242210
000511.XSHE 8.50 0.421796 0.999573 5.997671
000513.XSHE 20.91 0.403768 0.809129 8.524260
000519.XSHE 9.55 0.302663 0.200750 4.742506
000525.XSHE 14.59 0.341926 0.602540 5.116795
000528.XSHE 9.21 0.974582 0.757313 8.599196
000540.XSHE 2.82 0.795310 0.256699 3.719776
000541.XSHE 6.49 0.427293 1.390897 11.708201
... ... ... ... ...
601011.XSHG 3.85 0.352115 0.711364 6.514212
601012.XSHG 3.79 0.382113 0.308232 3.341013
601099.XSHG 8.27 0.774968 0.589985 4.137778
601101.XSHG 8.59 0.689936 -0.373411 5.887781
601126.XSHG 7.92 0.379592 0.121598 3.639474
601208.XSHG 8.01 0.281730 0.543894 5.641269
601233.XSHG 7.96 1.045703 1.151865 5.981864
601311.XSHG 13.13 0.291226 0.236213 3.357115
601369.XSHG 8.13 0.556295 0.912676 7.292123
601388.XSHG 2.54 0.314217 0.310757 3.095798
601515.XSHG 7.86 0.235512 0.357596 6.615390
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.03 0.224709 -0.225085 3.022966
601608.XSHG 4.80 0.784901 0.667101 5.412782
601666.XSHG 5.96 0.536935 0.239088 3.648818
601678.XSHG 4.19 0.493779 0.787253 4.299113
601717.XSHG 7.62 0.447773 0.269395 4.569634
601718.XSHG 5.82 0.625651 0.218374 4.227023
601777.XSHG 8.75 0.295035 0.783778 4.694849
601801.XSHG 8.58 0.479488 1.277790 5.730188
601872.XSHG 6.27 0.850821 0.515326 4.622529
601880.XSHG 1.98 0.492067 0.181221 4.831483
601886.XSHG 7.88 0.350535 0.548769 3.654436
601908.XSHG 5.73 0.384257 0.642896 4.726506
601965.XSHG 7.90 0.417080 -0.990499 7.315641
601999.XSHG 10.76 0.453425 0.657259 4.866573
603001.XSHG 16.11 0.443840 1.754631 10.369691
603077.XSHG 1.45 0.297559 -0.077930 5.161805
603366.XSHG 7.32 0.262266 0.002857 3.633063
603766.XSHG 4.79 0.618870 0.580457 4.613205
[493 rows x 4 columns], datetime.date(2015, 1, 7): close r_vol r_skew r_kurt
000006.XSHE 6.37 0.550994 1.312612 8.028335
000012.XSHE 6.29 0.384073 0.072570 3.754384
000021.XSHE 7.64 0.444551 0.740443 6.039976
000028.XSHE 48.60 0.458709 0.923852 4.836527
000030.XSHE 6.08 0.599101 0.899496 5.165494
000031.XSHE 8.86 0.754901 1.958821 13.977677
000049.XSHE 30.59 0.318669 1.086115 8.169903
000050.XSHE 19.24 0.436373 0.861578 5.822661
000062.XSHE 10.48 0.435276 -0.230160 3.838785
000066.XSHE 6.22 0.480358 0.886391 6.063319
000078.XSHE 3.92 0.354195 1.398393 8.059097
000088.XSHE 9.95 0.606523 0.797241 5.512085
000090.XSHE 7.65 0.550328 1.143667 5.861618
000099.XSHE 14.10 0.493170 1.655990 9.688748
000415.XSHE 6.51 0.512824 0.058956 7.350119
000417.XSHE 7.96 0.705749 0.851039 5.650017
000418.XSHE 12.15 0.445277 0.964032 5.019318
000422.XSHE 8.02 0.481688 0.681055 5.400367
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.85 0.491764 0.610851 4.669861
000501.XSHE 11.43 0.536632 0.935542 4.388658
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 5.66 0.348594 0.770130 5.563975
000511.XSHE 9.13 0.518104 0.784860 7.234619
000513.XSHE 21.78 0.352746 0.445380 4.191174
000519.XSHE 9.91 0.334061 0.810057 8.444317
000525.XSHE 15.03 0.293570 0.541689 3.996891
000528.XSHE 8.77 0.699845 0.298392 5.125355
000540.XSHE 2.96 0.590587 0.386836 4.075843
000541.XSHE 6.57 0.276434 0.654892 5.057085
... ... ... ... ...
601011.XSHG 4.17 0.411110 0.199087 3.860327
601012.XSHG 4.19 0.640887 0.457747 5.985144
601099.XSHG 8.24 0.694542 0.330319 3.826171
601101.XSHG 8.77 0.671906 -0.233250 7.459931
601126.XSHG 8.12 0.390655 0.471969 4.959280
601208.XSHG 9.03 0.330639 0.470737 4.984619
601233.XSHG 7.15 0.654724 -0.096214 4.084293
601311.XSHG 13.54 0.412151 0.946045 6.878192
601369.XSHG 8.86 0.510221 0.961126 5.625176
601388.XSHG 2.55 0.407110 0.779914 5.767933
601515.XSHG 8.22 0.254019 0.347431 5.760939
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.51 0.272856 0.356322 4.569503
601608.XSHG 4.90 0.492092 0.474272 5.231096
601666.XSHG 6.48 0.609098 0.477550 6.868733
601678.XSHG 4.25 0.422936 0.126680 3.688511
601717.XSHG 7.80 0.410857 0.306937 3.907710
601718.XSHG 6.22 0.655552 1.197004 7.507129
601777.XSHG 8.75 0.325183 0.874156 9.626592
601801.XSHG 8.12 0.508697 -0.359844 5.142853
601872.XSHG 6.68 0.695306 1.035177 15.515001
601880.XSHG 1.98 0.397391 0.316722 4.508928
601886.XSHG 7.95 0.321281 -0.435511 6.221793
601908.XSHG 5.49 0.365268 0.125824 3.738276
601965.XSHG 8.00 0.315266 -0.049311 5.514339
601999.XSHG 10.88 0.498699 0.872605 7.453958
603001.XSHG 15.57 0.360777 -0.161492 4.070425
603077.XSHG 1.50 0.270092 0.694200 5.598730
603366.XSHG 7.66 0.245803 0.378706 4.029435
603766.XSHG 5.10 0.421528 0.043620 5.078557
[493 rows x 4 columns], datetime.date(2015, 1, 14): close r_vol r_skew r_kurt
000006.XSHE 5.92 0.414968 -0.230072 5.678446
000012.XSHE 5.88 0.303683 -0.335786 5.312709
000021.XSHE 8.32 0.598811 0.597528 5.067431
000028.XSHE 46.93 0.413090 0.459762 5.478792
000030.XSHE 5.77 0.404850 0.170073 4.568976
000031.XSHE 8.70 0.722805 0.701821 4.859802
000049.XSHE 30.88 0.281299 0.857898 4.638192
000050.XSHE 18.57 0.328631 0.412598 4.731659
000062.XSHE 10.76 0.419890 0.917645 6.659415
000066.XSHE 7.12 0.655497 0.692519 4.552861
000078.XSHE 4.03 0.408860 0.437036 4.547329
000088.XSHE 9.03 0.530140 0.361434 5.363449
000090.XSHE 8.21 0.504632 0.376694 5.413991
000099.XSHE 12.90 0.392548 0.150671 5.843341
000415.XSHE 6.27 0.287667 0.427161 4.566594
000417.XSHE 7.47 0.382532 -0.399151 3.425598
000418.XSHE 12.29 0.357333 -0.288572 4.183781
000422.XSHE 7.14 0.413928 -0.435807 3.931242
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.47 0.413509 -0.548416 3.392839
000501.XSHE 11.43 0.536632 0.935542 4.388658
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 5.82 0.360151 1.093474 8.052171
000511.XSHE 9.43 0.560422 1.153072 9.603797
000513.XSHE 21.63 0.355125 0.069145 5.537816
000519.XSHE 9.62 0.247632 0.404159 5.811919
000525.XSHE 15.03 0.345371 0.593585 5.698251
000528.XSHE 7.84 0.475206 -0.314113 3.924268
000540.XSHE 2.80 0.536647 0.225064 4.829141
000541.XSHE 6.52 0.313154 1.158857 7.198078
... ... ... ... ...
601011.XSHG 4.23 0.317069 0.836271 5.590179
601012.XSHG 4.97 0.725870 1.419557 5.851380
601099.XSHG 7.49 0.462470 -0.235758 4.163409
601101.XSHG 7.91 0.433457 0.211451 4.591225
601126.XSHG 8.05 0.393812 0.145180 8.410636
601208.XSHG 8.60 0.310730 -0.166527 6.307674
601233.XSHG 7.10 0.512796 -0.739033 4.711656
601311.XSHG 13.72 0.389730 0.248777 5.017058
601369.XSHG 7.70 0.466867 -0.681562 4.855220
601388.XSHG 2.37 0.285125 -0.778520 4.078936
601515.XSHG 8.13 0.259248 -0.139084 4.649917
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.25 0.258272 -0.031023 4.822178
601608.XSHG 4.20 0.412246 -0.591457 4.436738
601666.XSHG 5.77 0.460509 -0.322890 3.974192
601678.XSHG 3.87 0.339550 -0.248589 3.950259
601717.XSHG 7.33 0.327037 0.043964 4.502695
601718.XSHG 5.42 0.469562 -0.485993 4.478377
601777.XSHG 8.52 0.242651 -0.140057 5.699543
601801.XSHG 8.22 0.365979 0.537977 4.533949
601872.XSHG 5.86 0.602633 -0.045547 3.941167
601880.XSHG 2.20 0.800337 1.774621 13.278073
601886.XSHG 7.48 0.266921 -0.158943 4.047581
601908.XSHG 5.63 0.444944 0.929132 8.671589
601965.XSHG 7.95 0.230256 0.675875 7.301398
601999.XSHG 10.37 0.448854 0.734393 5.893054
603001.XSHG 15.18 0.261046 -0.478069 4.625713
603077.XSHG 1.38 0.217753 -0.145830 3.733087
603366.XSHG 7.55 0.220423 -0.046577 3.955744
603766.XSHG 5.00 0.338003 0.289093 4.550303
[493 rows x 4 columns], datetime.date(2015, 1, 21): close r_vol r_skew r_kurt
000006.XSHE 5.80 0.324742 0.431617 3.810871
000012.XSHE 5.98 0.324508 1.431462 7.931311
000021.XSHE 8.81 0.660660 0.576452 5.301863
000028.XSHE 49.24 0.416050 1.360262 6.743827
000030.XSHE 6.07 0.512983 0.941857 6.665651
000031.XSHE 8.66 0.603571 0.609917 4.173683
000049.XSHE 34.11 0.512029 1.745302 9.583386
000050.XSHE 18.57 0.253812 -0.665836 3.032414
000062.XSHE 11.84 0.568094 0.843268 4.031542
000066.XSHE 7.94 0.951642 0.872499 5.947658
000078.XSHE 4.12 0.358477 0.329621 5.286640
000088.XSHE 9.41 0.477675 1.242594 9.392164
000090.XSHE 9.42 0.773685 0.859541 5.048140
000099.XSHE 14.06 0.497497 0.920292 6.216460
000415.XSHE 6.43 0.301305 1.417531 8.366686
000417.XSHE 7.37 0.442052 0.668797 4.287550
000418.XSHE 14.59 0.650855 1.402043 6.022919
000422.XSHE 7.11 0.320689 0.335664 3.665933
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.85 0.531591 0.935215 5.249755
000501.XSHE 12.24 0.503283 0.928097 5.573211
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 5.76 0.236224 -0.361142 4.204973
000511.XSHE 9.75 0.537613 0.606243 6.095872
000513.XSHE 21.68 0.309349 0.738209 4.257189
000519.XSHE 10.17 0.315537 1.317068 8.061812
000525.XSHE 15.35 0.382500 0.687990 5.105470
000528.XSHE 7.78 0.526850 0.606576 5.131132
000540.XSHE 3.18 0.602724 0.760369 4.568737
000541.XSHE 6.64 0.414889 1.215023 7.886068
... ... ... ... ...
601011.XSHG 4.21 0.282961 -0.113784 5.683955
601012.XSHG 4.81 0.564081 0.258868 3.539340
601099.XSHG 7.02 0.534970 -0.349575 8.381265
601101.XSHG 7.83 0.518662 0.547226 5.057164
601126.XSHG 8.53 0.389369 1.038822 4.651222
601208.XSHG 8.56 0.284397 0.413456 4.715476
601233.XSHG 7.01 0.682036 0.242060 4.056292
601311.XSHG 13.89 0.336452 0.931167 4.451830
601369.XSHG 7.75 0.422445 0.393987 3.568803
601388.XSHG 2.39 0.354542 0.474415 5.215942
601515.XSHG 8.64 0.354176 0.937612 5.656524
601519.XSHG 5.98 0.237998 2.095117 9.947875
601566.XSHG 10.74 0.269496 0.687916 5.470470
601608.XSHG 4.25 0.405398 0.642082 3.756259
601666.XSHG 5.63 0.424282 0.471132 4.271512
601678.XSHG 3.93 0.326909 0.719824 4.800967
601717.XSHG 7.12 0.426796 0.534252 6.690624
601718.XSHG 5.63 0.480941 0.932938 4.852825
601777.XSHG 9.01 0.388221 0.353037 6.429963
601801.XSHG 8.94 0.487110 0.814808 7.159835
601872.XSHG 5.69 0.509217 0.679926 6.530016
601880.XSHG 2.20 0.586918 0.498954 5.289949
601886.XSHG 7.43 0.302632 0.185290 3.574793
601908.XSHG 5.91 0.523288 1.641810 9.344493
601965.XSHG 8.34 0.311912 0.832163 4.629736
601999.XSHG 10.94 0.458126 0.459614 5.646855
603001.XSHG 15.64 0.321904 0.459825 4.092737
603077.XSHG 1.57 0.274931 0.223221 3.830948
603366.XSHG 7.82 0.254252 0.564841 4.666935
603766.XSHG 5.36 0.402545 0.195453 3.492845
[493 rows x 4 columns], datetime.date(2015, 1, 28): close r_vol r_skew r_kurt
000006.XSHE 6.08 0.418488 1.144013 8.469617
000012.XSHE 6.28 0.305820 1.286895 7.604929
000021.XSHE 8.31 0.352566 -0.087458 2.970352
000028.XSHE 50.97 0.328031 1.075337 6.938134
000030.XSHE 6.08 0.444223 -0.114091 4.875839
000031.XSHE 8.51 0.550042 0.850858 5.560872
000049.XSHE 36.47 0.372621 0.817869 6.383105
000050.XSHE 18.57 0.253812 -0.665836 3.032414
000062.XSHE 11.78 0.404804 0.100234 4.331231
000066.XSHE 7.80 0.492765 0.525956 4.202342
000078.XSHE 4.11 0.394227 1.034761 7.987404
000088.XSHE 9.71 0.380748 0.783725 6.069852
000090.XSHE 8.88 0.554868 0.488764 4.646546
000099.XSHE 13.72 0.321811 0.024893 3.574654
000415.XSHE 6.43 0.320469 1.657173 9.767353
000417.XSHE 7.72 0.396308 0.209737 3.432709
000418.XSHE 14.58 0.414664 0.403876 4.374775
000422.XSHE 7.26 0.273208 0.435929 3.529285
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.95 0.401008 0.636313 4.570836
000501.XSHE 12.19 0.443505 -0.384470 5.176880
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 5.76 0.207895 -0.208595 3.680107
000511.XSHE 9.21 0.358438 -0.290222 4.138164
000513.XSHE 21.50 0.213664 -0.306916 7.822792
000519.XSHE 10.57 0.699553 1.176769 12.090163
000525.XSHE 15.59 0.321652 0.213411 4.578290
000528.XSHE 7.90 0.409518 0.768541 6.030102
000540.XSHE 3.68 0.653505 0.495745 4.347366
000541.XSHE 6.95 0.300003 1.053401 6.132220
... ... ... ... ...
601012.XSHG 4.58 0.416625 0.209598 5.064028
601099.XSHG 7.05 0.470682 1.096703 8.187413
601101.XSHG 7.92 0.398189 0.339249 3.713274
601126.XSHG 8.68 0.322929 0.279492 3.983813
601208.XSHG 8.96 0.298841 0.305727 6.322923
601233.XSHG 7.46 0.541597 0.792040 4.223448
601311.XSHG 14.73 0.333325 -0.175479 4.562004
601369.XSHG 7.94 0.369542 0.084641 5.317853
601388.XSHG 2.53 0.352296 0.994501 7.850686
601515.XSHG 8.56 0.244608 0.114928 3.674063
601519.XSHG 8.76 0.106436 0.419023 1.989575
601566.XSHG 11.42 0.498604 0.942660 8.085175
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 5.65 0.390650 0.916204 6.147751
601678.XSHG 4.07 0.295253 0.499962 4.093851
601717.XSHG 7.12 0.358186 1.620052 6.487640
601718.XSHG 5.92 0.411715 0.463489 4.607608
601777.XSHG 9.19 0.273225 0.195465 3.820022
601801.XSHG 9.26 0.500142 0.434324 4.374889
601872.XSHG 5.55 0.411899 0.751197 6.187956
601880.XSHG 2.36 0.732830 2.090814 12.033929
601886.XSHG 7.66 0.248643 0.481011 4.134317
601908.XSHG 6.30 0.421087 0.370516 3.681576
601965.XSHG 8.36 0.230411 0.395891 4.340859
601999.XSHG 11.42 0.310820 0.095248 3.521430
603001.XSHG 15.75 0.342991 0.387237 3.818582
603077.XSHG 1.61 0.416930 0.714680 6.219436
603366.XSHG 8.21 0.263921 1.090220 5.702429
603555.XSHG 24.31 0.999304 0.694443 13.073823
603766.XSHG 5.30 0.307959 -0.067064 6.638301
[495 rows x 4 columns], datetime.date(2015, 2, 4): close r_vol r_skew r_kurt
000006.XSHE 5.88 0.273738 0.395594 4.081527
000012.XSHE 6.48 0.289194 0.523093 5.616182
000021.XSHE 8.50 0.370646 0.346607 4.813800
000028.XSHE 47.62 0.389877 -0.747332 6.999774
000030.XSHE 5.61 0.324825 -0.528825 3.431676
000031.XSHE 7.94 0.426108 -0.005847 4.163073
000049.XSHE 34.30 0.325885 -0.227063 5.075088
000050.XSHE 21.64 0.604359 1.014129 5.167747
000062.XSHE 13.62 0.603008 1.372349 6.808829
000066.XSHE 7.57 0.440117 -0.055785 4.195144
000078.XSHE 3.89 0.231499 -0.026728 3.715849
000088.XSHE 9.00 0.288260 -0.057808 3.900188
000090.XSHE 9.15 0.504569 1.102123 6.074584
000099.XSHE 12.99 0.244719 -0.160572 3.455919
000415.XSHE 6.43 0.320469 1.657173 9.767353
000417.XSHE 7.52 0.326431 0.069697 3.570955
000418.XSHE 14.28 0.522621 0.141912 3.432164
000422.XSHE 7.07 0.329876 0.690911 6.487006
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.73 0.311645 0.604341 4.966178
000501.XSHE 11.96 0.294079 0.469501 5.721385
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 5.76 0.207895 -0.208595 3.680107
000511.XSHE 9.29 0.380838 1.046824 6.958479
000513.XSHE 21.85 0.263150 0.842185 6.851444
000519.XSHE 10.58 0.231666 0.457775 5.899656
000525.XSHE 15.39 0.265824 0.288918 3.400292
000528.XSHE 7.44 0.362295 -0.233254 4.784646
000540.XSHE 3.84 0.580395 0.482242 3.488252
000541.XSHE 6.74 0.354378 0.623650 8.034185
... ... ... ... ...
601012.XSHG 5.09 0.441417 0.909377 6.409947
601099.XSHG 6.62 0.387174 -0.047393 3.785365
601101.XSHG 7.62 0.286155 0.065039 3.923301
601126.XSHG 8.35 0.271444 0.042888 3.168444
601208.XSHG 8.40 0.241490 -0.202779 4.387190
601233.XSHG 8.36 0.679458 1.031541 7.528272
601311.XSHG 14.06 0.307341 0.146362 6.300582
601369.XSHG 7.60 0.281372 -0.460492 3.442558
601388.XSHG 2.44 0.261460 0.277522 3.954200
601515.XSHG 8.50 0.234774 -0.047065 4.656623
601519.XSHG 14.11 0.000000 0.000000 0.000000
601566.XSHG 10.93 0.275245 -0.138087 4.268206
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 5.53 0.332102 0.166454 3.746630
601678.XSHG 4.03 0.311231 0.624017 4.876348
601717.XSHG 7.23 0.501415 -0.589506 5.224629
601718.XSHG 5.46 0.300254 -0.518728 3.528576
601777.XSHG 8.64 0.235070 -0.196911 5.525868
601801.XSHG 8.97 0.390335 0.076039 4.130280
601872.XSHG 5.48 0.429777 0.696316 5.132772
601880.XSHG 2.17 0.384028 -0.042200 3.115729
601886.XSHG 7.61 0.218117 0.932642 7.055749
601908.XSHG 5.80 0.407453 -0.226704 5.519639
601965.XSHG 8.62 0.236228 0.731280 4.174255
601999.XSHG 11.26 0.341629 0.189704 4.022916
603001.XSHG 15.71 0.306992 0.566188 5.305113
603077.XSHG 1.53 0.259012 0.148186 3.643985
603366.XSHG 7.84 0.259512 0.017345 3.475587
603555.XSHG 24.04 0.598337 0.332063 4.006474
603766.XSHG 5.01 0.242566 -0.057518 4.814332
[496 rows x 4 columns], datetime.date(2015, 2, 11): close r_vol r_skew r_kurt
000006.XSHE 5.85 0.252029 0.245971 3.880521
000012.XSHE 6.47 0.294958 0.344210 4.428540
000021.XSHE 8.02 0.335498 0.039171 3.835249
000028.XSHE 48.75 0.675846 1.946618 14.315530
000030.XSHE 5.74 0.283225 0.412345 4.325069
000031.XSHE 8.21 0.450192 0.556653 4.817198
000049.XSHE 34.70 0.243857 0.773324 7.332894
000050.XSHE 20.26 0.429462 0.117037 4.599471
000062.XSHE 15.51 0.979907 0.637812 6.400935
000066.XSHE 7.32 0.560778 0.641465 5.341037
000078.XSHE 3.86 0.238291 0.546437 5.149836
000088.XSHE 9.06 0.281606 0.388071 4.586050
000090.XSHE 8.29 0.461641 -0.553171 4.727530
000099.XSHE 12.85 0.244942 0.029801 4.448177
000415.XSHE 6.43 0.320469 1.657173 9.767353
000417.XSHE 7.27 0.275805 0.040327 4.196667
000418.XSHE 14.32 0.474382 0.146549 3.312090
000422.XSHE 6.90 0.304571 0.042052 4.664324
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.62 0.270299 -0.436324 4.492428
000501.XSHE 11.96 0.316261 0.278217 4.608357
000506.XSHE 6.97 0.479630 0.644348 3.911513
000510.XSHE 5.76 0.207895 -0.208595 3.680107
000511.XSHE 8.86 0.339554 -0.201995 5.506280
000513.XSHE 20.87 0.282109 0.407185 5.623470
000519.XSHE 10.05 0.262439 -0.309253 4.355566
000525.XSHE 14.71 0.231472 -0.293425 3.349646
000528.XSHE 7.20 0.315310 0.075422 3.286306
000540.XSHE 3.73 0.584301 -0.058417 3.618267
000541.XSHE 6.61 0.249220 0.137174 3.574912
... ... ... ... ...
601099.XSHG 6.99 0.415733 0.165410 3.511839
601101.XSHG 7.64 0.409011 -0.287357 3.453718
601126.XSHG 8.12 0.249115 -0.561578 4.700420
601208.XSHG 8.23 0.170011 -0.258496 3.774033
601233.XSHG 7.65 0.587687 -0.125307 4.111932
601311.XSHG 13.70 0.236141 -0.155149 3.446054
601369.XSHG 7.51 0.246048 -0.063981 4.051116
601388.XSHG 2.35 0.273688 -0.365645 3.561286
601515.XSHG 8.13 0.226630 -0.533089 4.758035
601519.XSHG 21.56 0.676699 0.713177 2.701839
601566.XSHG 11.05 0.250188 0.145178 3.538138
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 5.33 0.282687 0.155929 4.346747
601678.XSHG 3.95 0.244379 0.150105 4.611707
601717.XSHG 7.21 0.343544 -0.119705 4.594039
601718.XSHG 5.73 0.329192 0.670405 4.670111
601777.XSHG 8.72 0.254602 0.244189 5.593149
601801.XSHG 9.20 0.450736 0.152370 3.452589
601872.XSHG 5.10 0.495561 -0.172796 4.116167
601880.XSHG 2.10 0.353337 0.251844 4.083326
601886.XSHG 7.41 0.242197 -0.120494 4.554235
601908.XSHG 5.57 0.425836 -0.145686 4.491604
601965.XSHG 8.31 0.235859 0.332736 3.808468
601999.XSHG 11.69 0.371890 0.950530 4.678687
603001.XSHG 15.47 0.282880 -0.475549 5.881700
603005.XSHG 54.10 0.577673 0.805476 5.808488
603077.XSHG 1.53 0.246712 0.072478 4.628228
603366.XSHG 7.83 0.260966 0.319383 4.691763
603555.XSHG 22.50 0.650203 0.372285 4.572156
603766.XSHG 5.03 0.282326 0.636096 5.406048
[497 rows x 4 columns], datetime.date(2015, 2, 25): close r_vol r_skew r_kurt
000006.XSHE 6.02 0.186687 0.303447 2.951075
000012.XSHE 6.35 0.236042 0.014737 3.338337
000021.XSHE 8.71 0.306140 0.631046 4.969054
000028.XSHE 49.63 0.250584 0.154936 4.882153
000030.XSHE 5.75 0.209183 0.823788 5.487663
000031.XSHE 8.72 0.475135 1.456523 7.799201
000049.XSHE 37.26 0.279682 0.834124 5.415602
000050.XSHE 22.14 0.388784 1.430531 7.528937
000062.XSHE 14.59 0.595526 -0.338472 5.351756
000066.XSHE 8.15 0.504691 0.690857 5.032714
000078.XSHE 4.05 0.217313 1.173968 5.293985
000088.XSHE 9.54 0.280526 0.720894 7.461660
000090.XSHE 8.48 0.439037 -0.145581 4.086381
000099.XSHE 13.20 0.214997 0.184504 6.452435
000415.XSHE 6.43 0.320469 1.657173 9.767353
000417.XSHE 7.29 0.263840 0.087779 4.430264
000418.XSHE 14.64 0.409884 0.659121 5.382444
000422.XSHE 7.24 0.240292 0.718640 5.828240
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.76 0.229599 0.417789 4.140529
000501.XSHE 12.16 0.220834 0.675353 4.524859
000506.XSHE 5.72 0.412320 0.093940 2.899256
000510.XSHE 5.76 0.207895 -0.208595 3.680107
000511.XSHE 9.20 0.276840 0.496984 5.031957
000513.XSHE 21.17 0.153388 0.254496 5.664787
000519.XSHE 10.72 0.188618 0.753854 6.022509
000525.XSHE 15.51 0.193614 0.636449 4.401851
000528.XSHE 7.47 0.237530 0.707789 5.893931
000540.XSHE 4.58 0.546980 0.391259 4.071622
000541.XSHE 6.96 0.227019 0.555958 5.225645
... ... ... ... ...
601099.XSHG 7.03 0.229765 0.514926 4.206534
601101.XSHG 7.62 0.207298 -0.281008 4.164299
601126.XSHG 8.32 0.185796 -0.150616 3.948242
601208.XSHG 8.52 0.192783 1.446433 8.912265
601233.XSHG 8.36 0.530870 0.530074 6.478711
601311.XSHG 14.57 0.264811 0.995076 5.632918
601369.XSHG 7.55 0.180108 0.388006 3.739343
601388.XSHG 2.48 0.228040 0.950267 5.306211
601515.XSHG 8.70 0.376184 1.166225 7.261225
601519.XSHG 22.50 0.791301 -0.150906 4.357406
601566.XSHG 10.94 0.195299 -0.067879 5.228518
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 5.42 0.220965 0.262950 3.280557
601678.XSHG 4.26 0.298801 1.406473 9.334036
601717.XSHG 7.60 0.252896 0.619129 4.613377
601718.XSHG 6.00 0.279102 0.713826 5.102370
601777.XSHG 9.12 0.232052 0.194030 4.595873
601801.XSHG 9.85 0.471712 0.538762 6.175453
601872.XSHG 5.30 0.379592 1.641483 9.121987
601880.XSHG 2.28 0.406038 1.137752 6.148950
601886.XSHG 7.75 0.287236 1.425399 9.108753
601908.XSHG 6.24 0.376782 1.046415 4.328116
601965.XSHG 8.51 0.215578 0.165361 4.516359
601999.XSHG 13.27 0.479718 1.093431 6.362521
603001.XSHG 15.87 0.207125 0.143775 4.843991
603005.XSHG 59.45 0.580478 0.256824 4.744799
603077.XSHG 1.57 0.230774 -0.541080 7.993812
603366.XSHG 8.49 0.322292 0.482286 11.036727
603555.XSHG 23.29 0.516910 0.506115 4.333698
603766.XSHG 5.33 0.284545 0.538402 6.126679
[497 rows x 4 columns], datetime.date(2015, 3, 4): close r_vol r_skew r_kurt
000006.XSHE 6.14 0.250184 0.200905 4.560089
000012.XSHE 6.90 0.435883 1.052278 6.025320
000021.XSHE 9.23 0.449009 0.925609 6.289259
000028.XSHE 49.43 0.190523 0.236224 4.272228
000030.XSHE 6.06 0.280980 1.100219 6.676176
000031.XSHE 8.48 0.376275 0.372913 6.832059
000049.XSHE 36.08 0.359499 -0.422434 9.221030
000050.XSHE 22.00 0.316684 -0.174132 5.709631
000062.XSHE 19.26 0.705170 1.341449 7.565866
000066.XSHE 11.10 0.920546 2.463066 15.103729
000078.XSHE 4.28 0.324126 0.818630 4.795463
000088.XSHE 9.81 0.409934 1.379926 7.542814
000090.XSHE 9.16 0.391537 0.090034 6.451689
000099.XSHE 13.63 0.216347 0.338768 3.910718
000415.XSHE 6.43 0.320469 1.657173 9.767353
000417.XSHE 7.87 0.275823 0.871571 5.112608
000418.XSHE 14.55 0.300870 0.243986 3.262070
000422.XSHE 7.32 0.210844 0.243713 3.095233
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.77 0.216029 -0.415254 4.395298
000501.XSHE 12.79 0.306042 0.607571 5.973784
000506.XSHE 6.06 0.261656 0.464578 3.900151
000510.XSHE 5.76 0.207895 -0.208595 3.680107
000511.XSHE 10.53 0.490684 1.095872 5.411197
000513.XSHE 22.45 0.265953 0.717807 7.136350
000519.XSHE 11.01 0.253721 0.966761 7.809015
000525.XSHE 16.05 0.222828 0.604280 5.533692
000528.XSHE 8.08 0.532579 1.183657 7.587821
000540.XSHE 4.52 0.483528 0.273492 4.317661
000541.XSHE 7.67 0.326243 0.902507 5.878957
... ... ... ... ...
601099.XSHG 7.16 0.351123 0.512800 4.723996
601101.XSHG 7.84 0.276427 0.840433 5.014447
601126.XSHG 8.66 0.227033 0.405212 4.082819
601208.XSHG 8.89 0.180627 0.295669 3.435369
601233.XSHG 9.12 0.513453 1.073467 6.367711
601311.XSHG 14.90 0.338588 0.803121 4.791254
601369.XSHG 8.01 0.274732 0.520336 4.645404
601388.XSHG 2.66 0.315523 1.185345 5.878404
601515.XSHG 8.80 0.250263 0.911080 6.485193
601519.XSHG 25.77 0.822192 1.098883 8.521785
601566.XSHG 11.49 0.179387 0.594359 3.582347
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 5.64 0.274055 0.831721 4.755345
601678.XSHG 4.43 0.348331 0.894027 6.406799
601717.XSHG 7.82 0.263117 0.367403 3.415606
601718.XSHG 6.73 0.526296 0.689649 4.718185
601777.XSHG 9.81 0.248211 0.963711 4.645808
601801.XSHG 11.59 0.561963 0.607318 5.545542
601872.XSHG 5.50 0.391350 0.629535 5.152618
601880.XSHG 2.31 0.652775 1.086993 10.752934
601886.XSHG 7.99 0.268905 0.444573 6.617335
601908.XSHG 7.04 0.537706 0.420192 4.667559
601965.XSHG 9.38 0.443886 0.951793 5.871289
601999.XSHG 13.62 0.320214 0.270922 3.445912
603001.XSHG 16.54 0.213520 0.813878 4.818865
603005.XSHG 57.76 0.367141 -0.283332 4.043187
603077.XSHG 1.70 0.257873 1.011082 5.697652
603366.XSHG 8.58 0.266143 -0.119458 4.061336
603555.XSHG 27.31 0.630262 0.835131 6.017947
603766.XSHG 5.61 0.320572 0.925738 7.637788
[497 rows x 4 columns], datetime.date(2015, 3, 11): close r_vol r_skew r_kurt
000006.XSHE 6.43 0.382410 1.680453 10.188651
000012.XSHE 7.16 0.451794 0.779746 5.510771
000021.XSHE 9.22 0.406197 -0.178365 3.274718
000028.XSHE 51.64 0.291913 0.338231 4.534351
000030.XSHE 5.93 0.254603 -0.639024 4.449245
000031.XSHE 8.25 0.248573 0.006397 3.818008
000049.XSHE 38.61 0.598899 0.763990 7.197645
000050.XSHE 21.99 0.340582 0.485660 4.896435
000062.XSHE 18.57 0.695649 0.564774 4.140505
000066.XSHE 12.47 0.962929 1.377274 12.020100
000078.XSHE 4.21 0.372828 0.622144 7.362144
000088.XSHE 9.88 0.306773 0.373744 6.841109
000090.XSHE 8.91 0.345984 0.159562 5.657643
000099.XSHE 13.47 0.246174 0.410359 4.643790
000415.XSHE 6.43 0.320469 1.657173 9.767353
000417.XSHE 9.48 0.775094 1.857270 13.600190
000418.XSHE 14.61 0.250600 0.636333 4.916297
000422.XSHE 7.43 0.215720 0.385658 4.434627
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.71 0.250578 0.317948 4.113256
000501.XSHE 12.58 0.234751 0.183902 4.454736
000506.XSHE 6.49 0.572723 0.937876 6.328059
000510.XSHE 5.76 0.207895 -0.208595 3.680107
000511.XSHE 10.19 0.520920 -0.071612 5.806757
000513.XSHE 22.12 0.409177 -0.745081 6.102710
000519.XSHE 10.88 0.167010 -0.270231 4.992038
000525.XSHE 16.33 0.272623 0.490813 4.551592
000528.XSHE 7.95 0.373770 1.508194 8.258292
000540.XSHE 4.48 0.506046 0.773650 5.238442
000541.XSHE 7.76 0.470031 0.322076 5.315314
... ... ... ... ...
601099.XSHG 6.90 0.374385 0.441954 4.612928
601101.XSHG 7.88 0.241213 0.673672 4.574053
601126.XSHG 9.30 0.346026 0.961419 6.197216
601208.XSHG 9.87 0.546350 1.503621 8.849124
601233.XSHG 8.29 0.439647 0.512015 6.048088
601311.XSHG 14.50 0.307760 0.262026 3.387414
601369.XSHG 8.20 0.329953 0.670373 4.851714
601388.XSHG 2.58 0.357445 0.004844 4.336134
601515.XSHG 9.97 0.655585 1.084951 7.070440
601519.XSHG 24.87 0.608096 0.094001 3.184145
601566.XSHG 11.36 0.240880 0.311688 5.181487
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 5.64 0.271132 0.639462 3.803211
601678.XSHG 4.67 0.285162 0.782186 4.359487
601717.XSHG 8.04 0.358921 -0.127820 4.942263
601718.XSHG 6.24 0.343229 -0.366434 4.749028
601777.XSHG 9.87 0.333735 0.329389 6.511395
601801.XSHG 10.77 0.482189 -0.119283 4.144061
601872.XSHG 5.75 0.424822 1.180108 6.108664
601880.XSHG 2.28 0.346083 1.321350 8.442562
601886.XSHG 8.53 0.362858 1.033576 6.986133
601908.XSHG 6.72 0.486983 -0.057257 4.969384
601965.XSHG 9.35 0.284087 0.673510 5.937143
601999.XSHG 13.01 0.265891 0.237068 3.429813
603001.XSHG 18.74 0.591772 1.410429 6.893176
603005.XSHG 53.15 0.344078 0.401724 4.809223
603077.XSHG 1.69 0.284804 -0.138844 7.569719
603366.XSHG 8.62 0.309388 0.211211 5.013225
603555.XSHG 27.79 0.769559 0.674623 5.348322
603766.XSHG 6.00 0.445105 0.472628 5.231209
[497 rows x 4 columns], datetime.date(2015, 3, 18): close r_vol r_skew r_kurt
000006.XSHE 6.73 0.272485 0.839504 4.652320
000012.XSHE 7.59 0.304289 0.358250 4.455365
000021.XSHE 10.86 0.660358 1.515298 7.096502
000028.XSHE 54.74 0.329092 0.344992 5.824471
000030.XSHE 6.26 0.256929 0.363563 4.191544
000031.XSHE 8.89 0.320578 1.611415 7.745725
000049.XSHE 39.52 0.303522 1.251939 6.356190
000050.XSHE 23.62 0.297395 0.574342 3.975384
000062.XSHE 18.04 0.358943 -2.525978 12.669898
000066.XSHE 16.00 0.859932 1.584559 7.894368
000078.XSHE 4.51 0.364482 1.483213 7.955153
000088.XSHE 10.89 0.420968 1.242920 6.231204
000090.XSHE 9.31 0.403452 1.335434 8.452213
000099.XSHE 15.54 0.615565 1.894681 9.564008
000415.XSHE 6.43 0.320469 1.657173 9.767353
000417.XSHE 9.51 0.549778 0.997476 6.722935
000418.XSHE 15.17 0.282929 0.731851 4.785798
000422.XSHE 7.97 0.237701 0.641363 4.042705
000426.XSHE 5.94 0.572842 0.801550 4.885151
000488.XSHE 3.99 0.253189 1.146595 7.166406
000501.XSHE 12.97 0.265359 0.834200 6.293517
000506.XSHE 6.91 0.674148 1.953127 13.821126
000510.XSHE 5.76 0.207895 -0.208595 3.680107
000511.XSHE 11.23 0.582753 1.101405 7.605235
000513.XSHE 23.64 0.280183 0.701783 4.427102
000519.XSHE 11.42 0.197153 0.265876 5.272970
000525.XSHE 17.09 0.300190 0.439182 4.396113
000528.XSHE 8.78 0.481806 1.559147 8.705000
000540.XSHE 5.09 0.486201 0.725886 5.603493
000541.XSHE 8.40 0.412938 0.769677 4.962922
... ... ... ... ...
601099.XSHG 7.48 0.313354 1.192842 6.214360
601101.XSHG 8.61 0.360106 0.753681 5.071673
601126.XSHG 9.76 0.324168 0.635848 4.226664
601208.XSHG 9.98 0.332951 0.588216 4.652496
601233.XSHG 8.70 0.390823 0.484419 4.768427
601311.XSHG 16.84 0.494955 1.167245 7.325883
601369.XSHG 8.75 0.245556 0.645385 4.750844
601388.XSHG 2.79 0.265986 0.779221 3.978309
601515.XSHG 10.65 0.445433 0.776998 5.772405
601519.XSHG 26.37 0.663210 0.212952 6.530770
601566.XSHG 12.15 0.241846 0.652853 3.713373
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 6.14 0.321152 0.685238 4.195018
601678.XSHG 4.85 0.265537 0.572589 3.729607
601717.XSHG 8.41 0.255448 0.642318 4.172808
601718.XSHG 6.67 0.294221 0.656786 5.622637
601777.XSHG 11.04 0.440113 0.438029 5.238521
601801.XSHG 11.61 0.385969 0.215291 5.027014
601872.XSHG 6.85 0.615581 1.353845 9.077555
601880.XSHG 2.66 0.544254 1.864243 11.732274
601886.XSHG 9.31 0.448622 0.775994 5.482990
601908.XSHG 7.41 0.418085 0.516516 4.504255
601965.XSHG 10.18 0.388641 0.654872 4.972538
601999.XSHG 13.46 0.215367 0.422859 3.770366
603001.XSHG 18.67 0.369100 0.360067 4.629929
603005.XSHG 56.98 0.324724 0.426610 3.963110
603077.XSHG 2.00 0.505481 1.143416 8.621270
603366.XSHG 9.30 0.323224 0.805742 5.775779
603555.XSHG 31.01 0.696753 0.907869 5.016122
603766.XSHG 6.15 0.374291 0.523789 4.358296
[497 rows x 4 columns], datetime.date(2015, 3, 25): close r_vol r_skew r_kurt
000006.XSHE 7.24 0.484551 0.272209 5.072619
000012.XSHE 7.59 0.482831 2.031443 6.790806
000021.XSHE 11.72 0.788118 0.615188 5.758150
000028.XSHE 57.61 0.549331 1.303304 8.133701
000030.XSHE 7.02 0.570707 0.411404 4.643541
000031.XSHE 9.14 0.641319 1.439027 9.736551
000049.XSHE 40.77 0.438357 0.335969 5.475702
000050.XSHE 27.01 0.524112 0.793735 8.197255
000062.XSHE 18.04 0.358943 -2.525978 12.669898
000066.XSHE 18.16 1.092531 0.763391 6.106829
000078.XSHE 4.71 0.400791 2.779522 16.523361
000088.XSHE 11.17 0.521434 0.319591 5.039387
000090.XSHE 9.74 0.531500 0.949377 5.331077
000099.XSHE 16.08 0.509559 0.771760 5.356099
000415.XSHE 6.43 0.320469 1.657173 9.767353
000417.XSHE 9.27 0.502140 0.898022 7.133286
000418.XSHE 15.64 0.351226 0.267073 7.945254
000422.XSHE 7.95 0.322145 0.199809 6.840998
000426.XSHE 6.53 0.512365 0.641240 3.908121
000488.XSHE 4.01 0.321125 0.500197 5.010057
000501.XSHE 13.06 0.248968 -0.171532 4.023610
000506.XSHE 6.80 0.368848 0.024131 4.015105
000510.XSHE 5.76 0.207895 -0.208595 3.680107
000511.XSHE 11.42 0.541980 0.666919 5.824943
000513.XSHE 25.00 0.409110 0.497291 4.988717
000519.XSHE 12.88 0.594063 0.632470 5.569910
000525.XSHE 18.93 0.522627 0.528199 4.180632
000528.XSHE 8.82 0.475945 0.313672 5.414108
000540.XSHE 6.50 0.633019 2.098827 12.975801
000541.XSHE 8.19 0.426792 0.351017 3.586777
... ... ... ... ...
601099.XSHG 7.91 0.546387 0.544508 4.468603
601101.XSHG 8.86 0.398574 0.666359 4.841652
601126.XSHG 11.39 0.595019 0.843452 4.862320
601208.XSHG 10.23 0.426599 0.292957 5.315984
601233.XSHG 8.38 0.460681 0.427393 4.805133
601311.XSHG 17.34 0.480150 0.443334 5.112687
601369.XSHG 9.04 0.400904 0.829569 5.771821
601388.XSHG 2.87 0.388825 0.427684 4.376004
601515.XSHG 10.27 0.392801 -0.241994 4.842954
601519.XSHG 31.48 0.828931 0.871628 4.249917
601566.XSHG 12.14 0.344931 0.265411 4.231318
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 6.06 0.344069 0.350987 3.784225
601678.XSHG 4.94 0.382848 0.190635 4.672477
601717.XSHG 9.03 0.464746 0.636420 4.830157
601718.XSHG 6.61 0.389935 0.208267 4.747773
601777.XSHG 11.34 0.482230 0.563774 4.599721
601801.XSHG 13.27 0.663203 0.672896 4.428984
601872.XSHG 6.57 0.487820 0.495583 4.326366
601880.XSHG 2.98 0.937609 1.603768 8.636885
601886.XSHG 10.10 0.665088 -0.102016 5.509649
601908.XSHG 7.56 0.490863 0.490391 4.151674
601965.XSHG 11.14 0.518908 0.366678 5.613475
601999.XSHG 13.11 0.408547 0.106459 4.226038
603001.XSHG 19.07 0.466766 0.124325 5.015279
603005.XSHG 58.30 0.392790 0.842483 6.565485
603077.XSHG 2.01 0.648995 0.708080 5.606758
603366.XSHG 10.03 0.446265 0.694306 4.929373
603555.XSHG 33.40 0.580850 0.484811 4.131684
603766.XSHG 6.61 0.586508 0.461621 4.605782
[497 rows x 4 columns], datetime.date(2015, 4, 1): close r_vol r_skew r_kurt
000006.XSHE 8.26 0.663146 0.606090 4.425728
000012.XSHE 7.59 0.482831 2.031443 6.790806
000021.XSHE 11.35 0.435842 0.704603 5.403614
000028.XSHE 62.91 0.496195 0.723693 5.077160
000030.XSHE 7.33 0.608938 0.084525 3.830483
000031.XSHE 9.77 0.597723 0.950886 6.214278
000049.XSHE 41.03 0.377991 0.434982 5.044590
000050.XSHE 26.41 0.450576 0.927569 6.585985
000062.XSHE 18.04 0.358943 -2.525978 12.669898
000066.XSHE 17.53 0.670373 0.875545 5.101911
000078.XSHE 5.58 0.540792 2.313409 13.921685
000088.XSHE 11.02 0.369943 0.233295 5.501308
000090.XSHE 9.98 0.571517 0.001394 4.373511
000099.XSHE 16.93 0.477977 0.595653 5.533595
000415.XSHE 6.43 0.320469 1.657173 9.767353
000417.XSHE 10.46 0.435309 0.938002 6.343534
000418.XSHE 16.64 0.476660 1.345899 9.301970
000422.XSHE 8.39 0.340994 0.494025 4.785559
000426.XSHE 7.19 0.517405 1.170168 8.758200
000488.XSHE 4.15 0.273898 0.545710 5.186785
000501.XSHE 13.82 0.397082 1.224186 7.776444
000506.XSHE 6.90 0.375663 0.813739 3.519337
000510.XSHE 5.76 0.207895 -0.208595 3.680107
000511.XSHE 12.07 0.519685 1.298539 6.802666
000513.XSHE 26.77 0.625773 0.891457 7.929969
000519.XSHE 12.72 0.435294 0.704598 5.995113
000525.XSHE 17.76 0.322113 0.692434 4.739687
000528.XSHE 9.75 0.575707 1.071403 6.596697
000540.XSHE 8.84 0.918704 0.612261 5.695022
000541.XSHE 9.02 0.790728 1.934561 6.981518
... ... ... ... ...
601099.XSHG 8.28 0.497661 1.112975 6.240264
601101.XSHG 8.88 0.461134 0.297006 3.762316
601126.XSHG 13.35 0.796915 1.224995 5.849119
601208.XSHG 10.63 0.412053 0.811788 5.780827
601233.XSHG 8.90 0.398404 0.695603 4.781300
601311.XSHG 20.42 0.474520 0.444818 2.548253
601369.XSHG 9.19 0.368482 0.329444 4.221854
601388.XSHG 2.87 0.319190 -0.151706 3.336579
601515.XSHG 10.59 0.426115 1.370327 11.049765
601519.XSHG 29.68 0.848457 0.380643 4.364617
601566.XSHG 13.34 0.375857 0.543855 5.608399
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 6.30 0.332099 0.526539 3.829377
601678.XSHG 5.43 0.338041 0.669927 4.315390
601717.XSHG 9.11 0.500344 0.558098 6.489092
601718.XSHG 6.79 0.464043 -0.128278 5.094439
601777.XSHG 12.19 0.433827 1.031453 5.892050
601801.XSHG 13.12 0.539597 0.378245 5.416568
601872.XSHG 6.56 0.429517 0.821645 7.212305
601880.XSHG 2.91 0.512222 0.647154 5.561873
601886.XSHG 10.49 0.435822 0.663240 4.424658
601908.XSHG 8.45 0.570859 0.121901 4.936059
601965.XSHG 11.79 0.539537 0.255456 4.909600
601999.XSHG 13.96 0.297435 0.353786 3.706529
603001.XSHG 19.99 0.452499 0.204578 4.929387
603005.XSHG 56.30 0.351053 -0.234470 5.411710
603077.XSHG 2.02 0.334125 0.442691 5.527497
603366.XSHG 11.63 0.674964 1.762070 9.552513
603555.XSHG 33.55 0.647585 0.605049 4.934269
603766.XSHG 6.84 0.410577 0.419995 3.565072
[497 rows x 4 columns], datetime.date(2015, 4, 9): close r_vol r_skew r_kurt
000006.XSHE 10.10 0.859820 1.050856 5.222215
000012.XSHE 7.59 0.482831 2.031443 6.790806
000021.XSHE 11.11 0.528649 0.126120 4.684172
000028.XSHE 70.25 0.762358 0.740692 6.318161
000030.XSHE 7.11 0.478149 0.260624 5.809352
000031.XSHE 10.73 0.531509 0.351607 4.452161
000049.XSHE 40.27 0.478872 0.068536 5.256675
000050.XSHE 25.19 0.496130 0.113353 10.420954
000062.XSHE 18.04 0.358943 -2.525978 12.669898
000066.XSHE 15.89 0.623267 -0.644094 5.507546
000078.XSHE 7.63 0.940339 1.691370 8.613557
000088.XSHE 11.84 0.412827 0.825030 5.800723
000090.XSHE 12.42 0.899920 1.396251 8.328667
000099.XSHE 15.68 0.415196 -0.101229 3.914332
000415.XSHE 6.43 0.320469 1.657173 9.767353
000417.XSHE 9.94 0.462230 -0.123014 4.499563
000418.XSHE 16.22 0.363635 0.559876 4.320329
000422.XSHE 8.40 0.427404 -0.111272 3.915330
000426.XSHE 7.48 0.634239 1.194073 6.967792
000488.XSHE 4.68 0.550404 0.169361 4.969906
000501.XSHE 14.19 0.459921 0.488298 5.554226
000506.XSHE 6.90 0.383914 0.860183 3.519179
000510.XSHE 5.76 0.207895 -0.208595 3.680107
000511.XSHE 11.60 0.491480 0.493094 6.003659
000513.XSHE 28.99 0.619220 0.022667 5.153612
000519.XSHE 12.37 0.428967 0.255269 5.004044
000525.XSHE 17.75 0.479947 0.363779 4.202229
000528.XSHE 9.58 0.492971 0.171133 6.397819
000540.XSHE 8.50 0.616015 1.671272 8.482734
000541.XSHE 9.10 0.620037 0.365756 5.647539
... ... ... ... ...
601099.XSHG 8.86 0.659996 0.340236 3.835044
601101.XSHG 8.97 0.445055 0.062118 4.922538
601126.XSHG 12.05 0.720579 -0.863330 6.224718
601208.XSHG 11.14 0.564956 0.410330 6.328645
601233.XSHG 10.65 0.812959 1.507722 10.971624
601311.XSHG 21.02 0.855778 -0.352026 6.306973
601369.XSHG 9.20 0.490229 -0.277957 4.955311
601388.XSHG 3.19 0.605967 0.846552 4.613400
601515.XSHG 12.15 0.811984 0.805966 7.273571
601519.XSHG 29.70 0.557310 0.246351 5.413575
601566.XSHG 15.12 0.618163 1.138667 5.705307
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 6.65 0.435507 0.714618 5.956164
601678.XSHG 5.82 0.625374 -0.208383 5.167493
601717.XSHG 9.41 0.476653 0.494213 5.289387
601718.XSHG 7.21 0.549399 0.924482 6.247420
601777.XSHG 12.51 0.647490 0.260306 4.115266
601801.XSHG 12.94 0.570363 0.409677 4.238650
601872.XSHG 7.56 0.697676 1.260379 7.301577
601880.XSHG 2.84 0.414909 0.213140 6.364528
601886.XSHG 11.76 0.735330 0.991627 5.186727
601908.XSHG 9.31 0.584974 0.322150 4.898142
601965.XSHG 11.61 0.604269 -0.075060 7.314876
601999.XSHG 14.70 0.637465 0.635123 4.785692
603001.XSHG 19.10 0.408299 0.169335 3.970532
603005.XSHG 53.23 0.516625 -0.109082 4.276441
603077.XSHG 2.03 0.601872 -0.023311 6.479648
603366.XSHG 11.63 0.759194 0.361200 5.383288
603555.XSHG 35.16 0.828025 0.427696 4.975052
603766.XSHG 6.78 0.674780 -0.205830 6.323070
[496 rows x 4 columns], datetime.date(2015, 4, 16): close r_vol r_skew r_kurt
000006.XSHE 9.70 0.706048 0.366289 4.495231
000012.XSHE 7.59 0.482831 2.031443 6.790806
000021.XSHE 11.78 0.558857 0.975671 4.623512
000028.XSHE 74.95 0.871353 0.950060 6.226899
000030.XSHE 7.39 0.448522 0.697586 5.921245
000031.XSHE 11.40 0.934445 1.084825 7.039341
000049.XSHE 38.72 0.401916 -0.206930 4.995410
000050.XSHE 25.26 0.452769 0.894367 5.113957
000062.XSHE 18.04 0.358943 -2.525978 12.669898
000066.XSHE 14.88 0.645122 1.027436 7.315060
000078.XSHE 8.15 1.155755 0.289391 6.812860
000088.XSHE 11.44 0.584224 0.863932 6.921925
000090.XSHE 13.69 0.774452 0.804568 5.320513
000099.XSHE 16.97 0.557427 1.491302 8.945704
000415.XSHE 6.43 0.320469 1.657173 9.767353
000417.XSHE 9.97 0.425850 0.541725 4.852781
000418.XSHE 16.33 0.386618 0.159906 5.793420
000422.XSHE 8.64 0.428458 0.689760 4.644550
000426.XSHE 6.92 0.342881 -0.112554 3.064128
000488.XSHE 5.05 0.679070 1.408448 9.190023
000501.XSHE 16.25 0.604239 0.553264 4.842680
000506.XSHE 6.90 0.383914 0.860183 3.519179
000511.XSHE 12.21 0.565001 1.782908 10.424412
000513.XSHE 32.60 0.856330 0.773358 5.805934
000519.XSHE 12.57 0.467914 0.838931 5.147769
000525.XSHE 19.67 0.653466 1.609017 7.539310
000528.XSHE 9.61 0.462771 1.062612 5.938990
000540.XSHE 7.81 0.574202 0.554978 7.236867
000541.XSHE 9.15 0.444806 -0.061397 4.296387
000543.XSHE 8.56 0.562525 1.024792 8.006537
... ... ... ... ...
601099.XSHG 8.46 0.484725 0.383144 4.830431
601101.XSHG 9.15 0.437378 0.415291 4.122048
601126.XSHG 12.87 0.555441 0.210841 4.860942
601208.XSHG 11.05 0.398716 0.064118 4.121480
601233.XSHG 11.27 0.720253 0.518739 4.930553
601311.XSHG 20.20 0.556443 0.517839 3.660309
601369.XSHG 10.38 0.680142 0.912665 4.469715
601388.XSHG 3.50 0.817411 0.933447 4.544427
601515.XSHG 12.04 0.682696 0.298393 4.260019
601519.XSHG 29.70 0.677577 -0.440199 4.704203
601566.XSHG 15.89 0.672007 0.355587 4.422661
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 6.77 0.416144 0.168627 3.494727
601678.XSHG 5.80 0.561258 0.760603 4.583192
601717.XSHG 10.44 0.755663 0.925083 7.209829
601718.XSHG 7.79 0.691606 1.768722 9.266004
601777.XSHG 13.74 0.736814 1.239731 6.478073
601801.XSHG 13.21 0.481581 1.040090 6.641895
601872.XSHG 7.66 0.823544 1.032000 5.365603
601880.XSHG 3.03 0.666832 0.936061 5.814761
601886.XSHG 11.48 0.587872 0.678379 5.521822
601908.XSHG 9.13 0.633957 1.014386 5.899183
601965.XSHG 11.86 0.410932 0.414318 3.952867
601999.XSHG 14.77 0.648673 1.365956 12.785888
603001.XSHG 19.23 0.395222 0.183069 6.007084
603005.XSHG 52.45 0.440989 0.958043 6.604342
603077.XSHG 2.63 0.854202 1.643179 7.197294
603366.XSHG 13.29 0.791788 0.653966 4.033418
603555.XSHG 44.21 1.014449 1.710678 9.441033
603766.XSHG 7.12 0.655469 0.977080 5.405103
[495 rows x 4 columns], datetime.date(2015, 4, 23): close r_vol r_skew r_kurt
000006.XSHE 10.89 0.777687 0.692762 5.851561
000012.XSHE 8.35 0.431857 1.625154 5.432645
000021.XSHE 12.87 0.607469 0.896588 5.460056
000028.XSHE 71.47 0.568173 -0.347794 7.387282
000030.XSHE 8.53 0.630087 0.326743 3.501526
000031.XSHE 11.72 0.765504 0.773223 7.197808
000049.XSHE 41.98 0.380018 0.371697 4.430782
000050.XSHE 28.67 0.572168 1.813166 9.516029
000062.XSHE 18.04 0.358943 -2.525978 12.669898
000066.XSHE 15.69 0.699071 0.741127 6.788182
000078.XSHE 9.24 0.975959 1.721215 13.608871
000088.XSHE 12.23 0.684549 0.440247 5.185939
000090.XSHE 14.00 0.852205 0.664738 6.264127
000099.XSHE 18.01 0.695383 0.403978 4.884583
000415.XSHE 9.42 0.143318 0.331435 1.953471
000417.XSHE 10.79 0.452110 1.080989 7.887812
000418.XSHE 19.02 0.692414 0.619057 4.634629
000422.XSHE 9.31 0.377106 -0.080725 3.990931
000426.XSHE 7.46 0.466132 0.392013 4.668307
000488.XSHE 5.21 0.496988 -0.098305 4.832433
000501.XSHE 15.82 0.415425 -0.101184 5.356762
000506.XSHE 6.90 0.383914 0.860183 3.519179
000511.XSHE 13.62 0.695319 0.645975 5.239155
000513.XSHE 31.17 0.620439 0.389034 5.414183
000519.XSHE 13.97 0.591084 0.462950 4.262108
000525.XSHE 19.22 0.332477 -0.220218 3.756819
000528.XSHE 10.80 0.796516 0.448249 5.297663
000540.XSHE 8.27 0.494930 0.705177 5.292873
000541.XSHE 9.07 0.381548 -0.407183 4.097490
000543.XSHE 8.60 0.407701 -0.285180 3.805580
... ... ... ... ...
601099.XSHG 8.79 0.535315 0.408679 5.111564
601101.XSHG 10.23 0.664704 0.053851 4.810621
601126.XSHG 14.20 0.595997 0.355601 3.695640
601208.XSHG 11.73 0.379841 0.391051 4.306741
601233.XSHG 11.46 0.483846 0.299788 4.191816
601311.XSHG 21.25 0.506894 0.710880 6.595192
601369.XSHG 10.79 0.515089 0.344163 4.009905
601388.XSHG 4.67 0.947867 0.759614 9.567893
601515.XSHG 12.44 0.537785 0.406494 5.581772
601519.XSHG 32.46 0.727959 -0.280650 3.922099
601566.XSHG 17.02 0.658633 1.092505 6.158599
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 7.52 0.626749 -0.264932 5.884389
601678.XSHG 5.87 0.409663 0.242692 4.995809
601717.XSHG 10.47 0.584120 0.161426 5.918432
601718.XSHG 10.44 1.096263 1.187877 5.484473
601777.XSHG 13.66 0.533347 0.404583 5.022164
601801.XSHG 12.84 0.387540 -0.255248 4.024756
601872.XSHG 8.54 1.060426 1.541867 13.389459
601880.XSHG 3.52 0.869459 0.128815 5.097426
601886.XSHG 11.94 0.464965 0.321622 4.245570
601908.XSHG 9.97 0.813119 0.704016 5.645560
601965.XSHG 11.65 0.430153 -0.037291 5.132570
601999.XSHG 15.23 0.442591 0.392585 4.821449
603001.XSHG 21.82 0.539418 1.029252 5.072537
603005.XSHG 55.35 0.330207 0.277527 4.222041
603077.XSHG 2.64 0.546267 0.789220 5.580880
603366.XSHG 11.83 0.516148 -0.063751 4.893765
603555.XSHG 41.89 0.890545 0.157105 6.218286
603766.XSHG 8.16 0.788819 0.742057 5.119623
[495 rows x 4 columns], datetime.date(2015, 4, 30): close r_vol r_skew r_kurt
000006.XSHE 10.84 0.540215 0.396769 6.404094
000012.XSHE 10.81 0.739291 0.933553 4.712129
000021.XSHE 13.41 0.724111 0.511083 3.782436
000028.XSHE 73.36 0.475862 1.019581 6.280640
000030.XSHE 8.02 0.543293 0.375148 4.254472
000031.XSHE 11.72 0.670440 0.061938 3.293759
000049.XSHE 40.91 0.434817 0.230131 5.947318
000050.XSHE 26.34 0.401831 -0.320661 3.914019
000062.XSHE 18.04 0.358943 -2.525978 12.669898
000066.XSHE 15.49 0.659340 0.689139 7.144523
000078.XSHE 8.46 0.770380 -0.040582 3.567146
000088.XSHE 11.52 0.381756 0.399345 4.742854
000090.XSHE 12.87 0.446128 0.073120 4.469063
000099.XSHE 17.76 0.574305 0.699750 5.670614
000415.XSHE 9.95 0.745243 0.680213 5.854141
000417.XSHE 10.61 0.563491 -0.002060 4.330874
000418.XSHE 18.51 0.504788 0.446982 5.564780
000422.XSHE 8.86 0.350431 -0.380752 3.841299
000426.XSHE 7.11 0.479613 0.138514 3.804558
000488.XSHE 5.25 0.399504 0.297702 4.935413
000501.XSHE 16.22 0.484159 0.703119 5.220153
000506.XSHE 6.90 0.383914 0.860183 3.519179
000511.XSHE 12.44 0.596292 0.172067 5.818852
000513.XSHE 30.48 0.420602 0.221205 4.971464
000519.XSHE 13.25 0.504522 0.101733 5.136335
000525.XSHE 18.78 0.380194 -0.015313 3.730412
000528.XSHE 10.15 0.437617 -0.230990 4.685572
000540.XSHE 8.17 0.465746 1.099456 6.611081
000541.XSHE 10.14 0.535614 0.799963 5.707779
000543.XSHE 8.81 0.399376 0.235158 4.354287
... ... ... ... ...
601099.XSHG 8.41 0.473535 -0.075078 4.954949
601101.XSHG 10.40 0.716342 0.472873 3.985986
601126.XSHG 13.38 0.595151 0.181679 5.680386
601208.XSHG 10.82 0.329797 -0.040699 3.778390
601233.XSHG 12.59 0.702882 1.303509 8.416339
601311.XSHG 19.53 0.484384 0.010373 6.631133
601369.XSHG 10.66 0.501492 0.346044 4.328511
601388.XSHG 4.73 0.784059 0.548628 6.711561
601515.XSHG 11.93 0.460615 0.023415 5.838582
601519.XSHG 33.48 0.733631 1.460821 8.172016
601566.XSHG 15.81 0.383758 -0.085948 3.810960
601608.XSHG 4.25 0.328314 1.558041 4.461942
601666.XSHG 7.47 0.667188 0.486965 4.870325
601678.XSHG 5.47 0.327470 0.145851 3.500884
601717.XSHG 11.05 0.574100 -0.115779 5.924474
601718.XSHG 9.58 0.731208 0.524343 4.797664
601777.XSHG 14.19 0.579810 1.672137 5.413331
601801.XSHG 12.74 0.415646 0.592158 5.530997
601872.XSHG 9.83 1.297608 0.190550 8.879145
601880.XSHG 3.34 0.542066 0.618128 4.973953
601886.XSHG 12.24 0.484166 0.208074 5.250415
601908.XSHG 9.54 0.684017 0.721723 6.422949
601965.XSHG 12.29 0.391208 -0.195451 4.696128
601999.XSHG 14.11 0.438911 0.249837 3.733625
603001.XSHG 22.05 0.587931 0.111440 5.018844
603005.XSHG 53.28 0.367753 0.220398 7.162322
603077.XSHG 2.71 0.628554 -0.326532 5.970194
603366.XSHG 11.35 0.358011 0.075053 5.254737
603555.XSHG 43.96 0.601260 0.387473 5.161103
603766.XSHG 7.97 0.652245 0.303395 5.002512
[494 rows x 4 columns], datetime.date(2015, 5, 8): close r_vol r_skew r_kurt
000006.XSHE 10.15 0.613409 -0.411091 5.264356
000012.XSHE 10.60 0.766996 0.119292 7.081288
000021.XSHE 12.78 0.676005 0.005486 5.436834
000028.XSHE 71.45 0.455355 -0.072828 4.078853
000030.XSHE 7.65 0.557082 -0.474050 3.656174
000031.XSHE 10.31 0.603728 -0.487465 4.938240
000049.XSHE 38.89 0.410057 -0.874086 4.263457
000050.XSHE 24.72 0.570242 -0.164284 9.428867
000062.XSHE 18.04 0.358943 -2.525978 12.669898
000066.XSHE 15.67 0.665987 0.180597 6.500856
000078.XSHE 7.78 0.715459 -0.187968 5.718438
000088.XSHE 10.52 0.464158 -0.356598 5.790709
000090.XSHE 11.82 0.502736 -0.810903 4.411229
000099.XSHE 19.71 0.730012 0.897577 6.395847
000415.XSHE 9.33 0.498570 -0.336581 4.495059
000417.XSHE 9.89 0.507402 -0.699873 5.342026
000418.XSHE 18.11 0.463214 -0.062806 4.836337
000422.XSHE 8.54 0.421354 -0.014259 4.412789
000426.XSHE 6.78 0.445050 -0.535038 5.433887
000488.XSHE 5.73 0.760384 0.846696 5.461933
000501.XSHE 14.93 0.393555 -0.548155 4.334833
000506.XSHE 6.90 0.383914 0.860183 3.519179
000511.XSHE 11.42 0.526306 -0.611139 5.909858
000513.XSHE 32.58 0.503430 0.010407 4.125076
000519.XSHE 12.96 0.473508 0.048260 3.897016
000525.XSHE 18.05 0.321579 -0.499682 4.305927
000528.XSHE 9.39 0.520566 -0.659600 6.042591
000540.XSHE 7.10 0.611126 -0.602607 5.357411
000541.XSHE 9.64 0.522303 0.382931 4.874973
000543.XSHE 8.27 0.569851 0.365442 4.521697
... ... ... ... ...
601099.XSHG 8.30 0.457660 -0.403504 4.951276
601101.XSHG 9.35 0.626409 0.011055 5.189391
601126.XSHG 12.07 0.481425 -0.579757 7.503938
601208.XSHG 10.50 0.333826 -0.889218 7.863751
601233.XSHG 12.59 0.836067 2.373160 12.702506
601311.XSHG 18.95 0.474884 -0.425335 4.776619
601369.XSHG 9.79 0.422279 -0.315977 4.126093
601388.XSHG 4.79 0.694472 -0.089112 4.728045
601515.XSHG 11.53 0.480171 -0.268818 4.928995
601519.XSHG 25.82 0.775979 0.066343 2.280217
601566.XSHG 15.81 0.298573 -0.742981 3.908121
601608.XSHG 5.15 0.254311 0.934825 2.677165
601666.XSHG 6.62 0.497059 -0.532482 4.352231
601678.XSHG 5.22 0.289806 -0.457326 3.428250
601717.XSHG 9.56 0.541099 -0.550848 3.494987
601718.XSHG 8.68 0.679304 0.253802 6.494248
601777.XSHG 14.19 0.579810 1.672137 5.413331
601801.XSHG 12.35 0.504308 -0.267869 5.321312
601872.XSHG 8.21 0.803481 -0.385214 4.589742
601880.XSHG 2.92 0.641936 -0.679602 5.028132
601886.XSHG 11.55 0.670617 0.058698 5.730442
601908.XSHG 8.96 0.502866 -0.744963 5.122520
601965.XSHG 11.16 0.388441 -0.907724 5.799003
601999.XSHG 13.34 0.555245 -1.167382 7.697391
603001.XSHG 23.56 0.706474 0.927731 8.528169
603005.XSHG 52.49 0.360117 0.065979 4.196539
603077.XSHG 2.82 0.767038 0.863602 6.120803
603366.XSHG 11.36 0.488095 0.665019 7.110582
603555.XSHG 43.77 0.666982 0.674606 6.261796
603766.XSHG 7.31 0.509765 -0.420022 3.616191
[494 rows x 4 columns], datetime.date(2015, 5, 15): close r_vol r_skew r_kurt
000006.XSHE 9.75 0.483900 0.165368 4.917882
000012.XSHE 11.06 0.665247 0.064068 4.337971
000021.XSHE 13.68 0.687526 0.462092 4.197146
000028.XSHE 79.03 0.553607 1.366688 8.707133
000030.XSHE 7.93 0.486045 0.258134 4.123846
000031.XSHE 10.01 0.536014 0.637806 6.466776
000049.XSHE 48.62 0.631847 1.905832 8.383445
000050.XSHE 26.57 0.364810 0.443693 3.239525
000062.XSHE 18.04 0.358943 -2.525978 12.669898
000066.XSHE 15.60 0.720533 0.800950 8.798669
000078.XSHE 10.38 0.878686 1.404357 6.731185
000088.XSHE 10.60 0.386010 0.322144 5.023016
000090.XSHE 12.49 0.579912 0.273062 3.859363
000099.XSHE 20.70 0.677328 1.175055 5.912064
000415.XSHE 10.14 0.462590 0.803341 6.216700
000417.XSHE 10.40 0.453129 0.524102 4.019190
000418.XSHE 19.04 0.419402 0.144444 3.655344
000422.XSHE 8.50 0.302702 0.264983 3.600248
000426.XSHE 7.11 0.486391 0.801302 4.644156
000488.XSHE 5.76 0.562266 0.285623 4.089861
000501.XSHE 15.15 0.362124 0.504415 5.006925
000506.XSHE 6.90 0.383914 0.860183 3.519179
000511.XSHE 12.35 0.659074 1.698259 9.495350
000513.XSHE 31.87 0.609087 0.055295 6.798785
000519.XSHE 13.78 0.457601 0.822355 4.998381
000525.XSHE 18.41 0.271472 -0.060115 4.575096
000528.XSHE 9.51 0.341096 -0.031683 3.841340
000540.XSHE 7.10 0.371467 0.419721 3.639362
000541.XSHE 9.90 0.501081 0.052069 3.983888
000543.XSHE 8.53 0.469130 0.915258 5.396246
... ... ... ... ...
601099.XSHG 8.32 0.494085 0.460041 4.161688
601101.XSHG 9.52 0.407459 0.382572 4.565219
601126.XSHG 14.27 0.704802 1.398187 9.106601
601208.XSHG 10.83 0.364779 0.364497 5.017491
601233.XSHG 13.51 0.866378 0.390478 8.258557
601311.XSHG 20.07 0.554223 0.146498 7.186917
601369.XSHG 10.63 0.433433 0.853238 5.750682
601388.XSHG 4.93 0.700827 0.067178 4.645848
601515.XSHG 14.23 0.655234 0.874236 5.479448
601519.XSHG 26.67 0.836770 0.782050 7.395821
601566.XSHG 20.54 0.939397 1.750419 11.367692
601608.XSHG 8.30 0.000000 0.000000 0.000000
601666.XSHG 6.58 0.373217 0.428522 4.812293
601678.XSHG 5.31 0.312152 0.239995 4.510838
601717.XSHG 9.63 0.434216 -0.109013 4.759804
601718.XSHG 8.57 0.473308 0.507205 7.734273
601777.XSHG 14.19 0.579810 1.672137 5.413331
601801.XSHG 12.32 0.429524 0.028761 5.517189
601872.XSHG 8.25 0.584461 0.140032 3.763148
601880.XSHG 3.06 0.682405 0.250765 5.215973
601886.XSHG 12.46 0.574752 1.171225 6.839827
601908.XSHG 10.07 0.590329 1.070027 6.495206
601965.XSHG 11.24 0.269831 0.174125 3.736606
601999.XSHG 14.05 0.487531 0.379701 3.890252
603001.XSHG 24.65 0.562060 0.490625 5.692631
603005.XSHG 58.66 0.492036 1.108597 7.055356
603077.XSHG 2.71 0.521751 0.428529 4.617575
603366.XSHG 12.11 0.481486 0.137332 6.439675
603555.XSHG 47.87 0.681879 1.040159 5.225914
603766.XSHG 8.43 0.577412 0.674120 4.213009
[494 rows x 4 columns], datetime.date(2015, 5, 22): close r_vol r_skew r_kurt
000006.XSHE 11.33 0.562054 0.906366 5.806650
000012.XSHE 11.37 0.396179 0.110947 3.924722
000021.XSHE 14.67 1.018500 2.256982 12.120203
000028.XSHE 80.31 0.497489 -0.329614 6.221301
000030.XSHE 8.94 0.480142 0.715487 4.645308
000031.XSHE 11.75 0.798089 1.670646 7.660845
000049.XSHE 55.44 0.698218 0.566271 4.509845
000050.XSHE 28.05 0.444042 0.518837 4.768636
000062.XSHE 21.82 0.278036 -1.515587 7.601939
000066.XSHE 17.46 0.674946 0.414637 5.193923
000078.XSHE 11.63 0.822683 0.506497 6.230370
000088.XSHE 11.50 0.341629 0.348735 4.110348
000090.XSHE 13.84 0.617054 0.714429 5.359398
000099.XSHE 21.48 0.550157 0.246937 4.906162
000415.XSHE 11.44 0.494405 0.685265 7.685573
000417.XSHE 11.49 0.459740 0.754009 4.159320
000418.XSHE 20.44 0.606930 0.782351 5.571224
000422.XSHE 9.64 0.393011 0.827832 5.367659
000426.XSHE 7.57 0.400967 0.893729 6.200501
000488.XSHE 6.04 0.551894 1.162658 6.290634
000501.XSHE 17.10 0.428823 0.845782 5.084464
000506.XSHE 6.90 0.383914 0.860183 3.519179
000511.XSHE 12.90 0.398071 0.443730 4.643928
000513.XSHE 40.71 0.650729 0.771207 6.920392
000519.XSHE 15.23 0.471824 0.585593 4.248303
000525.XSHE 20.04 0.369088 0.889144 4.536174
000528.XSHE 10.77 0.448179 1.633551 12.318204
000540.XSHE 8.64 0.556067 0.625929 4.550665
000541.XSHE 10.75 0.489425 0.493327 3.752955
000543.XSHE 9.40 0.390535 0.545207 3.862579
... ... ... ... ...
601099.XSHG 8.70 0.438686 0.690397 3.846348
601101.XSHG 10.15 0.367479 0.880431 5.112215
601126.XSHG 15.36 0.632922 0.474074 6.534879
601208.XSHG 12.45 0.675237 1.128919 8.266970
601233.XSHG 14.36 0.625560 0.354269 5.084179
601311.XSHG 24.09 0.656372 0.726407 4.462351
601369.XSHG 12.00 0.510342 0.448451 4.758749
601388.XSHG 6.19 0.983749 1.854059 9.584622
601515.XSHG 14.56 0.586151 0.159180 3.685334
601519.XSHG 27.69 0.588043 0.312458 4.145663
601566.XSHG 24.55 0.663024 1.481970 8.634372
601608.XSHG 13.36 0.000000 0.000000 0.000000
601666.XSHG 7.17 0.300623 0.633334 3.896786
601678.XSHG 5.96 0.405756 1.056549 5.161173
601717.XSHG 10.79 0.492034 0.719899 4.327315
601718.XSHG 10.03 0.584980 1.081231 5.244072
601777.XSHG 14.19 0.579810 1.672137 5.413331
601801.XSHG 13.71 0.512129 0.940626 7.285598
601872.XSHG 9.64 0.639967 1.173536 6.828619
601880.XSHG 3.37 0.467519 0.755366 5.043723
601886.XSHG 16.27 0.893986 2.289038 13.720596
601908.XSHG 11.59 0.595945 0.087620 4.414048
601965.XSHG 13.88 0.568269 1.199672 5.352782
601999.XSHG 15.67 0.548577 1.296997 6.891809
603001.XSHG 27.67 0.600063 1.330795 6.453277
603005.XSHG 63.57 0.646533 0.768216 6.135442
603077.XSHG 3.41 0.683827 0.591463 6.360497
603366.XSHG 13.88 0.494926 0.921873 5.352481
603555.XSHG 55.99 0.617709 1.966724 13.685934
603766.XSHG 10.71 0.851057 1.516688 7.450658
[494 rows x 4 columns], datetime.date(2015, 5, 29): close r_vol r_skew r_kurt
000006.XSHE 14.48 1.435488 1.877668 10.885648
000012.XSHE 11.20 0.778205 0.638134 5.244031
000021.XSHE 14.67 1.018500 2.256982 12.120203
000028.XSHE 85.23 1.122621 0.609566 6.675608
000030.XSHE 8.94 0.904404 0.554568 7.790058
000031.XSHE 10.77 0.804432 0.037831 5.648477
000049.XSHE 60.77 0.886689 0.710569 5.007205
000050.XSHE 27.30 0.945991 -0.034822 5.262140
000062.XSHE 32.14 0.937327 -0.019518 0.937617
000066.XSHE 21.67 1.221138 0.588675 7.635826
000078.XSHE 11.84 1.034275 0.396970 4.524333
000088.XSHE 10.80 0.786346 0.152313 6.051527
000090.XSHE 15.04 1.050264 1.042933 6.643219
000099.XSHE 22.27 1.156124 0.413231 4.134690
000415.XSHE 12.68 0.932253 0.382516 5.121148
000417.XSHE 12.19 0.946973 0.533609 4.795918
000418.XSHE 19.60 0.585597 0.165851 5.509403
000422.XSHE 9.47 0.637339 -0.261068 5.073594
000426.XSHE 7.96 0.819487 0.352425 5.537178
000488.XSHE 6.17 0.934939 0.357314 5.678624
000501.XSHE 17.58 0.585119 0.191758 3.723983
000506.XSHE 6.90 0.383914 0.860183 3.519179
000511.XSHE 14.50 1.189485 1.200982 9.619390
000513.XSHE 36.48 0.688883 0.173412 5.051646
000519.XSHE 15.56 0.857945 0.203452 5.749183
000525.XSHE 20.41 0.672672 0.808555 5.701183
000528.XSHE 10.22 0.839399 -0.253477 5.397777
000540.XSHE 7.66 0.884338 -0.541055 8.136369
000541.XSHE 12.65 0.933157 0.292813 5.014291
000543.XSHE 10.13 0.740436 1.016991 6.993642
... ... ... ... ...
601099.XSHG 8.85 0.836071 0.441114 7.079016
601101.XSHG 10.37 0.759610 -0.210888 3.600360
601126.XSHG 15.77 0.763791 0.506629 5.818469
601208.XSHG 13.30 1.080315 0.299072 6.584556
601233.XSHG 14.34 0.980892 0.878297 9.890658
601311.XSHG 27.39 1.011488 0.415747 6.261833
601369.XSHG 11.18 0.644506 -0.633356 5.230180
601388.XSHG 5.56 0.882856 -0.343213 5.871343
601515.XSHG 17.46 0.909361 0.479355 5.409741
601519.XSHG 27.69 0.998038 0.577895 6.420235
601566.XSHG 29.30 0.704331 2.165601 11.604842
601608.XSHG 17.35 1.588239 -0.523058 13.992588
601666.XSHG 7.37 0.723452 0.108077 4.408217
601678.XSHG 5.77 0.701499 -0.017647 6.402163
601717.XSHG 12.59 0.872958 0.956212 7.296993
601718.XSHG 9.63 1.014203 0.410685 6.776953
601777.XSHG 20.77 0.277196 1.720068 10.682666
601801.XSHG 13.03 0.668715 -0.662885 5.073160
601872.XSHG 8.66 0.878869 -0.047579 5.246359
601880.XSHG 3.69 1.137615 0.811969 8.343406
601886.XSHG 14.72 0.871903 -0.027661 5.139570
601908.XSHG 10.78 0.800444 -0.436615 4.051053
601965.XSHG 14.35 0.848328 -0.124810 8.086196
601999.XSHG 15.72 0.856018 0.476188 4.354919
603001.XSHG 31.54 1.166194 0.923631 7.364887
603005.XSHG 67.95 0.818213 0.173574 4.407656
603077.XSHG 3.81 1.215685 1.091116 11.095597
603366.XSHG 17.40 1.149176 0.796713 5.324776
603555.XSHG 56.64 1.133672 0.333964 4.955999
603766.XSHG 10.51 1.000478 1.026388 9.245781
[494 rows x 4 columns], datetime.date(2015, 6, 5): close r_vol r_skew r_kurt
000006.XSHE 15.93 0.741900 0.139436 4.388079
000012.XSHE 11.57 0.684572 -0.462228 7.954974
000021.XSHE 17.84 0.759097 0.753366 5.614525
000028.XSHE 90.63 0.678464 0.453045 5.394343
000030.XSHE 10.41 0.697318 0.387400 4.427626
000031.XSHE 13.32 0.790623 2.321857 13.636716
000049.XSHE 59.30 0.813242 0.273984 4.517157
000050.XSHE 36.18 0.742651 1.761863 13.056433
000062.XSHE 45.06 1.246217 1.835407 9.338560
000066.XSHE 21.78 0.893705 0.187928 5.777473
000078.XSHE 13.04 0.841336 -0.029933 6.080937
000088.XSHE 11.94 0.578730 -0.019825 4.639145
000090.XSHE 18.78 1.083432 -0.102330 5.232244
000099.XSHE 23.57 0.762858 0.226427 4.057635
000415.XSHE 13.11 0.757809 0.165110 5.585635
000417.XSHE 13.39 0.704201 0.155186 4.201972
000418.XSHE 20.98 0.579113 0.334078 4.031622
000422.XSHE 11.49 0.774032 0.062163 4.908985
000426.XSHE 8.98 0.959192 0.229301 7.531672
000488.XSHE 6.35 0.602724 -0.059759 3.651180
000501.XSHE 20.20 0.665271 0.496074 4.650198
000506.XSHE 9.19 0.242809 0.344073 1.407671
000511.XSHE 15.04 0.750300 0.331719 4.704014
000513.XSHE 37.63 0.800693 0.287972 7.953459
000519.XSHE 17.60 0.756921 0.024663 4.136375
000525.XSHE 24.51 0.817999 0.678604 6.069182
000528.XSHE 11.60 0.832011 0.975288 7.251109
000540.XSHE 10.40 1.068814 1.091307 5.986918
000541.XSHE 14.06 0.945144 0.196178 6.668533
000543.XSHE 11.13 0.758102 -0.115071 4.589689
... ... ... ... ...
601099.XSHG 9.43 0.628891 -0.071145 4.203288
601101.XSHG 13.52 1.024924 0.935294 4.950378
601126.XSHG 17.03 0.730578 0.704004 7.729638
601208.XSHG 15.19 0.884162 0.049271 5.882905
601233.XSHG 15.31 0.883555 -0.291595 4.382008
601311.XSHG 28.92 0.858080 0.193720 4.472388
601369.XSHG 13.99 0.804792 0.546479 4.115652
601388.XSHG 6.31 0.825638 0.481114 5.607189
601515.XSHG 20.51 0.881009 0.978685 5.942726
601519.XSHG 29.73 0.897226 0.222004 4.061731
601566.XSHG 27.34 0.976302 0.149334 7.206594
601608.XSHG 15.55 0.743801 0.502288 4.631648
601666.XSHG 8.67 0.773385 0.487100 4.397774
601678.XSHG 6.85 0.735519 0.515451 3.910817
601717.XSHG 16.73 1.142684 -0.528461 6.108097
601718.XSHG 11.37 0.993980 1.064072 6.562159
601777.XSHG 23.45 0.782993 -0.247845 3.401807
601801.XSHG 15.25 0.711888 0.453515 5.608214
601872.XSHG 9.43 0.686308 0.261618 4.822615
601880.XSHG 4.08 0.791268 0.930152 10.108791
601886.XSHG 19.29 0.815783 1.390934 6.027228
601908.XSHG 10.92 0.650549 0.287532 5.202597
601965.XSHG 15.59 0.738689 0.329153 4.416848
601999.XSHG 17.82 1.026825 1.249278 8.951445
603001.XSHG 37.70 1.059396 0.295292 4.157903
603005.XSHG 66.12 0.732298 0.482072 6.253755
603077.XSHG 3.82 0.644808 0.319808 5.480879
603366.XSHG 19.50 1.234731 0.027194 5.054777
603555.XSHG 56.28 1.134687 0.693033 5.376789
603766.XSHG 12.67 0.909272 0.307029 4.720174
[494 rows x 4 columns], datetime.date(2015, 6, 12): close r_vol r_skew r_kurt
000006.XSHE 18.03 0.723037 0.279429 5.625637
000012.XSHE 12.19 0.476105 0.669519 6.626800
000021.XSHE 18.00 0.653157 0.542062 5.204066
000028.XSHE 85.23 0.525830 -0.168946 7.069585
000030.XSHE 10.96 0.710189 1.053176 7.220678
000031.XSHE 16.12 0.872581 1.449016 8.193027
000049.XSHE 58.98 0.535400 -0.033017 3.575082
000050.XSHE 33.88 0.701374 -0.219141 6.047235
000062.XSHE 59.36 1.039389 0.802249 4.950155
000066.XSHE 22.20 0.575936 0.586493 5.602759
000078.XSHE 13.47 0.710903 0.784017 6.937636
000088.XSHE 12.98 0.613479 0.477149 5.072422
000090.XSHE 18.54 0.705548 0.692401 5.143284
000099.XSHE 25.55 0.633622 0.722314 5.100792
000415.XSHE 13.24 0.480523 0.868081 5.824260
000417.XSHE 17.81 0.926449 1.931638 10.300739
000418.XSHE 21.95 0.468440 0.768890 6.501553
000422.XSHE 12.44 0.597241 0.729849 5.941997
000426.XSHE 9.28 0.654799 0.845314 10.094021
000488.XSHE 7.59 0.676573 0.802127 7.049838
000501.XSHE 20.30 0.432904 0.552178 4.547517
000506.XSHE 14.80 0.000000 0.000000 0.000000
000511.XSHE 16.27 0.669123 1.412124 8.540875
000513.XSHE 41.29 0.602315 0.420144 5.101636
000519.XSHE 18.56 0.526183 0.637616 4.394881
000525.XSHE 26.04 0.514222 0.628526 5.878973
000528.XSHE 11.88 0.529871 0.178136 6.434714
000540.XSHE 10.82 0.725765 0.749565 6.738479
000541.XSHE 15.78 0.644631 1.219072 7.484770
000543.XSHE 11.68 0.460431 0.270247 5.122755
... ... ... ... ...
601099.XSHG 9.38 0.456549 0.750512 4.776763
601101.XSHG 13.51 0.636003 0.954687 5.361539
601126.XSHG 17.80 0.402920 0.989744 7.460155
601208.XSHG 15.36 0.429100 0.696237 5.281557
601233.XSHG 18.03 0.783905 1.688051 9.724593
601311.XSHG 29.86 0.626360 0.917922 7.107238
601369.XSHG 14.24 0.536561 0.559347 6.361283
601388.XSHG 6.17 0.598429 0.618347 5.734061
601515.XSHG 22.12 0.597757 0.781991 5.426231
601519.XSHG 27.84 0.481716 0.190764 5.334731
601566.XSHG 27.64 0.630964 0.429376 4.372642
601608.XSHG 16.16 0.674771 1.553496 6.768097
601666.XSHG 8.91 0.572385 0.712102 5.852238
601678.XSHG 7.07 0.566683 0.367054 4.620113
601717.XSHG 16.28 0.629793 0.357025 5.813866
601718.XSHG 13.62 0.877740 1.400920 7.191255
601777.XSHG 25.26 0.598371 0.910657 8.504842
601801.XSHG 19.25 0.797408 0.819914 4.724026
601872.XSHG 9.96 0.538445 0.850087 6.670501
601880.XSHG 4.03 0.464087 0.805131 4.987284
601886.XSHG 19.05 0.630632 0.436489 4.477956
601908.XSHG 13.90 0.718283 1.528730 6.351259
601965.XSHG 16.26 0.548212 0.165151 4.760770
601999.XSHG 19.65 0.652711 0.947753 5.214363
603001.XSHG 45.62 0.896914 -0.062717 1.720532
603005.XSHG 67.52 0.519722 0.453945 5.311911
603077.XSHG 4.26 0.671698 1.107592 5.484751
603366.XSHG 18.41 0.559844 0.239002 4.190492
603555.XSHG 57.10 1.119968 0.745869 6.473914
603766.XSHG 13.76 0.687389 0.851205 6.537835
[494 rows x 4 columns], datetime.date(2015, 6, 19): close r_vol r_skew r_kurt
000006.XSHE 14.55 0.841835 -0.009327 5.826219
000012.XSHE 10.52 0.764009 -0.133152 3.524982
000021.XSHE 16.58 0.767112 0.322030 6.427933
000028.XSHE 74.99 0.687752 -0.323231 6.130981
000030.XSHE 9.02 0.665336 -0.227924 4.781992
000031.XSHE 17.93 1.303131 0.885766 4.889626
000049.XSHE 46.16 0.646253 -0.677107 4.103571
000062.XSHE 55.71 1.289700 0.288599 4.437851
000066.XSHE 21.37 0.969948 0.311207 4.239701
000078.XSHE 10.81 0.740731 -0.397143 4.215703
000088.XSHE 11.70 0.818142 -0.031870 3.655514
000090.XSHE 14.69 0.936830 0.197088 5.070800
000099.XSHE 20.22 0.782899 -0.197704 4.050197
000401.XSHE 15.63 0.697370 -0.335457 3.981395
000415.XSHE 11.10 0.591191 -0.756877 6.016026
000417.XSHE 13.95 0.737505 -0.293272 3.672349
000418.XSHE 21.98 0.914174 0.742607 4.421579
000422.XSHE 10.60 0.733889 -0.119315 4.084246
000426.XSHE 8.56 0.837500 0.142784 3.692471
000488.XSHE 6.17 1.008765 0.115564 3.674346
000501.XSHE 18.10 0.630606 -0.755584 5.042790
000511.XSHE 13.60 0.736589 -0.383091 3.765151
000513.XSHE 34.11 0.588896 -0.261143 4.290360
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 22.21 0.701314 0.022428 6.272101
000528.XSHE 9.65 0.594819 -0.398464 3.126453
000540.XSHE 9.15 0.831023 -0.275720 3.916915
000541.XSHE 11.86 0.914025 -0.571090 4.364822
000543.XSHE 11.68 0.361129 0.639961 6.502934
000547.XSHE 34.94 1.026188 -0.214322 6.149739
... ... ... ... ...
601005.XSHG 6.38 0.906941 -0.188063 4.576031
601010.XSHG 11.69 0.513261 -0.779608 4.903619
601012.XSHG 9.94 0.665742 -0.444172 4.743182
601101.XSHG 11.24 0.830762 -0.139562 3.289684
601126.XSHG 15.83 0.834612 0.089385 3.860794
601139.XSHG 9.26 0.586097 -0.222376 5.234461
601208.XSHG 12.36 0.583917 -0.389295 3.380472
601233.XSHG 16.69 0.901234 0.096664 4.201510
601311.XSHG 27.61 0.667031 -0.431886 3.913711
601369.XSHG 12.21 0.664396 -0.192952 3.861050
601515.XSHG 17.63 0.787729 -0.155394 3.492681
601608.XSHG 11.79 0.707536 -0.315940 5.623936
601666.XSHG 7.68 0.655334 -0.347841 3.964380
601678.XSHG 5.89 0.546039 -0.397583 2.872940
601717.XSHG 12.87 0.700414 -0.586082 3.987545
601718.XSHG 14.28 1.223858 1.152606 6.091221
601777.XSHG 19.00 0.794786 -0.675554 3.577935
601801.XSHG 16.50 0.941931 -0.034699 3.283571
601880.XSHG 3.44 0.644134 -0.168538 3.760171
601886.XSHG 15.99 0.947868 -0.112940 4.783412
601908.XSHG 12.10 1.169253 0.074838 3.813555
601965.XSHG 12.79 0.647161 -0.738392 4.395532
601999.XSHG 15.75 0.816159 -0.360669 3.877325
603001.XSHG 35.54 0.808928 -0.038089 9.239244
603005.XSHG 56.47 0.547996 -0.815396 4.251991
603077.XSHG 3.61 0.796119 -0.550710 5.533595
603366.XSHG 14.03 0.714126 -0.675706 3.934235
603555.XSHG 47.74 1.068821 0.740704 6.743989
603699.XSHG 25.55 0.604238 -0.834228 3.703592
603766.XSHG 10.86 0.808995 -0.043826 4.604883
[490 rows x 4 columns], datetime.date(2015, 6, 29): close r_vol r_skew r_kurt
000006.XSHE 11.55 1.273468 -0.329480 4.494400
000012.XSHE 8.76 1.150813 -0.236999 4.108906
000021.XSHE 14.15 1.127234 0.070110 6.466821
000028.XSHE 70.95 1.254954 0.038319 6.499233
000030.XSHE 7.16 0.910241 -0.212537 5.117493
000031.XSHE 19.12 1.609042 0.582004 4.146846
000049.XSHE 42.23 1.029882 -0.203257 3.382031
000062.XSHE 35.64 0.918128 -0.833074 6.411265
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 8.11 0.994802 -0.988892 7.122802
000088.XSHE 13.08 1.221439 0.062156 4.199846
000090.XSHE 12.47 1.062764 -0.710269 5.446067
000099.XSHE 16.65 1.079158 -0.057620 4.572150
000401.XSHE 11.86 0.955808 -0.236342 4.478655
000415.XSHE 8.72 1.039975 -0.530103 5.112556
000417.XSHE 10.89 1.080706 -0.495766 4.520392
000418.XSHE 19.33 0.993473 -0.161140 3.057151
000422.XSHE 8.67 1.066113 -0.606161 4.833125
000426.XSHE 7.85 1.107154 0.174040 5.565382
000488.XSHE 4.87 1.054482 -0.587971 3.883228
000501.XSHE 14.36 0.993656 -0.504717 4.829961
000511.XSHE 11.56 0.986408 -0.341822 4.520871
000513.XSHE 27.86 0.834073 -0.742703 6.760188
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 19.58 0.968762 -0.162653 4.871623
000528.XSHE 7.86 0.971101 -0.328561 4.094187
000540.XSHE 7.17 1.158614 -0.379723 4.300149
000541.XSHE 8.94 1.109562 -0.775175 5.538343
000543.XSHE 11.68 0.361129 0.639961 6.502934
000547.XSHE 25.39 1.239029 -1.454365 8.460916
... ... ... ... ...
601005.XSHG 5.24 1.323705 0.006795 3.785660
601010.XSHG 8.96 0.931517 -1.202737 6.675750
601012.XSHG 8.22 1.208596 -0.458823 4.331166
601101.XSHG 10.31 1.063937 -0.130306 4.429456
601126.XSHG 12.73 0.978363 -0.572757 5.380736
601139.XSHG 7.41 0.849521 -0.518222 3.726122
601208.XSHG 10.23 0.948860 -0.525916 3.791027
601233.XSHG 12.72 1.006758 -0.617783 4.219191
601311.XSHG 27.61 0.708078 -0.241306 3.465411
601369.XSHG 10.11 0.948032 -0.061827 3.176880
601515.XSHG 14.12 1.153555 -0.867878 7.866312
601608.XSHG 10.52 0.781821 0.150437 5.131526
601666.XSHG 7.20 0.948366 0.064848 3.893324
601678.XSHG 4.86 0.980762 -0.646644 4.280205
601717.XSHG 10.11 0.986162 -0.299703 3.594647
601718.XSHG 14.28 1.263366 0.771638 3.863286
601777.XSHG 14.33 1.081772 -0.836027 7.330040
601801.XSHG 12.81 1.006994 -0.366629 5.083739
601880.XSHG 2.82 0.950614 -0.376416 3.435754
601886.XSHG 12.71 0.984739 0.017010 3.741697
601908.XSHG 10.08 1.064978 -0.408249 5.775073
601965.XSHG 11.40 1.019669 -0.089621 3.922419
601999.XSHG 12.72 0.991254 -0.380950 4.766523
603001.XSHG 27.84 1.037846 -0.073488 9.747027
603005.XSHG 46.20 0.769394 -0.097328 4.214855
603077.XSHG 2.96 1.204042 -0.262128 5.484366
603366.XSHG 12.64 1.166256 -0.161603 4.939185
603555.XSHG 39.33 1.244424 0.357232 8.270008
603699.XSHG 21.63 0.784359 -0.713451 4.155725
603766.XSHG 8.19 1.125664 -1.270255 7.588893
[490 rows x 4 columns], datetime.date(2015, 7, 6): close r_vol r_skew r_kurt
000006.XSHE 9.68 1.636486 -0.009668 4.449741
000012.XSHE 9.03 1.418969 -0.122696 4.448234
000021.XSHE 9.82 1.477447 0.002575 7.949862
000028.XSHE 59.77 1.617206 0.644224 7.387617
000030.XSHE 6.43 1.584765 0.354678 4.508341
000031.XSHE 12.87 1.545896 0.781358 12.744053
000049.XSHE 45.30 1.481200 0.020841 4.224152
000062.XSHE 24.73 1.374020 -0.512583 14.589036
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 5.72 1.586611 0.337744 7.180162
000088.XSHE 9.94 1.507978 -0.469680 8.975865
000090.XSHE 11.24 1.566674 0.059958 5.233921
000099.XSHE 11.76 1.557620 -0.176361 7.237927
000401.XSHE 9.09 1.619054 -0.143343 5.396828
000415.XSHE 7.23 1.602026 0.333030 5.951639
000417.XSHE 8.00 1.488378 -0.154260 5.681798
000418.XSHE 18.84 1.368531 0.267647 3.828682
000422.XSHE 7.46 1.407391 -0.129961 3.833356
000426.XSHE 5.38 1.481589 -0.174954 6.034044
000488.XSHE 4.07 1.473877 0.272942 4.218848
000501.XSHE 13.16 1.409359 -0.120303 4.636133
000511.XSHE 8.25 1.427734 -0.109367 7.133816
000513.XSHE 26.77 1.538646 0.578664 6.088514
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 15.14 1.406606 -0.164677 4.259110
000528.XSHE 6.63 1.453581 -0.352739 4.574248
000540.XSHE 5.96 1.669785 0.388168 5.995425
000541.XSHE 7.29 1.561535 -0.196116 3.825758
000543.XSHE 11.68 0.361129 0.639961 6.502934
000547.XSHE 17.37 1.562834 -0.089423 7.618466
... ... ... ... ...
601012.XSHG 6.62 1.524432 0.027518 4.484716
601101.XSHG 7.70 1.357172 -0.247048 4.335170
601126.XSHG 13.12 1.696679 -0.120010 6.971348
601139.XSHG 6.60 1.473723 0.178251 5.836941
601208.XSHG 8.57 1.360222 -0.259560 4.214788
601233.XSHG 9.30 1.690968 0.085044 5.676178
601311.XSHG 27.61 0.708078 -0.241306 3.465411
601369.XSHG 8.25 1.571465 -0.065839 3.795199
601515.XSHG 9.49 1.547500 0.346865 12.336972
601608.XSHG 7.84 1.069705 0.815997 9.933546
601666.XSHG 5.91 1.397865 -0.417065 3.872443
601678.XSHG 4.71 1.379568 -0.034507 4.348961
601717.XSHG 7.17 1.525874 0.151677 3.899035
601718.XSHG 11.78 1.475236 0.821956 5.953902
601777.XSHG 11.49 1.754702 0.536738 5.142282
601801.XSHG 9.70 1.678790 0.390642 6.571294
601880.XSHG 2.31 1.464448 -0.090211 5.101738
601886.XSHG 9.12 1.518938 0.046328 5.391921
601908.XSHG 8.27 2.281433 1.779322 11.811876
601965.XSHG 9.50 1.533050 -0.493574 6.915894
601999.XSHG 10.03 1.465906 -0.174179 3.644816
603001.XSHG 21.27 1.651011 0.186731 5.846191
603005.XSHG 40.62 1.346479 -0.183132 5.080564
603077.XSHG 2.51 1.436229 0.538545 9.348611
603328.XSHG 10.77 1.382004 -0.036125 4.113276
603366.XSHG 10.80 1.314902 0.598024 7.299613
603369.XSHG 15.17 1.253162 0.262176 5.190020
603555.XSHG 30.50 1.688283 0.271777 4.627861
603699.XSHG 20.66 1.205202 -0.008492 3.456413
603766.XSHG 9.10 1.629196 0.166127 5.378998
[493 rows x 4 columns], datetime.date(2015, 7, 13): close r_vol r_skew r_kurt
000006.XSHE 11.53 1.093840 0.850866 13.707037
000012.XSHE 10.55 1.007610 0.844176 8.447567
000021.XSHE 8.84 0.286209 -2.881170 16.554502
000028.XSHE 68.84 1.007652 1.574645 16.100393
000030.XSHE 9.72 1.237075 0.948657 5.693398
000031.XSHE 13.88 1.039157 0.863466 14.059007
000049.XSHE 49.47 0.736003 1.455742 13.331765
000062.XSHE 26.67 0.718444 -0.755127 12.073168
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 5.66 0.821683 -1.748231 11.488110
000088.XSHE 11.34 1.007270 0.859815 7.058964
000090.XSHE 11.24 1.497216 -0.072369 4.043871
000099.XSHE 12.85 0.807065 0.826869 6.360663
000401.XSHE 10.91 0.967430 1.250422 16.230513
000415.XSHE 7.23 1.878707 -0.355006 3.857262
000417.XSHE 7.20 0.594882 -1.882630 6.468090
000418.XSHE 21.76 1.034976 0.824696 7.372503
000422.XSHE 8.50 0.883625 0.252565 8.795622
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 5.14 1.238646 0.878009 11.463279
000501.XSHE 15.57 0.910141 -0.007850 9.029710
000511.XSHE 7.40 1.197566 -0.127790 5.445727
000513.XSHE 23.08 0.939292 0.749155 5.494911
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 12.80 1.316957 0.898225 7.536689
000528.XSHE 7.66 0.946292 -0.018018 8.007193
000540.XSHE 5.94 1.197931 2.459770 12.510616
000541.XSHE 8.81 0.976501 -0.047882 10.016290
000543.XSHE 11.68 0.361129 0.639961 6.502934
000547.XSHE 17.20 0.158800 -5.447825 37.463376
... ... ... ... ...
601012.XSHG 7.31 0.631272 1.062114 14.888950
601101.XSHG 8.78 0.821144 0.473846 8.762367
601126.XSHG 12.99 0.784781 -0.096204 5.306488
601139.XSHG 7.57 0.810681 0.869850 9.394958
601208.XSHG 9.24 0.668390 1.531395 15.557780
601233.XSHG 10.25 0.641505 0.086914 6.463173
601311.XSHG 27.61 0.708078 -0.241306 3.465411
601369.XSHG 9.37 0.800188 1.037960 13.769681
601515.XSHG 9.39 0.266725 -2.060585 12.102711
601608.XSHG 8.62 0.701903 0.598757 8.236109
601666.XSHG 6.53 0.959956 0.594178 8.228138
601678.XSHG 5.15 0.781312 1.690825 13.578118
601717.XSHG 8.14 0.985740 0.891320 8.770548
601718.XSHG 12.70 1.197445 0.237354 8.615869
601777.XSHG 11.36 0.821744 0.103912 6.265359
601801.XSHG 11.11 0.646157 0.204908 12.209279
601880.XSHG 2.77 0.966175 1.477627 16.266538
601886.XSHG 8.35 1.624337 -0.490083 9.822277
601908.XSHG 9.10 2.388114 2.868770 16.302121
601965.XSHG 11.26 1.192199 0.845302 7.040569
601999.XSHG 10.81 0.776027 0.655576 14.002896
603001.XSHG 21.05 0.380849 -2.500549 8.906285
603005.XSHG 46.90 1.024050 2.250753 15.697180
603077.XSHG 2.77 1.020371 0.359363 5.530040
603328.XSHG 12.54 0.774676 1.073672 9.134158
603366.XSHG 11.69 0.908661 0.031351 15.112681
603369.XSHG 15.03 1.001265 -0.576863 6.682534
603555.XSHG 33.55 1.833312 0.728281 3.660554
603699.XSHG 23.32 0.708642 0.564621 10.270258
603766.XSHG 10.87 1.440651 1.050232 8.833099
[493 rows x 4 columns], datetime.date(2015, 7, 20): close r_vol r_skew r_kurt
000006.XSHE 11.35 0.947664 0.635531 3.992894
000012.XSHE 9.50 0.841168 0.568074 3.948173
000021.XSHE 9.72 0.255993 -2.304936 13.243602
000028.XSHE 68.19 0.903758 -0.028117 5.590039
000030.XSHE 8.85 1.065534 0.712540 4.588562
000031.XSHE 15.56 1.359190 0.532792 4.510174
000049.XSHE 47.36 0.852537 0.787744 5.193429
000062.XSHE 29.09 1.400490 0.492429 4.794411
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.87 1.180719 0.515389 4.820706
000088.XSHE 9.93 0.904621 0.307801 3.837188
000090.XSHE 11.52 1.003518 0.073990 3.891118
000099.XSHE 17.98 0.927458 1.222001 9.292507
000401.XSHE 10.65 0.938046 0.709406 4.085988
000415.XSHE 9.05 0.794615 0.081564 4.218627
000417.XSHE 9.52 0.849920 0.696147 5.817367
000418.XSHE 22.02 0.928051 0.288066 4.122860
000422.XSHE 8.03 0.856071 0.372103 4.751332
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 4.97 1.019577 0.686829 4.963344
000501.XSHE 15.03 0.743515 0.254190 5.158152
000511.XSHE 9.35 0.857724 0.554336 3.622344
000513.XSHE 28.98 0.774276 0.671524 8.541819
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 16.58 0.976975 1.666599 11.976733
000528.XSHE 7.87 0.973316 1.181405 5.670057
000540.XSHE 7.37 0.895657 0.598008 12.947733
000541.XSHE 8.90 1.048957 0.467798 5.336389
000543.XSHE 8.76 0.546198 0.389866 3.245011
000547.XSHE 25.22 0.882498 0.971148 6.128638
... ... ... ... ...
601012.XSHG 7.82 0.919187 0.220866 4.329984
601101.XSHG 8.25 0.827111 0.392724 3.729365
601126.XSHG 14.08 0.948057 0.344882 4.704850
601139.XSHG 7.08 0.681928 0.184879 3.825617
601208.XSHG 9.61 0.828954 0.553151 5.314083
601233.XSHG 11.70 0.929390 0.448225 4.575936
601311.XSHG 22.39 0.734786 0.232260 2.879598
601369.XSHG 9.22 0.902558 0.092703 3.159144
601515.XSHG 12.98 1.027972 0.534569 2.810949
601608.XSHG 9.41 0.924186 0.064934 4.853718
601666.XSHG 6.04 0.774745 0.220641 3.215254
601678.XSHG 4.99 0.756662 0.236619 3.671694
601717.XSHG 8.61 1.002207 0.575093 5.087979
601718.XSHG 12.06 1.268797 0.179882 5.996360
601777.XSHG 14.18 0.943612 0.603473 3.693833
601801.XSHG 13.07 1.219384 1.044870 7.681562
601880.XSHG 2.66 0.882310 0.189235 3.683615
601886.XSHG 11.78 0.778265 0.482678 3.508372
601908.XSHG 10.07 1.155054 0.649568 4.513174
601965.XSHG 10.54 0.845030 0.525186 3.836542
601999.XSHG 11.15 0.949845 0.353505 5.700475
603001.XSHG 26.20 0.922272 0.492611 2.803614
603005.XSHG 43.34 0.936293 0.134928 4.914382
603077.XSHG 3.50 1.010944 1.025611 9.023321
603328.XSHG 11.83 0.821316 0.239976 5.292856
603366.XSHG 11.43 1.025294 0.467963 4.193798
603369.XSHG 13.54 0.739372 -0.217086 5.375671
603555.XSHG 38.63 1.308432 0.355789 5.581151
603699.XSHG 21.96 0.775516 0.527356 4.322649
603766.XSHG 9.14 1.064892 0.013984 5.570894
[493 rows x 4 columns], datetime.date(2015, 7, 27): close r_vol r_skew r_kurt
000006.XSHE 10.73 0.838509 0.895166 7.887231
000012.XSHE 8.52 0.582874 -0.239824 2.957745
000021.XSHE 11.92 0.804673 0.187809 3.557166
000028.XSHE 72.56 1.079945 0.925250 6.649824
000030.XSHE 7.67 0.674989 -0.059738 3.539288
000031.XSHE 17.67 1.174362 1.381599 7.262662
000049.XSHE 44.82 0.594060 0.089080 3.917619
000062.XSHE 31.72 1.015168 0.425651 4.174849
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.20 0.801352 -0.101470 3.324415
000088.XSHE 9.22 0.742938 0.151406 6.133105
000090.XSHE 11.53 0.785243 0.395453 5.577686
000099.XSHE 16.93 1.008514 0.522879 4.737078
000401.XSHE 10.21 0.839443 0.272109 5.304123
000415.XSHE 7.95 0.504828 0.175418 5.538406
000417.XSHE 8.95 0.678724 -0.023220 3.583918
000418.XSHE 18.75 0.646316 -0.085664 4.516789
000422.XSHE 7.31 0.589672 0.199090 4.636721
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 4.69 0.754546 0.511921 5.505139
000501.XSHE 13.18 0.531401 -0.368604 4.268127
000511.XSHE 8.86 0.852725 0.579903 6.408743
000513.XSHE 26.23 0.542454 0.034701 4.157615
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 14.98 0.655441 0.001253 6.885821
000528.XSHE 6.97 0.654476 -0.043274 4.988060
000540.XSHE 6.55 0.630230 0.547371 5.588386
000541.XSHE 8.39 0.777444 0.179219 3.451773
000543.XSHE 8.34 0.615683 0.209400 3.609693
000547.XSHE 26.61 0.976836 0.294372 5.540037
... ... ... ... ...
601012.XSHG 7.48 0.603457 0.281889 5.106214
601101.XSHG 7.74 0.653134 0.600481 4.671994
601126.XSHG 13.70 0.709983 -0.123301 5.048912
601139.XSHG 6.57 0.618825 -0.061463 3.863086
601208.XSHG 8.71 0.560414 -0.328358 3.591432
601233.XSHG 10.87 0.919753 0.272040 4.522323
601311.XSHG 20.84 0.644534 -0.051096 4.105906
601369.XSHG 8.36 0.631165 -0.207399 3.875039
601515.XSHG 11.50 0.808577 0.099795 4.784852
601608.XSHG 10.02 0.965773 0.962287 7.356047
601666.XSHG 5.50 0.619535 0.057732 4.609982
601678.XSHG 4.60 0.515801 -0.074247 3.948449
601717.XSHG 8.10 0.728848 0.081746 3.777584
601718.XSHG 14.85 1.018269 0.497489 12.095745
601777.XSHG 12.95 0.758624 0.011638 4.067264
601801.XSHG 12.70 1.112101 0.923295 6.359126
601880.XSHG 2.46 0.644149 0.427031 5.742235
601886.XSHG 12.53 1.064960 1.174254 11.546737
601908.XSHG 10.00 0.847300 0.358994 5.230737
601965.XSHG 9.83 0.547443 -0.177727 3.859460
601999.XSHG 10.66 0.697733 0.013180 3.369845
603001.XSHG 27.38 0.999076 0.609670 5.608377
603005.XSHG 41.35 0.745797 0.123065 7.478309
603077.XSHG 3.65 0.938340 0.431745 5.975175
603328.XSHG 10.89 0.551545 -0.486386 4.089668
603366.XSHG 10.67 0.616305 0.145155 3.652070
603369.XSHG 12.20 0.531621 -0.242185 4.234092
603555.XSHG 36.09 0.859493 0.833921 6.744595
603699.XSHG 19.96 0.561845 0.073386 4.693971
603766.XSHG 10.37 0.687400 0.020037 4.374933
[493 rows x 4 columns], datetime.date(2015, 8, 3): close r_vol r_skew r_kurt
000006.XSHE 10.69 0.944917 -0.091127 4.440202
000012.XSHE 8.63 0.758896 0.299595 4.478026
000021.XSHE 10.55 1.136963 -1.039649 6.174278
000028.XSHE 66.82 1.055777 -0.470670 4.858501
000030.XSHE 8.37 0.937267 0.181307 5.942422
000031.XSHE 15.02 1.400982 -0.288145 5.086406
000049.XSHE 46.51 0.891023 0.082386 5.359489
000062.XSHE 24.66 1.376243 -0.770905 6.359043
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 6.00 1.231849 -0.432404 4.967802
000088.XSHE 9.81 0.858375 0.347328 5.682194
000090.XSHE 10.60 0.986765 -0.063444 3.870859
000099.XSHE 17.39 1.321235 0.869414 7.594977
000401.XSHE 13.01 1.095471 0.431514 4.276000
000415.XSHE 8.43 0.918330 0.389522 5.708789
000417.XSHE 8.98 0.912422 -0.144689 3.879375
000418.XSHE 20.37 0.790330 0.468064 4.691735
000422.XSHE 7.77 0.798733 0.399679 5.097746
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 4.87 0.906878 0.411285 7.130493
000501.XSHE 13.57 0.690456 0.350339 4.100654
000511.XSHE 8.29 1.175589 -0.088958 3.968069
000513.XSHE 27.44 0.715001 0.086407 6.186550
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 15.27 0.790664 0.196531 3.359032
000528.XSHE 7.29 0.815366 0.300559 6.720309
000540.XSHE 6.45 0.879961 -0.117782 4.111834
000541.XSHE 8.15 0.983334 -0.172449 4.779504
000543.XSHE 8.54 0.804070 0.150128 4.432179
000547.XSHE 22.82 1.469727 -0.196039 5.216784
... ... ... ... ...
601012.XSHG 6.78 0.968744 -0.889324 5.802955
601101.XSHG 8.34 0.763876 0.453346 5.185321
601126.XSHG 15.00 0.747367 0.488098 4.703965
601139.XSHG 7.41 0.740513 0.249793 4.227130
601208.XSHG 8.98 0.709759 0.510762 3.711910
601233.XSHG 9.41 1.138085 -0.152884 3.642589
601311.XSHG 19.18 0.883811 -0.419573 4.203548
601369.XSHG 9.05 0.851721 0.239446 5.409479
601515.XSHG 10.13 1.002758 -0.223756 3.670069
601608.XSHG 8.91 1.134443 -0.041076 4.405642
601666.XSHG 5.87 0.753373 0.042716 5.633008
601678.XSHG 4.78 0.708692 0.266671 5.257417
601717.XSHG 7.90 1.091750 0.139200 3.836431
601718.XSHG 13.37 1.559596 0.417871 6.584691
601777.XSHG 13.21 1.038773 0.604086 7.413310
601801.XSHG 10.97 1.013150 -0.100581 4.213707
601880.XSHG 2.61 0.911109 0.610740 6.070340
601886.XSHG 11.17 1.173497 -0.351883 4.209119
601908.XSHG 9.35 1.113511 0.191497 5.019471
601965.XSHG 10.73 0.704972 1.018256 5.868308
601999.XSHG 9.96 1.048447 -0.023114 4.084392
603001.XSHG 25.64 0.967700 -0.994883 12.482258
603005.XSHG 47.44 0.904488 0.761716 5.468314
603077.XSHG 3.10 1.129725 -0.098751 3.494913
603328.XSHG 11.96 0.754003 1.016458 5.328914
603366.XSHG 10.35 0.734560 0.636901 8.002547
603369.XSHG 12.24 0.695174 -0.165113 5.783333
603555.XSHG 36.42 1.335311 0.876092 6.613015
603699.XSHG 22.99 1.051496 0.269349 3.719913
603766.XSHG 8.40 0.626308 -1.169881 6.723827
[493 rows x 4 columns], datetime.date(2015, 8, 10): close r_vol r_skew r_kurt
000006.XSHE 11.88 0.658428 0.639496 4.006061
000012.XSHE 9.43 0.436308 0.378921 3.427352
000021.XSHE 12.46 0.580037 0.432272 3.551807
000028.XSHE 78.35 0.735797 1.408071 6.942153
000030.XSHE 8.81 0.802048 0.610700 5.006736
000031.XSHE 18.71 0.972810 0.687661 5.716795
000049.XSHE 52.88 0.664934 1.027919 6.938972
000062.XSHE 26.06 0.912329 -0.379987 3.301083
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.85 0.943478 0.751275 4.668314
000088.XSHE 10.45 0.620439 0.982756 7.914460
000090.XSHE 11.75 0.505330 0.318990 3.244568
000099.XSHE 23.75 1.003626 3.143532 20.109736
000401.XSHE 14.48 1.018780 0.807908 5.726144
000415.XSHE 8.99 0.473947 0.805811 5.129522
000417.XSHE 10.03 0.543358 0.620317 3.892949
000418.XSHE 22.42 0.527731 0.224407 3.541163
000422.XSHE 8.48 0.449601 0.448590 3.599198
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 5.47 0.534252 0.810131 4.213502
000501.XSHE 14.93 0.418264 0.529128 3.982314
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 29.98 0.421539 0.936953 5.139163
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 17.00 0.478806 0.711740 4.086985
000528.XSHE 8.22 0.739555 0.999293 7.064273
000540.XSHE 6.82 0.429119 0.523808 3.564036
000541.XSHE 10.79 0.744292 0.953044 4.152236
000543.XSHE 9.09 0.375742 0.145589 3.120614
000547.XSHE 28.43 0.700444 1.009059 4.976354
... ... ... ... ...
601012.XSHG 7.99 0.618860 0.830017 4.734113
601101.XSHG 8.88 0.465646 0.414617 3.616829
601126.XSHG 17.77 0.622306 0.205535 5.943131
601139.XSHG 8.28 0.561051 0.603605 3.499645
601208.XSHG 9.76 0.457830 0.052951 5.193374
601233.XSHG 11.18 0.581345 0.719186 4.224403
601311.XSHG 22.48 0.670404 0.614875 3.194190
601369.XSHG 9.74 0.477948 0.379960 3.420864
601515.XSHG 12.31 0.664006 0.879152 4.735918
601608.XSHG 10.30 0.677410 1.099377 7.146952
601666.XSHG 6.20 0.517344 0.483201 6.278558
601678.XSHG 5.24 0.419726 0.647381 3.423392
601717.XSHG 9.28 0.606650 0.710988 3.695743
601718.XSHG 15.82 1.050416 1.102254 7.087958
601777.XSHG 16.35 0.833261 0.705832 4.277690
601801.XSHG 15.73 0.719615 1.273951 5.671702
601880.XSHG 3.05 0.688262 1.452114 8.690465
601886.XSHG 13.26 0.635978 0.430656 3.551254
601908.XSHG 10.37 0.551554 0.187493 3.706397
601965.XSHG 11.12 0.504116 0.334859 2.746321
601999.XSHG 13.44 0.689236 0.776216 4.079879
603001.XSHG 27.82 0.937916 0.510020 4.227387
603005.XSHG 48.56 0.564352 0.388628 3.154699
603077.XSHG 3.67 0.711390 0.569262 3.854414
603328.XSHG 12.79 0.524125 0.252020 4.701355
603366.XSHG 11.51 0.560146 0.670672 3.706382
603369.XSHG 12.92 0.400827 0.589495 3.888712
603555.XSHG 36.24 0.647060 0.556859 5.503982
603699.XSHG 24.76 0.609016 0.438811 4.201782
603766.XSHG 8.83 0.906665 0.757637 5.057549
[493 rows x 4 columns], datetime.date(2015, 8, 17): close r_vol r_skew r_kurt
000006.XSHE 14.85 0.977773 1.103268 5.463531
000012.XSHE 10.10 0.499462 0.452963 4.892418
000021.XSHE 13.41 0.635933 0.379535 3.377166
000028.XSHE 82.05 0.683783 0.734373 5.094495
000030.XSHE 10.17 0.744100 0.223812 4.057267
000031.XSHE 22.38 1.038596 0.808679 4.236618
000049.XSHE 51.80 0.491856 0.277444 4.016965
000062.XSHE 31.53 0.725222 -0.402475 2.018059
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.87 0.607480 0.406721 5.011110
000088.XSHE 10.66 0.560607 0.549777 5.390941
000090.XSHE 13.66 0.780921 0.513310 4.321473
000099.XSHE 24.28 0.779585 0.758580 6.605232
000401.XSHE 13.68 0.756859 0.170804 5.875095
000415.XSHE 9.64 0.541583 0.071124 4.951402
000417.XSHE 12.06 0.669066 0.675600 3.083028
000418.XSHE 21.33 0.428772 0.039232 3.496206
000422.XSHE 8.79 0.393236 0.086706 3.115171
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 5.40 0.586028 0.171860 5.775414
000501.XSHE 15.79 0.537710 0.934110 5.342627
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 29.98 0.354507 1.013747 4.843619
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 17.19 0.369175 0.132454 4.234805
000528.XSHE 8.22 0.591497 0.424555 4.630240
000540.XSHE 7.09 0.513809 0.114373 3.994609
000541.XSHE 12.33 0.752217 0.494421 4.451639
000543.XSHE 9.54 0.426465 0.126817 4.766550
000547.XSHE 28.04 0.516341 -0.010673 4.140284
... ... ... ... ...
601012.XSHG 7.86 0.431577 0.065758 3.235958
601101.XSHG 9.06 0.409405 0.564329 5.297829
601126.XSHG 15.80 0.545312 -0.331743 3.988709
601139.XSHG 8.81 0.488711 1.050742 7.710049
601208.XSHG 10.87 0.445900 -0.083047 3.870103
601233.XSHG 11.48 0.602252 0.061993 4.764715
601311.XSHG 20.53 0.434333 -0.490162 3.518610
601369.XSHG 10.36 0.508287 0.280694 3.305945
601515.XSHG 12.33 0.452833 0.147124 3.175315
601608.XSHG 10.26 0.593138 -0.011977 2.587255
601666.XSHG 6.88 0.472922 1.113951 6.081326
601678.XSHG 5.56 0.396747 -0.186862 3.130687
601717.XSHG 9.87 0.575976 0.038361 3.282251
601718.XSHG 24.64 1.055332 1.528118 6.208440
601777.XSHG 15.93 0.552979 -0.199970 4.302099
601801.XSHG 16.27 0.867441 0.296037 5.566072
601880.XSHG 3.43 0.620436 1.421017 8.545097
601886.XSHG 13.49 0.550607 0.186274 4.700633
601908.XSHG 11.04 0.578637 0.802941 4.712332
601965.XSHG 12.46 0.591088 0.772380 5.685033
601999.XSHG 14.81 0.682910 0.525566 4.857784
603001.XSHG 28.08 0.635561 0.183937 3.682000
603005.XSHG 47.62 0.456824 0.151778 4.536458
603077.XSHG 3.87 0.647198 0.134118 3.701980
603328.XSHG 12.42 0.330509 -0.134533 3.319938
603366.XSHG 11.73 0.506516 0.000265 4.287605
603369.XSHG 12.74 0.269519 0.206257 3.490173
603555.XSHG 38.93 0.606780 0.806474 4.643666
603699.XSHG 24.11 0.499890 -0.381975 3.427421
603766.XSHG 9.15 0.493160 -0.209344 3.526835
[493 rows x 4 columns], datetime.date(2015, 8, 24): close r_vol r_skew r_kurt
000006.XSHE 10.84 1.212531 -0.178397 8.476826
000012.XSHE 8.09 0.883416 -0.172507 5.232512
000021.XSHE 9.83 0.924974 -0.984973 6.867862
000028.XSHE 61.13 0.982929 -1.514888 10.738036
000030.XSHE 6.71 1.099609 -0.732882 4.632655
000031.XSHE 16.43 1.322928 -0.269206 8.302697
000049.XSHE 37.71 0.757073 -0.863115 6.268973
000062.XSHE 27.92 1.462485 0.433888 8.000860
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 5.87 0.997279 -0.758991 4.856184
000088.XSHE 8.03 0.789417 -0.683853 6.259568
000090.XSHE 9.11 0.849023 -0.118310 8.052687
000099.XSHE 17.56 1.093434 0.174210 9.231813
000401.XSHE 9.69 1.106330 -0.321037 3.975567
000415.XSHE 7.59 0.843014 -0.538154 4.406120
000417.XSHE 8.55 0.888880 -0.237023 3.753538
000418.XSHE 15.59 0.632473 -0.299770 4.036575
000422.XSHE 6.93 0.740402 -0.189874 3.481178
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 4.05 0.820823 -0.464856 4.060011
000501.XSHE 12.09 0.719748 -0.833633 5.733491
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 29.98 0.354507 1.013747 4.843619
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 12.81 0.777328 -0.680050 5.022434
000528.XSHE 6.27 0.941710 -0.079447 6.442500
000540.XSHE 5.58 0.857242 -0.950911 5.643194
000541.XSHE 10.26 1.101024 -0.604110 5.563334
000543.XSHE 7.18 0.746674 -1.047693 6.307589
000547.XSHE 21.08 0.999760 -1.527060 11.012984
... ... ... ... ...
601012.XSHG 5.91 0.794786 -1.185050 6.718494
601101.XSHG 6.95 0.749300 -0.775224 4.487473
601126.XSHG 12.36 0.878218 -1.005109 9.440940
601139.XSHG 6.89 1.094280 -0.099189 5.154740
601208.XSHG 7.66 0.719794 -0.666822 3.766670
601233.XSHG 8.57 0.824204 -1.106564 9.091141
601311.XSHG 15.04 0.761919 -1.198875 8.389314
601369.XSHG 7.40 0.842428 -1.090924 7.658063
601515.XSHG 9.18 0.735785 -0.194141 4.921028
601608.XSHG 7.52 0.812379 -1.177739 7.306485
601666.XSHG 5.63 0.915527 -0.548395 7.097397
601678.XSHG 4.18 0.701177 -1.224553 9.104687
601717.XSHG 7.97 1.022818 -0.313494 4.587048
601718.XSHG 17.10 1.614664 -0.067689 8.000654
601777.XSHG 11.06 0.817429 -0.721844 5.133163
601801.XSHG 11.98 0.963793 -0.108859 6.323549
601880.XSHG 3.02 1.181136 -0.064566 6.297066
601886.XSHG 9.85 0.913868 -1.028914 9.264459
601908.XSHG 9.54 1.081464 -0.414155 10.663083
601965.XSHG 8.91 1.117539 -0.565225 4.044664
601999.XSHG 9.68 1.080972 -0.271079 5.145630
603001.XSHG 19.61 0.791380 -0.864592 7.114504
603005.XSHG 35.09 0.768787 -1.725513 9.510641
603077.XSHG 2.81 0.971793 -0.890070 8.500564
603328.XSHG 9.28 0.764245 -1.041338 6.863619
603366.XSHG 9.19 0.826022 -0.797385 8.105312
603369.XSHG 9.78 0.603518 -0.618365 4.279257
603555.XSHG 30.91 1.060266 -0.505125 11.645378
603699.XSHG 18.21 0.715521 -1.048802 6.200579
603766.XSHG 6.22 0.825144 -1.883500 13.339019
[493 rows x 4 columns], datetime.date(2015, 8, 31): close r_vol r_skew r_kurt
000006.XSHE 9.93 1.256767 0.825433 7.630091
000012.XSHE 7.38 1.063080 0.717531 5.870135
000021.XSHE 8.53 1.136886 0.243878 5.451704
000028.XSHE 63.71 0.909139 0.485993 4.494411
000030.XSHE 6.06 0.925722 0.158371 4.022843
000031.XSHE 17.87 1.124750 0.667225 5.358213
000049.XSHE 37.88 0.889644 0.383630 3.326858
000062.XSHE 22.61 1.373421 0.512847 3.899924
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 5.60 1.276808 0.657060 5.835605
000088.XSHE 6.96 1.181246 0.653294 6.627556
000090.XSHE 8.35 0.888651 -0.032403 6.219928
000099.XSHE 15.52 1.401253 0.285071 4.907723
000401.XSHE 9.38 1.012244 0.164618 7.098133
000415.XSHE 7.53 0.906538 0.285549 4.279973
000417.XSHE 8.10 0.831191 0.213926 3.739635
000418.XSHE 17.70 1.093492 1.063209 7.235672
000422.XSHE 6.80 0.804412 0.286259 3.713681
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 4.01 0.748852 0.240829 3.834574
000501.XSHE 12.23 0.859349 0.207526 3.250500
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 29.98 0.354507 1.013747 4.843619
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 12.89 0.927182 0.243512 4.082185
000528.XSHE 6.04 0.811016 0.667569 5.552785
000540.XSHE 4.59 1.551142 0.504373 7.735539
000541.XSHE 9.38 1.569884 0.347591 2.558986
000543.XSHE 7.20 1.095581 0.039383 3.975797
000547.XSHE 17.48 1.126248 0.571098 5.535259
... ... ... ... ...
601012.XSHG 5.40 0.909006 0.335975 4.179338
601101.XSHG 6.27 0.921916 0.579072 4.830782
601126.XSHG 12.70 0.859719 0.726998 5.718082
601139.XSHG 6.71 0.881509 0.265298 3.751382
601208.XSHG 7.54 0.654041 0.737849 4.373071
601233.XSHG 8.58 0.947868 0.775226 5.393913
601311.XSHG 13.97 0.929363 0.711544 4.648310
601369.XSHG 7.20 0.833952 0.275803 3.430490
601515.XSHG 9.78 0.901376 0.663930 5.309322
601608.XSHG 7.11 1.220391 0.870262 9.336209
601666.XSHG 6.27 1.118232 1.197769 7.589789
601678.XSHG 4.04 0.718220 0.279362 3.348084
601717.XSHG 7.13 1.209215 0.139605 5.704432
601718.XSHG 17.00 1.300181 0.565234 5.942282
601777.XSHG 9.75 1.049053 0.081385 4.727696
601801.XSHG 12.66 1.116327 0.388114 4.587246
601880.XSHG 2.81 1.186285 0.871327 3.874022
601886.XSHG 9.02 1.183282 0.690761 6.764913
601908.XSHG 6.71 0.894265 -0.118461 6.177115
601965.XSHG 8.13 0.932172 -0.067334 3.953285
601999.XSHG 9.50 1.077640 0.382737 3.495690
603001.XSHG 19.61 0.904201 0.733235 6.362438
603005.XSHG 31.68 0.799995 0.002874 4.952589
603077.XSHG 2.81 0.157537 -3.501707 21.442792
603328.XSHG 8.93 0.792559 0.350336 3.808449
603366.XSHG 8.99 0.822009 0.704618 5.706102
603369.XSHG 9.91 0.809775 0.482794 3.701292
603555.XSHG 25.04 1.165339 0.504532 5.164741
603699.XSHG 17.96 0.836810 0.181526 3.214663
603766.XSHG 5.56 0.995332 0.258893 4.635989
[493 rows x 4 columns], datetime.date(2015, 9, 9): close r_vol r_skew r_kurt
000006.XSHE 9.81 1.141797 0.085767 3.326782
000012.XSHE 6.94 0.744550 -0.260261 3.179735
000021.XSHE 8.69 0.795522 0.073830 3.272547
000028.XSHE 57.45 1.019260 -0.043172 4.074149
000030.XSHE 6.06 0.934052 -0.156739 5.454669
000031.XSHE 14.48 1.442610 0.102171 4.667471
000049.XSHE 39.80 0.765180 0.257528 5.107910
000062.XSHE 22.03 1.134132 0.735256 4.108524
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 5.52 0.993537 0.204925 3.967748
000088.XSHE 7.39 0.789167 0.500369 4.877101
000090.XSHE 8.57 0.776316 0.403183 4.784622
000099.XSHE 12.88 1.086019 -0.188923 4.041214
000401.XSHE 9.45 0.859244 0.201009 3.338211
000415.XSHE 7.59 0.881377 0.626240 5.294431
000417.XSHE 8.29 0.839461 0.302974 3.734357
000418.XSHE 18.15 0.666916 0.582317 5.072839
000422.XSHE 7.05 0.626471 0.348552 3.343670
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 4.16 0.817746 -0.182939 5.283923
000501.XSHE 12.95 0.657684 0.309915 3.966013
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 29.98 0.354507 1.013747 4.843619
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 13.57 0.727573 0.712111 3.100212
000528.XSHE 6.17 0.683063 0.423182 4.652609
000540.XSHE 4.59 1.620294 1.311426 7.805172
000541.XSHE 9.31 1.626562 0.426866 2.692624
000543.XSHE 7.40 0.668991 0.464131 4.842290
000547.XSHE 15.91 0.922863 0.071093 4.493049
... ... ... ... ...
601012.XSHG 5.88 0.750529 0.579092 4.833840
601101.XSHG 6.71 0.698780 0.399430 3.223938
601126.XSHG 12.79 0.851244 0.611271 4.998885
601139.XSHG 6.60 0.833928 -0.029843 5.487999
601208.XSHG 7.73 0.693585 0.342327 3.843614
601233.XSHG 8.56 0.905950 0.258019 3.869113
601311.XSHG 15.09 0.762743 0.520137 6.414276
601369.XSHG 7.37 0.831567 0.377265 3.252562
601515.XSHG 10.41 0.905556 0.471994 3.584368
601608.XSHG 6.80 0.942593 -0.003239 4.359253
601666.XSHG 5.29 1.036512 0.764700 5.068540
601678.XSHG 4.27 0.791112 0.341469 3.179825
601717.XSHG 6.96 0.845826 -0.057728 3.130071
601718.XSHG 12.99 1.505908 -0.014963 5.250483
601777.XSHG 10.47 0.882231 0.312471 5.017061
601801.XSHG 12.53 1.003883 0.008968 3.359621
601880.XSHG 2.59 1.151862 0.117734 3.613393
601886.XSHG 8.86 1.004519 -0.082099 4.105889
601908.XSHG 6.38 0.771890 -0.283811 4.837541
601965.XSHG 8.13 0.794445 0.251878 3.617940
601999.XSHG 9.26 0.972034 0.302368 3.952574
603001.XSHG 21.86 0.971136 0.959064 7.994820
603005.XSHG 32.43 0.843492 0.623460 6.611762
603077.XSHG 2.81 0.157537 -3.501707 21.442792
603328.XSHG 9.60 0.837273 0.686761 7.992725
603366.XSHG 9.30 0.858944 0.177442 3.601493
603369.XSHG 10.94 0.740654 0.777707 6.257449
603555.XSHG 23.61 0.903359 0.158173 4.231024
603699.XSHG 18.67 0.671487 0.582650 4.083903
603766.XSHG 6.04 0.804098 0.586330 4.312155
[493 rows x 4 columns], datetime.date(2015, 9, 16): close r_vol r_skew r_kurt
000006.XSHE 8.93 1.022908 0.526043 5.200112
000012.XSHE 6.01 0.610976 0.021508 4.399049
000021.XSHE 7.69 0.692443 -0.095157 4.401251
000028.XSHE 56.44 0.720793 0.654598 6.689418
000030.XSHE 5.13 0.755128 0.248042 5.016009
000031.XSHE 12.39 1.056252 -0.057265 4.968862
000049.XSHE 35.16 0.594281 -0.224928 4.051072
000062.XSHE 19.32 0.880394 -0.074566 4.898372
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 4.96 0.882195 0.732528 7.707523
000088.XSHE 6.45 0.626234 -0.635405 4.631207
000090.XSHE 7.70 0.818035 -0.036190 4.138737
000099.XSHE 11.62 0.874909 0.217747 5.038505
000401.XSHE 8.45 0.750285 -0.040360 3.150121
000415.XSHE 6.85 0.686883 0.199533 4.695363
000417.XSHE 7.34 0.745810 0.298596 4.005229
000418.XSHE 16.99 0.642369 -0.068510 7.582033
000422.XSHE 6.67 0.552758 -0.106257 4.176462
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 3.83 0.783817 -0.034243 4.377673
000501.XSHE 12.42 0.647470 0.364311 4.156514
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 29.98 0.354507 1.013747 4.843619
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 12.12 0.611434 0.008737 4.690482
000528.XSHE 5.55 0.615195 -0.186452 3.952665
000540.XSHE 4.59 1.620294 1.311426 7.805172
000541.XSHE 9.06 1.043829 0.379864 6.583308
000543.XSHE 6.91 0.616764 0.071423 4.978670
000547.XSHE 13.51 0.762865 0.201692 5.233607
... ... ... ... ...
601101.XSHG 6.18 0.653878 0.104504 4.383333
601126.XSHG 11.49 0.817848 0.129933 4.989194
601139.XSHG 6.06 0.692737 -0.026683 5.077494
601208.XSHG 7.09 0.576767 -0.032294 3.410298
601233.XSHG 7.23 0.731601 -0.239635 5.766718
601311.XSHG 13.22 0.608209 -0.187474 4.242804
601369.XSHG 6.70 0.686527 0.446082 6.296399
601515.XSHG 9.48 0.766538 0.350307 4.879653
601608.XSHG 5.85 0.741506 -0.275584 3.021825
601666.XSHG 4.69 0.775882 0.080865 4.351167
601678.XSHG 3.90 0.554145 0.059152 3.777585
601717.XSHG 6.34 0.710421 -0.355342 4.330469
601718.XSHG 11.88 1.170770 0.203802 4.739945
601777.XSHG 9.08 0.828345 0.130985 5.113141
601801.XSHG 11.47 0.759228 0.163194 3.564249
601880.XSHG 2.14 0.725745 -0.344822 5.363818
601886.XSHG 7.82 0.689246 -0.147289 5.324664
601908.XSHG 5.66 0.697148 -0.295036 4.975717
601965.XSHG 7.34 0.671118 0.117604 4.495993
601999.XSHG 8.10 0.659119 -0.358695 5.253372
603001.XSHG 20.96 0.756780 0.098131 4.929845
603005.XSHG 31.78 0.491760 0.052860 7.275379
603077.XSHG 2.27 1.044837 0.050117 4.809286
603188.XSHG 16.94 0.595729 -0.123921 5.191158
603328.XSHG 8.70 0.628021 -0.096534 5.209863
603366.XSHG 8.62 0.653929 0.704752 6.672131
603369.XSHG 10.31 0.640113 0.224194 4.391130
603555.XSHG 20.81 0.823401 -0.211673 8.459527
603699.XSHG 17.58 0.584711 0.230136 4.693585
603766.XSHG 5.29 0.652084 -0.057567 5.170547
[494 rows x 4 columns], datetime.date(2015, 9, 23): close r_vol r_skew r_kurt
000006.XSHE 9.57 0.935218 0.624528 3.772079
000012.XSHE 5.96 0.519741 0.222988 2.912030
000021.XSHE 7.72 0.630559 0.410541 4.341833
000028.XSHE 56.73 0.567907 0.329916 3.984913
000030.XSHE 5.12 0.662313 0.526225 4.349648
000031.XSHE 12.25 0.991705 0.536865 5.139137
000049.XSHE 37.61 0.624750 0.437495 4.857180
000062.XSHE 19.11 0.970586 0.638482 5.003933
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 5.22 0.742023 0.341134 3.213084
000088.XSHE 7.41 0.814538 1.240262 5.727028
000090.XSHE 7.97 0.751826 0.752466 4.833512
000099.XSHE 13.32 0.965208 0.561540 4.456576
000401.XSHE 8.48 0.565234 0.134201 3.024267
000415.XSHE 6.85 0.564916 0.903475 5.418918
000417.XSHE 8.23 0.519033 -0.012545 2.146268
000418.XSHE 16.67 0.426961 0.144305 3.820362
000422.XSHE 6.44 0.460532 0.252896 3.473430
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 3.92 0.495131 0.361823 3.893028
000501.XSHE 12.26 0.464899 -0.142051 3.788337
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 29.98 0.354507 1.013747 4.843619
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 12.13 0.591391 0.586214 4.328671
000528.XSHE 5.57 0.667681 0.792188 6.504841
000540.XSHE 4.59 1.620294 1.311426 7.805172
000541.XSHE 8.52 0.669157 0.182243 4.001784
000543.XSHE 6.90 0.498237 -0.022784 3.251501
000547.XSHE 13.77 0.831586 0.574694 4.806463
... ... ... ... ...
601101.XSHG 6.49 0.735014 1.314969 10.173188
601126.XSHG 11.80 0.662444 0.463037 4.729005
601139.XSHG 5.98 0.484291 0.237357 3.501291
601208.XSHG 6.92 0.501890 0.333415 3.886741
601233.XSHG 7.35 0.670700 0.155832 4.516704
601311.XSHG 16.41 0.708492 0.328577 3.719427
601369.XSHG 6.57 0.533134 0.248100 3.729556
601515.XSHG 9.13 0.653296 0.151718 3.657331
601608.XSHG 5.99 0.714494 0.424142 4.006998
601666.XSHG 4.58 0.593605 0.258083 4.513470
601678.XSHG 3.82 0.479333 0.161804 2.994840
601717.XSHG 6.39 0.576443 0.441985 3.686922
601718.XSHG 11.41 1.154809 0.991781 6.491985
601777.XSHG 9.58 0.668833 0.638416 4.767664
601801.XSHG 12.16 0.753561 0.245905 4.234308
601880.XSHG 2.20 0.847839 1.161290 8.968288
601886.XSHG 7.70 0.622298 0.111072 4.156671
601908.XSHG 6.74 0.711205 0.722355 3.498652
601965.XSHG 8.17 0.609047 0.804682 4.959818
601999.XSHG 8.23 0.643037 0.512980 3.627016
603001.XSHG 21.93 0.645533 -0.419684 5.327200
603005.XSHG 33.26 0.615407 0.441260 4.149873
603077.XSHG 2.16 0.687983 0.653469 4.872800
603188.XSHG 16.77 0.468791 0.283389 3.250302
603328.XSHG 9.13 0.519174 0.855902 4.312192
603366.XSHG 8.32 0.547471 0.347565 3.960354
603369.XSHG 10.00 0.510058 0.318117 3.009331
603555.XSHG 23.84 0.673039 1.369147 10.671697
603699.XSHG 17.49 0.483197 0.295657 3.312558
603766.XSHG 6.03 0.674407 0.315251 4.170357
[494 rows x 4 columns], datetime.date(2015, 9, 30): close r_vol r_skew r_kurt
000006.XSHE 8.79 0.529583 -0.842392 4.122832
000012.XSHE 6.41 0.464748 0.379502 4.886317
000021.XSHE 7.77 0.466562 -0.156190 3.467100
000028.XSHE 55.59 0.519116 0.594641 5.073689
000030.XSHE 5.15 0.390536 -0.036146 3.776487
000031.XSHE 11.49 0.646710 -0.536551 4.244205
000049.XSHE 37.09 0.486691 -0.320599 4.068824
000062.XSHE 19.37 0.769967 1.007433 9.192918
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 5.14 0.545958 0.082558 3.563446
000088.XSHE 7.19 0.666276 -0.288050 3.158520
000090.XSHE 8.04 0.616016 -0.142223 3.993318
000099.XSHE 12.90 0.629904 0.051362 3.822727
000401.XSHE 8.29 0.388385 0.245521 4.578470
000415.XSHE 6.69 0.465559 0.256096 4.574696
000417.XSHE 7.88 0.455611 0.239171 5.362219
000418.XSHE 16.62 0.315575 0.286711 4.039078
000422.XSHE 6.25 0.356876 -0.273327 4.097532
000426.XSHE 4.85 0.300710 -4.047489 18.939353
000488.XSHE 3.68 0.430152 -0.377568 3.958368
000501.XSHE 12.17 0.377669 0.425837 4.785352
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 29.98 0.354507 1.013747 4.843619
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 11.94 0.459809 0.067804 4.044097
000528.XSHE 5.32 0.362520 -0.012229 3.816230
000540.XSHE 4.59 1.620294 1.311426 7.805172
000541.XSHE 7.74 0.412060 -0.575837 3.789040
000543.XSHE 6.80 0.308953 -0.166828 3.972866
000547.XSHE 13.59 0.583189 -0.171909 4.475316
... ... ... ... ...
601101.XSHG 6.16 0.533287 -0.224459 3.604934
601126.XSHG 12.07 0.516313 0.332428 4.577834
601139.XSHG 6.03 0.522654 0.118865 5.113338
601208.XSHG 6.86 0.361300 -0.325460 4.423907
601233.XSHG 6.82 0.478196 -0.167274 3.325153
601311.XSHG 15.91 0.629183 0.148245 4.179034
601369.XSHG 6.48 0.345562 0.108573 3.830894
601515.XSHG 8.91 0.357125 0.694850 5.441777
601608.XSHG 6.11 0.643648 0.993386 12.405704
601666.XSHG 4.44 0.409493 -0.270495 5.499788
601678.XSHG 3.79 0.374464 -0.008732 3.404878
601717.XSHG 6.21 0.481163 -0.260624 3.547948
601718.XSHG 11.44 0.860837 0.054077 3.908556
601777.XSHG 10.99 0.770740 0.190179 5.173992
601801.XSHG 12.28 0.530661 0.101948 3.446688
601880.XSHG 2.18 0.619285 -0.016026 6.416696
601886.XSHG 7.62 0.480866 0.448202 4.686237
601908.XSHG 6.70 0.608180 0.324124 6.005265
601965.XSHG 7.75 0.799332 -0.689815 5.067396
601999.XSHG 8.00 0.497084 -0.194471 4.070499
603001.XSHG 22.93 0.664581 -0.581469 11.107479
603005.XSHG 32.79 0.508373 0.660508 5.996060
603077.XSHG 2.10 0.453565 0.120430 4.911366
603188.XSHG 16.71 0.254605 -0.012671 3.913081
603328.XSHG 8.95 0.550909 0.579464 5.591315
603366.XSHG 8.35 0.432695 0.493126 4.170721
603369.XSHG 9.84 0.473890 0.227210 5.589662
603555.XSHG 23.46 0.724805 0.545761 6.165072
603699.XSHG 17.34 0.373475 0.478641 4.681408
603766.XSHG 5.68 0.577964 -0.042815 3.373429
[494 rows x 4 columns], datetime.date(2015, 10, 14): close r_vol r_skew r_kurt
000006.XSHE 9.53 0.467758 0.380029 5.000301
000012.XSHE 6.97 0.408589 0.281938 3.575854
000021.XSHE 9.54 0.411430 0.323252 3.135123
000028.XSHE 60.01 0.361997 0.206483 4.743129
000030.XSHE 5.56 0.382050 0.478506 5.098643
000031.XSHE 12.31 0.485070 0.479111 5.231285
000049.XSHE 40.63 0.401193 -0.043303 3.407825
000062.XSHE 24.87 0.719932 1.246569 6.608833
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 6.14 0.578443 1.079200 6.475244
000088.XSHE 7.83 0.462349 0.628458 4.441655
000090.XSHE 9.30 0.541390 0.527111 3.587138
000099.XSHE 15.06 0.553220 0.692918 4.412170
000401.XSHE 9.15 0.393522 0.257851 3.165923
000415.XSHE 7.30 0.451027 1.130606 7.844285
000417.XSHE 8.51 0.400278 0.410018 3.814652
000418.XSHE 17.21 0.348734 0.035567 5.697023
000422.XSHE 6.76 0.334499 0.575388 4.638570
000426.XSHE 6.74 0.535733 1.761578 13.342796
000488.XSHE 4.51 0.613726 1.819733 10.235959
000501.XSHE 12.65 0.352692 -0.132672 3.662284
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 29.98 0.354507 1.013747 4.843619
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 13.33 0.386762 0.279495 3.931358
000528.XSHE 5.85 0.390288 1.377126 7.325671
000540.XSHE 4.59 1.620294 1.311426 7.805172
000541.XSHE 9.19 0.555856 0.442100 3.622879
000543.XSHE 7.45 0.305448 0.816373 4.798337
000547.XSHE 16.44 0.670441 1.079977 7.064184
... ... ... ... ...
601126.XSHG 13.28 0.477502 0.550527 5.009305
601139.XSHG 7.01 0.604688 1.162171 6.719841
601208.XSHG 7.72 0.359263 0.703749 3.850844
601233.XSHG 8.19 0.556448 1.158341 7.094545
601311.XSHG 17.39 0.520347 0.881263 6.020705
601369.XSHG 7.19 0.375783 0.486895 3.028563
601515.XSHG 10.05 0.410922 0.827903 4.720194
601608.XSHG 6.95 0.599241 1.099611 9.034698
601666.XSHG 4.90 0.579850 1.232550 10.681848
601678.XSHG 4.36 0.378004 0.799915 5.441251
601717.XSHG 6.82 0.338720 0.177504 3.293007
601718.XSHG 12.49 0.614506 0.786767 6.332234
601777.XSHG 12.55 0.865377 1.987466 12.069556
601801.XSHG 13.12 0.514739 0.295531 4.246303
601880.XSHG 2.40 0.630865 1.101415 11.560777
601886.XSHG 8.81 0.497773 1.239792 6.368356
601908.XSHG 7.35 0.541246 0.431289 3.708091
601965.XSHG 8.21 0.456853 0.617485 3.866650
601999.XSHG 9.06 0.517360 1.086069 5.707004
603001.XSHG 24.10 0.487655 0.059664 4.135478
603005.XSHG 34.72 0.391221 -0.061447 5.752866
603077.XSHG 2.80 0.606572 2.078734 10.854364
603169.XSHG 17.96 0.913323 1.198211 9.933793
603188.XSHG 18.48 0.340202 0.492153 3.344405
603328.XSHG 9.56 0.340380 0.620202 4.279348
603366.XSHG 8.89 0.362373 0.062740 4.881714
603369.XSHG 10.44 0.285586 0.125186 4.301742
603555.XSHG 28.42 0.650065 1.767833 7.751615
603699.XSHG 18.99 0.386696 0.580006 3.935505
603766.XSHG 6.55 0.484325 0.869924 6.534606
[496 rows x 4 columns], datetime.date(2015, 10, 21): close r_vol r_skew r_kurt
000006.XSHE 9.51 0.716540 0.114039 4.494956
000012.XSHE 6.60 0.417102 -0.314785 4.213645
000021.XSHE 9.11 0.585259 0.293012 3.918408
000028.XSHE 65.18 0.539007 0.914440 7.513844
000030.XSHE 5.43 0.552550 0.108024 3.806484
000031.XSHE 13.33 1.021163 0.844559 7.556679
000049.XSHE 40.22 0.634486 0.469480 5.143183
000062.XSHE 25.94 0.888720 0.095070 3.595268
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 5.98 0.748441 -0.127507 3.990877
000088.XSHE 7.36 0.509409 -0.072485 3.829980
000090.XSHE 9.55 0.770046 0.204923 5.347373
000099.XSHE 13.90 0.597702 0.105719 3.966559
000401.XSHE 8.76 0.544177 0.278619 3.477350
000415.XSHE 7.16 0.572412 -0.013250 5.614045
000417.XSHE 8.32 0.620119 0.411786 4.119747
000418.XSHE 16.53 0.350442 0.588281 5.035517
000422.XSHE 6.64 0.315151 -0.097586 2.938349
000426.XSHE 6.32 0.580234 -0.298135 6.391788
000488.XSHE 4.55 0.665624 0.447306 4.869824
000501.XSHE 12.94 0.429399 0.842438 5.755276
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 29.98 0.354507 1.013747 4.843619
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 12.84 0.432867 0.072280 3.467162
000528.XSHE 5.81 0.609875 0.699414 4.724080
000540.XSHE 6.11 1.024764 0.524570 3.122069
000541.XSHE 8.86 0.579661 0.185567 4.362702
000543.XSHE 7.34 0.397924 -0.024277 4.420525
000547.XSHE 15.32 0.571347 -0.281825 4.005926
... ... ... ... ...
601126.XSHG 12.82 0.625176 -0.421144 4.839300
601139.XSHG 6.63 0.513465 -0.490453 3.988683
601208.XSHG 7.40 0.411016 -0.224078 4.389899
601233.XSHG 7.64 0.552022 -0.173633 3.655168
601311.XSHG 17.61 0.734881 0.678990 6.890910
601369.XSHG 7.18 0.581501 0.529696 6.043760
601515.XSHG 9.47 0.464278 0.207268 3.885180
601608.XSHG 7.72 0.831228 0.820503 5.223341
601666.XSHG 4.68 0.426055 0.190640 5.005618
601678.XSHG 4.24 0.465141 -0.073429 4.315175
601717.XSHG 6.87 0.478812 0.044782 2.894232
601718.XSHG 13.34 0.918988 0.524640 4.883412
601777.XSHG 12.54 0.740621 -0.131918 5.470167
601801.XSHG 13.85 0.807193 0.553863 4.743013
601880.XSHG 2.38 0.720403 1.361956 7.432853
601886.XSHG 8.77 0.593615 0.147559 3.949605
601908.XSHG 7.61 0.690095 0.699814 5.051664
601965.XSHG 8.59 0.599669 0.427398 6.691719
601999.XSHG 9.25 0.654324 0.368210 6.298919
603001.XSHG 23.48 0.598245 0.181688 7.242407
603005.XSHG 34.51 0.542579 0.435225 6.500809
603077.XSHG 2.58 0.577029 0.314016 5.095405
603169.XSHG 19.33 0.644293 1.010936 13.578404
603188.XSHG 17.95 0.408366 -0.078168 3.235574
603328.XSHG 9.41 0.451493 -0.024378 3.022302
603366.XSHG 9.01 0.549355 0.074643 3.957585
603369.XSHG 10.30 0.386617 -0.240691 3.808457
603555.XSHG 28.14 0.709188 0.488069 5.853906
603699.XSHG 18.94 0.545555 -0.121102 4.014889
603766.XSHG 6.28 0.632406 -0.025024 4.744577
[496 rows x 4 columns], datetime.date(2015, 10, 28): close r_vol r_skew r_kurt
000006.XSHE 9.90 0.678802 0.174744 3.515894
000012.XSHE 7.04 0.524646 0.456253 4.717033
000021.XSHE 10.13 0.681668 -0.007412 3.662664
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 6.36 0.641612 0.129840 5.871116
000031.XSHE 13.91 0.831694 -0.114968 4.275315
000049.XSHE 44.22 0.598324 0.807015 4.978048
000062.XSHE 25.11 0.811259 0.115861 3.606181
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.06 0.849267 0.560558 5.536847
000088.XSHE 8.06 0.639522 0.247706 3.386294
000090.XSHE 10.10 0.786366 0.055175 4.189258
000099.XSHE 15.19 0.757461 0.254391 5.364928
000401.XSHE 8.92 0.458411 -0.010351 3.359698
000415.XSHE 7.58 0.500323 -0.145431 4.048379
000417.XSHE 9.28 0.697634 0.530123 5.044048
000418.XSHE 18.77 0.556066 0.918575 5.899542
000422.XSHE 7.15 0.401307 0.380506 5.111445
000426.XSHE 7.03 0.783394 0.761678 5.623668
000488.XSHE 5.04 0.721899 0.179116 4.584394
000501.XSHE 13.34 0.495285 -0.214283 3.617109
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 29.98 0.354507 1.013747 4.843619
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 13.81 0.581286 0.270186 3.512206
000528.XSHE 6.08 0.459668 0.377811 4.235919
000540.XSHE 6.60 0.756533 0.354607 6.405591
000541.XSHE 9.39 0.626246 0.194278 3.927216
000543.XSHE 7.60 0.343494 0.010120 3.332199
000547.XSHE 19.85 0.846088 0.209900 3.310637
... ... ... ... ...
601126.XSHG 14.22 0.786528 0.592600 5.242648
601139.XSHG 6.85 0.524377 0.370071 6.912289
601208.XSHG 8.25 0.524095 0.872946 4.258779
601233.XSHG 8.38 0.678291 0.773900 4.829484
601311.XSHG 18.23 0.757951 0.323655 4.917113
601369.XSHG 7.66 0.546866 0.244626 4.404294
601515.XSHG 9.93 0.545049 0.196923 3.632767
601608.XSHG 7.75 0.796852 0.053274 3.838870
601666.XSHG 4.83 0.402150 -0.309004 3.661955
601678.XSHG 4.39 0.437583 -0.041248 3.822719
601717.XSHG 6.84 0.445843 -0.269622 3.408655
601718.XSHG 13.55 0.808450 -0.061582 4.298296
601777.XSHG 12.89 0.706132 0.078954 3.221735
601801.XSHG 14.52 0.794250 0.361191 4.138895
601880.XSHG 2.90 0.950045 1.342885 7.784680
601886.XSHG 10.49 0.569220 -0.019982 2.060177
601908.XSHG 7.69 0.694686 -0.129742 4.118468
601965.XSHG 9.61 0.629779 0.419194 3.492081
601999.XSHG 10.20 0.741215 0.361540 4.121318
603001.XSHG 25.14 0.617772 -0.388427 4.116310
603005.XSHG 36.27 0.522334 -0.068351 3.367881
603077.XSHG 2.66 0.523533 -0.258534 4.155732
603169.XSHG 19.56 0.714713 0.313659 5.788477
603188.XSHG 19.66 0.478824 0.163142 3.934053
603328.XSHG 11.26 0.503648 0.898289 7.448807
603366.XSHG 9.80 0.597924 0.235848 3.554453
603369.XSHG 11.15 0.608843 1.800207 10.407608
603555.XSHG 28.92 0.775655 0.051980 4.389481
603699.XSHG 19.72 0.515348 0.276947 4.745065
603766.XSHG 7.11 0.752068 0.329121 3.767570
[496 rows x 4 columns], datetime.date(2015, 11, 4): close r_vol r_skew r_kurt
000006.XSHE 10.85 0.761137 1.356679 7.952544
000012.XSHE 7.51 0.496016 0.564765 5.283257
000021.XSHE 10.53 0.742420 0.734451 4.955591
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 6.09 0.441345 -0.092593 3.612113
000031.XSHE 14.60 0.548609 0.389321 7.114405
000049.XSHE 46.58 0.465881 0.697896 4.177194
000062.XSHE 27.40 0.794768 0.797570 4.998992
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.20 0.565538 0.369978 4.285280
000088.XSHE 8.38 0.486168 0.797229 5.874781
000090.XSHE 10.37 0.636276 -0.154727 6.331108
000099.XSHE 15.18 0.476399 0.004536 3.267512
000401.XSHE 9.05 0.317504 -0.195503 3.481405
000415.XSHE 7.73 0.359161 -0.236036 3.625372
000417.XSHE 9.48 0.451749 0.078829 4.210125
000418.XSHE 19.64 0.385355 0.784765 4.404763
000422.XSHE 7.36 0.319474 0.164911 3.848554
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 5.61 0.507825 1.265356 6.361329
000501.XSHE 13.54 0.308669 0.173393 4.206220
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 28.04 0.507159 -0.116206 15.993329
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 14.98 0.445161 0.091647 4.450114
000528.XSHE 6.45 0.423418 0.291227 5.062891
000540.XSHE 6.56 0.458957 0.044694 4.222507
000541.XSHE 11.01 0.641437 1.001343 4.810900
000543.XSHE 7.91 0.272632 0.047882 3.896474
000547.XSHE 20.72 0.788922 0.792815 6.081223
... ... ... ... ...
601126.XSHG 13.53 0.463917 0.365440 5.663609
601139.XSHG 6.94 0.406867 0.466551 4.335771
601208.XSHG 8.40 0.430209 -0.050018 3.322679
601233.XSHG 8.43 0.554338 0.058831 4.812426
601311.XSHG 18.10 0.398224 0.045083 3.523827
601369.XSHG 8.14 0.467597 0.661243 4.646370
601515.XSHG 10.31 0.364903 0.180494 4.030596
601608.XSHG 7.70 0.442563 0.121517 3.278469
601666.XSHG 4.88 0.283723 0.137259 2.909030
601678.XSHG 4.78 0.338348 0.189438 3.713442
601717.XSHG 6.84 0.322113 0.166129 3.573095
601718.XSHG 12.99 0.475832 0.428114 3.930372
601777.XSHG 13.59 0.502707 0.456378 4.629098
601801.XSHG 14.71 0.537040 -0.236566 5.141298
601880.XSHG 2.76 0.686451 0.111712 4.158483
601886.XSHG 10.54 0.452724 0.341801 4.041538
601908.XSHG 8.51 0.658227 1.087281 5.961111
601965.XSHG 9.09 0.417169 0.008211 3.702890
601999.XSHG 10.68 0.572684 0.424175 3.814416
603001.XSHG 25.87 0.555654 0.644374 4.564771
603005.XSHG 38.86 0.447403 0.106287 3.243558
603077.XSHG 2.93 0.514296 1.183595 7.165017
603169.XSHG 19.98 0.439287 0.642723 4.680854
603188.XSHG 21.06 0.495741 0.434787 3.749207
603328.XSHG 11.68 0.490405 0.421843 4.257783
603366.XSHG 10.03 0.596689 0.916881 6.163422
603369.XSHG 12.50 0.437578 0.637374 4.959255
603555.XSHG 31.23 0.640469 1.201966 7.556015
603699.XSHG 21.11 0.466317 0.591729 6.216221
603766.XSHG 7.60 0.606256 0.406935 3.896539
[496 rows x 4 columns], datetime.date(2015, 11, 11): close r_vol r_skew r_kurt
000006.XSHE 11.69 0.656137 1.446155 7.851316
000012.XSHE 7.87 0.433114 0.652775 3.789882
000021.XSHE 13.09 0.677102 0.609203 3.285771
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 6.50 0.372151 0.564558 3.878312
000031.XSHE 16.29 0.794833 1.643141 10.264220
000049.XSHE 48.57 0.488604 0.396273 4.235090
000062.XSHE 29.81 0.806332 0.039347 4.038067
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.63 0.520916 0.476666 4.821292
000088.XSHE 8.78 0.545994 0.811021 5.754139
000090.XSHE 11.94 0.621405 1.057588 5.432034
000099.XSHE 15.98 0.483023 0.310332 4.239787
000401.XSHE 9.74 0.363873 0.547031 3.785402
000415.XSHE 9.40 0.454966 0.213767 3.877672
000417.XSHE 9.70 0.376692 0.626476 4.528568
000418.XSHE 19.54 0.425707 -0.224985 4.112013
000422.XSHE 7.60 0.301505 0.216728 2.975479
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 5.68 0.665993 -0.182943 6.210691
000501.XSHE 14.07 0.330352 0.305959 3.841607
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 27.37 0.364546 0.021693 4.298766
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 15.26 0.369397 0.305603 4.096647
000528.XSHE 6.85 0.432575 0.503870 4.228496
000540.XSHE 6.70 0.394600 0.617224 9.356901
000541.XSHE 11.39 0.567341 0.453685 3.834586
000543.XSHE 8.69 0.434459 0.635248 4.073139
000547.XSHE 20.61 0.751531 -0.120383 3.431466
... ... ... ... ...
601139.XSHG 7.52 0.377239 0.498145 3.729646
601208.XSHG 8.84 0.425748 1.086858 6.819173
601233.XSHG 8.84 0.438200 0.476828 3.481474
601311.XSHG 18.88 0.420510 0.460005 3.481282
601369.XSHG 8.57 0.436161 0.741846 3.842463
601515.XSHG 11.95 0.651167 0.555905 2.949756
601608.XSHG 8.15 0.533793 0.524875 4.953534
601666.XSHG 5.13 0.377144 1.363062 8.357843
601678.XSHG 4.73 0.349399 0.509388 6.318269
601717.XSHG 7.38 0.425497 0.909215 5.878811
601718.XSHG 13.74 0.598002 0.933871 6.083320
601777.XSHG 14.10 0.483005 0.353607 3.987253
601801.XSHG 14.06 0.445570 -0.437341 4.193294
601880.XSHG 2.92 0.499448 0.654670 4.438387
601886.XSHG 10.41 0.444300 0.359348 5.885302
601908.XSHG 8.56 0.497248 0.800657 6.181930
601965.XSHG 9.62 0.383095 0.678575 4.231722
601999.XSHG 12.06 0.528219 0.713131 3.958246
603001.XSHG 27.54 0.620840 0.721000 7.291712
603005.XSHG 44.46 0.459070 0.117899 3.535731
603019.XSHG 37.50 0.693154 1.499337 8.324877
603077.XSHG 3.13 0.436478 -0.285769 6.543344
603169.XSHG 20.95 0.519562 0.944693 5.597554
603188.XSHG 21.93 0.386467 0.201082 4.084607
603328.XSHG 12.52 0.571001 0.439356 7.798048
603366.XSHG 10.80 0.559313 0.613137 5.647868
603369.XSHG 12.94 0.435729 0.475549 3.632321
603555.XSHG 37.83 0.756488 0.298013 4.858671
603699.XSHG 21.61 0.362295 0.558975 5.418561
603766.XSHG 7.99 0.496572 -0.017523 4.116636
[497 rows x 4 columns], datetime.date(2015, 11, 18): close r_vol r_skew r_kurt
000006.XSHE 11.09 0.513715 -0.161616 3.601505
000012.XSHE 7.79 0.505412 0.492428 4.949898
000021.XSHE 11.80 0.647741 0.208894 3.546681
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 6.40 0.432806 0.144831 4.527153
000031.XSHE 15.56 0.627952 0.364635 4.476623
000049.XSHE 50.55 0.747878 0.726809 6.778624
000062.XSHE 26.63 0.541944 -0.302943 3.754022
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.34 0.563543 -0.110786 3.546664
000088.XSHE 8.60 0.360441 0.492811 5.165827
000090.XSHE 11.11 0.583141 0.409624 3.662025
000099.XSHE 16.02 0.676162 0.801739 7.673886
000401.XSHE 9.26 0.367611 -0.506973 4.943865
000415.XSHE 8.86 0.416709 -0.001296 5.177320
000417.XSHE 9.28 0.358437 0.239041 4.792100
000418.XSHE 19.64 0.351374 0.824637 7.782140
000422.XSHE 7.38 0.287664 -0.459663 4.693645
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 5.35 0.434651 -0.288323 3.596070
000501.XSHE 14.07 0.297139 0.110609 5.702759
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 27.73 0.501944 0.308584 4.272710
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 16.85 0.647319 0.758454 5.834242
000528.XSHE 6.52 0.354005 0.015620 3.631850
000540.XSHE 7.50 0.470591 1.509124 7.429256
000541.XSHE 10.62 0.539992 -0.311154 3.505303
000543.XSHE 8.81 0.368871 0.026527 4.219017
000547.XSHE 21.25 0.678998 0.390878 4.366209
... ... ... ... ...
601139.XSHG 7.14 0.351523 -0.273643 3.266793
601208.XSHG 8.83 0.372399 0.201455 3.271602
601233.XSHG 8.64 0.610163 0.030567 3.478925
601311.XSHG 18.73 0.689071 0.030870 3.167810
601369.XSHG 8.13 0.378428 -0.466378 3.109356
601515.XSHG 10.70 0.454748 -0.290634 3.939991
601608.XSHG 7.75 0.530367 -0.756569 4.243267
601666.XSHG 5.00 0.324963 -0.343739 4.621766
601678.XSHG 4.67 0.274576 0.003403 3.848467
601717.XSHG 7.35 0.366712 -0.232803 3.761606
601718.XSHG 12.64 0.429629 -0.356766 4.185434
601777.XSHG 14.10 0.630905 0.058138 3.371171
601801.XSHG 13.67 0.342902 0.141577 4.252514
601880.XSHG 2.89 0.557579 0.599927 6.942379
601886.XSHG 10.44 0.506725 0.152581 3.291983
601908.XSHG 8.68 0.530882 0.245190 6.656037
601965.XSHG 9.25 0.484720 0.320555 4.892090
601999.XSHG 12.53 0.788463 0.779630 6.579861
603001.XSHG 25.85 0.478365 -0.495933 5.825123
603005.XSHG 39.75 0.486780 -0.378657 3.946109
603019.XSHG 32.56 0.749481 -0.283736 3.768784
603077.XSHG 2.94 0.441129 0.005715 4.048707
603169.XSHG 19.35 0.514297 0.293837 5.556679
603188.XSHG 20.96 0.467891 -0.341475 4.202877
603328.XSHG 12.15 0.574740 0.219892 4.949516
603366.XSHG 10.13 0.442937 -0.417347 4.509923
603369.XSHG 13.76 0.661129 0.715036 5.639639
603555.XSHG 35.81 0.871116 0.988362 8.916245
603699.XSHG 20.92 0.443310 -0.283902 3.948242
603766.XSHG 7.57 0.498094 0.267917 5.057587
[497 rows x 4 columns], datetime.date(2015, 11, 25): close r_vol r_skew r_kurt
000006.XSHE 11.18 0.423410 0.494235 5.332434
000012.XSHE 7.86 0.278593 -0.140380 3.116248
000021.XSHE 13.16 0.530469 0.957838 6.966334
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 6.77 0.375190 0.744268 6.387043
000031.XSHE 15.52 0.436568 0.877320 6.862593
000049.XSHE 53.36 0.560083 0.287544 3.181367
000062.XSHE 29.04 0.545563 0.679192 5.981720
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.96 0.512133 0.988722 5.619958
000088.XSHE 8.57 0.269707 0.037102 3.173320
000090.XSHE 11.34 0.372559 0.092111 3.876193
000099.XSHE 17.35 0.599390 0.474055 4.999026
000401.XSHE 11.15 0.651989 0.969015 5.169304
000415.XSHE 8.91 0.260596 0.119801 3.280170
000417.XSHE 9.60 0.245621 0.415331 3.531002
000418.XSHE 19.04 0.217812 -0.319866 3.847887
000422.XSHE 7.62 0.255022 0.298482 3.713946
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 5.43 0.324392 0.305565 5.806149
000501.XSHE 14.06 0.233626 0.085130 4.590264
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 27.94 0.264930 0.452641 3.948068
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 16.99 0.462476 0.467079 4.377847
000528.XSHE 6.50 0.258978 0.075828 3.550013
000540.XSHE 7.29 0.465059 0.601446 5.709207
000541.XSHE 11.44 0.435074 -0.098632 4.505284
000543.XSHE 9.00 0.421139 0.979814 5.358221
000547.XSHE 24.06 0.670596 0.141779 4.308265
... ... ... ... ...
601139.XSHG 7.21 0.278264 -0.144092 3.213594
601208.XSHG 9.08 0.242478 0.362235 2.946420
601233.XSHG 10.23 0.539469 1.311772 7.871377
601311.XSHG 20.96 0.497846 0.501703 4.261837
601369.XSHG 8.81 0.373143 0.956331 7.072214
601515.XSHG 11.52 0.382282 0.535159 4.643798
601608.XSHG 8.55 0.470166 -0.715946 3.830310
601666.XSHG 5.04 0.323048 -0.183551 4.686297
601678.XSHG 4.74 0.231808 0.015527 3.733087
601717.XSHG 7.34 0.318716 0.066164 3.657637
601718.XSHG 13.52 0.493101 1.183883 8.009663
601777.XSHG 15.17 0.405699 0.249141 3.100826
601801.XSHG 16.19 0.491546 0.742141 3.536278
601880.XSHG 2.93 0.376845 0.483598 3.795707
601886.XSHG 11.89 0.485248 1.297314 8.006270
601908.XSHG 9.01 0.372122 0.571968 4.319709
601965.XSHG 9.60 0.278311 0.567420 4.522119
601999.XSHG 13.09 0.382419 0.081915 3.535688
603001.XSHG 30.70 0.476001 1.492273 7.371505
603005.XSHG 47.08 0.590846 0.889015 4.702566
603019.XSHG 35.98 0.559825 0.644242 4.601896
603077.XSHG 3.67 0.757086 1.972457 13.249883
603169.XSHG 20.19 0.339809 0.756072 5.417747
603188.XSHG 22.23 0.301245 0.375086 4.267917
603328.XSHG 14.27 0.562677 0.919128 4.796006
603366.XSHG 10.72 0.391631 0.354918 3.625239
603369.XSHG 14.51 0.472242 0.676416 4.441318
603555.XSHG 37.06 0.785357 0.631867 5.751052
603699.XSHG 21.93 0.281866 0.807808 4.923634
603766.XSHG 7.97 0.339793 0.616501 4.100085
[497 rows x 4 columns], datetime.date(2015, 12, 2): close r_vol r_skew r_kurt
000006.XSHE 10.69 0.769318 -0.060512 4.320283
000012.XSHE 7.64 0.546782 0.208872 3.988741
000021.XSHE 13.15 0.991115 -0.059673 4.024488
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 6.19 0.507258 -0.467577 4.820394
000031.XSHE 14.49 0.826532 0.525895 7.157150
000049.XSHE 55.85 0.803953 0.523188 5.463525
000062.XSHE 24.68 0.718221 -0.291211 4.129999
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.03 0.707430 -0.219765 3.466306
000088.XSHE 8.09 0.552739 0.113674 4.914349
000090.XSHE 10.48 0.793537 0.733551 6.278267
000099.XSHE 15.22 0.654565 -0.534031 4.169824
000401.XSHE 12.11 0.700148 0.955942 6.370391
000415.XSHE 8.99 0.601928 0.176288 5.955013
000417.XSHE 8.89 0.491853 -0.605604 4.634452
000418.XSHE 19.68 0.682823 0.571599 7.611718
000422.XSHE 7.42 0.428327 -0.575685 5.433029
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 5.20 0.552862 -0.576738 5.513414
000501.XSHE 13.64 0.404461 -0.184072 4.563550
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 27.04 0.596554 -0.505716 5.437027
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 15.45 0.579030 -0.414423 4.453323
000528.XSHE 6.14 0.473012 -0.423564 4.194279
000540.XSHE 6.71 0.805050 -0.046358 4.992441
000541.XSHE 11.47 0.726660 0.086565 8.412178
000543.XSHE 8.60 0.606074 -0.342317 4.989487
000547.XSHE 20.05 0.746139 0.057288 3.297115
... ... ... ... ...
601139.XSHG 6.65 0.425142 -0.594127 4.896162
601208.XSHG 8.29 0.494862 -0.376626 3.987227
601233.XSHG 9.93 0.919934 0.115939 3.990383
601311.XSHG 20.93 0.856691 -0.360673 4.996621
601369.XSHG 8.16 0.575376 -0.600350 4.916069
601515.XSHG 11.02 0.566531 0.536316 5.518783
601608.XSHG 7.59 0.730211 0.299561 7.418135
601666.XSHG 4.85 0.400473 0.145394 4.607695
601678.XSHG 4.61 0.418901 -0.258422 4.710738
601717.XSHG 7.06 0.467502 -0.008178 4.710711
601718.XSHG 11.77 0.688175 0.050764 5.316519
601777.XSHG 17.04 1.044768 0.519170 3.313399
601801.XSHG 16.19 0.615240 0.799554 2.672371
601880.XSHG 2.66 0.661171 -0.301388 5.562513
601886.XSHG 12.85 0.820837 0.638140 4.673499
601908.XSHG 7.97 0.647979 -0.533051 5.255863
601965.XSHG 8.56 0.665158 -0.668651 5.866558
601999.XSHG 11.57 0.796140 -0.710316 4.918343
603001.XSHG 29.56 0.644857 0.148028 4.756852
603005.XSHG 40.48 0.671555 -0.416737 3.348984
603019.XSHG 29.95 0.642975 -0.616086 4.153203
603077.XSHG 3.29 0.655417 -0.018203 4.057346
603169.XSHG 17.55 0.571591 -0.884347 5.607107
603188.XSHG 19.96 0.579688 0.061226 6.963122
603328.XSHG 12.97 0.684595 -0.190453 4.372133
603366.XSHG 9.76 0.581695 -0.338940 5.041684
603369.XSHG 13.39 0.612068 0.036016 5.424289
603555.XSHG 30.55 0.990392 0.266927 6.921941
603699.XSHG 19.90 0.478710 -0.834457 4.319659
603766.XSHG 8.52 0.794455 0.056664 3.619041
[497 rows x 4 columns], datetime.date(2015, 12, 9): close r_vol r_skew r_kurt
000006.XSHE 10.35 0.477601 0.387202 5.001755
000012.XSHE 8.12 0.491423 0.664279 5.473003
000021.XSHE 12.02 0.572101 -0.481243 4.907277
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 6.00 0.285222 -0.011331 3.200507
000031.XSHE 13.74 0.436817 0.303077 3.979655
000049.XSHE 66.74 0.784863 1.195017 4.799829
000062.XSHE 24.11 0.433395 0.269269 4.121400
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 6.84 0.385964 0.087256 3.464959
000088.XSHE 7.98 0.325329 0.003926 3.816442
000090.XSHE 10.02 0.439066 0.097702 4.093946
000099.XSHE 14.89 0.394112 0.456729 4.762719
000401.XSHE 11.38 0.659353 0.426772 4.206228
000415.XSHE 8.63 0.443677 1.187449 9.004695
000417.XSHE 9.18 0.374940 0.567625 4.517775
000418.XSHE 19.11 0.335785 0.243773 3.334430
000422.XSHE 7.82 0.586227 1.402303 9.308591
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 4.95 0.272469 0.186129 4.283736
000501.XSHE 13.68 0.292755 0.372767 5.295228
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 26.86 0.323354 0.112388 4.327804
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 15.53 0.316914 -0.496196 4.445044
000528.XSHE 5.78 0.271101 -0.241973 3.989588
000540.XSHE 6.25 0.381049 -0.071990 3.092974
000541.XSHE 11.95 0.527434 1.347085 7.310946
000543.XSHE 8.01 0.316855 -0.095850 5.277080
000547.XSHE 19.46 0.392900 -0.130650 3.677217
... ... ... ... ...
601139.XSHG 6.45 0.278305 0.471424 6.016589
601208.XSHG 8.16 0.269037 -0.106485 2.826841
601233.XSHG 9.58 0.611657 0.195084 3.710742
601311.XSHG 23.25 0.595288 0.940109 5.123711
601369.XSHG 7.90 0.315693 -0.141282 3.539163
601515.XSHG 12.17 0.507076 0.926260 4.053423
601608.XSHG 7.23 0.338285 0.036936 3.976548
601666.XSHG 4.60 0.302764 -0.157827 3.866098
601678.XSHG 4.51 0.259830 -0.009045 3.650604
601717.XSHG 6.65 0.285413 -0.323928 3.313620
601718.XSHG 10.96 0.314678 -0.187381 3.752428
601777.XSHG 17.84 0.585632 0.217714 3.328170
601801.XSHG 15.31 0.654831 0.446156 3.351909
601880.XSHG 2.50 0.286589 -0.457312 4.019985
601886.XSHG 12.73 0.557432 0.045059 3.741953
601908.XSHG 7.74 0.281598 -0.244241 3.263351
601965.XSHG 8.50 0.295411 0.264629 3.551250
601999.XSHG 12.84 0.471007 0.436818 3.737772
603001.XSHG 37.16 0.767552 1.972399 9.766175
603005.XSHG 40.98 0.430550 0.246286 3.871799
603019.XSHG 31.64 0.502966 -0.017444 3.362652
603077.XSHG 3.20 0.477652 0.119336 4.357899
603169.XSHG 19.03 0.562641 1.282842 10.770784
603188.XSHG 19.72 0.323488 -0.076504 4.666335
603328.XSHG 12.64 0.395507 -0.086741 4.570077
603366.XSHG 9.47 0.299783 0.483759 4.149753
603369.XSHG 12.43 0.368406 -0.318812 5.405738
603555.XSHG 32.11 0.571178 0.363111 5.209257
603699.XSHG 19.68 0.240243 -0.440457 4.174325
603766.XSHG 7.98 0.426870 -0.269666 3.154509
[497 rows x 4 columns], datetime.date(2015, 12, 16): close r_vol r_skew r_kurt
000006.XSHE 10.43 0.304326 0.396494 3.392486
000012.XSHE 8.12 0.565216 0.567022 4.493240
000021.XSHE 12.32 0.403073 0.376333 4.018801
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 6.18 0.298410 0.368923 3.762928
000031.XSHE 13.85 0.483298 0.677365 7.175263
000049.XSHE 58.14 0.583243 0.585205 4.471899
000050.XSHE 21.64 0.393465 0.466364 3.575873
000062.XSHE 25.61 0.391956 0.518756 3.618432
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.66 0.524866 0.835154 5.019867
000088.XSHE 8.17 0.307856 1.025412 7.714155
000090.XSHE 10.17 0.295855 0.644360 4.607359
000099.XSHE 14.90 0.286120 0.214721 4.001558
000401.XSHE 11.33 0.572213 -0.016320 3.786319
000417.XSHE 9.49 0.381306 0.331283 4.027764
000418.XSHE 19.44 0.327472 0.213281 3.987366
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 5.17 0.307410 0.689316 4.976524
000501.XSHE 14.77 0.393042 1.037874 7.183117
000511.XSHE 8.91 0.580006 0.715223 2.592094
000513.XSHE 28.30 0.304361 0.697943 4.733309
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 15.86 0.319505 0.383346 4.227412
000528.XSHE 5.85 0.253086 0.936826 6.599021
000541.XSHE 12.46 0.499526 0.454064 3.944624
000543.XSHE 8.42 0.388141 0.286230 4.729126
000547.XSHE 20.02 0.339260 0.552273 3.963508
000550.XSHE 24.12 0.439567 0.553787 4.025905
000552.XSHE 4.20 0.423881 1.466639 9.507188
... ... ... ... ...
601139.XSHG 6.47 0.236476 -0.290749 4.594879
601168.XSHG 7.16 0.390040 0.928236 5.778454
601226.XSHG 12.17 0.293010 0.661916 4.170805
601233.XSHG 9.25 0.419721 -0.079154 3.253421
601311.XSHG 21.17 0.577865 1.000245 6.076930
601369.XSHG 7.98 0.310123 0.057594 5.429188
601515.XSHG 11.50 0.478522 0.257885 4.160955
601666.XSHG 4.65 0.270852 0.464011 3.402388
601678.XSHG 4.69 0.227366 0.428860 3.725435
601717.XSHG 7.30 0.406145 0.813293 5.489094
601777.XSHG 16.24 0.497495 0.051405 3.208385
601801.XSHG 16.81 0.600951 -0.005522 8.049314
601880.XSHG 2.56 0.258050 0.505029 3.786446
601886.XSHG 12.43 0.343377 -0.312037 5.899029
601908.XSHG 7.84 0.273326 0.157819 4.146819
601929.XSHG 6.20 0.264451 0.194235 3.867458
601965.XSHG 8.49 0.252389 0.205686 3.336334
603001.XSHG 33.95 0.522656 -0.101727 6.219909
603005.XSHG 46.40 0.282800 0.349658 4.147716
603019.XSHG 32.05 0.406060 0.187062 4.476412
603077.XSHG 3.18 0.292658 0.776346 6.466609
603169.XSHG 18.26 0.347273 -0.450160 5.200086
603188.XSHG 20.11 0.253247 0.045659 4.110629
603328.XSHG 13.16 0.329343 0.381798 3.537137
603366.XSHG 9.81 0.301603 0.495565 4.635145
603369.XSHG 12.64 0.267482 0.569028 3.968437
603555.XSHG 32.37 0.454661 0.334990 4.629205
603699.XSHG 20.14 0.224317 0.097884 3.910250
603766.XSHG 8.57 0.344493 0.556354 3.284916
603806.XSHG 32.15 0.289946 0.734313 4.868706
[491 rows x 4 columns], datetime.date(2015, 12, 23): close r_vol r_skew r_kurt
000006.XSHE 11.53 0.461975 1.091073 4.996153
000012.XSHE 11.70 0.471516 2.377786 14.935110
000021.XSHE 12.43 0.377507 0.710147 5.348584
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 6.42 0.269058 0.459462 3.500147
000031.XSHE 14.51 0.482345 1.138604 7.360848
000049.XSHE 57.06 0.452424 0.468768 3.967546
000050.XSHE 21.07 0.359997 0.416958 5.194892
000062.XSHE 27.20 0.515276 1.244236 5.561701
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 8.83 0.530565 0.438023 6.464539
000088.XSHE 8.70 0.287454 1.097368 5.893832
000090.XSHE 10.90 0.395248 0.981805 4.687492
000099.XSHE 15.34 0.313393 -0.037976 4.358259
000401.XSHE 11.60 0.529889 0.861378 4.625645
000417.XSHE 12.26 0.633823 1.663267 6.173124
000418.XSHE 20.91 0.514152 1.138956 6.029263
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 5.36 0.380547 0.672963 6.066727
000501.XSHE 17.46 0.512023 0.301674 4.250461
000511.XSHE 12.27 0.446466 0.099786 1.598697
000513.XSHE 32.66 0.641606 1.234948 8.901820
000519.XSHE 18.56 0.566780 0.106161 3.628211
000525.XSHE 15.64 0.245475 -0.139025 3.165751
000528.XSHE 6.09 0.245715 0.789679 4.938010
000541.XSHE 12.84 0.376356 0.511980 4.583152
000543.XSHE 8.50 0.276774 0.593544 7.744359
000547.XSHE 19.65 0.275340 0.034520 4.437481
000550.XSHE 24.63 0.361326 0.527559 4.643681
000552.XSHE 4.29 0.370682 0.092238 3.869872
... ... ... ... ...
601139.XSHG 6.76 0.238586 1.289942 6.590723
601168.XSHG 7.32 0.292007 0.832967 5.191435
601226.XSHG 12.23 0.242548 0.274324 3.988360
601233.XSHG 9.36 0.290056 0.510123 3.938492
601311.XSHG 21.72 0.333603 0.711303 4.877843
601369.XSHG 8.02 0.235406 0.482290 5.038941
601515.XSHG 12.25 0.456328 0.439057 3.312964
601666.XSHG 4.78 0.244405 0.661886 4.095721
601678.XSHG 4.87 0.240822 1.101399 6.273388
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 15.62 0.385552 0.476165 5.205014
601801.XSHG 16.23 0.459703 -0.104309 6.640498
601880.XSHG 2.60 0.308500 1.621533 8.617449
601886.XSHG 12.64 0.344074 0.333955 4.127182
601908.XSHG 8.38 0.467161 1.295994 8.316265
601929.XSHG 6.35 0.224515 0.357414 4.138229
601965.XSHG 8.78 0.295388 0.330997 4.643603
603001.XSHG 32.63 0.328906 -0.118789 4.655792
603005.XSHG 49.37 0.556292 0.592072 6.377199
603019.XSHG 33.15 0.537261 0.525602 5.560025
603077.XSHG 3.15 0.230067 0.630219 5.143989
603169.XSHG 18.30 0.251434 -0.915805 5.004950
603188.XSHG 20.77 0.250123 0.518942 4.528333
603328.XSHG 13.31 0.243022 0.248184 3.730670
603366.XSHG 9.88 0.267850 0.133734 4.135751
603369.XSHG 13.29 0.372295 0.482845 5.594160
603555.XSHG 35.77 0.503220 1.176335 6.878193
603699.XSHG 20.37 0.202390 0.180919 3.789424
603766.XSHG 8.95 0.366132 0.605765 3.476578
603806.XSHG 33.01 0.285864 0.650220 3.762667
[491 rows x 4 columns], datetime.date(2015, 12, 30): close r_vol r_skew r_kurt
000006.XSHE 11.00 0.368617 -0.290226 3.271430
000012.XSHE 9.89 0.574568 -0.120191 3.516407
000021.XSHE 12.06 0.334086 -0.128586 4.475006
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 7.02 0.484285 1.082329 8.843271
000031.XSHE 13.84 0.429545 0.510328 10.039803
000049.XSHE 55.51 0.347933 -0.618323 4.625219
000050.XSHE 22.02 0.412209 0.284624 5.849160
000062.XSHE 25.19 0.520695 0.277212 4.069024
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 9.87 0.599575 0.824698 4.487556
000088.XSHE 8.75 0.403327 0.393514 4.514966
000090.XSHE 10.07 0.342578 0.017486 4.097601
000099.XSHE 14.98 0.270285 0.271787 3.892896
000401.XSHE 10.94 0.473705 -0.016480 3.747890
000417.XSHE 10.78 0.557579 -0.057563 4.910980
000418.XSHE 20.92 0.519209 0.067744 6.714426
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 5.19 0.339940 -0.106311 4.810493
000501.XSHE 15.96 0.446359 0.104388 4.279296
000511.XSHE 12.04 0.549614 0.234174 5.661939
000513.XSHE 32.60 0.472912 0.094549 5.714915
000519.XSHE 16.83 0.638761 0.418088 3.876416
000525.XSHE 15.74 0.299265 0.066639 4.280059
000528.XSHE 6.09 0.310953 0.319529 4.738148
000541.XSHE 13.35 0.645845 0.803021 5.177065
000543.XSHE 8.10 0.257888 -0.114004 4.563373
000547.XSHE 19.43 0.304484 0.038855 3.583214
000550.XSHE 24.32 0.277900 -0.542534 4.195842
000552.XSHE 4.40 0.410458 0.603447 4.529086
... ... ... ... ...
601139.XSHG 6.78 0.295605 0.556510 5.048611
601168.XSHG 7.35 0.353237 0.351704 5.852170
601226.XSHG 12.53 0.306881 0.428156 3.267078
601233.XSHG 9.21 0.400159 0.053117 3.924814
601311.XSHG 22.24 0.432337 0.228552 4.154759
601369.XSHG 8.22 0.303527 0.394619 4.138932
601515.XSHG 12.16 0.416274 0.299716 3.467056
601666.XSHG 4.69 0.272934 -0.266631 3.301284
601678.XSHG 4.74 0.288342 -0.163746 3.579617
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 16.70 0.374081 0.732722 6.102980
601801.XSHG 15.85 0.331855 -0.230786 4.323399
601880.XSHG 2.51 0.305502 0.393713 6.816624
601886.XSHG 12.01 0.335660 -0.421704 3.531281
601908.XSHG 8.21 0.331689 -0.222099 4.356674
601929.XSHG 6.12 0.274111 -0.329748 4.666191
601965.XSHG 9.17 0.309649 0.240710 4.079944
603001.XSHG 31.91 0.460079 -0.075290 4.410916
603005.XSHG 52.88 0.540292 0.330661 4.159592
603019.XSHG 31.57 0.334957 -0.202983 3.454548
603077.XSHG 3.06 0.229014 -0.258236 3.626268
603169.XSHG 18.01 0.263294 -0.514091 4.953474
603188.XSHG 21.43 0.277999 0.065318 4.931435
603328.XSHG 13.02 0.297895 -0.130590 3.626370
603366.XSHG 10.03 0.335504 0.202545 4.287269
603369.XSHG 13.02 0.346753 -0.439053 7.023915
603555.XSHG 33.95 0.447595 -0.070963 4.514110
603699.XSHG 21.35 0.308568 1.429916 6.826858
603766.XSHG 8.56 0.399698 0.173058 3.694190
603806.XSHG 34.81 0.468228 0.321349 3.761812
[491 rows x 4 columns], datetime.date(2016, 1, 7): close r_vol r_skew r_kurt
000006.XSHE 8.67 0.697561 -1.187831 8.503183
000012.XSHE 7.82 0.705370 -1.003710 10.324431
000021.XSHE 9.19 0.669295 -1.592167 9.716282
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 5.48 0.803451 -1.622105 8.802548
000031.XSHE 11.15 0.864651 -0.939137 9.186142
000049.XSHE 43.72 0.752140 -1.264217 7.885495
000050.XSHE 16.21 0.788955 -1.890199 12.698869
000062.XSHE 19.04 0.769596 -1.541522 7.648798
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 7.47 0.843065 -1.593384 10.374178
000088.XSHE 6.97 0.756244 -1.161888 8.664064
000090.XSHE 7.88 0.716882 -1.511783 7.918015
000099.XSHE 12.02 0.730648 -1.350769 7.630966
000401.XSHE 9.32 0.756978 -0.548391 13.667932
000417.XSHE 8.52 0.709492 -1.327206 8.909529
000418.XSHE 22.58 0.689388 -0.941491 10.282609
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 4.63 0.624751 -1.338840 8.608298
000501.XSHE 13.18 0.664204 -0.939207 7.966813
000511.XSHE 9.48 0.768352 -1.510750 8.708510
000513.XSHE 26.46 0.664671 -1.306809 8.956200
000519.XSHE 17.28 0.880312 -1.303836 12.587439
000525.XSHE 12.42 0.668004 -1.433035 8.225642
000528.XSHE 5.20 0.551849 -1.250947 7.704926
000541.XSHE 10.28 0.852887 -1.430877 11.492886
000543.XSHE 6.94 0.561510 -1.519817 11.620793
000547.XSHE 16.81 0.908457 -2.169477 13.532937
000550.XSHE 20.81 0.530900 -1.129778 9.733368
000552.XSHE 4.11 1.048833 -0.448135 10.372730
... ... ... ... ...
601139.XSHG 5.88 0.668475 -1.217404 11.808157
601168.XSHG 6.24 0.611440 -1.547417 8.292226
601226.XSHG 10.77 0.793923 -1.789254 12.644326
601233.XSHG 7.66 0.784025 -2.062615 13.528107
601311.XSHG 17.16 0.709129 -1.400375 8.039808
601369.XSHG 6.68 0.588432 -1.503801 9.740023
601515.XSHG 9.42 0.711293 -1.527382 7.986061
601666.XSHG 4.34 0.705192 -1.558853 10.438257
601678.XSHG 3.84 0.446962 -0.543431 7.551963
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 13.49 0.885880 -1.417245 7.872102
601801.XSHG 12.44 0.706206 -1.703890 9.679392
601880.XSHG 2.07 0.585378 -1.565548 9.150829
601886.XSHG 9.52 0.745607 -1.650337 10.666762
601908.XSHG 6.70 0.647463 -1.382521 7.558292
601929.XSHG 5.01 0.651236 -1.754978 10.670672
601965.XSHG 7.51 0.666894 -1.357077 7.946909
603001.XSHG 24.64 0.681092 -1.473695 8.814153
603005.XSHG 41.00 0.869484 -1.855843 11.141309
603019.XSHG 23.75 0.663524 -1.704689 9.247210
603077.XSHG 2.48 0.667781 -1.566082 9.889697
603169.XSHG 14.55 0.633261 -1.661153 9.675735
603188.XSHG 17.24 0.621375 -1.324577 8.463550
603328.XSHG 10.25 0.568046 -1.557130 7.416648
603366.XSHG 8.43 0.667192 -1.201387 7.736159
603369.XSHG 10.60 0.686776 -1.638027 9.440293
603555.XSHG 27.39 0.817576 -1.281128 8.144987
603699.XSHG 18.26 0.560099 -1.381617 9.199240
603766.XSHG 6.81 0.748055 -1.657490 10.023461
603806.XSHG 28.66 0.707306 -1.097767 7.481533
[491 rows x 4 columns], datetime.date(2016, 1, 14): close r_vol r_skew r_kurt
000006.XSHE 8.05 0.704152 0.478917 6.212448
000012.XSHE 7.26 0.869178 0.015065 4.980207
000021.XSHE 8.51 0.673781 -0.348389 4.728531
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 5.05 0.799197 -0.185648 5.328636
000031.XSHE 9.95 0.813623 -0.213101 5.827743
000049.XSHE 43.96 0.797042 -0.075660 5.325270
000050.XSHE 15.05 0.925400 -0.159129 5.923779
000062.XSHE 17.21 0.880451 -0.309103 5.324370
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 6.81 1.085786 0.039507 4.513648
000088.XSHE 7.15 0.745248 -0.497158 9.861533
000090.XSHE 7.19 0.776573 -0.370422 4.724022
000099.XSHE 11.42 0.712216 -0.230955 3.878238
000401.XSHE 9.95 1.058445 0.591502 5.882263
000417.XSHE 7.92 0.774077 0.251680 4.525750
000418.XSHE 22.92 0.868822 0.704108 3.884681
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 4.30 0.571220 0.469901 5.017232
000501.XSHE 12.69 0.668769 0.415345 5.113437
000511.XSHE 8.75 0.811180 -0.251943 5.022971
000513.XSHE 27.30 0.611837 0.600235 5.827248
000519.XSHE 13.89 1.052271 0.689493 6.229598
000525.XSHE 12.14 0.658351 -0.196570 6.275365
000528.XSHE 5.29 0.510665 0.028584 3.557269
000541.XSHE 8.96 1.168802 -0.222203 5.322697
000543.XSHE 6.66 0.571520 -0.349858 4.549793
000547.XSHE 14.16 1.056809 -0.519187 6.952731
000550.XSHE 20.96 0.656824 0.010603 4.405412
000552.XSHE 3.54 1.148115 0.406348 5.792830
... ... ... ... ...
601139.XSHG 6.18 0.493534 0.452639 5.458057
601168.XSHG 6.60 0.717604 0.425248 5.078097
601226.XSHG 10.34 0.656964 -0.492441 5.290526
601233.XSHG 7.11 0.679463 -0.030556 4.943636
601311.XSHG 15.51 0.774802 -0.325364 5.206828
601369.XSHG 6.34 0.586389 -0.623968 8.177534
601515.XSHG 9.16 0.743833 0.488560 4.521741
601666.XSHG 4.68 0.969429 1.212957 7.435841
601678.XSHG 3.65 0.510881 -0.038924 4.292848
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 11.36 0.909408 -0.278232 4.268412
601801.XSHG 11.84 0.790244 0.306518 6.286441
601880.XSHG 2.00 0.599487 -0.751687 6.969165
601886.XSHG 8.97 0.795146 0.080089 4.473908
601908.XSHG 5.96 0.691800 0.205268 5.288911
601929.XSHG 4.63 0.585541 -0.362214 4.570605
601965.XSHG 7.34 0.613845 -0.576574 5.101412
603001.XSHG 23.33 0.836262 -0.412637 5.634879
603005.XSHG 35.57 0.877499 0.403187 5.693544
603019.XSHG 21.33 0.849507 -0.406126 4.045279
603077.XSHG 2.32 0.816710 -0.553773 9.298183
603169.XSHG 15.02 0.777098 0.449931 7.393234
603188.XSHG 16.61 0.568876 -0.334883 5.992414
603328.XSHG 10.07 0.637433 0.070843 4.841396
603366.XSHG 7.93 0.669069 -0.357046 5.408855
603369.XSHG 10.50 0.622324 -0.183983 6.418783
603555.XSHG 25.68 1.030969 -0.073866 6.588360
603699.XSHG 17.93 0.521312 0.638242 5.079197
603766.XSHG 6.17 0.739749 -0.378274 4.284927
603806.XSHG 28.33 0.662808 0.790305 7.228593
[491 rows x 4 columns], datetime.date(2016, 1, 21): close r_vol r_skew r_kurt
000006.XSHE 7.72 0.571355 0.225227 3.999879
000012.XSHE 6.68 0.587702 0.206490 4.238298
000021.XSHE 8.34 0.525643 0.354854 3.218364
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 4.75 0.556628 -0.109301 2.796123
000031.XSHE 9.86 0.883880 1.343170 7.833195
000049.XSHE 40.04 0.636786 0.071958 6.116645
000050.XSHE 14.77 0.602812 -0.134806 4.437125
000062.XSHE 16.21 0.657248 0.125589 3.433560
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 6.83 0.651772 0.239150 3.316146
000088.XSHE 6.79 0.477948 -0.107556 3.328579
000090.XSHE 6.92 0.555152 -0.322525 4.144708
000099.XSHE 11.17 0.572897 0.282382 4.464223
000401.XSHE 8.44 0.693383 -0.225031 5.695796
000417.XSHE 7.52 0.511021 0.087857 3.661867
000418.XSHE 18.45 0.759229 -0.245949 5.066462
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 4.08 0.498184 0.308663 3.465208
000501.XSHE 12.40 0.592158 1.022131 7.476890
000511.XSHE 8.45 0.773856 0.845757 8.423676
000513.XSHE 25.20 0.421260 0.013554 3.581496
000519.XSHE 12.87 0.781810 0.510937 4.445847
000525.XSHE 11.92 0.504060 -0.074925 4.628187
000528.XSHE 5.01 0.416279 0.197973 4.221059
000541.XSHE 8.65 0.691923 0.295093 3.036680
000543.XSHE 6.27 0.466401 0.455624 5.382152
000547.XSHE 13.63 0.660952 0.446378 5.354851
000550.XSHE 20.98 0.433430 0.303090 4.064536
000552.XSHE 3.32 0.677401 0.769383 6.381324
... ... ... ... ...
601139.XSHG 5.83 0.371844 0.024906 3.897319
601168.XSHG 6.05 0.481352 -0.096262 4.226814
601226.XSHG 10.07 0.484375 0.174509 3.680757
601233.XSHG 6.51 0.630456 -0.031404 4.086340
601311.XSHG 14.71 0.622892 0.002384 2.947659
601369.XSHG 6.07 0.411252 0.113658 3.101264
601515.XSHG 8.45 0.547935 0.007888 3.460905
601666.XSHG 4.27 0.607403 0.745684 4.890104
601678.XSHG 3.54 0.355810 0.200010 4.232026
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 10.91 0.781408 0.398622 5.255856
601801.XSHG 10.62 0.603669 -0.025818 3.381633
601880.XSHG 1.87 0.496274 0.636979 4.087671
601886.XSHG 8.01 0.537826 -0.019304 4.463908
601908.XSHG 6.00 0.606463 1.295065 7.818211
601929.XSHG 4.35 0.493605 -0.468746 6.078037
601965.XSHG 7.02 0.406202 0.104051 3.589106
603001.XSHG 21.41 0.600382 0.142316 4.660489
603005.XSHG 34.57 0.712936 0.017112 5.030788
603019.XSHG 22.44 0.671665 0.688016 5.008776
603077.XSHG 2.58 0.680544 1.366881 9.206872
603169.XSHG 13.77 0.585572 0.806794 8.247955
603188.XSHG 16.01 0.395158 -0.126246 3.383520
603328.XSHG 10.20 0.516749 0.759316 6.252105
603366.XSHG 7.78 0.429762 0.191733 3.392054
603369.XSHG 10.36 0.436158 -0.029453 3.521716
603555.XSHG 25.23 0.785831 0.432387 4.052995
603699.XSHG 17.13 0.421819 0.310759 3.285204
603766.XSHG 6.11 0.522135 -0.253894 3.624598
603806.XSHG 25.44 0.483857 -0.139377 4.674008
[491 rows x 4 columns], datetime.date(2016, 1, 28): close r_vol r_skew r_kurt
000006.XSHE 6.46 0.696351 -0.174339 6.168019
000012.XSHE 7.12 0.691697 0.957353 7.562196
000021.XSHE 7.44 0.622837 -0.051775 4.012371
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 4.35 0.682714 -0.572390 4.233679
000031.XSHE 8.87 0.970069 0.070721 5.170337
000049.XSHE 33.75 0.755353 -0.518303 5.585646
000050.XSHE 14.23 0.628657 -0.400637 4.529852
000062.XSHE 14.44 0.699140 -0.215133 4.877446
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 5.99 0.874710 0.087853 6.661400
000088.XSHE 5.88 0.690740 -0.070039 8.397954
000090.XSHE 6.54 0.712528 0.134702 4.812705
000099.XSHE 9.62 0.599671 -0.551023 5.319071
000401.XSHE 8.27 0.734302 0.120559 4.232443
000417.XSHE 6.82 0.627673 0.158187 4.686453
000418.XSHE 17.99 0.650638 0.508522 4.120282
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 4.01 0.707738 -0.045577 4.232269
000501.XSHE 10.78 0.595601 -0.032262 4.787943
000511.XSHE 7.57 0.759416 0.008569 4.068047
000513.XSHE 20.95 0.659648 -0.421727 3.833894
000519.XSHE 10.56 0.791024 0.018974 4.630123
000525.XSHE 10.73 0.577172 -0.414291 4.263114
000528.XSHE 4.50 0.528382 -0.794706 6.967128
000541.XSHE 7.06 0.794919 -0.306503 3.824793
000543.XSHE 5.26 0.593284 -0.466709 5.304026
000547.XSHE 13.67 0.888134 0.511335 5.821947
000550.XSHE 19.70 0.593724 0.331807 5.588615
000552.XSHE 3.10 0.880184 0.552427 5.968960
... ... ... ... ...
601168.XSHG 5.68 0.522039 -0.057911 4.110126
601226.XSHG 8.86 0.499335 -0.854168 6.545143
601233.XSHG 6.89 0.718004 0.978310 8.742737
601311.XSHG 12.57 0.643642 -0.299231 4.119263
601369.XSHG 5.55 0.398819 -0.625142 4.746801
601515.XSHG 7.43 0.593274 -0.506890 3.919370
601666.XSHG 4.03 0.589286 0.396389 5.071327
601678.XSHG 3.19 0.514235 -0.679573 5.312221
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 8.52 0.738077 -0.571748 4.503693
601801.XSHG 9.87 0.751682 -0.228226 4.116273
601880.XSHG 1.53 0.581416 -0.630005 4.186939
601886.XSHG 9.19 0.958898 1.003499 5.170413
601908.XSHG 6.31 0.737227 0.520974 4.566719
601929.XSHG 3.71 0.498484 -0.591023 4.860216
601965.XSHG 6.20 0.545763 -0.605377 4.175879
603001.XSHG 19.27 0.716281 -0.291623 4.883373
603005.XSHG 32.49 0.802419 -0.029878 4.070224
603019.XSHG 20.75 0.724012 -0.429967 3.632118
603077.XSHG 2.15 0.852787 0.024417 6.478130
603169.XSHG 11.38 0.684027 -0.976471 5.959313
603188.XSHG 14.25 0.502956 -0.576411 4.438572
603328.XSHG 8.84 0.572239 -0.329931 3.642022
603366.XSHG 6.76 0.612427 -0.175998 3.667265
603369.XSHG 9.23 0.609004 -1.043714 6.284688
603555.XSHG 20.20 0.881611 -0.566774 5.367407
603699.XSHG 15.38 0.500317 -0.483041 5.657999
603766.XSHG 5.34 0.672888 0.160807 4.066565
603806.XSHG 23.24 0.573798 -0.315349 3.829171
603899.XSHG 15.19 0.685872 -0.375053 4.635342
[492 rows x 4 columns], datetime.date(2016, 2, 4): close r_vol r_skew r_kurt
000006.XSHE 7.62 0.766264 1.375964 8.262055
000012.XSHE 7.51 0.554533 0.641610 3.666334
000021.XSHE 8.23 0.458392 0.493183 4.024833
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 5.13 0.616846 0.839194 5.726558
000031.XSHE 10.03 0.582773 1.445907 8.609518
000049.XSHE 37.82 0.461933 0.587282 3.912190
000050.XSHE 16.27 0.549561 0.923580 4.033422
000062.XSHE 16.45 0.596913 0.661776 4.422710
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 6.29 0.427932 0.071194 4.094531
000088.XSHE 6.33 0.326100 0.339916 4.219152
000090.XSHE 7.11 0.521185 1.323517 6.809422
000099.XSHE 10.47 0.385245 0.252388 3.498898
000401.XSHE 8.58 0.461480 0.758432 4.059349
000417.XSHE 7.39 0.410057 0.222933 3.095157
000418.XSHE 19.35 0.449065 0.845095 5.570788
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 4.39 0.509153 0.415780 4.111843
000501.XSHE 11.62 0.499525 0.513053 4.310117
000511.XSHE 8.27 0.595376 0.434842 4.140278
000513.XSHE 23.92 0.414107 1.134835 4.648038
000519.XSHE 11.28 0.543503 0.228971 3.346355
000525.XSHE 12.34 0.410088 0.355187 3.728938
000528.XSHE 4.69 0.483630 0.926159 7.373351
000541.XSHE 7.62 0.494664 0.395021 2.945747
000543.XSHE 5.68 0.346916 0.397950 3.508969
000547.XSHE 15.16 0.516676 0.467642 3.698675
000550.XSHE 20.26 0.408566 0.486039 5.301885
000552.XSHE 3.68 0.600586 0.777503 5.805168
... ... ... ... ...
601226.XSHG 9.25 0.326566 0.677798 3.730997
601233.XSHG 7.46 0.626036 0.620204 5.195676
601311.XSHG 14.52 0.472788 0.278309 4.267778
601369.XSHG 5.82 0.338585 0.314254 3.769932
601515.XSHG 7.98 0.459001 0.473654 3.979302
601666.XSHG 3.97 0.431572 0.377005 3.246757
601678.XSHG 3.52 0.384042 0.473806 4.020762
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 9.38 0.790811 0.064721 4.761470
601801.XSHG 10.77 0.438326 0.684235 3.940192
601880.XSHG 1.63 0.402696 0.709796 4.338714
601886.XSHG 9.29 0.591217 0.602564 3.897306
601908.XSHG 6.67 0.480645 0.808954 4.933018
601929.XSHG 4.02 0.343818 0.322572 3.761063
601965.XSHG 7.15 0.562315 1.033561 7.168050
603001.XSHG 21.04 0.535831 0.729308 4.349968
603005.XSHG 36.64 0.547087 0.341924 3.610946
603019.XSHG 23.51 0.464063 0.358857 3.314759
603077.XSHG 2.33 0.438715 0.903317 4.756227
603169.XSHG 12.50 0.555898 1.103604 8.666034
603188.XSHG 15.08 0.306347 0.414878 3.196468
603328.XSHG 9.69 0.377387 0.801092 3.923052
603366.XSHG 7.10 0.387176 0.142843 3.692341
603369.XSHG 10.53 0.424147 0.228542 3.250631
603555.XSHG 23.18 0.636040 0.944178 4.837267
603698.XSHG 18.76 0.381056 1.084609 4.630212
603699.XSHG 16.40 0.311586 0.126081 2.989154
603766.XSHG 6.38 0.503155 0.768119 3.646523
603806.XSHG 27.30 0.451939 0.415164 4.496383
603899.XSHG 15.63 0.398701 0.312430 3.955335
[493 rows x 4 columns], datetime.date(2016, 2, 18): close r_vol r_skew r_kurt
000006.XSHE 8.22 0.714504 0.954785 5.637249
000012.XSHE 7.73 0.443083 1.319474 5.672674
000021.XSHE 8.78 0.531617 1.587224 10.655843
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 5.18 0.520419 0.378140 4.784989
000031.XSHE 10.59 0.702765 1.585967 10.410552
000049.XSHE 39.35 0.359736 0.137111 3.080457
000050.XSHE 17.45 0.552327 1.044902 5.620120
000062.XSHE 17.52 0.488922 0.534699 3.628619
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 6.85 0.452559 1.069841 6.936478
000088.XSHE 6.63 0.532059 1.613206 8.390347
000090.XSHE 7.83 0.602028 1.038802 6.319185
000099.XSHE 11.53 0.449345 1.247634 6.993353
000401.XSHE 9.79 0.573018 1.287234 4.484440
000417.XSHE 7.70 0.362677 -0.088594 3.379535
000418.XSHE 19.93 0.358103 0.506866 3.974211
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 4.58 0.325003 0.190793 3.134217
000501.XSHE 11.74 0.359503 0.133619 4.300243
000511.XSHE 9.22 0.674839 1.598713 9.701811
000513.XSHE 24.16 0.388934 0.572907 5.540781
000519.XSHE 12.01 0.476869 0.733884 5.290565
000525.XSHE 12.53 0.409484 0.488963 3.977030
000528.XSHE 4.79 0.320147 0.373420 3.280513
000541.XSHE 8.47 0.492946 0.726385 4.108223
000543.XSHE 5.82 0.268333 0.213351 3.275268
000547.XSHE 15.68 0.516537 0.960585 7.055215
000550.XSHE 20.51 0.252476 -0.024567 3.991279
000552.XSHE 3.69 0.515554 1.122307 5.764396
... ... ... ... ...
601226.XSHG 9.49 0.262194 0.185548 3.068929
601233.XSHG 8.19 0.533104 0.737002 4.145498
601311.XSHG 15.46 0.414883 0.391498 4.241978
601369.XSHG 5.98 0.325547 0.323611 4.143496
601515.XSHG 8.15 0.334994 0.312551 3.611602
601666.XSHG 4.10 0.378800 0.669436 4.322401
601678.XSHG 3.83 0.335397 -0.260659 5.962472
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 10.64 0.693169 0.801665 5.535616
601801.XSHG 11.79 0.468289 0.961663 5.834665
601880.XSHG 1.76 0.725279 2.114736 13.552221
601886.XSHG 9.47 0.445723 0.813985 4.701874
601908.XSHG 6.69 0.322791 0.469955 3.802828
601929.XSHG 4.22 0.362693 1.200494 8.308525
601965.XSHG 7.82 0.624839 0.844726 5.135041
603001.XSHG 21.56 0.423918 0.350992 3.742233
603005.XSHG 37.78 0.436908 0.265635 3.397746
603019.XSHG 24.08 0.371212 -0.120023 3.532142
603077.XSHG 2.39 0.481746 1.032351 6.404263
603169.XSHG 14.20 0.618636 1.564392 11.189396
603188.XSHG 15.41 0.274383 0.415114 3.935301
603328.XSHG 9.94 0.333853 1.117409 5.945929
603366.XSHG 7.35 0.306571 0.265943 3.240270
603369.XSHG 10.35 0.292185 0.825275 5.847854
603555.XSHG 25.68 0.524870 0.505155 4.824539
603698.XSHG 19.41 0.356386 0.864581 6.025025
603699.XSHG 16.83 0.253857 0.370030 3.494162
603766.XSHG 6.56 0.309286 0.362764 3.861952
603806.XSHG 27.81 0.367808 0.946146 5.625464
603899.XSHG 15.80 0.404701 0.230226 4.301667
[494 rows x 4 columns], datetime.date(2016, 2, 25): close r_vol r_skew r_kurt
000006.XSHE 7.45 0.516602 -0.475564 3.568051
000012.XSHE 7.69 0.453436 -0.519593 3.066161
000021.XSHE 8.26 0.495090 -0.036778 3.292192
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 4.76 0.505144 -0.301909 4.633705
000031.XSHE 10.32 0.627614 0.598197 5.644851
000049.XSHE 35.26 0.538347 -0.222793 3.631137
000050.XSHE 15.59 0.530481 -0.279461 3.982811
000062.XSHE 15.76 0.460947 -0.369879 3.986917
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 6.29 0.541022 -0.179533 5.388811
000088.XSHE 6.02 0.397144 0.036488 3.491681
000090.XSHE 6.99 0.472410 -0.302043 3.731053
000099.XSHE 10.38 0.434156 -0.459276 3.605969
000401.XSHE 8.87 0.585095 0.051728 5.807389
000417.XSHE 7.11 0.448249 0.246582 7.779544
000418.XSHE 18.68 0.390533 0.072668 4.385336
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 4.12 0.329561 -0.621750 4.295997
000501.XSHE 11.25 0.366104 -0.104851 3.133650
000511.XSHE 8.29 0.595993 0.009631 5.313377
000513.XSHE 22.71 0.439273 0.091831 5.450688
000519.XSHE 12.27 0.596034 0.834239 10.084790
000525.XSHE 11.55 0.544423 0.051995 4.621904
000528.XSHE 4.51 0.377080 0.144349 4.142711
000541.XSHE 7.45 0.483778 -0.121337 4.350448
000543.XSHE 5.75 0.468260 0.542971 4.278185
000547.XSHE 14.31 0.483704 0.018921 5.303341
000550.XSHE 20.45 0.513387 1.277794 8.311378
000552.XSHE 3.36 0.488233 0.030317 3.689926
... ... ... ... ...
601226.XSHG 8.88 0.354482 -0.113012 3.749236
601233.XSHG 8.12 0.721038 0.699548 4.827309
601311.XSHG 14.84 0.505117 -0.009323 3.464883
601369.XSHG 5.89 0.471935 1.011537 7.836982
601515.XSHG 8.15 0.582193 0.680550 5.721737
601666.XSHG 3.95 0.485596 0.468593 4.766526
601678.XSHG 3.55 0.436807 -0.285189 5.163042
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 10.11 0.611195 -0.026997 3.566813
601801.XSHG 10.91 0.570639 -0.120773 3.530614
601880.XSHG 1.61 0.388315 -0.128146 3.535942
601886.XSHG 10.70 0.713711 2.240037 14.080794
601908.XSHG 6.09 0.447339 -0.119663 4.174250
601929.XSHG 3.90 0.442633 0.294748 6.163562
601965.XSHG 7.27 0.493140 0.574336 5.058210
603001.XSHG 19.25 0.381390 -0.503896 4.135835
603005.XSHG 34.22 0.553827 0.079236 3.886266
603019.XSHG 20.76 0.391720 -0.906112 4.328193
603077.XSHG 2.22 0.435535 -0.021677 3.360354
603169.XSHG 12.93 0.471948 -0.330487 4.358739
603188.XSHG 15.74 0.344920 1.069534 5.247143
603328.XSHG 9.34 0.453311 0.415963 6.749450
603366.XSHG 6.72 0.405253 -0.555858 3.890227
603369.XSHG 9.78 0.369839 0.026668 5.497688
603555.XSHG 24.49 0.619343 0.243380 4.245043
603698.XSHG 17.69 0.402510 -0.645973 4.699084
603699.XSHG 15.82 0.383356 0.559368 6.525033
603766.XSHG 6.11 0.437836 -0.142545 4.461050
603806.XSHG 25.35 0.427835 0.154903 5.410777
603899.XSHG 15.93 0.506378 0.356458 4.521723
[494 rows x 4 columns], datetime.date(2016, 3, 3): close r_vol r_skew r_kurt
000006.XSHE 8.78 0.895852 1.044898 12.758037
000012.XSHE 7.67 0.757224 -0.111569 5.268376
000021.XSHE 8.44 0.651439 0.291673 5.357000
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 4.69 0.653436 0.203962 4.366241
000031.XSHE 11.57 0.844083 0.635378 3.946164
000049.XSHE 34.57 0.604295 -0.193825 4.665186
000050.XSHE 15.46 0.663742 -0.038037 5.472973
000062.XSHE 16.84 0.734668 0.153038 6.402664
000066.XSHE 21.37 1.131334 1.187192 4.493532
000078.XSHE 6.16 0.765951 -0.035001 4.144937
000088.XSHE 6.27 0.504296 0.366014 3.641721
000090.XSHE 8.17 0.838573 0.429814 5.288006
000099.XSHE 10.69 0.580305 0.160280 4.017744
000401.XSHE 10.49 0.842901 1.089021 7.701237
000417.XSHE 7.30 0.532856 0.115058 3.607224
000418.XSHE 20.45 0.574427 0.093377 4.495336
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 4.36 0.497071 0.399887 3.546597
000501.XSHE 11.81 0.430533 0.155594 2.603518
000511.XSHE 8.50 0.777338 0.683431 9.723961
000513.XSHE 23.35 0.512421 -0.136260 5.810253
000519.XSHE 12.77 0.809167 0.332514 6.561753
000525.XSHE 11.80 0.598965 -0.343272 5.563439
000528.XSHE 4.75 0.588133 0.626363 5.883413
000541.XSHE 7.36 0.673753 0.092381 4.597791
000543.XSHE 6.01 0.519410 0.245524 4.332014
000547.XSHE 13.86 0.633108 -0.058120 5.818165
000550.XSHE 20.46 0.683541 0.135358 5.607881
000552.XSHE 3.73 0.850115 0.861086 4.287507
... ... ... ... ...
601226.XSHG 9.40 0.571832 0.877173 5.922649
601233.XSHG 9.08 1.000078 0.095369 4.963804
601311.XSHG 14.48 0.649182 -0.265857 4.315820
601369.XSHG 6.02 0.458805 0.310483 3.147694
601515.XSHG 8.59 0.724631 0.847940 5.483384
601666.XSHG 4.43 0.737137 1.264192 6.694366
601678.XSHG 3.87 0.526536 -0.097902 4.215297
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 9.75 0.837252 -0.011163 4.461253
601801.XSHG 10.49 0.800969 -0.926468 8.682474
601880.XSHG 1.68 0.593087 -0.028944 4.579964
601886.XSHG 10.14 0.706197 0.059599 5.974969
601908.XSHG 6.27 0.582907 -0.089931 5.280799
601929.XSHG 4.24 0.553225 0.909351 6.946545
601965.XSHG 7.54 0.734083 0.299178 4.008055
603001.XSHG 18.33 0.576545 -0.162757 4.772012
603005.XSHG 33.50 0.727868 0.154439 4.619350
603019.XSHG 19.88 0.731148 0.149678 4.483760
603077.XSHG 2.31 0.662063 0.831178 9.054416
603169.XSHG 12.88 0.608266 -0.111822 8.772120
603188.XSHG 15.74 0.344920 1.069534 5.247143
603328.XSHG 9.26 0.548409 -0.635182 6.878738
603366.XSHG 6.96 0.640874 -0.054873 4.630256
603369.XSHG 10.87 0.621332 1.173564 7.224521
603555.XSHG 24.19 0.793312 0.215420 4.747492
603698.XSHG 18.93 0.599980 0.168960 3.684921
603699.XSHG 16.03 0.444465 0.035952 5.383087
603766.XSHG 5.98 0.614470 -0.033913 4.033954
603806.XSHG 26.05 0.571032 -0.022642 5.491002
603899.XSHG 17.37 0.569148 0.289203 6.790572
[494 rows x 4 columns], datetime.date(2016, 3, 10): close r_vol r_skew r_kurt
000006.XSHE 7.68 0.835221 0.217690 7.210523
000012.XSHE 7.26 0.583613 -0.810344 6.070896
000021.XSHE 8.04 0.616986 -0.090747 4.142135
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 4.43 0.520926 -0.553792 5.388650
000031.XSHE 10.45 0.817674 1.083546 6.812003
000049.XSHE 33.00 0.515123 -0.173090 3.130372
000050.XSHE 15.02 0.587406 -0.106519 3.860956
000062.XSHE 15.77 0.760634 -0.018551 4.731383
000066.XSHE 19.23 1.011896 0.949754 3.594826
000078.XSHE 5.84 0.680121 -0.327918 6.521066
000088.XSHE 6.72 0.545022 -0.207356 2.315276
000090.XSHE 7.28 0.737045 0.028480 3.312053
000099.XSHE 10.28 0.541356 -0.587914 6.029900
000401.XSHE 9.30 0.564715 -0.404966 4.200829
000417.XSHE 7.09 0.385113 -0.162973 4.612459
000418.XSHE 21.48 0.583627 0.639519 5.609526
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 4.22 0.435856 -0.409253 4.310599
000501.XSHE 11.81 0.401168 -0.076026 3.737244
000511.XSHE 8.00 0.596629 -0.369769 3.751172
000513.XSHE 22.72 0.335282 -0.179288 4.973335
000519.XSHE 12.98 0.793188 0.843681 6.068416
000525.XSHE 11.30 0.598679 0.120750 7.326317
000528.XSHE 4.65 0.550434 -0.526111 5.097532
000541.XSHE 6.98 0.467924 -0.623939 4.316475
000543.XSHE 5.79 0.351722 -0.716561 4.750772
000547.XSHE 13.15 0.621390 0.405693 6.936807
000550.XSHE 19.53 0.492533 0.526004 4.891671
000552.XSHE 3.45 0.674438 -0.309824 5.600093
... ... ... ... ...
601226.XSHG 9.22 0.441094 0.111297 4.115518
601233.XSHG 7.89 0.669740 -0.256606 3.882338
601311.XSHG 13.80 0.543642 -0.245659 3.716010
601369.XSHG 5.77 0.387717 -0.509494 4.658023
601515.XSHG 7.99 0.470892 -0.537722 4.902440
601666.XSHG 4.16 0.610531 -0.427479 5.402030
601678.XSHG 3.79 0.511659 -0.125156 5.722151
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 8.87 0.667450 -0.713512 4.538110
601801.XSHG 9.93 0.524302 -0.112232 4.120493
601880.XSHG 1.63 0.520102 -0.172353 4.625955
601886.XSHG 9.35 0.590338 -0.560323 4.139558
601908.XSHG 6.12 0.452736 -0.343294 4.523277
601929.XSHG 4.05 0.508717 -0.258221 4.673348
601965.XSHG 6.80 0.561699 -0.652221 4.665228
603001.XSHG 17.20 0.481137 -0.566241 4.730212
603005.XSHG 30.62 0.578786 -0.200822 3.694115
603019.XSHG 19.37 0.588836 -0.354652 3.875027
603077.XSHG 2.22 0.446912 0.021018 5.811677
603169.XSHG 12.12 0.442187 -0.097829 3.687917
603188.XSHG 15.74 0.344920 1.069534 5.247143
603328.XSHG 8.98 0.440836 -0.267016 4.627816
603366.XSHG 6.79 0.445626 0.056732 4.271808
603369.XSHG 10.41 0.547701 -0.171131 4.806603
603555.XSHG 22.22 0.737708 0.123770 4.740362
603698.XSHG 18.09 0.547375 0.063003 6.553499
603699.XSHG 15.46 0.370384 -0.173018 4.044384
603766.XSHG 5.59 0.505910 -0.203432 3.581115
603806.XSHG 25.35 0.388388 -0.138264 4.968519
603899.XSHG 15.53 0.435937 -0.731761 5.375180
[494 rows x 4 columns], datetime.date(2016, 3, 17): close r_vol r_skew r_kurt
000006.XSHE 7.62 0.448854 0.584750 3.665473
000012.XSHE 7.45 0.332027 0.257671 3.565219
000021.XSHE 8.28 0.368054 0.442638 3.468233
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 4.63 0.356330 0.415905 3.739671
000031.XSHE 10.16 0.417775 0.513945 4.205492
000049.XSHE 37.28 0.449371 0.827361 3.982659
000050.XSHE 16.08 0.474388 0.349990 4.101132
000062.XSHE 16.68 0.483068 0.584402 4.705254
000066.XSHE 13.14 0.480620 0.366785 3.486269
000078.XSHE 6.21 0.357465 0.412467 3.181912
000088.XSHE 6.81 0.468453 0.328270 3.506520
000090.XSHE 7.26 0.421668 0.263347 3.571141
000099.XSHE 10.75 0.358595 0.834934 4.102284
000401.XSHE 9.79 0.391974 0.423383 3.476050
000417.XSHE 7.39 0.305300 0.172133 3.548370
000418.XSHE 20.99 0.353521 0.180360 3.939859
000426.XSHE 7.03 0.916247 1.287254 8.366763
000488.XSHE 4.40 0.329402 0.555896 5.576605
000501.XSHE 12.13 0.326490 0.241798 3.632072
000511.XSHE 8.25 0.388877 0.440122 4.125232
000513.XSHE 23.34 0.474038 1.680852 10.368230
000519.XSHE 12.82 0.508278 0.105919 3.064340
000525.XSHE 11.72 0.322946 0.512440 3.849589
000528.XSHE 4.78 0.321157 0.287824 4.078164
000541.XSHE 7.17 0.329486 0.461343 3.689284
000543.XSHE 6.10 0.245695 0.322167 3.728205
000547.XSHE 13.49 0.381866 0.624855 5.178331
000550.XSHE 20.35 0.330104 0.814264 6.109219
000552.XSHE 3.54 0.371760 0.362718 3.405346
... ... ... ... ...
601226.XSHG 9.91 0.437472 1.267469 6.130641
601233.XSHG 8.03 0.511014 0.279846 3.649450
601311.XSHG 14.69 0.409684 0.275350 3.215062
601369.XSHG 6.04 0.289192 0.411243 3.167392
601515.XSHG 8.41 0.442327 0.288096 5.732383
601666.XSHG 4.19 0.341316 0.117408 3.017979
601678.XSHG 4.05 0.347420 0.723824 3.635553
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 9.43 0.425415 0.486957 4.473855
601801.XSHG 10.42 0.354521 0.052968 3.261530
601880.XSHG 1.69 0.323052 0.538583 4.403720
601886.XSHG 10.30 0.433883 0.275643 3.529063
601908.XSHG 6.22 0.338875 0.285559 4.485589
601929.XSHG 4.22 0.331475 0.471241 3.796902
601965.XSHG 7.17 0.418035 0.906537 5.503901
603001.XSHG 18.16 0.336208 0.344036 3.075777
603005.XSHG 32.56 0.360553 0.391314 2.763744
603019.XSHG 20.90 0.441334 0.804547 4.182665
603077.XSHG 2.30 0.356435 0.809615 5.343464
603169.XSHG 12.72 0.348446 0.845883 6.547113
603188.XSHG 15.74 0.344920 1.069534 5.247143
603328.XSHG 9.54 0.350001 0.568642 3.960099
603366.XSHG 7.20 0.405196 0.693995 3.945839
603369.XSHG 10.52 0.303341 0.328849 4.179544
603555.XSHG 25.05 0.512474 1.164556 5.766609
603698.XSHG 21.74 0.744855 2.365224 15.343658
603699.XSHG 16.00 0.263990 0.157549 2.977689
603766.XSHG 6.09 0.376319 0.621140 3.725609
603806.XSHG 26.25 0.417523 1.041396 6.424216
603899.XSHG 16.74 0.347574 1.134730 6.758482
[494 rows x 4 columns], datetime.date(2016, 3, 24): close r_vol r_skew r_kurt
000006.XSHE 7.83 0.408632 0.433398 3.981966
000012.XSHE 7.63 0.385513 0.253872 3.242365
000021.XSHE 8.59 0.353807 0.468671 3.252356
000028.XSHE 65.18 0.456147 0.231842 6.320525
000030.XSHE 5.15 0.476546 0.895148 5.395234
000031.XSHE 10.81 0.468535 1.091654 6.696723
000049.XSHE 37.08 0.395418 0.059687 3.052783
000050.XSHE 16.25 0.378097 0.293775 3.459780
000062.XSHE 18.05 0.562414 0.363713 3.373679
000066.XSHE 14.06 0.603405 0.569438 7.429908
000078.XSHE 6.49 0.453978 0.306030 3.769631
000088.XSHE 6.81 0.335189 0.172851 3.435980
000090.XSHE 7.77 0.451023 0.574315 4.032428
000099.XSHE 12.00 0.458356 0.599007 3.347778
000401.XSHE 10.20 0.429815 0.699662 5.279557
000417.XSHE 7.58 0.282391 -0.018011 2.463042
000418.XSHE 21.35 0.399242 0.392227 4.538697
000426.XSHE 7.44 0.789044 0.555079 5.209572
000488.XSHE 4.70 0.401453 0.849845 4.850906
000501.XSHE 12.22 0.275684 0.070638 3.712241
000511.XSHE 8.62 0.371299 0.503153 4.465410
000513.XSHE 24.29 0.329820 0.050142 4.834785
000519.XSHE 13.44 0.545221 0.981521 7.669297
000525.XSHE 12.75 0.410838 0.798445 5.450308
000528.XSHE 4.91 0.360397 0.582060 4.186559
000541.XSHE 7.70 0.414138 0.962417 4.716875
000543.XSHE 6.40 0.346997 0.708343 4.494434
000547.XSHE 14.84 0.490684 0.659793 5.162642
000550.XSHE 20.73 0.294077 0.034133 3.159509
000552.XSHE 3.94 0.493408 0.541252 3.739853
... ... ... ... ...
601226.XSHG 9.77 0.284479 0.136180 2.656662
601233.XSHG 7.88 0.394323 0.297116 5.529705
601311.XSHG 15.38 0.379575 0.735041 5.159037
601369.XSHG 6.37 0.291730 0.705101 4.332492
601515.XSHG 8.42 0.343640 0.829489 5.399376
601666.XSHG 4.18 0.299325 -0.026045 3.157281
601678.XSHG 4.07 0.222077 0.089655 3.591549
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 10.72 0.642433 0.606277 5.268923
601801.XSHG 11.86 0.541995 0.399774 3.984247
601880.XSHG 1.75 0.333923 0.498405 3.979538
601886.XSHG 10.71 0.466930 0.282308 3.791169
601908.XSHG 6.45 0.279921 0.159845 3.704950
601929.XSHG 4.61 0.627077 0.879674 5.157058
601965.XSHG 8.98 0.701655 1.618566 7.232758
603001.XSHG 19.51 0.358274 0.502684 3.774691
603005.XSHG 35.18 0.466927 0.508306 4.444841
603019.XSHG 24.13 0.537313 0.694805 4.131716
603077.XSHG 2.32 0.298405 0.632494 4.673038
603169.XSHG 15.07 0.607820 2.141949 12.761489
603188.XSHG 15.74 0.344920 1.069534 5.247143
603328.XSHG 10.05 0.291663 0.263205 3.212914
603366.XSHG 7.37 0.350069 0.450763 4.531822
603369.XSHG 11.14 0.319393 0.330390 4.197270
603555.XSHG 25.72 0.497823 0.446081 5.007469
603698.XSHG 21.74 0.501041 0.587374 4.658859
603699.XSHG 16.75 0.288957 0.889818 4.753128
603766.XSHG 6.47 0.385342 0.644340 4.539056
603806.XSHG 28.43 0.309609 0.659245 3.831775
603899.XSHG 18.09 0.392572 0.831787 4.089475
[494 rows x 4 columns], datetime.date(2016, 3, 31): close r_vol r_skew r_kurt
000006.XSHE 7.77 0.335505 -0.115669 4.139109
000012.XSHE 7.85 0.359972 0.171952 3.863537
000021.XSHE 9.05 0.463871 0.921013 5.974857
000028.XSHE 62.85 0.523067 0.273667 5.478803
000030.XSHE 5.03 0.449225 0.987798 8.451064
000031.XSHE 10.64 0.350324 0.188455 5.141287
000049.XSHE 37.26 0.380983 -0.148430 3.578280
000050.XSHE 18.64 0.534829 0.477623 4.138228
000062.XSHE 18.56 0.472294 0.414289 3.991968
000066.XSHE 13.99 0.561538 0.096813 7.390720
000078.XSHE 6.48 0.359243 0.048382 4.224645
000088.XSHE 7.14 0.378921 0.519683 5.036414
000090.XSHE 7.89 0.340405 0.244061 4.798804
000099.XSHE 13.97 0.546876 1.591179 12.703302
000401.XSHE 10.65 0.461010 -0.016594 3.957165
000417.XSHE 8.07 0.328214 0.151658 4.637573
000418.XSHE 22.55 0.425706 0.267963 4.949174
000426.XSHE 7.24 0.444967 -0.021905 3.342763
000488.XSHE 4.94 0.441565 0.213013 5.614379
000501.XSHE 12.73 0.336524 0.495480 6.261678
000511.XSHE 9.18 0.494525 0.398343 4.438011
000513.XSHE 25.27 0.268165 0.308666 3.727928
000519.XSHE 13.46 0.397849 0.078909 3.111571
000525.XSHE 12.71 0.355949 0.149099 4.419400
000528.XSHE 4.96 0.319915 0.354662 4.037961
000541.XSHE 7.78 0.378375 -0.075874 4.423313
000543.XSHE 6.55 0.337632 0.694825 6.785716
000547.XSHE 14.80 0.373378 -0.363691 4.134343
000550.XSHE 20.95 0.271947 -0.424982 4.976755
000552.XSHE 3.93 0.454773 0.088749 5.467596
... ... ... ... ...
601226.XSHG 9.94 0.261520 0.255352 5.455081
601233.XSHG 7.96 0.351747 -0.801402 6.792123
601311.XSHG 15.90 0.308321 0.036983 3.071691
601369.XSHG 6.34 0.319531 0.436861 4.407467
601515.XSHG 8.49 0.332850 -0.711064 5.705238
601666.XSHG 4.23 0.320509 -0.063181 4.072131
601678.XSHG 4.08 0.246197 -0.343216 4.497547
601717.XSHG 7.43 0.350697 1.572537 8.629110
601777.XSHG 11.80 0.674920 0.427513 4.620563
601801.XSHG 11.96 0.363590 -0.031749 3.116084
601880.XSHG 2.82 0.505147 1.593056 7.753475
601886.XSHG 10.87 0.473569 0.252396 4.483162
601908.XSHG 6.73 0.392706 0.331653 5.031751
601929.XSHG 4.57 0.426191 -0.233259 3.510643
601965.XSHG 8.87 0.537554 -0.015080 3.829882
603001.XSHG 20.17 0.381730 0.418072 4.422721
603005.XSHG 35.54 0.487346 0.092058 3.767482
603019.XSHG 24.46 0.467480 -0.081307 3.765177
603077.XSHG 2.32 0.262931 0.215857 3.414341
603169.XSHG 14.82 0.641516 1.010089 6.742202
603188.XSHG 15.74 0.344920 1.069534 5.247143
603328.XSHG 10.32 0.313580 0.005331 3.841882
603366.XSHG 7.56 0.316739 0.107871 3.789323
603369.XSHG 12.70 0.544121 0.382176 4.287877
603555.XSHG 26.31 0.643862 0.179558 8.708572
603698.XSHG 22.28 0.481780 0.652209 6.162090
603699.XSHG 17.07 0.326489 0.429815 4.114386
603766.XSHG 6.62 0.414404 0.014605 4.486343
603806.XSHG 27.48 0.360250 0.070373 4.134846
603899.XSHG 18.01 0.309351 -0.328689 4.334938
[494 rows x 4 columns], datetime.date(2016, 4, 8): close r_vol r_skew r_kurt
000006.XSHE 7.75 0.305832 0.532594 4.437830
000012.XSHE 7.88 0.356367 0.018572 3.326958
000021.XSHE 8.73 0.334424 0.374147 3.683738
000028.XSHE 68.26 0.573221 0.260851 4.476422
000030.XSHE 5.00 0.388416 0.814566 8.171485
000031.XSHE 10.53 0.335588 0.278293 3.895383
000049.XSHE 43.34 0.601395 1.218458 7.205137
000050.XSHE 17.71 0.541366 0.354782 4.414048
000062.XSHE 17.64 0.350491 -0.421294 3.277903
000066.XSHE 13.33 0.395204 0.157032 5.253240
000078.XSHE 6.46 0.329098 0.677745 4.759222
000088.XSHE 6.82 0.260034 -0.035752 3.071468
000090.XSHE 8.14 0.507093 0.388260 4.193401
000099.XSHE 12.94 0.490631 0.193437 3.745251
000401.XSHE 10.64 0.422711 -0.201075 4.045637
000417.XSHE 7.91 0.357992 -0.086609 2.793887
000418.XSHE 22.58 0.336872 0.147943 3.932438
000426.XSHE 6.78 0.319844 -0.108024 3.782429
000488.XSHE 5.13 0.381342 0.353183 4.279333
000501.XSHE 12.92 0.381142 0.490165 5.017465
000511.XSHE 9.16 0.436295 0.471693 3.895370
000513.XSHE 24.85 0.261595 -0.194140 3.482292
000519.XSHE 12.95 0.344366 0.041721 4.408115
000525.XSHE 13.70 0.459362 0.629367 4.662992
000528.XSHE 4.96 0.305285 -0.031714 3.067067
000541.XSHE 8.37 0.476061 0.365202 4.003803
000543.XSHE 6.42 0.225349 -0.144001 3.008336
000547.XSHE 14.46 0.327266 0.449427 6.759304
000550.XSHE 20.57 0.253225 0.105907 5.601897
000552.XSHE 3.89 0.373772 -0.144499 3.251205
... ... ... ... ...
601226.XSHG 10.41 0.321905 0.534393 5.116342
601233.XSHG 8.11 0.421428 0.216204 4.128529
601311.XSHG 15.85 0.495011 1.045706 8.079255
601369.XSHG 6.27 0.267529 0.023746 3.184908
601515.XSHG 8.57 0.306844 0.588332 3.948157
601666.XSHG 4.24 0.278956 -0.204708 3.453355
601678.XSHG 4.04 0.220156 -0.204640 3.452884
601717.XSHG 6.87 0.387989 1.398026 7.644886
601777.XSHG 11.62 0.623162 0.123510 4.429673
601801.XSHG 11.69 0.373840 -0.624329 4.902005
601880.XSHG 2.66 0.589287 0.054517 3.639680
601886.XSHG 11.64 0.638432 0.502409 4.535208
601908.XSHG 6.56 0.329533 0.111824 3.710164
601929.XSHG 4.44 0.313582 -0.170880 3.333676
601965.XSHG 8.59 0.470072 0.395596 3.811473
603001.XSHG 20.20 0.386483 0.365237 4.337095
603005.XSHG 36.19 0.390893 0.754513 5.362933
603019.XSHG 24.12 0.382923 -0.005671 3.602366
603077.XSHG 2.42 0.531725 0.639642 8.499866
603169.XSHG 14.11 0.358240 -0.423083 3.640941
603188.XSHG 15.74 0.344920 1.069534 5.247143
603328.XSHG 10.76 0.342140 1.183939 5.133604
603366.XSHG 8.28 0.457882 0.521382 14.915815
603369.XSHG 12.58 0.411068 0.285057 4.608188
603555.XSHG 27.36 0.426844 0.432852 4.426116
603698.XSHG 21.03 0.358300 -0.048196 3.498598
603699.XSHG 17.18 0.282211 -0.090182 3.409800
603766.XSHG 6.50 0.371586 -0.015944 3.171477
603806.XSHG 27.88 0.244006 0.393516 4.396820
603899.XSHG 17.70 0.248346 -0.022368 3.771361
[494 rows x 4 columns], datetime.date(2016, 4, 15): close r_vol r_skew r_kurt
000006.XSHE 7.96 0.260417 0.318884 3.757988
000012.XSHE 8.08 0.257478 0.237543 4.768215
000021.XSHE 9.27 0.263476 0.539082 3.476781
000028.XSHE 67.75 0.429044 0.279401 6.042196
000030.XSHE 5.23 0.271603 0.481902 3.320404
000031.XSHE 10.83 0.201496 0.529029 4.099990
000049.XSHE 42.01 0.439167 0.250123 4.665584
000050.XSHE 17.78 0.331514 0.683911 4.568566
000062.XSHE 18.30 0.279893 0.162802 3.110245
000066.XSHE 13.26 0.214890 0.252493 3.588942
000078.XSHE 7.16 0.432703 1.015273 6.530915
000088.XSHE 7.03 0.234702 0.550963 5.328904
000090.XSHE 8.42 0.336592 0.114532 3.872162
000099.XSHE 12.97 0.261991 0.066441 3.302449
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 8.10 0.260628 0.567609 3.491209
000418.XSHE 23.28 0.322958 0.551860 4.249964
000426.XSHE 7.99 0.531343 0.742293 8.388941
000488.XSHE 5.13 0.359716 -0.676419 3.285061
000501.XSHE 13.09 0.247106 0.106398 5.451994
000511.XSHE 9.33 0.348327 0.606646 5.609445
000513.XSHE 26.42 0.348881 0.474962 3.979342
000519.XSHE 13.06 0.223116 0.272031 3.974504
000525.XSHE 13.82 0.391546 0.451813 3.993505
000528.XSHE 5.46 0.435465 0.732081 4.915660
000541.XSHE 8.35 0.337940 0.062511 3.038222
000543.XSHE 6.55 0.175689 0.368150 4.226795
000547.XSHE 15.61 0.311673 1.302056 6.965270
000550.XSHE 21.00 0.187126 0.184668 3.831082
000552.XSHE 4.04 0.467622 0.480916 4.999928
... ... ... ... ...
601226.XSHG 10.18 0.312153 0.244008 3.910122
601233.XSHG 8.99 0.347944 1.786524 14.583604
601311.XSHG 16.09 0.288792 0.426661 4.538486
601369.XSHG 6.47 0.223738 0.766228 4.825563
601515.XSHG 8.83 0.242348 0.228722 3.725202
601666.XSHG 4.50 0.435287 0.560692 4.816953
601678.XSHG 4.30 0.348762 0.587404 4.548078
601717.XSHG 6.72 0.305436 0.278188 4.173168
601777.XSHG 11.78 0.387415 0.582316 4.395471
601801.XSHG 11.72 0.278190 -0.066735 3.982249
601880.XSHG 2.61 0.375533 0.503780 3.703060
601886.XSHG 11.94 0.462717 0.372554 5.591571
601908.XSHG 6.81 0.263204 0.459567 3.999288
601929.XSHG 4.57 0.274078 0.376539 3.815075
601965.XSHG 8.72 0.281798 0.269923 3.575998
603001.XSHG 21.43 0.328589 0.575973 4.424517
603005.XSHG 36.57 0.362246 0.210013 4.006073
603019.XSHG 25.16 0.346489 0.214442 4.198272
603077.XSHG 2.48 0.300982 0.193540 3.871659
603169.XSHG 14.61 0.228557 0.338331 4.507903
603188.XSHG 15.74 0.344920 1.069534 5.247143
603328.XSHG 10.69 0.291209 0.098688 3.243781
603366.XSHG 8.32 0.285468 0.338409 4.805361
603369.XSHG 12.68 0.268593 -0.142279 3.850825
603555.XSHG 26.91 0.365469 -0.081237 3.641096
603698.XSHG 22.24 0.278401 0.877685 5.689139
603699.XSHG 17.75 0.232620 0.437198 3.786963
603766.XSHG 6.79 0.324915 0.447424 3.775015
603806.XSHG 29.44 0.302201 0.668593 5.782581
603899.XSHG 18.17 0.200368 0.452749 4.387522
[494 rows x 4 columns], datetime.date(2016, 4, 22): close r_vol r_skew r_kurt
000006.XSHE 7.68 0.529202 0.794515 5.345393
000012.XSHE 7.78 0.420506 -0.518168 4.865290
000021.XSHE 8.59 0.379817 0.141171 3.879370
000028.XSHE 66.12 0.418634 0.166440 6.604726
000030.XSHE 4.78 0.449879 0.131139 4.205998
000031.XSHE 9.94 0.433561 0.128903 5.765616
000049.XSHE 37.94 0.543412 -0.008447 4.763773
000050.XSHE 16.84 0.475108 0.072063 4.039913
000062.XSHE 16.27 0.458463 0.008356 5.984673
000066.XSHE 12.11 0.642544 -0.259075 5.900943
000078.XSHE 7.21 0.533277 0.040434 3.982883
000088.XSHE 6.60 0.379699 0.332068 5.706842
000090.XSHE 7.56 0.499088 -0.391378 3.798032
000099.XSHE 12.08 0.422866 -0.036764 3.545557
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 7.47 0.311286 -0.117941 4.210192
000418.XSHE 26.42 0.499934 0.503210 4.946173
000426.XSHE 7.86 0.802347 0.428083 4.862235
000488.XSHE 4.84 0.421305 -0.268222 4.333755
000501.XSHE 12.60 0.373948 -0.129048 4.069817
000511.XSHE 8.86 0.593762 0.115467 3.811389
000513.XSHE 25.47 0.409841 -0.482154 5.679104
000519.XSHE 11.75 0.458294 -0.127495 4.712146
000525.XSHE 12.47 0.431132 -0.512320 4.725846
000528.XSHE 5.08 0.343751 -0.181908 4.778729
000541.XSHE 7.42 0.453301 -0.853628 7.590275
000543.XSHE 5.99 0.277378 -1.069686 6.022715
000547.XSHE 15.28 0.281439 0.198821 3.039137
000550.XSHE 20.02 0.359843 -0.016203 4.606690
000552.XSHE 3.84 0.441461 -0.220910 3.656837
... ... ... ... ...
601233.XSHG 8.92 0.677978 -0.146649 5.216371
601311.XSHG 15.18 0.429144 -0.089873 3.588371
601369.XSHG 6.06 0.329439 -0.082980 3.205954
601515.XSHG 8.17 0.311622 0.115670 3.836962
601666.XSHG 4.43 0.419020 0.234731 3.122359
601678.XSHG 3.99 0.455340 -0.454479 5.729425
601717.XSHG 6.18 0.392561 -0.501387 4.333966
601777.XSHG 10.63 0.568844 -0.081634 3.437015
601801.XSHG 10.74 0.414383 -0.756868 6.328548
601880.XSHG 2.44 0.522393 0.227621 5.473468
601886.XSHG 11.10 0.434561 -0.305999 4.335104
601908.XSHG 6.39 0.327830 -0.253906 3.401120
601929.XSHG 4.22 0.336650 -0.409336 3.219297
601965.XSHG 8.07 0.401192 0.011414 3.976085
603001.XSHG 19.98 0.457818 -0.523232 6.069775
603005.XSHG 33.49 0.424843 -0.214254 4.220924
603019.XSHG 24.16 0.440521 0.199924 5.352892
603025.XSHG 14.35 0.488350 -0.636700 7.170145
603077.XSHG 2.28 0.355145 -0.257882 4.794790
603169.XSHG 13.04 0.397179 -0.163112 4.947289
603188.XSHG 15.74 0.344920 1.069534 5.247143
603328.XSHG 9.95 0.327679 -0.410142 3.076473
603366.XSHG 7.82 0.402040 0.047423 4.653032
603369.XSHG 12.23 0.323035 0.149910 6.363644
603555.XSHG 24.32 0.556872 -0.382298 7.652093
603698.XSHG 21.22 0.520716 0.567963 6.295057
603699.XSHG 16.30 0.319441 -0.057903 4.583726
603766.XSHG 6.14 0.372230 -0.235368 4.158843
603806.XSHG 27.31 0.290141 -0.375908 3.838431
603899.XSHG 17.60 0.366144 0.216022 3.725612
[494 rows x 4 columns], datetime.date(2016, 4, 29): close r_vol r_skew r_kurt
000006.XSHE 7.42 0.224889 -0.305710 3.440082
000012.XSHE 8.14 0.317935 0.465139 4.278633
000021.XSHE 8.85 0.318698 1.190347 7.078463
000028.XSHE 68.98 0.366043 0.316156 3.571056
000030.XSHE 4.87 0.343443 0.155612 4.085913
000031.XSHE 9.65 0.269809 -0.435142 4.847341
000049.XSHE 37.04 0.378156 0.319487 3.570560
000050.XSHE 17.97 0.407474 0.596319 3.824915
000062.XSHE 16.12 0.294675 0.046070 3.436734
000066.XSHE 11.94 0.724433 0.917181 10.391757
000078.XSHE 7.40 0.541836 -0.066667 3.813682
000088.XSHE 6.61 0.239940 0.465007 3.506938
000090.XSHE 7.27 0.259191 -0.006969 3.467678
000099.XSHE 13.37 0.402263 0.645823 4.404779
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 7.58 0.262627 0.033970 3.366994
000418.XSHE 26.73 0.581843 0.742718 4.853934
000426.XSHE 7.18 0.456444 -0.228407 4.122923
000488.XSHE 4.85 0.296220 -0.098972 4.716668
000501.XSHE 12.87 0.290156 0.048358 3.689573
000511.XSHE 8.92 0.491927 1.835245 9.134532
000513.XSHE 25.01 0.279033 0.174151 4.429378
000519.XSHE 11.55 0.307761 0.214037 4.329390
000525.XSHE 12.45 0.367266 0.255809 4.526954
000528.XSHE 4.96 0.274916 0.086243 3.697995
000541.XSHE 7.54 0.268361 0.218713 4.711247
000543.XSHE 6.33 0.375218 0.767799 6.399129
000547.XSHE 15.28 0.281439 0.198821 3.039137
000550.XSHE 19.46 0.220116 -0.514235 4.703340
000552.XSHE 3.80 0.310145 0.299254 3.681531
... ... ... ... ...
601369.XSHG 6.07 0.263442 -0.432498 4.179788
601515.XSHG 8.13 0.276298 -0.270206 3.034018
601666.XSHG 4.51 0.413401 0.438057 3.926263
601678.XSHG 3.94 0.291915 -0.273801 3.848973
601717.XSHG 6.13 0.261590 -0.162336 4.479285
601777.XSHG 10.99 0.435799 0.679405 3.836134
601801.XSHG 10.53 0.316993 0.069502 3.421356
601880.XSHG 2.46 0.424738 0.938985 7.565873
601886.XSHG 10.70 0.337151 0.127164 4.350602
601908.XSHG 6.40 0.346767 0.095018 4.643558
601929.XSHG 4.09 0.265389 -0.338081 3.354676
601965.XSHG 7.88 0.302784 0.393486 3.589516
603001.XSHG 18.87 0.408447 0.149860 4.564605
603005.XSHG 32.84 0.257183 0.218973 3.650431
603019.XSHG 24.82 0.452634 0.288179 4.463801
603025.XSHG 14.35 0.341819 -0.245356 4.709824
603077.XSHG 2.31 0.421950 0.493720 6.199842
603169.XSHG 12.86 0.364881 1.159130 8.235017
603188.XSHG 16.32 0.367043 0.589937 5.127637
603328.XSHG 10.09 0.270907 0.416966 4.401480
603366.XSHG 8.19 0.367789 1.042103 6.776432
603369.XSHG 13.60 0.365912 0.433029 4.269462
603555.XSHG 23.74 0.376879 -0.536060 4.896256
603567.XSHG 19.85 0.361653 0.641983 4.975295
603698.XSHG 21.87 0.480932 0.801925 5.120821
603699.XSHG 15.92 0.292509 -0.420801 3.920954
603766.XSHG 6.17 0.362979 0.036686 4.647246
603806.XSHG 27.81 0.279731 -0.393804 4.594331
603883.XSHG 46.07 0.332084 0.106842 5.185410
603899.XSHG 18.37 0.307498 0.530267 7.413049
[496 rows x 4 columns], datetime.date(2016, 5, 9): close r_vol r_skew r_kurt
000006.XSHE 6.94 0.280653 -0.114934 4.084292
000012.XSHE 7.76 0.311016 -0.280815 4.472872
000021.XSHE 8.80 0.418323 1.030208 6.510403
000028.XSHE 64.84 0.319923 -0.528619 4.390379
000030.XSHE 4.80 0.495922 -0.173417 5.470354
000031.XSHE 9.28 0.329958 0.002722 7.633303
000049.XSHE 35.32 0.477298 0.110843 5.901565
000050.XSHE 18.64 0.635385 0.559700 4.628829
000062.XSHE 15.25 0.336178 -0.142050 4.060028
000066.XSHE 10.67 0.450818 -0.725151 6.334544
000078.XSHE 7.34 0.443087 0.452304 3.496461
000088.XSHE 6.36 0.294050 -0.295775 3.373748
000090.XSHE 6.91 0.300175 0.057427 5.922849
000099.XSHE 11.93 0.451115 -0.312060 4.571552
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 7.15 0.318114 -0.236712 4.083312
000418.XSHE 25.98 0.486773 -0.371907 4.226180
000426.XSHE 6.28 0.543404 -0.702941 5.526988
000488.XSHE 4.79 0.392999 0.119320 5.554983
000501.XSHE 12.01 0.306697 -0.517215 5.006877
000513.XSHE 24.67 0.309998 0.324792 4.527175
000519.XSHE 12.23 0.405524 0.498854 6.820118
000525.XSHE 11.39 0.317580 -0.672030 4.511864
000528.XSHE 4.61 0.326732 0.156933 6.481353
000541.XSHE 7.35 0.378874 0.618761 5.580470
000543.XSHE 6.20 0.271830 0.026284 3.906742
000547.XSHE 15.28 0.281439 0.198821 3.039137
000550.XSHE 19.14 0.272442 -0.381796 7.035269
000552.XSHE 3.57 0.360877 -0.390740 3.726438
000563.XSHE 5.17 0.419692 0.262321 7.371702
... ... ... ... ...
601369.XSHG 5.77 0.292969 -0.101660 3.495634
601515.XSHG 7.52 0.300893 -0.239289 3.937757
601666.XSHG 4.07 0.424208 -0.393759 3.965044
601678.XSHG 3.58 0.335244 -0.746413 4.078209
601717.XSHG 5.84 0.270281 -0.577643 4.889868
601777.XSHG 9.80 0.491203 -0.211352 4.166588
601801.XSHG 11.03 0.346559 0.234092 4.675755
601880.XSHG 2.37 0.391291 0.823398 8.645778
601886.XSHG 9.89 0.423738 -0.763505 6.010567
601908.XSHG 6.32 0.400235 0.228920 5.024951
601929.XSHG 3.99 0.356766 0.357471 4.249902
601965.XSHG 7.57 0.311576 -0.195772 3.735470
603001.XSHG 18.03 0.314247 -0.354960 6.151534
603005.XSHG 31.56 0.367485 -0.703396 7.852808
603019.XSHG 24.77 0.633489 0.089888 5.098857
603025.XSHG 13.64 0.469976 -0.130218 7.392397
603077.XSHG 2.23 0.275528 0.297930 5.575923
603169.XSHG 12.05 0.349579 -0.655287 7.444992
603188.XSHG 14.86 0.333201 -0.176828 3.594881
603328.XSHG 10.89 0.475979 0.215392 4.218178
603366.XSHG 7.48 0.376328 -0.160746 4.624912
603369.XSHG 13.20 0.702007 0.589961 4.735497
603555.XSHG 23.39 0.326056 0.372881 4.171387
603567.XSHG 19.19 0.403441 -0.186298 7.403451
603698.XSHG 19.84 0.397883 -0.360215 6.375999
603699.XSHG 15.55 0.255468 -0.145243 4.111975
603766.XSHG 5.95 0.336091 0.000092 3.552055
603806.XSHG 26.51 0.288710 0.141849 4.789045
603883.XSHG 45.88 0.381051 0.017707 3.887078
603899.XSHG 17.09 0.492043 0.517647 7.691410
[493 rows x 4 columns], datetime.date(2016, 5, 16): close r_vol r_skew r_kurt
000006.XSHE 6.88 0.316556 0.065599 4.807700
000012.XSHE 7.79 0.281072 -0.128142 4.739358
000021.XSHE 8.28 0.379778 0.080983 3.363823
000028.XSHE 67.61 0.383514 0.493756 3.843005
000030.XSHE 4.67 0.345079 -0.170911 4.021303
000031.XSHE 9.17 0.275863 0.078243 3.248711
000049.XSHE 37.00 0.461574 0.478370 4.081253
000050.XSHE 18.77 0.586879 0.478855 4.596370
000062.XSHE 15.90 0.301699 0.288736 4.073557
000066.XSHE 10.61 0.607850 1.006945 9.622456
000078.XSHE 7.90 0.453530 0.586351 4.612130
000088.XSHE 6.24 0.326378 0.940641 6.874885
000090.XSHE 6.81 0.279036 0.068730 2.961073
000099.XSHE 12.53 0.462847 0.617084 4.227721
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 7.20 0.256504 -0.189657 4.231664
000418.XSHE 27.14 0.552991 0.321891 4.484901
000426.XSHE 6.27 0.519687 -0.315926 5.617145
000488.XSHE 4.85 0.306424 -0.203112 4.195279
000501.XSHE 12.05 0.287653 0.196749 3.490231
000513.XSHE 24.74 0.299647 0.188994 4.433935
000519.XSHE 10.73 0.426228 -0.551710 4.358461
000525.XSHE 11.37 0.324440 0.225313 3.428199
000528.XSHE 4.67 0.281631 0.630944 4.833728
000541.XSHE 7.99 0.313732 0.486375 3.865133
000543.XSHE 6.22 0.279476 0.237493 4.203345
000547.XSHE 15.28 0.281439 0.198821 3.039137
000550.XSHE 18.73 0.219156 -0.339086 4.150316
000552.XSHE 3.38 0.431202 0.088996 3.816326
000563.XSHE 5.21 0.308798 0.179861 3.248262
... ... ... ... ...
601515.XSHG 7.52 0.262923 0.086659 3.563879
601666.XSHG 4.00 0.296123 0.069548 4.561374
601678.XSHG 3.53 0.267808 -0.314477 3.424252
601717.XSHG 5.70 0.281809 0.205476 4.814091
601777.XSHG 9.88 0.409500 -0.068368 3.595113
601801.XSHG 10.94 0.349624 0.311623 3.301674
601880.XSHG 2.36 0.371163 0.101458 4.423332
601886.XSHG 9.72 0.390419 0.061348 3.750839
601908.XSHG 6.31 0.300438 0.188276 5.029495
601929.XSHG 3.97 0.262505 0.056680 3.215106
601965.XSHG 7.53 0.312698 0.216752 3.511261
603001.XSHG 17.99 0.228362 0.209838 3.308627
603005.XSHG 30.86 0.321455 0.062486 3.542567
603019.XSHG 24.08 0.385172 -0.010937 3.021602
603025.XSHG 14.06 0.712505 0.905669 11.140369
603077.XSHG 2.15 0.298601 -0.200233 3.032963
603169.XSHG 12.16 0.362857 1.180587 7.624557
603188.XSHG 16.63 0.464443 0.811101 4.723555
603328.XSHG 11.59 0.462676 0.147530 4.579455
603355.XSHG 31.00 0.326724 0.445992 4.478717
603366.XSHG 7.64 0.368541 0.860027 5.102729
603369.XSHG 13.08 0.724649 0.996957 5.929504
603555.XSHG 22.90 0.431700 0.130568 5.149166
603567.XSHG 20.47 0.362536 0.358570 4.498499
603698.XSHG 19.40 0.323799 -0.469833 4.315089
603699.XSHG 15.79 0.291038 0.626173 6.262380
603766.XSHG 5.95 0.324566 0.245099 2.961137
603806.XSHG 26.57 0.251088 0.127889 3.957806
603883.XSHG 46.48 0.282199 0.217323 4.869647
603899.XSHG 17.31 0.391090 0.748185 3.721033
[494 rows x 4 columns], datetime.date(2016, 5, 23): close r_vol r_skew r_kurt
000006.XSHE 6.86 0.273087 0.223269 4.140019
000012.XSHE 7.91 0.438182 0.962267 9.039716
000021.XSHE 8.11 0.320757 0.193887 3.406546
000028.XSHE 64.05 0.335547 -0.220205 3.678996
000030.XSHE 4.72 0.297605 0.013721 3.188929
000031.XSHE 9.14 0.255762 0.761590 5.066781
000049.XSHE 37.54 0.458137 0.694807 4.334754
000050.XSHE 19.50 0.632988 0.837425 6.699786
000062.XSHE 15.97 0.408543 0.180727 4.145137
000066.XSHE 10.51 0.409399 0.701515 4.655877
000078.XSHE 7.70 0.402935 0.627713 5.076270
000088.XSHE 6.21 0.327381 0.784031 5.525962
000090.XSHE 6.84 0.276602 0.381870 3.517351
000099.XSHE 13.35 0.645436 0.966922 6.009280
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 7.20 0.282795 -0.008555 3.429976
000418.XSHE 26.23 0.456627 0.681267 5.265347
000426.XSHE 6.10 0.404639 0.812368 4.644517
000488.XSHE 4.78 0.290531 0.478693 4.479869
000501.XSHE 11.55 0.310194 0.328132 4.115976
000513.XSHE 24.57 0.218619 -0.097659 3.662347
000519.XSHE 10.85 0.406481 1.594833 9.619178
000525.XSHE 11.85 0.378349 0.755142 3.792852
000528.XSHE 4.64 0.244938 0.472115 3.554831
000541.XSHE 8.24 0.502256 0.644989 6.834493
000543.XSHE 6.16 0.201302 0.293222 3.732942
000547.XSHE 15.28 0.281439 0.198821 3.039137
000550.XSHE 18.76 0.197678 0.144791 4.648051
000552.XSHE 3.22 0.375740 -0.022896 2.700732
000563.XSHE 5.11 0.322014 0.237540 3.379792
... ... ... ... ...
601515.XSHG 7.44 0.313680 0.207883 6.226734
601666.XSHG 3.96 0.247756 0.057631 3.056769
601678.XSHG 3.51 0.284948 0.110923 3.088387
601717.XSHG 5.53 0.292260 0.302424 3.339682
601777.XSHG 9.69 0.373144 0.328060 3.270991
601801.XSHG 11.21 0.309037 0.342329 3.152244
601880.XSHG 2.32 0.256568 0.158386 3.524540
601886.XSHG 9.68 0.354318 0.350640 3.877496
601908.XSHG 6.11 0.257951 0.098472 3.812105
601929.XSHG 4.00 0.286120 0.287283 3.036016
601965.XSHG 7.63 0.318928 0.497954 3.491676
603001.XSHG 17.82 0.236699 -0.069439 4.066473
603005.XSHG 31.39 0.370701 0.843694 5.549006
603019.XSHG 24.34 0.421136 0.822314 4.709042
603025.XSHG 14.03 0.323412 1.029692 7.544809
603077.XSHG 2.02 0.410206 0.170028 4.613199
603169.XSHG 12.02 0.261925 -0.183905 4.669373
603188.XSHG 16.51 0.394872 0.579096 4.643421
603328.XSHG 12.10 0.694101 0.497937 4.634597
603355.XSHG 31.88 0.322816 0.698414 3.767370
603366.XSHG 7.56 0.359181 0.358478 5.524085
603369.XSHG 12.33 0.386965 -0.094419 2.784416
603555.XSHG 22.67 0.313382 0.539314 3.855584
603567.XSHG 21.42 0.409783 0.533403 4.514903
603698.XSHG 19.21 0.346523 0.463633 4.418258
603699.XSHG 15.83 0.241952 0.731295 6.255994
603766.XSHG 6.34 0.353024 0.958275 6.229081
603806.XSHG 26.31 0.267205 0.808174 6.577772
603883.XSHG 45.56 0.294055 0.624592 4.098800
603899.XSHG 17.36 0.328452 0.407881 3.744179
[494 rows x 4 columns], datetime.date(2016, 5, 30): close r_vol r_skew r_kurt
000006.XSHE 6.68 0.370497 0.797379 6.251478
000012.XSHE 7.90 0.342803 0.430305 6.259772
000021.XSHE 7.99 0.290656 0.730766 4.502032
000028.XSHE 61.98 0.371581 -0.725612 7.004120
000030.XSHE 4.65 0.325879 0.509395 4.230546
000031.XSHE 8.82 0.217939 0.269798 6.149731
000049.XSHE 35.94 0.395379 0.406930 3.705417
000050.XSHE 19.45 0.525009 0.107664 4.387343
000062.XSHE 15.90 0.348890 1.204293 6.405552
000066.XSHE 10.37 0.370182 0.722127 4.945037
000078.XSHE 7.10 0.455394 0.082187 3.724805
000088.XSHE 6.12 0.247082 0.343464 4.289904
000090.XSHE 6.79 0.252463 0.250537 3.306435
000099.XSHE 12.82 0.401239 0.288940 3.757659
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 7.08 0.212225 0.481602 4.881616
000418.XSHE 26.17 0.311697 0.568000 4.067727
000426.XSHE 5.93 0.292783 0.108048 5.005744
000488.XSHE 4.63 0.226124 -0.365898 4.339069
000501.XSHE 11.14 0.242530 -0.314717 3.697062
000513.XSHE 23.37 0.223425 -0.543943 4.685840
000519.XSHE 11.03 0.333172 -0.156664 4.626132
000525.XSHE 11.22 0.325527 -0.088247 3.306167
000528.XSHE 4.61 0.254640 0.032686 3.786349
000541.XSHE 7.93 0.390786 0.662678 4.259956
000543.XSHE 6.17 0.174850 -0.105038 3.098444
000547.XSHE 15.28 0.281439 0.198821 3.039137
000550.XSHE 18.50 0.197972 0.168177 5.101033
000552.XSHE 3.15 0.334119 0.264004 4.016979
000563.XSHE 5.04 0.266364 0.085964 3.530765
... ... ... ... ...
601666.XSHG 3.92 0.276541 0.259734 3.021152
601678.XSHG 3.42 0.275609 0.050769 3.241960
601717.XSHG 5.45 0.243920 0.025916 3.725136
601777.XSHG 9.28 0.375723 0.413633 4.512449
601801.XSHG 11.19 0.333456 0.486873 4.784977
601880.XSHG 2.25 0.253917 -0.047867 3.427669
601886.XSHG 9.58 0.266775 0.411601 4.252020
601908.XSHG 6.09 0.247002 0.258955 3.821994
601929.XSHG 3.93 0.250144 0.145290 3.524879
601965.XSHG 7.52 0.320218 0.320239 4.454126
603001.XSHG 17.72 0.221321 0.510385 4.414980
603005.XSHG 31.09 0.426656 -0.004179 3.587580
603019.XSHG 24.17 0.349616 0.105955 3.866812
603025.XSHG 14.26 0.401159 0.845353 7.470790
603077.XSHG 1.96 0.258553 -0.031564 3.160128
603169.XSHG 11.82 0.431840 1.559733 7.959633
603188.XSHG 15.47 0.325013 0.094679 3.599308
603328.XSHG 12.36 0.410584 0.206239 3.788050
603355.XSHG 32.23 0.305762 0.211412 4.298067
603366.XSHG 7.70 0.347988 0.414335 3.990118
603369.XSHG 11.46 0.358376 0.292168 5.203922
603555.XSHG 23.74 0.375149 0.415712 4.160751
603567.XSHG 21.00 0.349060 0.428109 3.966262
603568.XSHG 14.68 0.250323 -0.234082 3.340378
603698.XSHG 18.92 0.284420 0.020725 3.714086
603699.XSHG 15.64 0.190862 -0.082864 4.069531
603766.XSHG 6.17 0.326695 0.045394 4.645325
603806.XSHG 26.22 0.265458 0.098830 4.619111
603883.XSHG 44.05 0.239609 -0.203781 4.068372
603899.XSHG 17.45 0.283807 0.004585 3.418754
[495 rows x 4 columns], datetime.date(2016, 6, 6): close r_vol r_skew r_kurt
000006.XSHE 7.02 0.268220 0.771208 4.693779
000012.XSHE 8.82 0.485223 1.381945 7.380580
000021.XSHE 8.72 0.347606 0.497309 4.116140
000028.XSHE 63.90 0.301683 -0.033611 3.223694
000030.XSHE 4.75 0.195873 0.017255 3.049730
000031.XSHE 9.33 0.467234 1.500572 10.174470
000049.XSHE 40.37 0.424698 0.815471 4.312417
000050.XSHE 21.57 0.529886 0.295870 3.722196
000062.XSHE 17.64 0.406393 1.154045 6.212353
000066.XSHE 10.76 0.338226 0.893180 5.554448
000078.XSHE 7.43 0.355011 0.246859 4.665893
000088.XSHE 6.41 0.272490 0.333648 5.130543
000090.XSHE 7.25 0.341079 1.141367 6.507557
000099.XSHE 13.80 0.418246 1.006629 5.935167
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 7.41 0.254849 0.250338 4.035322
000418.XSHE 28.81 0.327982 0.229987 5.399894
000426.XSHE 6.35 0.347659 0.251834 4.600564
000488.XSHE 4.78 0.219183 -0.132594 3.497841
000501.XSHE 11.59 0.201939 0.246607 4.239221
000513.XSHE 24.51 0.231073 0.590833 5.239215
000519.XSHE 11.36 0.329711 0.973533 5.477695
000525.XSHE 11.94 0.273277 0.711468 5.654419
000528.XSHE 4.79 0.205747 0.277638 3.699184
000541.XSHE 8.38 0.343628 0.486800 4.196360
000543.XSHE 6.61 0.253515 1.046073 6.904652
000547.XSHE 15.28 0.281439 0.198821 3.039137
000550.XSHE 18.95 0.155244 0.624044 3.902652
000552.XSHE 3.30 0.325509 0.406183 3.693308
000563.XSHE 5.35 0.396607 0.787257 6.089494
... ... ... ... ...
601666.XSHG 4.09 0.266293 0.101261 2.708912
601678.XSHG 3.55 0.252185 0.172577 3.174017
601717.XSHG 5.71 0.228205 0.522300 4.150687
601777.XSHG 9.94 0.324063 0.606004 5.547003
601801.XSHG 11.50 0.213529 -0.293560 4.885708
601880.XSHG 2.43 0.426905 0.873494 5.776782
601886.XSHG 10.31 0.319163 0.453052 3.576300
601908.XSHG 6.41 0.273427 0.309864 6.925672
601929.XSHG 4.05 0.231004 0.046820 2.782880
601965.XSHG 7.97 0.306527 0.954007 6.976689
603001.XSHG 18.61 0.238284 0.629249 5.600652
603005.XSHG 34.78 0.465662 0.476768 4.985340
603019.XSHG 26.51 0.398217 0.689728 5.125271
603025.XSHG 14.93 0.334535 0.957664 7.064599
603077.XSHG 2.09 0.276557 0.084252 3.774748
603169.XSHG 12.39 0.256917 0.563288 4.516786
603188.XSHG 17.21 0.357441 0.584040 4.344140
603328.XSHG 12.75 0.363178 0.075918 4.527881
603355.XSHG 33.71 0.292913 0.307106 5.825225
603366.XSHG 7.94 0.309076 0.502823 4.167078
603369.XSHG 13.17 0.497422 1.123095 5.538813
603555.XSHG 24.67 0.299583 0.270086 6.817364
603567.XSHG 24.07 0.602488 1.184535 6.352974
603568.XSHG 16.32 0.316240 1.278063 5.736129
603698.XSHG 20.16 0.243348 0.699577 4.461214
603699.XSHG 16.20 0.191958 0.571415 3.951216
603766.XSHG 6.58 0.277270 0.282476 5.075263
603806.XSHG 33.44 0.421614 1.926863 10.114919
603883.XSHG 47.28 0.277982 0.381437 3.839123
603899.XSHG 18.08 0.247024 0.223169 3.276422
[495 rows x 4 columns], datetime.date(2016, 6, 15): close r_vol r_skew r_kurt
000006.XSHE 6.73 0.268418 -0.128137 4.905792
000008.XSHE 11.99 0.474001 0.900518 8.048217
000012.XSHE 8.31 0.315057 -0.176259 4.291158
000021.XSHE 8.49 0.315432 -0.252334 4.022690
000028.XSHE 61.44 0.285726 0.492672 7.318913
000030.XSHE 4.75 0.277149 -0.090561 3.363193
000031.XSHE 9.20 0.342479 1.120336 6.718724
000049.XSHE 40.21 0.480567 0.298076 4.026382
000050.XSHE 19.89 0.439483 -0.104404 3.222014
000062.XSHE 16.49 0.344495 -0.540881 5.334271
000066.XSHE 10.50 0.415328 0.698359 7.141203
000078.XSHE 7.20 0.340863 -0.162283 4.191144
000088.XSHE 6.31 0.225530 0.172961 4.246509
000090.XSHE 7.07 0.222274 -0.389771 4.376880
000099.XSHE 12.87 0.353987 -0.313758 3.768399
000158.XSHE 10.02 0.386821 -0.384246 5.437494
000400.XSHE 14.92 0.348032 0.295819 4.690507
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 7.27 0.202043 0.095226 3.370531
000418.XSHE 29.99 0.459008 0.508475 5.180712
000426.XSHE 7.46 0.778195 1.965896 12.455190
000488.XSHE 4.52 0.220313 -0.071944 3.524002
000501.XSHE 11.28 0.221178 0.283339 4.610929
000513.XSHE 24.31 0.212605 0.033393 3.785428
000517.XSHE 4.81 0.465801 -0.183623 6.230027
000519.XSHE 11.32 0.388997 0.410058 5.272271
000528.XSHE 4.69 0.234520 -0.437778 5.981010
000541.XSHE 7.95 0.350348 -0.033135 4.724300
000543.XSHE 6.72 0.304531 0.895994 5.986808
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601515.XSHG 7.87 0.267418 -0.204264 3.908090
601666.XSHG 3.96 0.265581 0.020517 3.361414
601678.XSHG 3.73 0.405939 0.690395 5.446374
601699.XSHG 5.83 0.226918 0.123763 3.669493
601717.XSHG 5.57 0.291143 0.601817 6.792388
601777.XSHG 10.58 0.560085 0.868924 6.779299
601801.XSHG 10.98 0.371042 0.223695 4.402214
601880.XSHG 2.39 0.268406 -0.072202 6.471049
601886.XSHG 9.73 0.296578 -0.023175 4.149418
601908.XSHG 6.25 0.281245 0.077306 2.938356
601929.XSHG 3.96 0.242348 0.167589 2.827738
601965.XSHG 8.78 0.671684 1.796424 14.872197
603001.XSHG 18.76 0.257386 0.678569 6.724232
603005.XSHG 32.96 0.453947 0.320889 5.689171
603019.XSHG 24.73 0.386044 -0.027480 4.038182
603025.XSHG 14.68 0.442153 0.455742 4.864265
603077.XSHG 2.19 0.568796 1.008311 6.915834
603169.XSHG 11.87 0.322808 0.414176 5.513149
603188.XSHG 16.56 0.309215 -0.050070 5.377623
603198.XSHG 20.71 0.425063 1.003456 8.098027
603328.XSHG 12.64 0.398866 -0.095112 4.317452
603355.XSHG 32.17 0.379961 0.414521 9.328382
603555.XSHG 24.42 0.299782 -0.080408 6.516590
603567.XSHG 21.67 0.486031 0.435597 5.147991
603568.XSHG 17.62 0.594132 1.334037 9.854471
603698.XSHG 19.97 0.377954 0.424894 4.436677
603699.XSHG 16.07 0.239048 0.139671 3.545940
603766.XSHG 6.24 0.281547 -0.033953 3.118432
603806.XSHG 38.88 0.703869 1.146735 6.066719
603883.XSHG 44.93 0.248844 -0.296722 4.046166
[498 rows x 4 columns], datetime.date(2016, 6, 22): close r_vol r_skew r_kurt
000006.XSHE 6.90 0.435013 1.425303 12.454970
000008.XSHE 10.32 0.487255 0.157599 5.093175
000012.XSHE 8.24 0.304850 -0.525079 4.311810
000021.XSHE 9.13 0.355200 1.131781 5.666934
000028.XSHE 60.91 0.234467 -0.127762 4.334891
000030.XSHE 4.82 0.443449 0.873870 8.531075
000031.XSHE 9.04 0.229191 0.274085 5.149982
000049.XSHE 40.49 0.517239 0.317211 4.734177
000050.XSHE 21.01 0.451821 0.417900 4.358120
000062.XSHE 17.87 0.457622 0.943894 6.602458
000066.XSHE 10.28 0.241501 -0.373462 3.679475
000078.XSHE 7.23 0.320122 0.364497 5.527438
000088.XSHE 6.34 0.242723 0.221549 5.873522
000090.XSHE 6.94 0.269147 -0.104754 6.328160
000099.XSHE 13.10 0.345376 0.046394 4.018113
000158.XSHE 10.38 0.352159 0.455358 5.196863
000400.XSHE 15.25 0.465738 0.555528 5.695796
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 7.50 0.214678 0.161481 3.528510
000418.XSHE 30.05 0.410944 0.215321 4.389088
000426.XSHE 7.37 0.545646 0.069951 4.204610
000488.XSHE 4.46 0.209236 -0.101142 4.179640
000501.XSHE 11.38 0.179284 0.060885 3.385790
000513.XSHE 26.64 0.311788 1.058454 4.728667
000517.XSHE 4.81 0.409894 -0.802465 4.321808
000519.XSHE 11.48 0.307170 -0.049948 4.104102
000528.XSHE 4.70 0.189770 -0.089186 3.258577
000541.XSHE 8.58 0.471674 0.125500 4.512269
000543.XSHE 6.97 0.641425 1.032758 10.775412
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601515.XSHG 8.20 0.294810 0.261454 3.783416
601666.XSHG 4.05 0.335887 0.608302 4.146965
601678.XSHG 3.72 0.435830 0.118522 5.630292
601699.XSHG 6.18 0.352066 0.939208 5.325878
601717.XSHG 5.57 0.250314 0.185968 3.962365
601777.XSHG 11.47 0.562642 0.563910 4.680916
601801.XSHG 10.98 0.339015 0.449042 3.732806
601880.XSHG 2.41 0.249848 0.216309 3.805442
601886.XSHG 9.79 0.296617 0.244520 4.168389
601908.XSHG 7.19 0.312151 0.744936 9.006246
601929.XSHG 3.96 0.221801 0.109382 3.387361
601965.XSHG 8.66 0.370237 0.885694 6.020858
603001.XSHG 19.68 0.261227 0.513266 4.104768
603005.XSHG 38.05 0.567802 0.506265 3.794934
603019.XSHG 26.90 0.466590 0.340795 4.536893
603025.XSHG 14.82 0.327251 0.141057 3.901240
603077.XSHG 2.23 0.380684 -0.211680 6.765360
603169.XSHG 12.62 0.479739 0.719521 7.599070
603188.XSHG 17.27 0.304874 0.060099 4.668475
603198.XSHG 20.74 0.427464 0.331702 4.988137
603328.XSHG 13.04 0.368576 -0.273281 3.579466
603355.XSHG 33.92 0.306004 0.183353 4.126478
603555.XSHG 23.92 0.257844 0.048241 3.789162
603567.XSHG 21.31 0.336564 0.593496 5.598351
603568.XSHG 16.83 0.404012 -0.488413 4.060722
603698.XSHG 20.48 0.264478 -0.015993 4.772846
603699.XSHG 17.36 0.462053 1.281236 8.612309
603766.XSHG 7.04 0.422185 0.797529 4.255581
603806.XSHG 36.67 0.579511 -0.125094 4.826409
603883.XSHG 46.15 0.265301 0.288859 4.199195
[498 rows x 4 columns], datetime.date(2016, 6, 29): close r_vol r_skew r_kurt
000006.XSHE 7.04 0.351060 -0.124359 4.181162
000008.XSHE 10.47 0.572763 0.344664 11.183168
000012.XSHE 8.42 0.342164 0.155187 4.477041
000021.XSHE 10.94 0.625962 1.945808 15.595505
000028.XSHE 64.48 0.337499 0.602799 4.909772
000030.XSHE 4.84 0.282309 -0.120312 3.979140
000031.XSHE 9.16 0.351066 0.701201 9.665106
000049.XSHE 41.27 0.531823 -0.213752 6.079019
000050.XSHE 20.81 0.528919 0.358871 6.093323
000062.XSHE 18.04 0.571338 -0.247097 5.055404
000066.XSHE 12.47 0.394712 2.265262 20.784239
000078.XSHE 7.38 0.410913 -0.122232 6.105080
000088.XSHE 6.39 0.300398 0.164152 7.590475
000090.XSHE 7.01 0.443364 0.095097 8.409012
000099.XSHE 13.04 0.398732 -0.153607 4.786352
000158.XSHE 10.51 0.441881 0.191904 4.087796
000400.XSHE 15.34 0.400917 -0.089524 3.716945
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 7.57 0.238951 -0.032148 3.141478
000418.XSHE 29.57 0.432630 0.098934 5.775559
000426.XSHE 7.41 0.434789 0.647887 5.235927
000488.XSHE 4.52 0.352380 -0.619761 7.230232
000501.XSHE 11.57 0.225288 -0.202077 7.918635
000513.XSHE 26.30 0.429537 0.214050 7.036502
000517.XSHE 4.81 0.409894 -0.802465 4.321808
000519.XSHE 12.90 0.380546 1.206596 13.695374
000528.XSHE 4.74 0.229819 -0.138742 3.928809
000541.XSHE 8.41 0.420116 -0.115294 4.011590
000543.XSHE 7.01 0.351421 -0.161615 6.476994
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.13 0.419656 0.559354 7.197651
601678.XSHG 3.70 0.295275 0.026103 4.377026
601699.XSHG 6.35 0.561503 -0.105528 5.262052
601717.XSHG 5.56 0.317103 -0.082156 4.816738
601777.XSHG 11.61 0.531281 0.074137 4.156076
601801.XSHG 11.07 0.369657 -0.186841 4.928525
601880.XSHG 2.50 0.365582 0.439375 3.979231
601886.XSHG 9.48 0.345139 -0.506918 6.240931
601908.XSHG 7.60 0.814943 0.549625 5.256488
601929.XSHG 3.97 0.261053 -0.581127 5.576614
601965.XSHG 9.31 0.545410 0.990283 6.526804
603001.XSHG 19.96 0.344857 -0.348051 5.506200
603005.XSHG 37.58 0.606395 0.290685 4.376830
603019.XSHG 27.88 0.589100 -0.038002 3.969130
603025.XSHG 15.55 0.494194 0.468286 4.958012
603077.XSHG 2.16 0.370817 -0.188636 5.446815
603169.XSHG 12.47 0.377822 0.179459 4.775328
603188.XSHG 17.09 0.371034 0.071348 5.637151
603198.XSHG 20.34 0.453232 -0.131683 7.900094
603328.XSHG 13.02 0.416347 -0.034176 4.146607
603355.XSHG 34.81 0.352101 0.011040 5.147623
603555.XSHG 23.68 0.418568 -0.478201 7.213384
603567.XSHG 21.02 0.557655 -0.692707 6.305519
603568.XSHG 16.71 0.534647 -0.682580 6.774854
603589.XSHG 33.85 0.338119 0.415959 4.998275
603698.XSHG 20.86 0.423157 -0.271328 6.180148
603699.XSHG 17.17 0.282115 0.286957 4.872308
603766.XSHG 7.33 0.496871 0.546304 5.159646
603806.XSHG 39.53 0.580827 0.097559 4.356320
603883.XSHG 48.37 0.370132 0.104731 4.295167
[499 rows x 4 columns], datetime.date(2016, 7, 6): close r_vol r_skew r_kurt
000006.XSHE 7.33 0.276041 0.627677 4.794029
000008.XSHE 10.68 0.306937 0.088845 5.739673
000012.XSHE 8.58 0.281407 0.272772 4.186247
000021.XSHE 10.76 0.444890 -0.069176 4.196999
000028.XSHE 65.23 0.271183 0.261018 4.205241
000030.XSHE 4.95 0.204521 0.017381 2.883619
000031.XSHE 9.48 0.274659 0.707519 4.827980
000049.XSHE 40.36 0.277667 -0.078792 3.966329
000050.XSHE 20.00 0.274918 -0.227140 3.938703
000062.XSHE 17.96 0.239457 -0.030761 3.730330
000066.XSHE 12.79 0.506478 0.280023 4.858414
000078.XSHE 7.42 0.206139 0.030411 4.575957
000088.XSHE 6.48 0.230154 0.834388 7.000397
000090.XSHE 7.23 0.277218 0.668468 4.559331
000099.XSHE 14.17 0.387024 0.977060 5.529957
000158.XSHE 10.34 0.267881 0.096749 4.911164
000400.XSHE 15.41 0.190905 -0.010647 3.995900
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 7.83 0.207311 0.510789 3.616094
000418.XSHE 30.46 0.256981 0.241039 3.606798
000426.XSHE 10.30 0.538686 1.172923 6.586871
000488.XSHE 4.74 0.211264 0.630995 4.539212
000501.XSHE 11.73 0.167699 -0.178250 4.395906
000513.XSHE 27.30 0.254437 0.138640 4.310347
000517.XSHE 4.81 0.409894 -0.802465 4.321808
000519.XSHE 13.51 0.505357 0.676965 7.257233
000528.XSHE 4.92 0.242420 0.567988 4.373113
000541.XSHE 8.98 0.344606 0.463752 4.095450
000543.XSHE 7.63 0.262622 0.551873 3.822472
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.27 0.261548 -0.128389 3.112082
601678.XSHG 3.75 0.190897 0.250621 3.345593
601699.XSHG 6.82 0.400132 0.501396 5.161824
601717.XSHG 5.89 0.276657 0.850520 5.413967
601777.XSHG 11.72 0.347316 0.762299 4.391038
601801.XSHG 11.64 0.289436 0.748380 5.148269
601880.XSHG 2.52 0.254402 0.594562 6.781487
601886.XSHG 9.82 0.184180 0.215395 3.528959
601908.XSHG 7.41 0.295127 -0.023044 3.323296
601929.XSHG 4.09 0.232880 0.498230 3.823085
601965.XSHG 10.38 0.539922 0.963042 4.924387
603001.XSHG 20.21 0.197616 0.248264 3.725746
603005.XSHG 37.17 0.290191 -0.025167 3.791553
603019.XSHG 28.68 0.317031 0.324190 4.423300
603025.XSHG 17.10 0.341002 1.281613 12.502613
603077.XSHG 2.23 0.233708 0.314788 4.327959
603169.XSHG 12.75 0.346557 0.920773 7.968590
603188.XSHG 17.87 0.281259 0.994920 6.486638
603198.XSHG 23.86 0.453368 1.670476 7.576671
603328.XSHG 12.91 0.232478 0.124609 3.956853
603355.XSHG 37.63 0.371889 0.704963 4.146425
603555.XSHG 24.51 0.278382 0.820892 5.376758
603567.XSHG 21.78 0.241005 0.175227 4.244323
603568.XSHG 16.85 0.255777 0.278385 4.258798
603589.XSHG 37.27 0.359734 1.089539 5.169844
603698.XSHG 23.91 0.487959 1.086742 6.559122
603699.XSHG 17.36 0.181779 -0.050012 2.985534
603766.XSHG 7.44 0.287222 0.253001 4.279720
603806.XSHG 38.68 0.349562 -0.048998 4.052543
603883.XSHG 49.80 0.257724 0.168592 3.409725
[499 rows x 4 columns], datetime.date(2016, 7, 13): close r_vol r_skew r_kurt
000006.XSHE 7.32 0.244991 0.045478 3.516813
000008.XSHE 10.66 0.215326 0.411883 4.649592
000012.XSHE 8.77 0.277900 0.251693 3.075818
000021.XSHE 10.51 0.386982 0.177329 4.916844
000028.XSHE 68.61 0.343802 0.656987 4.154360
000030.XSHE 5.12 0.255174 0.363874 4.921890
000031.XSHE 9.76 0.344367 1.483631 9.511317
000049.XSHE 39.61 0.239226 0.062902 3.253771
000050.XSHE 21.23 0.334253 0.039380 3.864767
000062.XSHE 18.01 0.261567 -0.220423 3.658852
000066.XSHE 13.02 0.487712 0.040869 4.577136
000078.XSHE 7.50 0.275789 0.048785 3.296338
000088.XSHE 7.18 0.586597 1.634813 10.625820
000090.XSHE 7.21 0.244991 0.159831 3.807237
000099.XSHE 14.36 0.413532 0.456261 4.356573
000158.XSHE 10.29 0.282033 0.657030 4.240674
000400.XSHE 16.11 0.291176 0.283411 4.324803
000401.XSHE 10.64 0.419148 -0.294245 3.940597
000417.XSHE 8.00 0.216681 0.537871 4.657632
000418.XSHE 32.62 0.486717 0.827354 4.760956
000426.XSHE 12.16 1.017780 0.553394 3.685051
000488.XSHE 5.15 0.282174 0.369396 6.478237
000501.XSHE 12.11 0.205128 0.619282 5.626412
000513.XSHE 28.69 0.373629 0.003610 6.205797
000517.XSHE 4.81 0.409894 -0.802465 4.321808
000519.XSHE 15.97 0.632906 2.399797 19.423691
000528.XSHE 5.02 0.221519 -0.221915 3.993139
000541.XSHE 8.97 0.294857 -0.249850 3.681012
000543.XSHE 7.58 0.240893 0.218913 5.295055
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.48 0.348045 0.448263 4.235609
601678.XSHG 3.92 0.250164 0.343673 5.630007
601699.XSHG 7.56 0.577494 0.842668 5.853125
601717.XSHG 5.94 0.235632 0.182378 3.847716
601777.XSHG 11.53 0.362676 -0.352312 4.078750
601801.XSHG 11.84 0.342222 0.102939 6.742987
601880.XSHG 2.59 0.311882 1.425276 9.274662
601886.XSHG 10.21 0.343228 0.876868 6.238335
601908.XSHG 7.52 0.257526 0.351740 4.293446
601929.XSHG 4.20 0.236921 0.349511 2.984755
601965.XSHG 9.84 0.350159 -0.528817 3.520218
603001.XSHG 20.70 0.270418 0.676360 5.443710
603005.XSHG 38.21 0.347489 0.118215 4.522170
603019.XSHG 28.10 0.331443 -0.378432 5.221965
603025.XSHG 16.82 0.438854 -1.424445 7.815507
603077.XSHG 2.24 0.238239 0.244952 4.513867
603169.XSHG 12.82 0.266782 0.578653 6.043641
603188.XSHG 18.12 0.235992 0.173372 3.918847
603198.XSHG 23.69 0.652150 0.508565 5.361628
603328.XSHG 12.45 0.274468 -0.199660 4.065817
603355.XSHG 36.68 0.261247 -0.076435 2.905556
603555.XSHG 24.70 0.327712 0.051426 4.469934
603567.XSHG 23.32 0.501747 0.472831 5.610519
603568.XSHG 17.54 0.385135 -0.263933 4.155347
603589.XSHG 36.02 0.472433 0.201869 6.014400
603698.XSHG 24.32 0.360269 0.333058 3.785506
603699.XSHG 17.57 0.216534 -0.243014 3.912223
603766.XSHG 7.62 0.312650 0.193775 3.331636
603806.XSHG 36.96 0.343267 -0.126846 4.180358
603883.XSHG 53.36 0.561177 1.295527 8.127103
[499 rows x 4 columns], datetime.date(2016, 7, 20): close r_vol r_skew r_kurt
000006.XSHE 7.26 0.228316 0.636436 4.665285
000008.XSHE 10.45 0.176527 0.851372 6.106830
000012.XSHE 8.43 0.234495 -0.430449 3.204685
000021.XSHE 10.77 0.301586 1.069134 5.428017
000028.XSHE 66.77 0.244580 -0.080609 4.948019
000030.XSHE 5.12 0.226054 -0.476529 4.113627
000031.XSHE 10.02 0.462559 0.273497 4.490763
000049.XSHE 39.12 0.211199 0.077436 5.966398
000050.XSHE 20.67 0.332817 0.477251 4.663412
000062.XSHE 18.19 0.264230 0.420942 4.475791
000066.XSHE 12.40 0.312777 0.123252 3.696036
000078.XSHE 7.37 0.191361 0.019670 3.140296
000088.XSHE 6.98 0.250811 -0.097547 3.380361
000090.XSHE 7.20 0.263635 0.370447 3.682208
000099.XSHE 13.79 0.274870 0.058494 4.963699
000158.XSHE 10.84 0.316344 1.946149 11.129334
000400.XSHE 15.86 0.237436 -0.228121 4.002768
000401.XSHE 9.75 0.496501 -0.188782 5.297796
000417.XSHE 7.93 0.216213 -0.057302 4.528599
000418.XSHE 31.73 0.344552 -0.280306 4.024572
000426.XSHE 11.20 0.494241 0.228124 5.018545
000488.XSHE 5.15 0.235881 0.432370 4.880138
000501.XSHE 12.33 0.269236 -0.054857 3.533828
000513.XSHE 28.20 0.345824 0.520477 6.016638
000517.XSHE 4.66 0.438808 -0.278918 7.096984
000519.XSHE 15.01 0.399715 0.660974 4.762714
000528.XSHE 4.91 0.168993 -0.163573 3.457794
000541.XSHE 9.13 0.315369 -0.164886 8.620906
000543.XSHE 7.88 0.295026 1.108909 6.873286
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.31 0.294663 -0.075628 3.207737
601678.XSHG 3.76 0.192649 -0.176231 2.578374
601699.XSHG 7.10 0.425791 0.242938 3.739466
601717.XSHG 5.83 0.201989 -0.440212 4.770883
601777.XSHG 11.61 0.313147 1.420027 7.848271
601801.XSHG 11.80 0.248884 0.412079 3.740542
601880.XSHG 2.58 0.196983 0.234314 3.941744
601886.XSHG 10.39 0.248658 1.225742 8.023066
601908.XSHG 7.22 0.214341 -0.223187 3.311972
601929.XSHG 4.21 0.262778 -0.055432 3.372872
601965.XSHG 9.81 0.301152 0.066781 5.407600
603001.XSHG 20.20 0.171605 -0.128764 3.372035
603005.XSHG 36.90 0.328083 0.299539 4.828211
603019.XSHG 26.94 0.249681 -0.019429 3.460197
603025.XSHG 16.27 0.251807 -0.229925 4.845146
603077.XSHG 2.19 0.170890 -0.310851 3.385726
603169.XSHG 12.51 0.212251 0.172179 3.674166
603188.XSHG 20.68 0.516602 0.399955 6.063215
603198.XSHG 23.40 0.324998 0.535005 5.173820
603328.XSHG 12.42 0.236062 0.125228 3.875342
603355.XSHG 36.44 0.240669 0.180079 5.441435
603555.XSHG 26.15 0.354833 0.500637 4.042445
603567.XSHG 22.66 0.264053 -0.239452 4.490391
603568.XSHG 17.09 0.247883 0.112679 3.982714
603589.XSHG 34.73 0.257692 0.175046 4.236938
603698.XSHG 24.25 0.305288 0.202915 5.140914
603699.XSHG 17.60 0.190010 0.386293 3.587325
603766.XSHG 7.64 0.316209 0.181353 4.089041
603806.XSHG 36.21 0.292220 0.247658 4.741722
603883.XSHG 50.51 0.264087 -0.293653 5.837063
[499 rows x 4 columns], datetime.date(2016, 7, 27): close r_vol r_skew r_kurt
000006.XSHE 7.04 0.346879 0.468417 5.553044
000008.XSHE 10.09 0.323427 0.308855 6.273784
000012.XSHE 8.15 0.234984 0.258628 5.663393
000021.XSHE 11.73 0.562315 0.139463 5.007141
000028.XSHE 69.80 0.371653 0.121250 5.806797
000030.XSHE 5.19 0.490644 0.122177 7.561655
000031.XSHE 9.73 0.386273 0.688026 5.518906
000049.XSHE 36.82 0.353476 0.260060 8.254237
000050.XSHE 19.85 0.452486 0.617424 5.917330
000062.XSHE 17.33 0.490143 0.778387 9.169864
000066.XSHE 12.55 0.416111 0.024655 4.116720
000078.XSHE 6.84 0.313527 -0.813595 5.475267
000088.XSHE 6.82 0.291990 -0.105752 4.671696
000090.XSHE 7.12 0.272880 0.605652 5.689366
000099.XSHE 13.09 0.346604 -0.461539 5.898346
000158.XSHE 10.42 0.287212 0.411156 5.737377
000400.XSHE 15.37 0.280153 0.367767 4.179202
000401.XSHE 9.62 0.324630 0.095293 4.285329
000417.XSHE 7.99 0.292997 -0.001929 4.633310
000418.XSHE 31.37 0.321850 0.139697 4.783131
000426.XSHE 9.93 0.452515 0.060263 3.828576
000488.XSHE 5.06 0.312570 0.093676 4.495001
000501.XSHE 12.85 0.342976 1.338175 6.467802
000513.XSHE 27.58 0.316623 -0.168069 4.508203
000517.XSHE 4.94 0.568657 0.333491 5.858455
000519.XSHE 14.08 0.558199 0.547257 6.103388
000528.XSHE 4.82 0.224158 -0.573219 4.854456
000541.XSHE 9.06 0.328945 0.138182 3.944076
000543.XSHE 7.61 0.316389 -0.222498 5.416264
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.24 0.281986 0.499121 6.337400
601678.XSHG 3.66 0.230455 -0.246821 3.690696
601699.XSHG 7.16 0.428916 0.265000 4.180378
601717.XSHG 5.62 0.212391 -0.268916 4.051788
601777.XSHG 10.61 0.399230 0.570947 6.874856
601801.XSHG 11.55 0.312011 0.032261 4.157037
601880.XSHG 2.54 0.284941 -0.256993 4.631816
601886.XSHG 9.75 0.329046 0.113945 5.569057
601908.XSHG 7.05 0.379606 -0.108308 4.899432
601929.XSHG 4.10 0.253396 -0.438897 4.671712
601965.XSHG 9.46 0.487613 0.029682 6.388911
603001.XSHG 19.09 0.263086 -0.276122 6.489544
603005.XSHG 34.18 0.320526 -0.232848 6.389697
603019.XSHG 26.75 0.353455 0.146631 4.967395
603025.XSHG 15.20 0.274840 -0.379683 3.803812
603077.XSHG 2.15 0.369453 0.419464 7.280984
603169.XSHG 11.89 0.251916 0.184011 3.771404
603188.XSHG 19.00 0.441411 0.074961 4.239516
603198.XSHG 21.83 0.401137 0.451654 4.326778
603328.XSHG 11.89 0.301753 -0.321806 6.400952
603355.XSHG 33.70 0.280625 -0.203032 4.214236
603555.XSHG 23.86 0.348803 -0.828477 6.496855
603567.XSHG 21.41 0.385943 -0.230008 4.006911
603568.XSHG 16.09 0.298074 -0.623801 4.616488
603589.XSHG 32.55 0.310728 0.032850 4.669183
603698.XSHG 25.42 0.600567 1.081167 6.147257
603699.XSHG 16.61 0.278362 -0.398292 4.199705
603766.XSHG 7.15 0.471468 -0.161435 8.888796
603806.XSHG 33.25 0.358688 -0.362578 4.082423
603883.XSHG 48.00 0.306381 -0.102499 4.474809
[499 rows x 4 columns], datetime.date(2016, 8, 3): close r_vol r_skew r_kurt
000006.XSHE 7.71 0.397172 1.283986 8.161199
000008.XSHE 9.58 0.282293 -0.088101 4.258343
000012.XSHE 8.22 0.250755 -0.252486 4.316951
000021.XSHE 10.38 0.516950 0.198328 4.725387
000028.XSHE 71.38 0.577669 0.804987 4.954074
000030.XSHE 5.00 0.429915 -0.178898 6.111928
000031.XSHE 9.96 0.369878 0.732431 5.092463
000049.XSHE 36.25 0.247602 0.071821 5.470542
000050.XSHE 18.47 0.358186 -0.065701 3.917563
000062.XSHE 16.91 0.386100 -0.301342 8.203201
000066.XSHE 12.29 0.588572 0.118224 5.552543
000078.XSHE 6.80 0.276397 -0.182577 7.134140
000088.XSHE 7.05 0.354466 0.404121 5.829461
000090.XSHE 7.70 0.479183 0.531366 6.878986
000099.XSHE 12.96 0.285304 -0.505413 4.374887
000158.XSHE 10.08 0.240857 0.057407 3.876063
000400.XSHE 14.90 0.313562 0.122052 6.719026
000401.XSHE 10.37 0.398679 0.716681 5.682898
000417.XSHE 7.51 0.353451 -0.561381 5.519954
000418.XSHE 31.74 0.417541 -0.054375 6.588773
000426.XSHE 11.38 0.527394 0.668317 4.567703
000488.XSHE 5.35 0.405854 0.245718 4.446531
000501.XSHE 13.61 0.566010 0.127033 4.102768
000513.XSHE 27.16 0.374179 -0.475787 4.723257
000517.XSHE 4.43 0.455813 -0.808093 6.019673
000519.XSHE 13.67 0.473695 0.176539 6.717477
000528.XSHE 4.87 0.207446 0.216544 7.014542
000541.XSHE 8.93 0.359708 -0.095649 3.660044
000543.XSHE 7.65 0.249116 0.237291 5.027674
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.24 0.298617 0.112219 3.570973
601678.XSHG 3.68 0.300330 0.061660 6.423983
601699.XSHG 7.35 0.483592 0.043153 4.105842
601717.XSHG 5.55 0.216730 -0.225325 4.063706
601777.XSHG 10.29 0.319179 -0.263461 4.124399
601801.XSHG 12.15 0.388554 -0.107541 3.148438
601880.XSHG 2.38 0.338816 -0.410773 3.373262
601886.XSHG 9.61 0.322363 -0.334701 5.378262
601908.XSHG 7.01 0.329581 0.168610 6.728220
601929.XSHG 4.06 0.240338 -0.141896 3.166621
601965.XSHG 9.44 0.373929 0.224685 3.999243
603001.XSHG 18.84 0.192522 -0.378144 4.559271
603005.XSHG 31.93 0.384536 -0.677542 4.654288
603019.XSHG 25.07 0.319037 -0.702804 5.314993
603025.XSHG 15.06 0.315784 -0.819089 7.044491
603077.XSHG 2.11 0.283507 -0.717883 6.307337
603169.XSHG 11.83 0.183341 0.077063 3.604511
603188.XSHG 18.83 0.494595 -0.005233 4.562121
603198.XSHG 21.63 0.379392 -0.287359 6.117481
603328.XSHG 11.67 0.256524 -0.460792 4.859880
603355.XSHG 33.72 0.259232 -0.251957 3.905617
603555.XSHG 23.35 0.275201 0.076108 4.621865
603567.XSHG 20.76 0.288630 -0.262780 3.986361
603568.XSHG 15.62 0.339847 0.117419 7.893853
603589.XSHG 32.38 0.316319 -0.439341 6.683207
603698.XSHG 23.97 0.465651 -0.849230 6.238501
603699.XSHG 16.59 0.226842 0.351058 6.025998
603766.XSHG 7.20 0.318563 0.071043 4.821178
603806.XSHG 34.17 0.300712 0.156892 4.336948
603883.XSHG 48.99 0.265836 -0.015524 4.833713
[499 rows x 4 columns], datetime.date(2016, 8, 10): close r_vol r_skew r_kurt
000006.XSHE 7.77 0.401617 0.839060 5.111332
000008.XSHE 10.27 0.274166 1.679098 7.181878
000012.XSHE 8.82 0.356567 0.795989 4.648095
000021.XSHE 10.50 0.320825 0.498360 4.892852
000028.XSHE 68.76 0.259062 -0.192669 3.801636
000030.XSHE 5.16 0.256471 0.161217 4.750821
000031.XSHE 9.87 0.294774 0.661031 4.385551
000049.XSHE 36.59 0.178983 1.212004 7.926958
000050.XSHE 18.71 0.235852 0.507069 4.487849
000062.XSHE 16.86 0.241548 0.173858 3.360835
000066.XSHE 11.88 0.408771 -0.023027 5.630844
000078.XSHE 6.75 0.180019 0.399151 3.111438
000088.XSHE 7.02 0.364558 1.040345 6.955009
000090.XSHE 7.51 0.312303 -0.012900 3.871800
000099.XSHE 12.99 0.188597 0.105104 3.568523
000158.XSHE 10.20 0.214208 1.446953 6.769479
000400.XSHE 15.32 0.176409 0.571585 4.065300
000401.XSHE 10.43 0.360498 0.579436 7.775159
000417.XSHE 7.75 0.214937 0.075129 3.107552
000418.XSHE 32.94 0.276853 -0.010321 5.510501
000426.XSHE 10.73 0.587330 0.184645 4.084518
000488.XSHE 5.33 0.210184 0.464804 4.564089
000501.XSHE 13.99 0.305509 0.600110 4.083532
000513.XSHE 27.24 0.195383 -0.024079 3.824660
000517.XSHE 4.52 0.361665 0.930080 7.219011
000519.XSHE 13.90 0.351596 0.485996 5.190483
000528.XSHE 4.92 0.190175 0.284439 3.552107
000541.XSHE 8.92 0.238600 0.357580 3.030428
000543.XSHE 7.76 0.158746 0.383662 4.407597
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.43 0.324511 0.334818 3.446187
601678.XSHG 3.71 0.166465 0.331120 3.433601
601699.XSHG 7.96 0.519401 -0.111959 3.807994
601717.XSHG 5.65 0.199261 0.308604 3.539400
601777.XSHG 10.48 0.228547 0.712541 3.961841
601801.XSHG 12.40 0.238594 0.091220 3.551463
601880.XSHG 2.54 0.453067 1.104519 6.224343
601886.XSHG 9.85 0.210024 0.667623 5.499260
601908.XSHG 7.28 0.337442 1.922505 10.815146
601929.XSHG 4.10 0.189901 0.228458 2.524861
601965.XSHG 9.77 0.327721 1.399898 8.630106
603001.XSHG 19.14 0.148456 0.515327 3.306384
603005.XSHG 33.66 0.265791 0.690841 4.906689
603019.XSHG 25.29 0.209257 0.341350 3.567745
603025.XSHG 15.30 0.195924 0.684225 5.461093
603077.XSHG 2.17 0.219574 0.956655 4.751763
603169.XSHG 11.93 0.160663 0.082526 3.797615
603188.XSHG 19.43 0.262747 0.560044 6.852096
603198.XSHG 22.01 0.284374 1.065861 6.363537
603328.XSHG 11.86 0.170337 0.648800 4.055892
603355.XSHG 33.74 0.151820 0.041976 3.505843
603555.XSHG 24.45 0.244029 0.920783 4.363359
603567.XSHG 20.91 0.187223 0.547851 4.960810
603568.XSHG 15.85 0.193615 0.053877 3.695273
603589.XSHG 32.47 0.222658 -0.147643 4.079237
603698.XSHG 25.26 0.312148 -0.071370 4.143663
603699.XSHG 16.68 0.140468 0.454017 3.795311
603766.XSHG 7.52 0.258530 0.217985 3.682724
603806.XSHG 35.56 0.243315 0.673988 5.789854
603883.XSHG 48.58 0.166577 -0.671378 6.173113
[499 rows x 4 columns], datetime.date(2016, 8, 17): close r_vol r_skew r_kurt
000006.XSHE 8.38 0.614295 1.077242 7.765017
000008.XSHE 9.52 0.385122 0.353113 6.760989
000012.XSHE 9.26 0.472146 0.510990 4.492411
000021.XSHE 10.96 0.428799 1.615751 9.756896
000028.XSHE 69.76 0.214828 0.705851 4.722437
000030.XSHE 5.28 0.215669 0.483130 3.446508
000031.XSHE 10.43 0.385422 0.923595 4.871313
000049.XSHE 37.36 0.205252 0.650848 4.702214
000050.XSHE 19.06 0.255801 0.935476 4.994723
000062.XSHE 17.33 0.265447 0.925140 5.370295
000066.XSHE 12.34 0.285774 0.918849 4.471027
000078.XSHE 7.02 0.335910 0.930607 7.681812
000088.XSHE 7.28 0.352698 0.798103 5.054957
000090.XSHE 8.03 0.458217 0.956398 6.310203
000099.XSHE 13.38 0.226721 0.202167 5.093794
000158.XSHE 10.17 0.249233 0.421187 5.584846
000400.XSHE 15.76 0.232881 0.284821 4.443691
000401.XSHE 10.71 0.373901 0.889276 6.282433
000417.XSHE 8.58 0.380224 0.890444 4.441808
000418.XSHE 34.14 0.327091 0.719071 5.813174
000426.XSHE 10.23 0.510488 0.340560 8.143877
000488.XSHE 5.56 0.288800 0.768800 4.813423
000501.XSHE 14.34 0.326455 0.338657 5.221320
000513.XSHE 28.55 0.270232 0.204531 4.349677
000517.XSHE 4.67 0.390256 0.720946 5.930805
000519.XSHE 14.45 0.402662 1.546502 7.438540
000528.XSHE 5.16 0.293170 0.980177 5.641274
000541.XSHE 9.22 0.252819 0.885011 4.420326
000543.XSHE 8.19 0.232068 0.903691 5.896625
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.55 0.279726 0.442770 3.383936
601678.XSHG 3.78 0.178935 -0.016839 2.872754
601699.XSHG 8.18 0.511869 0.502327 4.629151
601717.XSHG 5.82 0.196301 0.209109 3.284973
601777.XSHG 10.65 0.283889 0.439110 4.095448
601801.XSHG 12.52 0.269086 0.379990 4.927206
601880.XSHG 2.51 0.340196 0.033320 2.897358
601886.XSHG 10.27 0.313291 0.584427 4.691414
601908.XSHG 7.42 0.367608 0.669984 6.087790
601929.XSHG 4.22 0.216566 0.318061 3.252856
601965.XSHG 9.81 0.295235 0.400258 4.643349
603001.XSHG 19.74 0.175179 0.352558 3.683555
603005.XSHG 33.63 0.248581 0.475558 4.825386
603019.XSHG 26.16 0.270474 0.510181 4.611645
603025.XSHG 16.41 0.287356 0.922812 7.394654
603077.XSHG 2.34 0.311010 1.392162 6.840673
603169.XSHG 12.28 0.198635 0.346589 3.759668
603188.XSHG 19.58 0.292101 0.409936 3.686281
603198.XSHG 22.55 0.282266 0.347577 4.725619
603328.XSHG 12.30 0.209809 0.837183 6.206132
603355.XSHG 34.20 0.184867 0.361724 4.085516
603555.XSHG 25.45 0.354609 0.556975 4.416633
603567.XSHG 21.21 0.216745 0.082236 4.723606
603568.XSHG 16.05 0.202279 -0.049936 5.057207
603589.XSHG 33.12 0.209804 0.368860 3.320650
603698.XSHG 25.24 0.330156 0.999927 6.700053
603699.XSHG 17.21 0.246643 2.198691 12.290977
603766.XSHG 8.63 0.368119 0.480014 4.031929
603806.XSHG 37.87 0.322192 0.649450 5.464771
603883.XSHG 49.34 0.199314 0.002542 5.132819
[499 rows x 4 columns], datetime.date(2016, 8, 24): close r_vol r_skew r_kurt
000006.XSHE 8.01 0.483153 -0.236153 5.086945
000008.XSHE 9.43 0.183636 0.415105 5.828744
000012.XSHE 9.02 0.460629 -0.281853 5.120395
000021.XSHE 10.94 0.407819 0.259842 3.646675
000028.XSHE 68.89 0.273119 -0.693487 4.974126
000030.XSHE 5.27 0.189290 0.314068 3.203302
000031.XSHE 10.12 0.400727 0.184446 3.491571
000049.XSHE 38.99 0.206037 0.173292 3.053546
000050.XSHE 18.84 0.193509 -0.012402 3.300224
000062.XSHE 17.00 0.196642 -0.276321 5.087044
000066.XSHE 11.92 0.207310 0.035573 3.217886
000078.XSHE 7.08 0.299941 1.494615 8.493464
000088.XSHE 7.18 0.359865 0.514364 4.943701
000090.XSHE 7.71 0.367395 -0.105457 3.144141
000099.XSHE 13.54 0.239106 0.153798 4.133215
000158.XSHE 10.27 0.266370 1.057843 5.237196
000400.XSHE 15.63 0.202819 0.006808 3.929735
000401.XSHE 10.12 0.315387 -0.732128 4.743481
000417.XSHE 8.45 0.304142 0.008127 3.679119
000418.XSHE 32.88 0.242225 -0.525993 4.385148
000426.XSHE 9.95 0.233688 0.265416 3.771969
000488.XSHE 5.55 0.191392 -0.118983 3.644559
000501.XSHE 14.07 0.464409 -0.283574 5.603470
000513.XSHE 28.74 0.282787 0.664708 6.684860
000517.XSHE 4.61 0.544176 0.640681 8.602786
000519.XSHE 13.84 0.238096 0.036226 3.542808
000528.XSHE 5.10 0.223102 0.183336 5.027845
000541.XSHE 9.07 0.233248 0.027130 4.509642
000543.XSHE 8.13 0.307210 0.219919 5.940214
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.49 0.320484 0.021417 3.425599
601678.XSHG 3.75 0.194568 0.000569 3.790298
601699.XSHG 7.88 0.459828 -0.042543 3.873859
601717.XSHG 6.04 0.297847 0.388941 5.009316
601777.XSHG 10.39 0.205537 0.216089 3.473290
601801.XSHG 12.27 0.263952 0.340870 4.098864
601880.XSHG 2.53 0.353254 0.736984 4.438169
601886.XSHG 10.16 0.243690 0.272337 6.543028
601908.XSHG 7.28 0.288242 -0.440243 3.267624
601929.XSHG 4.33 0.378256 0.752313 5.778956
601965.XSHG 9.33 0.264664 -0.297938 4.468447
603001.XSHG 19.55 0.153464 0.020203 4.066318
603005.XSHG 33.35 0.218461 0.528367 4.751145
603019.XSHG 25.12 0.221830 -0.390100 4.221305
603025.XSHG 16.41 0.460249 2.548495 11.362335
603077.XSHG 2.29 0.260936 0.203269 3.749694
603169.XSHG 11.99 0.161370 -0.169952 3.601445
603188.XSHG 18.63 0.198711 -0.418789 3.687697
603198.XSHG 21.72 0.193100 0.014920 4.171832
603328.XSHG 12.28 0.208808 0.223680 3.797439
603355.XSHG 34.31 0.189913 0.618038 4.935727
603555.XSHG 24.61 0.296292 0.098622 4.308818
603567.XSHG 21.02 0.202375 -0.165196 4.357248
603568.XSHG 16.22 0.198335 0.130180 3.109267
603589.XSHG 32.17 0.141307 -0.273497 3.901073
603698.XSHG 24.25 0.207033 -0.077873 4.045099
603699.XSHG 17.09 0.195572 0.123951 3.705024
603766.XSHG 7.98 0.482033 0.063196 4.404503
603806.XSHG 35.94 0.205611 -0.313546 4.279635
603883.XSHG 49.34 0.166168 0.197259 4.101224
[499 rows x 4 columns], datetime.date(2016, 8, 31): close r_vol r_skew r_kurt
000006.XSHE 8.08 0.279845 -0.432886 4.464929
000008.XSHE 9.34 0.166532 -0.180366 6.566816
000012.XSHE 9.02 0.272013 0.019379 4.037547
000021.XSHE 10.84 0.240086 0.335229 4.600808
000028.XSHE 69.48 0.231752 -0.110384 4.466387
000030.XSHE 5.84 0.472664 0.964500 6.176404
000031.XSHE 10.00 0.228517 0.748800 6.619871
000049.XSHE 38.24 0.270581 -0.132780 4.768355
000050.XSHE 18.75 0.277701 1.115472 7.274870
000062.XSHE 16.78 0.225499 0.870596 6.458228
000066.XSHE 11.95 0.221123 0.608558 5.199935
000078.XSHE 7.02 0.225877 0.486786 4.612080
000088.XSHE 7.09 0.254492 -0.431353 6.089177
000090.XSHE 7.71 0.248864 -0.143349 3.495328
000099.XSHE 13.33 0.223889 0.367301 4.977787
000158.XSHE 10.23 0.209175 1.181829 9.437291
000400.XSHE 15.14 0.153306 -0.419549 3.832510
000401.XSHE 9.91 0.196182 -0.175364 4.221814
000417.XSHE 8.37 0.219991 0.162628 3.992113
000418.XSHE 32.37 0.273148 0.128534 3.953762
000426.XSHE 9.89 0.328429 0.016462 5.126228
000488.XSHE 5.35 0.199883 0.018825 4.335550
000501.XSHE 14.44 0.293712 0.240059 4.913325
000513.XSHE 29.82 0.262459 0.322060 4.451784
000517.XSHE 4.54 0.240089 -0.272901 3.431704
000519.XSHE 13.56 0.243595 0.498643 4.003506
000528.XSHE 5.07 0.194525 -0.185122 3.681967
000541.XSHE 8.85 0.190253 -0.204259 3.487863
000543.XSHE 7.80 0.215540 -0.487033 4.546203
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.54 0.206206 -0.110544 2.461963
601678.XSHG 3.79 0.195372 0.290277 4.470008
601699.XSHG 8.00 0.320437 0.215831 4.268001
601717.XSHG 5.83 0.239667 0.019815 4.612954
601777.XSHG 10.35 0.199120 0.226390 3.797314
601801.XSHG 12.31 0.282233 0.166200 4.836856
601880.XSHG 2.46 0.309462 -0.044164 2.447661
601886.XSHG 10.22 0.163631 0.395711 3.838583
601908.XSHG 7.24 0.191953 -0.356892 4.844696
601929.XSHG 4.59 0.438033 0.566171 4.285555
601965.XSHG 9.50 0.186981 0.479500 3.878940
603001.XSHG 19.61 0.146522 0.190175 5.502532
603005.XSHG 33.57 0.231076 -0.106097 4.227356
603019.XSHG 25.08 0.170699 -0.170665 4.581979
603025.XSHG 16.41 0.460249 2.548495 11.362335
603077.XSHG 2.25 0.239588 0.332525 4.804242
603169.XSHG 12.04 0.172842 -0.155930 5.646306
603188.XSHG 18.79 0.175892 -0.039175 4.233690
603198.XSHG 21.90 0.166361 0.269811 3.921255
603328.XSHG 12.74 0.239135 0.960261 5.214255
603355.XSHG 34.84 0.250483 -0.000566 4.896053
603555.XSHG 24.71 0.309100 0.235254 3.890137
603567.XSHG 20.63 0.229539 -0.047719 6.096799
603568.XSHG 17.32 0.513440 0.893512 9.295509
603589.XSHG 32.03 0.165726 0.088296 5.647866
603698.XSHG 23.68 0.274202 -0.288716 6.732324
603699.XSHG 17.34 0.199659 0.039093 4.615062
603766.XSHG 7.88 0.272055 0.687341 5.212462
603806.XSHG 35.89 0.170109 0.358031 3.129738
603883.XSHG 49.34 0.166168 0.197259 4.101224
[499 rows x 4 columns], datetime.date(2016, 9, 7): close r_vol r_skew r_kurt
000006.XSHE 7.83 0.269242 0.220208 4.162267
000008.XSHE 9.22 0.126489 -0.356059 3.353428
000012.XSHE 8.96 0.238269 -0.125005 3.379141
000021.XSHE 10.92 0.250238 0.816033 5.773685
000028.XSHE 69.48 0.279322 0.016973 3.810501
000030.XSHE 5.77 0.354086 -0.135344 3.777477
000031.XSHE 9.82 0.173807 0.421409 5.163515
000049.XSHE 40.49 0.412440 0.076434 5.754888
000050.XSHE 19.12 0.242700 0.547633 4.743550
000062.XSHE 16.70 0.163286 0.172784 3.712709
000066.XSHE 12.07 0.239038 0.293820 3.933684
000078.XSHE 7.52 0.438983 1.181889 10.893786
000088.XSHE 7.10 0.180683 0.143948 3.396858
000090.XSHE 7.61 0.248276 0.129306 3.487951
000099.XSHE 13.29 0.200531 0.405935 3.695541
000158.XSHE 10.55 0.249213 0.238255 5.142913
000400.XSHE 15.14 0.146940 -0.081836 2.941217
000401.XSHE 10.08 0.214002 -0.035806 5.051606
000417.XSHE 8.31 0.186808 -0.018011 3.480521
000418.XSHE 32.08 0.194114 0.157438 5.377680
000426.XSHE 10.56 0.473310 0.507028 5.520169
000488.XSHE 5.46 0.176143 0.282734 3.448096
000501.XSHE 13.93 0.239602 -0.285872 3.243936
000513.XSHE 30.34 0.241003 0.410200 6.084069
000517.XSHE 4.52 0.222089 0.298376 3.158757
000519.XSHE 13.31 0.220505 0.237488 4.056277
000528.XSHE 5.35 0.310758 0.577947 5.847380
000541.XSHE 9.14 0.263279 -0.011206 6.622375
000543.XSHE 7.88 0.226409 -0.217242 3.850153
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.58 0.281558 0.448174 3.672909
601678.XSHG 3.83 0.292599 0.883792 7.765735
601699.XSHG 7.79 0.332581 -0.141182 4.475052
601717.XSHG 5.86 0.160462 0.282845 3.995455
601777.XSHG 10.60 0.232791 0.735103 5.116396
601801.XSHG 12.88 0.364336 0.737058 4.940651
601880.XSHG 2.48 0.287220 0.047509 3.221796
601886.XSHG 10.43 0.176885 0.365431 4.388377
601908.XSHG 7.11 0.198401 -0.059092 4.070144
601929.XSHG 4.91 0.472948 1.072470 7.146691
601965.XSHG 9.69 0.274690 -0.282393 4.354812
603001.XSHG 19.63 0.164079 0.073123 3.593826
603005.XSHG 33.63 0.214398 -0.218991 3.786439
603019.XSHG 24.53 0.172841 -0.191834 3.542144
603025.XSHG 16.41 0.460249 2.548495 11.362335
603077.XSHG 2.42 0.311983 0.757951 6.839252
603169.XSHG 13.15 0.400550 1.387728 12.165184
603188.XSHG 18.03 0.195750 0.012185 4.550824
603198.XSHG 21.49 0.175031 0.076975 4.221600
603328.XSHG 12.99 0.269913 0.499846 4.204203
603355.XSHG 36.54 0.330941 0.508483 5.864862
603555.XSHG 24.16 0.283103 -0.495355 5.496861
603567.XSHG 20.72 0.164926 0.641772 5.488415
603568.XSHG 20.80 0.537112 2.030604 15.154335
603589.XSHG 31.20 0.154339 0.242145 5.083142
603698.XSHG 23.72 0.246250 0.038754 3.953168
603699.XSHG 17.18 0.175560 0.415605 4.164647
603766.XSHG 7.78 0.214204 -0.256242 3.658924
603806.XSHG 35.40 0.196590 -0.069500 5.184135
603883.XSHG 49.34 0.166168 0.197259 4.101224
[499 rows x 4 columns], datetime.date(2016, 9, 14): close r_vol r_skew r_kurt
000006.XSHE 8.50 0.509936 1.686546 14.115315
000008.XSHE 9.04 0.275338 1.276906 9.431013
000012.XSHE 8.42 0.221837 -0.456264 4.588615
000021.XSHE 10.23 0.215958 -0.160687 3.582150
000028.XSHE 69.38 0.303085 0.111952 7.020811
000030.XSHE 6.10 0.556017 0.349757 4.846067
000031.XSHE 9.27 0.201601 -0.093980 3.342998
000049.XSHE 41.03 0.406241 0.217928 4.559191
000050.XSHE 18.59 0.203914 -0.786048 3.796907
000062.XSHE 15.75 0.219577 0.430328 7.196867
000066.XSHE 11.61 0.232431 0.239582 3.325477
000078.XSHE 7.02 0.258910 0.317319 3.683334
000088.XSHE 6.82 0.191620 -0.150824 3.543372
000090.XSHE 8.24 0.556256 1.025583 7.928670
000099.XSHE 12.63 0.201661 -0.210906 4.162934
000158.XSHE 9.93 0.198317 -0.169620 3.017919
000400.XSHE 14.34 0.166112 -0.220324 3.132826
000401.XSHE 9.90 0.236311 0.001590 4.482354
000417.XSHE 7.92 0.200085 -0.513956 3.932836
000418.XSHE 30.78 0.209095 0.125472 3.367397
000426.XSHE 9.81 0.368214 0.191723 3.704531
000488.XSHE 5.21 0.152250 0.276881 4.019123
000501.XSHE 13.50 0.198020 -0.157195 4.156998
000513.XSHE 29.11 0.241560 0.573479 4.475757
000517.XSHE 4.51 0.263173 0.524340 3.867508
000519.XSHE 13.26 0.428944 1.244026 8.658454
000528.XSHE 5.29 0.304145 0.106461 3.289496
000541.XSHE 8.75 0.223052 0.314560 4.145617
000543.XSHE 7.36 0.226644 -0.391970 4.619500
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.38 0.266826 0.221066 3.251900
601678.XSHG 4.14 0.406358 0.933026 6.466334
601699.XSHG 7.00 0.319215 -0.119184 3.422872
601717.XSHG 5.67 0.196410 -0.241168 3.142930
601777.XSHG 9.77 0.228944 0.283379 4.016965
601801.XSHG 12.75 0.296290 -0.077912 3.426371
601880.XSHG 2.42 0.290105 -0.008438 2.494275
601886.XSHG 10.09 0.215313 -0.212189 4.307654
601908.XSHG 6.81 0.186479 -0.108424 3.327340
601929.XSHG 4.53 0.314085 0.528144 5.331172
601965.XSHG 9.37 0.291542 -0.453634 3.860172
603001.XSHG 19.29 0.228063 0.281900 4.861551
603005.XSHG 32.69 0.247980 -0.295968 3.670534
603019.XSHG 23.14 0.186526 -0.192334 3.957873
603025.XSHG 16.41 0.460249 2.548495 11.362335
603077.XSHG 2.47 0.528445 0.888560 4.964556
603169.XSHG 12.55 0.355917 0.292819 3.555847
603188.XSHG 17.01 0.184485 -0.403235 3.844564
603198.XSHG 20.76 0.211642 0.420855 6.050931
603328.XSHG 12.10 0.240369 0.000113 3.837822
603355.XSHG 34.66 0.251452 0.173480 3.392258
603555.XSHG 23.27 0.273840 0.043453 3.333622
603567.XSHG 19.64 0.189331 0.089324 3.577755
603568.XSHG 20.64 0.556958 0.209983 3.007899
603589.XSHG 29.51 0.167570 0.403460 4.350394
603698.XSHG 23.17 0.309116 0.174689 5.592558
603699.XSHG 16.73 0.154582 0.002008 3.326759
603766.XSHG 7.33 0.275275 0.284765 3.776252
603806.XSHG 34.14 0.181239 -0.199764 4.562769
603883.XSHG 49.34 0.166168 0.197259 4.101224
[499 rows x 4 columns], datetime.date(2016, 9, 23): close r_vol r_skew r_kurt
000006.XSHE 8.66 0.317163 1.028541 6.449680
000008.XSHE 8.93 0.101477 -0.428261 3.167483
000012.XSHE 8.42 0.179034 -0.474680 3.991255
000021.XSHE 10.26 0.174625 0.456931 4.990362
000028.XSHE 68.85 0.196889 0.333322 5.616845
000030.XSHE 6.56 0.398882 0.475546 4.533710
000031.XSHE 9.36 0.172060 0.605108 5.228503
000049.XSHE 40.38 0.353655 -0.112419 4.952233
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 16.11 0.185027 0.463635 3.948556
000066.XSHE 11.72 0.166317 0.179442 4.486407
000078.XSHE 6.98 0.141247 0.060411 3.094722
000088.XSHE 7.16 0.220682 0.028673 5.237830
000090.XSHE 8.10 0.297232 0.441318 5.652451
000099.XSHE 12.70 0.147953 0.242447 3.760912
000158.XSHE 9.92 0.147481 0.612765 7.119512
000400.XSHE 14.49 0.145605 0.272094 3.240591
000401.XSHE 10.06 0.219225 1.472636 7.893815
000417.XSHE 8.11 0.274947 0.255508 7.127621
000418.XSHE 31.14 0.219156 0.441961 4.991231
000426.XSHE 10.05 0.341890 1.760401 6.486361
000488.XSHE 5.26 0.117677 0.248618 4.031587
000501.XSHE 13.72 0.160030 0.294712 3.327025
000513.XSHE 30.34 0.203937 0.712797 5.012357
000517.XSHE 4.45 0.209627 -0.042339 3.154609
000519.XSHE 13.17 0.209388 0.506871 6.846697
000528.XSHE 5.43 0.312621 0.592500 3.589998
000541.XSHE 8.66 0.160106 0.596470 5.174660
000543.XSHE 7.83 0.224853 1.424453 5.920244
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.54 0.240242 0.454034 2.877582
601678.XSHG 4.19 0.408788 0.595946 5.376098
601699.XSHG 7.44 0.303270 0.471380 4.620780
601717.XSHG 5.77 0.157791 0.098159 2.972534
601777.XSHG 9.75 0.121232 -0.222360 2.828054
601801.XSHG 13.30 0.357347 0.126690 3.826976
601880.XSHG 2.39 0.311322 -0.127946 2.646317
601886.XSHG 10.12 0.205424 0.204912 3.975726
601908.XSHG 6.92 0.162431 -0.212510 2.973727
601929.XSHG 4.45 0.216837 -0.009773 3.784295
601965.XSHG 9.19 0.215042 0.331940 5.435862
603001.XSHG 19.72 0.149835 0.425598 5.515624
603005.XSHG 32.55 0.167806 0.247527 5.119354
603019.XSHG 23.24 0.195974 0.620428 5.202796
603025.XSHG 16.27 0.360600 0.720309 6.730330
603077.XSHG 2.58 0.303604 1.170787 6.657437
603169.XSHG 13.65 0.340230 -0.477909 4.950629
603188.XSHG 17.26 0.145226 -0.079258 4.239429
603198.XSHG 21.67 0.191679 1.312528 7.371616
603328.XSHG 12.61 0.208974 0.597857 5.082713
603355.XSHG 39.54 0.384452 1.681830 9.195789
603555.XSHG 24.98 0.246214 0.853213 4.536092
603567.XSHG 19.67 0.111445 -0.158114 5.349231
603568.XSHG 19.74 0.394709 0.624051 5.026647
603589.XSHG 29.10 0.122390 0.134014 5.055464
603698.XSHG 22.48 0.208088 -0.569497 5.338943
603699.XSHG 17.20 0.205654 0.769431 5.619263
603766.XSHG 7.46 0.214367 1.123103 10.196200
603806.XSHG 34.95 0.158560 0.742510 4.445426
603883.XSHG 49.34 0.166168 0.197259 4.101224
[499 rows x 4 columns], datetime.date(2016, 9, 30): close r_vol r_skew r_kurt
000006.XSHE 9.19 0.445852 0.451335 4.475215
000008.XSHE 9.58 0.381952 2.992328 16.892715
000012.XSHE 8.38 0.194750 0.302897 5.428218
000021.XSHE 10.30 0.195177 0.616124 4.531650
000028.XSHE 71.03 0.200373 0.936240 6.810938
000030.XSHE 6.39 0.324104 -0.194729 4.114259
000031.XSHE 9.15 0.181630 0.023331 3.327165
000049.XSHE 40.59 0.359051 0.602932 5.283877
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 16.09 0.183291 0.155660 3.612464
000066.XSHE 11.12 0.212869 -0.356667 3.883268
000078.XSHE 6.80 0.179271 -0.266106 4.735413
000088.XSHE 7.05 0.232008 0.084207 3.752997
000090.XSHE 8.34 0.329690 0.633747 5.324850
000099.XSHE 12.47 0.223635 -0.197404 3.471431
000158.XSHE 10.22 0.163386 0.621789 3.212449
000400.XSHE 14.53 0.136007 0.286418 3.561213
000401.XSHE 9.67 0.217296 -0.460931 4.965391
000417.XSHE 8.10 0.171158 0.428468 3.365373
000418.XSHE 30.24 0.147738 -0.104303 4.044592
000426.XSHE 9.68 0.437632 0.809417 6.261771
000488.XSHE 5.53 0.187543 0.454992 4.289125
000501.XSHE 14.15 0.205214 0.828606 4.911761
000513.XSHE 30.89 0.240007 0.371285 4.724099
000517.XSHE 4.46 0.262086 0.355019 3.867121
000519.XSHE 14.47 0.389267 0.568611 6.980348
000528.XSHE 5.37 0.198675 0.410521 5.149221
000541.XSHE 8.37 0.192501 0.122875 4.579616
000543.XSHE 7.64 0.187500 0.394022 4.164033
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.74 0.287624 0.693045 4.464668
601678.XSHG 4.30 0.411862 -0.082700 3.513627
601699.XSHG 7.69 0.313964 0.778532 6.257302
601717.XSHG 5.87 0.213366 0.603393 5.043826
601777.XSHG 9.47 0.170395 -0.229659 3.837804
601801.XSHG 13.22 0.407757 0.513231 5.026764
601880.XSHG 2.32 0.317072 0.058310 2.348271
601886.XSHG 10.04 0.270313 0.098893 4.665326
601908.XSHG 6.86 0.178538 -0.256244 3.150967
601929.XSHG 4.42 0.227704 0.036833 4.139819
601965.XSHG 9.24 0.238237 0.536176 4.482922
603001.XSHG 19.63 0.177799 0.651590 6.074090
603005.XSHG 31.98 0.219542 -0.105939 3.454767
603019.XSHG 22.81 0.161323 0.201087 5.680234
603025.XSHG 14.93 0.369241 -0.449718 4.440587
603077.XSHG 2.38 0.397485 -0.064478 6.962564
603169.XSHG 13.20 0.322707 0.611132 7.065487
603188.XSHG 17.24 0.136414 -0.262663 4.991774
603198.XSHG 21.16 0.336269 0.793428 5.141800
603328.XSHG 12.32 0.200319 -0.017038 3.876778
603355.XSHG 38.16 0.277939 0.216228 3.552230
603555.XSHG 24.99 0.282276 -0.023487 4.088317
603567.XSHG 19.73 0.181143 0.438305 4.157722
603568.XSHG 19.16 0.348435 0.115167 3.781301
603589.XSHG 28.44 0.153439 0.338667 4.406788
603698.XSHG 21.77 0.284238 -0.148215 5.402184
603699.XSHG 16.97 0.196524 -0.236981 3.700049
603766.XSHG 7.25 0.185606 -0.431797 5.444668
603806.XSHG 33.99 0.173210 -0.004292 3.920702
603883.XSHG 49.34 0.166168 0.197259 4.101224
[499 rows x 4 columns], datetime.date(2016, 10, 14): close r_vol r_skew r_kurt
000006.XSHE 9.69 0.637766 0.018732 4.704650
000008.XSHE 9.58 0.437191 4.030220 22.227886
000012.XSHE 8.50 0.158939 -0.000747 3.395299
000021.XSHE 10.65 0.238079 0.744314 6.542436
000028.XSHE 71.15 0.173390 -0.009807 3.544227
000030.XSHE 6.20 0.258379 -0.091116 3.776109
000031.XSHE 9.20 0.288191 -0.039064 9.808749
000049.XSHE 42.41 0.292515 -0.064474 4.405509
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 16.80 0.242916 0.347373 5.288990
000066.XSHE 12.24 0.284813 1.292728 5.449005
000078.XSHE 6.87 0.178166 0.714112 6.506314
000088.XSHE 7.24 0.307275 0.314557 6.299998
000090.XSHE 8.40 0.430279 -0.107062 5.298317
000099.XSHE 12.77 0.165116 0.420599 4.040957
000158.XSHE 10.18 0.180585 0.302983 2.851899
000400.XSHE 16.42 0.345669 0.379121 3.938502
000401.XSHE 9.86 0.260146 0.634438 7.374615
000417.XSHE 8.30 0.160162 -0.112028 3.725433
000418.XSHE 30.31 0.194304 0.323486 6.907483
000426.XSHE 9.32 0.211366 -0.176894 7.269674
000488.XSHE 5.70 0.196188 0.263602 3.553072
000501.XSHE 14.18 0.170655 -0.462957 4.719033
000513.XSHE 32.90 0.448576 -0.050090 6.214304
000517.XSHE 4.67 0.320396 0.586726 5.088668
000519.XSHE 14.46 0.274609 0.533622 5.480463
000528.XSHE 5.32 0.177901 -0.189395 4.171861
000541.XSHE 8.52 0.170289 -0.130127 4.672463
000543.XSHE 7.95 0.205851 0.935937 5.042572
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 4.94 0.260226 0.193630 3.124755
601678.XSHG 4.78 0.385473 0.959356 4.891499
601699.XSHG 7.71 0.256532 -0.071683 3.499994
601717.XSHG 5.98 0.198223 0.629732 4.661439
601777.XSHG 9.63 0.163371 0.849083 5.260795
601801.XSHG 14.24 0.428551 1.527221 6.032669
601880.XSHG 2.37 0.313455 0.539816 4.088931
601886.XSHG 10.11 0.171176 0.757766 5.743984
601908.XSHG 6.97 0.163803 0.283184 4.799119
601929.XSHG 4.51 0.263588 0.154798 4.142863
601965.XSHG 9.60 0.254779 0.242232 5.048290
603001.XSHG 20.15 0.185081 0.242147 4.293766
603005.XSHG 32.73 0.159841 1.106721 5.738669
603019.XSHG 23.52 0.165496 0.340168 3.585510
603025.XSHG 15.45 0.236932 0.402468 4.618809
603077.XSHG 2.40 0.208532 -0.337160 4.729770
603169.XSHG 13.58 0.427638 1.266549 7.521768
603188.XSHG 17.80 0.174736 0.782498 5.730630
603198.XSHG 21.23 0.177853 0.436167 5.710331
603328.XSHG 12.75 0.170056 0.676818 4.055185
603355.XSHG 37.90 0.267671 0.480679 6.503004
603555.XSHG 25.65 0.189314 0.922202 5.572017
603567.XSHG 19.96 0.136068 0.120302 3.158013
603568.XSHG 19.64 0.297705 0.703534 4.641288
603589.XSHG 30.13 0.262465 1.334810 6.625100
603698.XSHG 22.93 0.230367 0.097396 5.476435
603699.XSHG 18.63 0.399187 0.883736 9.100303
603766.XSHG 7.50 0.169216 0.839365 5.995837
603806.XSHG 34.74 0.161921 0.296081 3.830472
603883.XSHG 49.34 0.166168 0.197259 4.101224
[499 rows x 4 columns], datetime.date(2016, 10, 21): close r_vol r_skew r_kurt
000006.XSHE 9.61 0.379661 0.877034 5.758829
000008.XSHE 9.58 0.437191 4.030220 22.227886
000012.XSHE 8.53 0.163683 -0.313265 3.062619
000021.XSHE 10.68 0.188524 -0.013341 3.542190
000028.XSHE 71.34 0.170246 0.316017 4.610138
000030.XSHE 6.15 0.236896 -0.122775 3.268489
000031.XSHE 9.06 0.215051 0.495588 5.287784
000049.XSHE 44.62 0.408328 0.808355 4.887370
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 16.79 0.207117 0.033336 3.939275
000066.XSHE 11.86 0.263503 0.108639 8.799322
000078.XSHE 6.87 0.167645 0.414818 5.781520
000088.XSHE 7.42 0.317448 0.578612 7.217915
000090.XSHE 8.33 0.227129 0.404965 3.862249
000099.XSHE 12.65 0.183958 -0.210913 4.194655
000158.XSHE 9.38 0.216118 0.034392 5.195970
000400.XSHE 16.29 0.319805 0.346739 7.047198
000401.XSHE 9.90 0.262686 0.851256 7.306790
000417.XSHE 8.25 0.183715 -0.200712 3.340396
000418.XSHE 29.56 0.211100 0.221194 4.223160
000426.XSHE 9.65 0.308638 1.110452 6.630538
000488.XSHE 5.85 0.260112 -0.442022 5.908115
000501.XSHE 14.06 0.209115 0.403700 4.453056
000513.XSHE 31.79 0.228120 -0.501973 4.341897
000517.XSHE 4.58 0.249147 0.088353 4.692857
000519.XSHE 14.20 0.267731 0.661641 5.434459
000528.XSHE 5.41 0.248312 0.768888 8.466300
000541.XSHE 8.46 0.174154 -0.113273 3.165622
000543.XSHE 7.93 0.169477 0.074790 4.205145
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 5.11 0.333364 0.331932 5.353533
601678.XSHG 4.61 0.446775 0.373940 4.248624
601699.XSHG 7.80 0.255865 0.240908 4.165006
601717.XSHG 6.02 0.200367 -0.045932 4.243608
601777.XSHG 9.59 0.174244 0.433211 6.282448
601801.XSHG 15.76 0.466297 1.623944 7.567603
601880.XSHG 2.41 0.351580 0.619601 4.796255
601886.XSHG 10.12 0.192437 0.484211 5.103976
601908.XSHG 6.95 0.170355 0.042647 3.219114
601929.XSHG 4.47 0.196337 0.142348 2.685592
601965.XSHG 9.64 0.281594 0.468566 5.028496
603001.XSHG 20.15 0.170810 0.131566 4.329621
603005.XSHG 32.38 0.178286 0.089650 3.404578
603019.XSHG 23.54 0.140269 -0.193983 3.424264
603025.XSHG 15.24 0.277770 0.436629 6.726084
603077.XSHG 2.37 0.264248 0.841156 7.616446
603169.XSHG 13.28 0.341605 1.031728 5.493307
603188.XSHG 17.84 0.159010 0.080972 4.272137
603198.XSHG 21.20 0.168181 0.085690 4.192261
603328.XSHG 13.71 0.315685 0.661830 5.049000
603355.XSHG 37.42 0.242620 0.222930 6.361660
603555.XSHG 25.51 0.305238 0.499702 3.875167
603567.XSHG 20.93 0.233177 0.363514 4.519266
603568.XSHG 19.83 0.401382 0.205840 5.068270
603589.XSHG 30.54 0.243975 0.656231 5.811236
603698.XSHG 22.33 0.224438 0.670668 6.038886
603699.XSHG 18.46 0.264913 0.218946 3.776741
603766.XSHG 7.28 0.205938 0.015308 4.717282
603806.XSHG 34.71 0.216186 0.264745 4.004591
603883.XSHG 48.70 0.467809 0.533297 10.330463
[499 rows x 4 columns], datetime.date(2016, 10, 28): close r_vol r_skew r_kurt
000006.XSHE 9.34 0.283774 0.563507 7.447896
000008.XSHE 9.97 0.429282 0.199646 5.410310
000012.XSHE 8.62 0.212968 0.298646 4.705847
000021.XSHE 10.52 0.161634 0.013325 4.123104
000028.XSHE 70.80 0.198921 -0.016534 4.378568
000030.XSHE 6.16 0.237395 0.389832 3.726628
000031.XSHE 9.01 0.224742 0.773637 8.630188
000049.XSHE 43.48 0.346908 0.091376 4.167544
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 17.32 0.270330 0.673123 4.796284
000066.XSHE 11.64 0.244610 -0.609876 3.419016
000078.XSHE 6.78 0.137913 -0.161696 3.169134
000088.XSHE 7.22 0.253571 0.349504 3.760031
000090.XSHE 8.11 0.217703 0.399792 6.483204
000099.XSHE 12.63 0.202710 0.549339 5.042819
000158.XSHE 9.45 0.173655 -0.269985 4.880311
000400.XSHE 16.77 0.282786 0.322570 4.290707
000401.XSHE 10.46 0.387622 0.800614 5.241815
000417.XSHE 8.37 0.213530 0.135395 3.714749
000418.XSHE 29.88 0.205543 0.248443 5.053714
000426.XSHE 9.67 0.376132 1.307070 9.384903
000488.XSHE 5.73 0.206976 0.044720 3.916329
000501.XSHE 14.06 0.159750 0.211336 4.190313
000513.XSHE 32.54 0.162345 0.088381 4.571930
000517.XSHE 4.59 0.202003 0.161238 2.756066
000519.XSHE 14.20 0.381937 0.917370 10.528044
000528.XSHE 5.28 0.202454 0.084735 3.564269
000541.XSHE 8.34 0.171870 -0.511373 4.627047
000543.XSHE 8.12 0.182688 0.723416 4.069975
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 5.25 0.349664 0.015532 3.316968
601678.XSHG 4.64 0.442770 -0.493799 4.876855
601699.XSHG 8.42 0.468491 0.223138 4.100068
601717.XSHG 6.12 0.220500 0.351013 3.653436
601777.XSHG 9.53 0.157469 -0.003314 3.205157
601801.XSHG 17.41 0.553032 0.927726 6.314055
601880.XSHG 2.40 0.349307 0.387547 4.077551
601886.XSHG 10.30 0.252949 1.153682 7.134346
601908.XSHG 7.01 0.257467 0.461893 5.500678
601929.XSHG 4.36 0.213749 -0.134194 3.088114
601965.XSHG 10.27 0.429587 0.969831 5.570757
603001.XSHG 19.95 0.150685 0.144233 5.523022
603005.XSHG 33.03 0.147391 -0.062627 4.933840
603019.XSHG 23.37 0.157105 -0.114728 3.499043
603025.XSHG 16.85 0.472610 1.756890 12.347723
603077.XSHG 2.34 0.280102 0.841242 6.252682
603169.XSHG 12.77 0.234150 -0.081445 3.970867
603188.XSHG 17.51 0.151109 0.389031 5.490291
603198.XSHG 21.20 0.293996 0.451988 5.906205
603328.XSHG 13.21 0.254787 -0.000974 4.219519
603355.XSHG 37.18 0.209276 0.427331 6.336514
603555.XSHG 28.37 0.385465 1.552761 6.708807
603567.XSHG 20.60 0.242494 0.230237 4.037420
603568.XSHG 18.80 0.280944 0.226105 4.706938
603589.XSHG 32.96 0.345814 0.443883 3.685723
603698.XSHG 22.19 0.159683 -0.036914 3.553522
603699.XSHG 18.16 0.194336 0.095221 3.805257
603766.XSHG 7.48 0.260170 0.394584 3.668437
603806.XSHG 34.18 0.167543 -0.679885 6.502712
603883.XSHG 48.36 0.185997 0.806909 6.785547
[499 rows x 4 columns], datetime.date(2016, 11, 4): close r_vol r_skew r_kurt
000006.XSHE 9.81 0.349126 0.563851 5.241644
000008.XSHE 9.76 0.362126 0.693827 9.052560
000012.XSHE 8.65 0.207157 0.592617 3.890912
000021.XSHE 10.44 0.195892 0.305397 7.746911
000028.XSHE 72.72 0.199434 0.897612 5.184621
000030.XSHE 6.26 0.323151 0.795895 5.798631
000031.XSHE 8.91 0.145698 0.074630 4.146788
000049.XSHE 45.88 0.333941 0.737098 5.107009
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 17.54 0.301952 0.986910 5.739597
000066.XSHE 11.49 0.404725 -0.656769 2.760079
000078.XSHE 6.72 0.150313 0.158569 3.757553
000088.XSHE 7.23 0.211251 -0.065328 4.400925
000090.XSHE 8.08 0.212087 0.674534 4.415955
000099.XSHE 12.59 0.127944 0.082899 2.927948
000158.XSHE 9.89 0.206998 0.703186 4.207124
000400.XSHE 17.00 0.377178 0.229186 4.020860
000401.XSHE 10.48 0.274865 0.869389 5.541938
000417.XSHE 8.52 0.198491 0.486056 3.927508
000418.XSHE 29.78 0.174563 0.325930 5.079110
000426.XSHE 10.74 0.684481 1.191657 7.005195
000488.XSHE 5.70 0.175104 0.901027 5.461237
000501.XSHE 14.44 0.231508 0.989011 6.504723
000513.XSHE 33.62 0.297495 1.045776 7.261804
000517.XSHE 4.46 0.206055 -0.235765 3.047538
000519.XSHE 13.30 0.194250 -0.285950 4.205455
000528.XSHE 5.27 0.179992 0.032642 3.912352
000541.XSHE 8.43 0.203238 0.522423 3.298829
000543.XSHE 7.95 0.147948 0.221548 4.866348
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 5.21 0.261360 0.168257 4.220654
601678.XSHG 4.39 0.268732 -0.386862 3.341273
601699.XSHG 8.08 0.344289 0.083837 3.803217
601717.XSHG 6.17 0.217842 0.154278 3.868965
601777.XSHG 9.81 0.200848 0.614641 5.171432
601801.XSHG 15.49 0.492082 -0.207891 6.298810
601880.XSHG 2.37 0.321655 -0.052345 2.123746
601886.XSHG 10.49 0.342016 0.601796 6.822370
601908.XSHG 7.08 0.207231 0.867915 6.861796
601929.XSHG 4.48 0.499302 1.299375 10.472321
601965.XSHG 10.01 0.325954 0.461117 5.297391
603001.XSHG 20.74 0.252426 0.535566 6.140455
603005.XSHG 32.34 0.152920 -0.014193 5.576855
603019.XSHG 23.09 0.177024 -0.050118 5.571018
603025.XSHG 16.46 0.374881 0.214855 3.860700
603077.XSHG 2.34 0.213615 0.299059 5.296508
603169.XSHG 12.68 0.198522 0.617139 4.408702
603188.XSHG 17.93 0.149572 0.566967 4.260401
603198.XSHG 20.93 0.163530 0.759669 4.424695
603328.XSHG 13.85 0.322841 0.741474 4.846234
603355.XSHG 42.62 0.629214 1.541035 8.477290
603555.XSHG 27.20 0.322119 0.074242 4.337061
603567.XSHG 21.52 0.487478 1.874257 11.339997
603568.XSHG 18.92 0.252556 0.354212 3.721819
603589.XSHG 32.35 0.257950 -0.566342 6.416542
603698.XSHG 22.62 0.179332 0.028466 4.551677
603699.XSHG 18.09 0.228498 0.354932 4.344804
603766.XSHG 7.60 0.324120 1.140999 6.541221
603806.XSHG 36.07 0.252977 1.438141 8.711459
603883.XSHG 50.76 0.260029 0.714890 4.527552
[499 rows x 4 columns], datetime.date(2016, 11, 11): close r_vol r_skew r_kurt
000006.XSHE 9.68 0.266711 0.208670 4.799693
000008.XSHE 9.93 0.357100 1.020021 6.742236
000012.XSHE 8.86 0.245326 0.574138 3.855634
000021.XSHE 10.52 0.199433 -0.019077 5.284078
000028.XSHE 72.86 0.255030 -1.079603 8.664869
000030.XSHE 6.22 0.223962 0.339627 5.238330
000031.XSHE 8.98 0.188533 0.612887 3.711844
000049.XSHE 43.98 0.315276 -0.041852 4.261990
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 17.89 0.261718 1.416849 4.978769
000066.XSHE 11.49 0.404725 -0.656769 2.760079
000078.XSHE 6.73 0.166258 0.040771 3.386079
000088.XSHE 7.38 0.220557 -0.023453 3.464152
000090.XSHE 8.11 0.195994 0.016283 5.345747
000099.XSHE 12.72 0.190768 0.734352 5.199627
000158.XSHE 9.85 0.178772 0.413282 5.408493
000400.XSHE 17.17 0.267562 0.156191 4.566417
000401.XSHE 11.26 0.390757 0.246093 3.671337
000417.XSHE 8.57 0.186290 0.027010 4.250335
000418.XSHE 29.46 0.193660 0.004479 5.559970
000426.XSHE 11.72 0.520690 0.621990 4.167074
000488.XSHE 5.72 0.189582 0.185625 3.560605
000501.XSHE 14.31 0.179916 -0.192430 2.921448
000513.XSHE 32.90 0.228070 -0.701488 5.008628
000517.XSHE 4.48 0.217435 0.015310 2.620559
000519.XSHE 13.51 0.239967 0.990821 8.288424
000528.XSHE 5.67 0.363951 0.879546 6.699482
000541.XSHE 8.50 0.199493 -0.042614 4.028072
000543.XSHE 8.22 0.185156 0.379724 4.694213
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 5.63 0.533034 1.307590 9.317196
601678.XSHG 4.93 0.553613 1.077289 4.639793
601699.XSHG 9.06 0.551783 0.959059 4.616953
601717.XSHG 6.39 0.267817 0.474340 4.424331
601777.XSHG 9.89 0.170073 0.127008 3.529928
601801.XSHG 16.07 0.359776 0.807601 5.491618
601880.XSHG 2.44 0.329976 0.474216 4.180051
601886.XSHG 10.90 0.285328 1.268454 7.619368
601908.XSHG 7.02 0.167328 -0.428452 3.589266
601929.XSHG 4.55 0.200997 0.068425 2.820060
601965.XSHG 10.10 0.299608 0.031491 5.964060
603001.XSHG 21.26 0.267375 1.063754 7.688330
603005.XSHG 34.88 0.433669 0.771720 5.624611
603019.XSHG 22.54 0.154442 -0.019222 4.044913
603025.XSHG 17.08 0.377983 1.204901 7.080786
603077.XSHG 2.36 0.186898 0.841955 6.595747
603169.XSHG 13.05 0.317045 1.362122 10.765894
603188.XSHG 18.76 0.295070 -0.066668 4.533614
603198.XSHG 20.98 0.153342 0.154136 3.726375
603328.XSHG 15.50 0.389714 0.823479 3.823834
603355.XSHG 43.29 0.482172 1.980418 11.860221
603555.XSHG 26.75 0.284071 0.550480 6.151367
603567.XSHG 21.92 0.262844 0.812391 4.954306
603568.XSHG 19.68 0.309464 0.132118 6.270883
603589.XSHG 32.63 0.236281 -0.052857 4.389949
603698.XSHG 22.48 0.188224 -0.074484 3.307355
603699.XSHG 18.37 0.181067 0.395797 3.720631
603766.XSHG 7.87 0.272195 0.707639 4.261857
603806.XSHG 38.46 0.327679 0.725593 5.114957
603883.XSHG 51.06 0.255587 0.734127 6.587677
[499 rows x 4 columns], datetime.date(2016, 11, 18): close r_vol r_skew r_kurt
000006.XSHE 9.34 0.207768 0.595755 5.948015
000008.XSHE 9.99 0.297356 2.118304 11.243672
000012.XSHE 10.34 0.774956 1.317862 11.709951
000021.XSHE 10.47 0.177674 0.154000 3.447415
000028.XSHE 72.57 0.200359 0.265782 4.328059
000030.XSHE 6.20 0.169869 -0.045778 3.609957
000031.XSHE 9.10 0.198612 1.194540 6.548386
000049.XSHE 42.84 0.230656 -0.250027 5.157875
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 17.89 0.261718 1.416849 4.978769
000066.XSHE 11.49 0.404725 -0.656769 2.760079
000078.XSHE 6.77 0.163551 0.603001 4.862066
000088.XSHE 7.66 0.536565 1.052195 6.802904
000090.XSHE 8.11 0.200530 0.634093 4.972776
000099.XSHE 12.73 0.139938 0.062020 3.016589
000158.XSHE 9.82 0.164361 0.799934 4.773277
000400.XSHE 17.75 0.302615 0.861210 4.950039
000401.XSHE 11.16 0.357077 0.138582 4.284947
000417.XSHE 8.76 0.252711 1.446021 7.747666
000418.XSHE 30.24 0.192875 0.796142 4.175760
000426.XSHE 10.30 0.398389 -0.374613 4.226656
000488.XSHE 5.84 0.192417 0.574255 6.307354
000501.XSHE 14.08 0.196445 -0.313426 4.639030
000513.XSHE 33.00 0.212838 0.529016 4.269151
000517.XSHE 4.49 0.239299 0.498103 5.000545
000519.XSHE 13.40 0.153095 0.362692 3.549522
000528.XSHE 5.89 0.419827 0.429139 3.637719
000541.XSHE 8.55 0.177702 0.973826 7.708481
000543.XSHE 8.23 0.232937 0.002891 4.935499
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 5.50 0.432528 0.270484 3.550982
601678.XSHG 4.93 0.327927 0.708268 6.524287
601699.XSHG 8.91 0.577476 0.641088 5.519721
601717.XSHG 6.73 0.417425 1.082249 5.302773
601777.XSHG 9.95 0.190891 0.605420 4.592783
601801.XSHG 14.65 0.475997 -0.435910 7.327810
601880.XSHG 3.13 0.849354 2.649230 17.281830
601886.XSHG 10.70 0.192446 0.375945 4.227942
601908.XSHG 7.35 0.360913 1.434266 8.448413
601929.XSHG 4.56 0.252603 0.077887 3.485446
601965.XSHG 9.86 0.248092 -0.411614 5.113543
603001.XSHG 21.28 0.212317 0.719401 5.435970
603005.XSHG 34.15 0.191243 -0.113811 3.265457
603019.XSHG 22.42 0.181888 1.119709 6.857422
603025.XSHG 17.67 0.389596 0.645384 6.424442
603077.XSHG 2.33 0.175284 0.056386 2.296836
603169.XSHG 13.45 0.441625 1.552812 7.587551
603188.XSHG 18.91 0.179277 -0.348946 4.845777
603198.XSHG 21.18 0.188334 1.684038 11.061262
603328.XSHG 15.54 0.318293 0.135592 4.317187
603355.XSHG 42.26 0.293862 1.011061 6.459946
603555.XSHG 27.03 0.346376 0.059740 4.064243
603567.XSHG 21.79 0.208796 0.201730 5.198609
603568.XSHG 19.09 0.245270 0.267365 4.697746
603589.XSHG 32.33 0.183507 0.591740 5.245473
603698.XSHG 23.05 0.179115 0.402909 6.134422
603699.XSHG 17.94 0.181686 -0.318896 4.096953
603766.XSHG 8.08 0.275425 1.171365 5.075504
603806.XSHG 37.44 0.278103 -0.330900 5.471369
603883.XSHG 51.94 0.227588 0.161557 3.773066
[499 rows x 4 columns], datetime.date(2016, 11, 25): close r_vol r_skew r_kurt
000006.XSHE 9.37 0.255455 0.616331 5.864199
000008.XSHE 9.98 0.310286 1.904795 13.117842
000012.XSHE 10.72 0.905813 1.013158 6.858569
000021.XSHE 10.52 0.268544 -0.136694 5.783614
000028.XSHE 71.18 0.217946 -0.253038 4.548440
000030.XSHE 6.09 0.232804 -0.290687 4.352728
000031.XSHE 9.28 0.244896 0.123506 4.618923
000049.XSHE 42.33 0.203298 -0.170975 5.192526
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 22.25 0.933926 0.954727 13.502088
000066.XSHE 13.53 0.561990 0.868469 10.285607
000078.XSHE 6.74 0.150933 -0.291056 4.204280
000088.XSHE 7.59 0.227597 -0.174025 3.471138
000090.XSHE 8.14 0.187867 0.315424 4.511328
000099.XSHE 12.99 0.253352 0.882127 6.757871
000158.XSHE 11.39 0.457813 0.808754 4.373182
000400.XSHE 16.69 0.290463 -0.486905 4.735413
000401.XSHE 11.14 0.402568 0.279854 5.781436
000417.XSHE 8.90 0.428454 0.646076 6.346058
000418.XSHE 30.81 0.315216 1.181320 6.739431
000426.XSHE 10.39 0.388591 0.388599 5.629482
000488.XSHE 6.04 0.257156 0.507123 4.517988
000501.XSHE 15.07 0.334249 1.024380 5.161807
000513.XSHE 33.70 0.255885 0.479361 6.184104
000517.XSHE 4.60 0.289260 0.542271 4.460688
000519.XSHE 13.51 0.218602 0.903132 6.611866
000528.XSHE 5.81 0.283722 -0.207892 4.148531
000541.XSHE 8.58 0.175488 0.469179 4.586081
000543.XSHE 8.16 0.188274 -0.197477 3.936560
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 5.81 0.350100 0.256158 3.875436
601678.XSHG 4.75 0.287914 -0.419507 3.014557
601699.XSHG 9.97 0.480547 -0.056831 3.996963
601717.XSHG 6.64 0.470441 0.893128 5.200281
601777.XSHG 9.80 0.161049 -0.371300 3.258766
601801.XSHG 16.66 0.532417 0.549895 4.757406
601880.XSHG 2.90 0.369639 0.135149 4.695545
601886.XSHG 11.25 0.278519 1.058795 5.712212
601908.XSHG 7.57 0.421857 0.176427 4.227426
601929.XSHG 4.49 0.214912 -0.067935 2.881824
601965.XSHG 9.97 0.266168 -0.504108 4.193276
603001.XSHG 21.31 0.209281 0.152971 3.819059
603005.XSHG 33.46 0.253451 0.204357 5.787669
603019.XSHG 22.16 0.176094 -0.347305 5.572743
603025.XSHG 18.16 0.520940 0.596765 4.734236
603077.XSHG 2.35 0.169398 0.045297 2.692213
603169.XSHG 13.35 0.349345 1.961360 11.304771
603188.XSHG 18.66 0.214809 0.236111 4.808045
603198.XSHG 21.16 0.157185 -0.037071 4.948444
603328.XSHG 15.49 0.300784 -0.178134 4.042631
603355.XSHG 41.32 0.239831 -0.368652 4.740370
603555.XSHG 26.53 0.307365 0.159955 4.048428
603567.XSHG 21.47 0.238536 -0.122527 6.898863
603568.XSHG 18.49 0.275087 -0.313981 7.164644
603589.XSHG 32.84 0.182223 0.272262 6.091511
603698.XSHG 23.03 0.237387 0.027846 4.934625
603699.XSHG 18.10 0.198880 0.508160 5.282320
603766.XSHG 8.27 0.376480 1.014523 4.972960
603806.XSHG 36.93 0.224252 -0.190383 3.476124
603883.XSHG 51.16 0.280500 -0.320356 3.750388
[499 rows x 4 columns], datetime.date(2016, 12, 2): close r_vol r_skew r_kurt
000006.XSHE 8.95 0.275950 0.436036 6.256882
000008.XSHE 9.84 0.292569 0.856226 6.726573
000012.XSHE 9.77 0.389037 0.291629 4.073568
000021.XSHE 10.74 0.270040 1.027713 7.440865
000028.XSHE 70.98 0.244536 0.259760 5.493759
000030.XSHE 6.10 0.236206 0.415242 3.775163
000031.XSHE 9.14 0.204764 0.287999 4.698015
000049.XSHE 41.21 0.226515 -0.271678 3.894804
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 19.24 0.498089 0.066623 7.089661
000066.XSHE 12.55 0.377054 0.185463 4.797708
000078.XSHE 6.76 0.169362 0.364859 3.877559
000088.XSHE 7.56 0.354381 0.818494 6.791842
000090.XSHE 7.89 0.217853 0.753022 6.686929
000099.XSHE 12.54 0.231022 0.333176 5.442644
000158.XSHE 10.05 0.417995 -0.514107 4.421661
000400.XSHE 16.61 0.220080 -0.267278 4.653841
000401.XSHE 12.25 0.559170 0.870878 3.717199
000417.XSHE 8.83 0.274449 0.094241 3.779397
000418.XSHE 31.35 0.428258 1.069742 6.091003
000426.XSHE 9.76 0.299619 -0.127696 4.106141
000488.XSHE 6.87 0.591872 1.405601 6.938005
000501.XSHE 15.34 0.428494 0.441819 4.753023
000513.XSHE 32.31 0.233781 -0.433311 4.397938
000517.XSHE 5.16 0.686115 1.017469 7.684648
000519.XSHE 13.11 0.168985 0.446082 5.151509
000528.XSHE 5.66 0.271130 -0.236249 3.211352
000541.XSHE 8.39 0.179742 0.233397 4.437913
000543.XSHE 8.10 0.149018 0.138094 6.715819
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 5.24 0.285813 -0.343533 4.225838
601678.XSHG 4.80 0.408792 1.038591 7.793573
601699.XSHG 8.69 0.492733 0.030754 3.782313
601717.XSHG 6.79 0.400773 0.421586 5.083501
601777.XSHG 9.39 0.147379 -0.315385 3.387165
601801.XSHG 17.84 0.708714 0.657177 6.052195
601880.XSHG 2.86 0.367390 0.377794 4.246836
601886.XSHG 10.98 0.313331 0.538544 4.220668
601908.XSHG 7.18 0.276081 0.235693 4.069561
601929.XSHG 4.38 0.221370 -0.222819 3.952416
601965.XSHG 9.75 0.273676 -0.534678 5.043105
603001.XSHG 20.78 0.232179 0.386123 6.212576
603005.XSHG 32.05 0.219510 -0.069695 5.820749
603019.XSHG 21.34 0.158313 -0.150845 3.841481
603025.XSHG 18.28 0.548418 0.110040 3.726493
603077.XSHG 2.28 0.179576 0.165125 2.928659
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 18.15 0.204888 -0.364839 5.349765
603198.XSHG 20.68 0.141050 0.032702 4.506695
603328.XSHG 14.29 0.260669 -0.626428 3.474680
603355.XSHG 40.33 0.230178 -0.096677 3.793773
603555.XSHG 27.85 0.342488 0.770645 5.692423
603567.XSHG 20.75 0.175747 0.071947 3.800718
603568.XSHG 17.68 0.181480 -0.165011 5.285070
603589.XSHG 30.95 0.210622 0.013160 5.347379
603698.XSHG 21.65 0.259638 -0.074185 3.976571
603699.XSHG 17.71 0.145706 -0.310475 3.360604
603766.XSHG 8.11 0.306095 0.704956 4.314795
603806.XSHG 35.25 0.189167 0.026163 4.320541
603883.XSHG 48.66 0.204423 -0.546927 6.404351
[499 rows x 4 columns], datetime.date(2016, 12, 9): close r_vol r_skew r_kurt
000006.XSHE 8.85 0.315787 0.581918 8.626199
000008.XSHE 9.86 0.284422 1.400097 8.274138
000012.XSHE 9.28 0.349726 0.271266 3.596036
000021.XSHE 10.15 0.220318 -0.314365 4.953646
000028.XSHE 69.89 0.143167 0.303944 5.386242
000030.XSHE 6.14 0.224296 0.218172 4.553921
000031.XSHE 9.02 0.255799 0.608331 5.723459
000049.XSHE 41.25 0.193790 0.501103 4.229052
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 20.12 0.387606 0.694516 5.427289
000066.XSHE 12.25 0.266684 0.217566 3.191590
000078.XSHE 6.59 0.145874 -0.350806 2.628009
000088.XSHE 7.51 0.207023 0.012905 4.096008
000090.XSHE 7.87 0.218139 0.436123 5.091412
000099.XSHE 12.34 0.164077 0.431196 5.072046
000158.XSHE 10.08 0.197388 -0.181863 3.926272
000400.XSHE 17.35 0.327264 1.606946 8.675216
000401.XSHE 12.01 0.475764 0.354883 4.026628
000417.XSHE 8.85 0.428186 0.759322 5.310888
000418.XSHE 31.50 0.220930 0.907844 6.378430
000426.XSHE 9.75 0.231601 -0.000112 4.228425
000488.XSHE 6.63 0.434464 0.318047 5.450554
000501.XSHE 15.85 0.475252 0.459317 5.750609
000513.XSHE 33.50 0.208638 0.603952 3.994188
000517.XSHE 5.03 0.382117 -0.361774 4.575413
000519.XSHE 13.53 0.376161 1.550227 10.388716
000528.XSHE 5.75 0.214723 0.343701 4.501734
000541.XSHE 8.43 0.169202 -0.660370 4.576213
000543.XSHE 7.91 0.224195 0.625343 10.971796
000547.XSHE 15.28 0.281439 0.198821 3.039137
... ... ... ... ...
601666.XSHG 5.29 0.274135 0.387161 4.368875
601678.XSHG 4.72 0.311343 -0.094240 5.380445
601699.XSHG 9.00 0.320821 0.472960 3.562751
601717.XSHG 7.04 0.468962 0.741877 4.500333
601777.XSHG 9.39 0.153323 -0.139596 3.199701
601801.XSHG 16.29 0.581351 0.163910 4.472648
601880.XSHG 2.86 0.340477 0.737037 3.906553
601886.XSHG 11.27 0.299576 1.253122 6.876845
601908.XSHG 7.03 0.186530 0.053044 2.950338
601929.XSHG 4.39 0.196506 0.184400 3.601944
601965.XSHG 9.91 0.256541 0.285967 4.039468
603001.XSHG 23.73 0.367942 1.771195 8.744101
603005.XSHG 32.19 0.183259 0.386210 6.518949
603019.XSHG 21.11 0.144538 0.201760 3.875538
603025.XSHG 19.58 0.684106 1.631721 9.784472
603077.XSHG 2.31 0.234383 1.209498 6.290251
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 18.04 0.149256 -0.186972 4.204543
603198.XSHG 20.71 0.141554 0.204009 4.616596
603328.XSHG 14.05 0.214428 -0.290426 3.658028
603355.XSHG 42.34 0.232891 0.573753 4.770278
603555.XSHG 29.70 0.431575 0.703667 3.809271
603567.XSHG 20.38 0.153930 0.279027 3.791414
603568.XSHG 17.31 0.205872 -0.087362 5.189680
603589.XSHG 31.93 0.225940 1.042636 6.337772
603698.XSHG 21.42 0.209803 -0.073351 5.027037
603699.XSHG 17.72 0.192866 0.203978 5.745225
603766.XSHG 8.20 0.295369 0.915976 4.623035
603806.XSHG 35.14 0.216644 0.206388 7.928700
603883.XSHG 48.47 0.199956 0.905660 7.043449
[500 rows x 4 columns], datetime.date(2016, 12, 16): close r_vol r_skew r_kurt
000006.XSHE 8.76 0.537404 1.550296 8.128365
000012.XSHE 8.65 0.439969 -0.135162 4.867025
000021.XSHE 9.45 0.332599 -0.151404 5.930955
000025.XSHE 39.59 0.617728 1.351893 13.060220
000028.XSHE 67.58 0.290440 -0.277626 4.203528
000031.XSHE 9.16 0.480183 1.325733 7.371020
000049.XSHE 39.10 0.258322 0.137153 4.274910
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 19.89 0.473532 0.745683 5.596015
000066.XSHE 13.01 0.396996 0.272583 4.069847
000078.XSHE 6.29 0.207332 -0.359245 4.256026
000089.XSHE 8.03 0.255322 -0.031231 3.575318
000090.XSHE 7.59 0.370013 0.246123 5.821990
000099.XSHE 11.72 0.327297 0.180915 3.956129
000158.XSHE 9.48 0.343901 0.085708 5.332278
000400.XSHE 17.60 0.371570 0.233141 5.513834
000401.XSHE 11.41 0.482717 0.214055 4.927541
000417.XSHE 8.93 0.409457 0.312428 3.299946
000418.XSHE 30.33 0.339704 0.724287 8.387340
000426.XSHE 9.18 0.404584 0.218193 5.446692
000488.XSHE 6.65 0.539338 0.410346 5.585612
000501.XSHE 14.84 0.476068 -0.152158 3.760939
000513.XSHE 32.76 0.285997 0.628962 7.274522
000517.XSHE 5.41 0.573080 1.055646 6.463492
000519.XSHE 15.12 0.627031 1.655667 7.521289
000528.XSHE 5.36 0.308851 -0.326324 3.565256
000541.XSHE 8.05 0.248148 0.076921 4.874555
000543.XSHE 7.47 0.239831 -0.046081 4.083808
000547.XSHE 15.28 0.281439 0.198821 3.039137
000552.XSHE 3.56 0.249385 -0.057122 2.488048
... ... ... ... ...
601311.XSHG 16.83 0.442452 -0.390626 5.227458
601678.XSHG 4.59 0.337145 0.147075 3.729051
601689.XSHG 28.02 0.330318 0.778106 7.074698
601699.XSHG 8.28 0.426959 0.215503 3.673761
601717.XSHG 6.61 0.412848 0.080053 5.063832
601777.XSHG 8.98 0.230763 -0.286612 4.311859
601801.XSHG 15.48 0.634286 0.155852 5.245129
601880.XSHG 2.71 0.379045 0.045674 3.192095
601886.XSHG 10.47 0.350922 0.195052 6.437927
601908.XSHG 6.75 0.264709 -0.139535 3.961948
601929.XSHG 4.12 0.289165 -0.239206 3.399944
603001.XSHG 22.56 0.530110 0.373767 4.763999
603005.XSHG 29.91 0.290377 -0.270695 5.304157
603019.XSHG 19.91 0.232332 0.090586 4.178970
603025.XSHG 16.37 0.652078 -0.508886 4.829165
603077.XSHG 2.35 0.358993 0.844536 7.806026
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 17.24 0.206938 -0.117539 3.212038
603198.XSHG 19.69 0.259323 -0.637636 4.524603
603328.XSHG 13.76 0.302695 0.255978 3.753243
603355.XSHG 43.22 0.405470 0.546146 4.302710
603369.XSHG 13.38 0.467022 0.261232 3.608892
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 19.52 0.235031 0.295051 4.341483
603568.XSHG 16.54 0.295579 -0.063683 3.951007
603589.XSHG 30.48 0.283158 -0.105468 4.508283
603698.XSHG 20.20 0.299414 -0.247747 6.446170
603766.XSHG 7.81 0.341498 0.259542 3.835007
603806.XSHG 34.19 0.212916 0.036529 3.897156
603883.XSHG 46.11 0.258654 -0.436024 5.416291
[496 rows x 4 columns], datetime.date(2016, 12, 23): close r_vol r_skew r_kurt
000006.XSHE 9.12 0.467306 0.431614 5.127503
000012.XSHE 8.43 0.260804 0.209178 4.032700
000021.XSHE 9.31 0.173096 0.502278 5.126382
000025.XSHE 38.71 0.421526 1.655146 12.482924
000028.XSHE 65.85 0.286306 -0.467380 4.522068
000031.XSHE 8.84 0.282106 0.430755 3.389070
000049.XSHE 39.61 0.156504 0.438783 3.478975
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 18.86 0.357065 0.047299 5.758396
000066.XSHE 12.33 0.233663 -0.584664 3.872089
000078.XSHE 6.31 0.286933 0.896865 7.365983
000089.XSHE 7.88 0.207421 0.218410 5.182645
000090.XSHE 7.79 0.294886 0.329831 4.861393
000099.XSHE 11.84 0.252734 0.838794 5.992425
000158.XSHE 9.20 0.149372 -0.292428 3.821833
000400.XSHE 17.78 0.310146 0.562931 5.326039
000401.XSHE 11.42 0.282366 0.694342 5.724925
000417.XSHE 8.85 0.333194 -0.192878 4.622960
000418.XSHE 29.90 0.202567 0.423652 3.811769
000426.XSHE 8.77 0.231932 0.201225 5.350046
000488.XSHE 6.40 0.397086 -0.321001 5.242790
000501.XSHE 14.47 0.294345 0.404600 4.003283
000513.XSHE 32.33 0.215793 -0.181339 4.037276
000517.XSHE 5.46 0.477007 0.504186 7.497063
000519.XSHE 14.79 0.360306 0.366775 4.433682
000528.XSHE 5.35 0.173419 0.693606 4.344685
000541.XSHE 8.02 0.132637 0.069188 3.580550
000543.XSHE 7.41 0.148153 -0.037951 3.420196
000547.XSHE 15.28 0.281439 0.198821 3.039137
000552.XSHE 3.51 0.239458 -0.377843 4.547560
... ... ... ... ...
601678.XSHG 5.01 0.348451 0.948410 6.809034
601689.XSHG 28.04 0.228737 0.052312 3.983249
601699.XSHG 7.70 0.322754 0.040651 3.684941
601717.XSHG 6.82 0.314649 0.335498 4.470718
601777.XSHG 10.05 0.505623 1.403824 9.561643
601801.XSHG 15.97 0.433409 0.913697 6.225355
601880.XSHG 2.80 0.491465 0.853559 4.747714
601886.XSHG 10.04 0.227294 -0.082305 4.480560
601908.XSHG 6.62 0.182688 0.245060 3.091541
601929.XSHG 4.11 0.200743 0.145801 2.796221
603001.XSHG 22.19 0.294224 0.170202 3.770440
603005.XSHG 30.18 0.189347 0.934481 7.065351
603019.XSHG 19.76 0.175056 0.804828 6.864824
603025.XSHG 15.68 0.299974 0.611284 5.268828
603077.XSHG 2.33 0.228841 0.465091 6.961388
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 17.07 0.126085 0.092361 2.899304
603198.XSHG 19.62 0.139456 0.602019 4.398922
603328.XSHG 13.62 0.210409 0.172290 3.960368
603355.XSHG 44.39 0.311490 0.049086 4.201981
603369.XSHG 13.46 0.263885 0.537901 4.351899
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 19.26 0.185900 -0.454067 4.790610
603568.XSHG 16.33 0.221448 0.095999 3.887951
603589.XSHG 29.89 0.171802 0.036192 4.418954
603698.XSHG 21.45 0.215585 1.048845 5.159413
603766.XSHG 7.80 0.218005 0.216904 5.322203
603806.XSHG 33.43 0.160366 0.068965 4.063105
603866.XSHG 29.81 0.248721 0.574120 5.170321
603883.XSHG 45.49 0.161956 0.094669 5.183473
[497 rows x 4 columns], datetime.date(2016, 12, 30): close r_vol r_skew r_kurt
000006.XSHE 8.99 0.357107 0.859030 5.655821
000012.XSHE 8.42 0.241650 0.169341 4.514690
000021.XSHE 9.30 0.264473 0.405293 7.450856
000025.XSHE 38.11 0.231681 0.989763 5.499696
000028.XSHE 66.23 0.228988 0.535027 5.932703
000031.XSHE 8.65 0.194305 -0.042544 3.293840
000049.XSHE 41.13 0.232801 1.014458 6.099203
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 18.88 0.337949 0.299921 5.964840
000066.XSHE 12.34 0.206779 0.433556 4.408931
000078.XSHE 6.22 0.174141 -0.499465 5.148556
000089.XSHE 7.81 0.190214 0.375275 4.569557
000090.XSHE 7.70 0.256625 -0.025822 5.998983
000099.XSHE 11.66 0.174325 -0.820553 5.894393
000158.XSHE 9.51 0.252773 0.378010 6.007576
000400.XSHE 18.01 0.312577 0.700280 3.926251
000401.XSHE 11.61 0.298398 0.438635 4.188532
000417.XSHE 8.26 0.251847 -0.072883 3.116369
000418.XSHE 29.35 0.265141 0.172377 5.113330
000426.XSHE 8.68 0.347946 0.439456 6.905182
000488.XSHE 6.25 0.262718 -0.209673 4.480347
000501.XSHE 14.36 0.213251 0.329570 4.949618
000513.XSHE 33.84 0.246919 0.159954 6.416254
000517.XSHE 5.23 0.292345 -0.540490 3.961243
000519.XSHE 14.90 0.377297 -0.290237 5.879648
000528.XSHE 5.35 0.184553 0.360502 3.594953
000541.XSHE 7.99 0.120150 0.101160 3.011841
000543.XSHE 7.46 0.168403 -0.556739 7.152570
000547.XSHE 15.28 0.281439 0.198821 3.039137
000552.XSHE 3.53 0.236984 -0.348736 4.951212
... ... ... ... ...
601678.XSHG 5.29 0.400428 0.987536 4.961482
601689.XSHG 29.42 0.233059 0.697245 5.224001
601699.XSHG 7.73 0.286046 0.031101 3.228801
601717.XSHG 6.96 0.361713 0.580736 4.755488
601777.XSHG 9.50 0.395397 -0.001931 4.845673
601801.XSHG 16.99 0.443100 0.848404 5.915975
601880.XSHG 2.75 0.333070 -0.045643 3.621647
601886.XSHG 9.85 0.280822 0.493031 7.298315
601908.XSHG 6.97 0.250724 0.730615 4.692491
601929.XSHG 4.12 0.199650 0.150262 2.688346
603001.XSHG 21.46 0.254016 0.175582 3.125173
603005.XSHG 29.82 0.176221 0.364053 3.600619
603019.XSHG 19.72 0.189123 0.415881 9.063683
603025.XSHG 17.89 0.493781 1.752819 11.908293
603077.XSHG 2.30 0.214628 -0.075099 4.112557
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 17.26 0.138544 0.306650 3.140197
603198.XSHG 19.39 0.186491 -0.561468 5.809787
603328.XSHG 13.97 0.263271 1.085536 6.591164
603355.XSHG 41.78 0.308476 -0.153799 5.540186
603369.XSHG 12.60 0.250867 -0.266162 4.601621
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 19.06 0.164241 -0.125439 5.457569
603568.XSHG 16.70 0.274501 0.117002 5.041570
603589.XSHG 30.57 0.181755 0.632302 5.209405
603698.XSHG 20.93 0.287928 0.364649 4.436464
603766.XSHG 7.55 0.269853 0.264163 6.859820
603806.XSHG 33.71 0.163842 0.217856 5.044150
603866.XSHG 30.10 0.220815 0.642149 4.802924
603883.XSHG 45.74 0.149012 0.191392 3.586944
[497 rows x 4 columns], datetime.date(2017, 1, 9): close r_vol r_skew r_kurt
000006.XSHE 9.46 0.394083 1.826983 9.898543
000012.XSHE 8.48 0.188119 0.662203 4.198897
000021.XSHE 9.79 0.231711 1.177289 5.245281
000025.XSHE 38.90 0.426356 1.793744 12.907958
000028.XSHE 68.80 0.204449 0.801435 5.333134
000031.XSHE 8.79 0.132912 0.942975 4.462327
000049.XSHE 39.20 0.255587 0.056866 5.474127
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 18.11 0.261867 0.185116 5.209879
000066.XSHE 12.86 0.285587 1.342898 8.654631
000078.XSHE 6.39 0.169547 0.605927 3.974562
000089.XSHE 8.15 0.181690 0.658996 3.805207
000090.XSHE 7.95 0.207577 0.931650 5.110147
000099.XSHE 12.54 0.274952 0.710439 4.950384
000158.XSHE 9.47 0.151886 0.886121 5.292798
000400.XSHE 19.46 0.292294 1.281753 5.981878
000401.XSHE 11.93 0.297028 0.460235 5.039199
000417.XSHE 8.51 0.176647 0.413203 3.074164
000418.XSHE 30.64 0.202292 0.834707 5.265984
000426.XSHE 8.79 0.182380 0.243754 4.198515
000488.XSHE 6.81 0.261793 1.027006 5.573339
000501.XSHE 15.26 0.205772 0.599037 4.236540
000513.XSHE 33.65 0.207239 0.462276 6.250615
000517.XSHE 5.27 0.292709 0.687648 4.851133
000519.XSHE 17.10 0.603432 1.592762 10.547491
000528.XSHE 5.76 0.315716 1.173116 5.593699
000541.XSHE 8.19 0.161520 1.079215 7.967651
000543.XSHE 7.58 0.121185 0.692132 3.797940
000547.XSHE 17.79 0.462474 0.537285 3.818384
000552.XSHE 3.60 0.232161 0.080275 2.539476
... ... ... ... ...
601678.XSHG 5.72 0.463690 0.649454 5.057733
601689.XSHG 29.78 0.237095 0.699523 5.703606
601699.XSHG 8.07 0.259566 0.867794 4.787945
601717.XSHG 7.53 0.418787 1.221857 5.407832
601777.XSHG 9.85 0.216494 0.683734 3.616524
601801.XSHG 16.26 0.330442 0.031860 3.594721
601880.XSHG 2.84 0.294494 0.168706 2.662637
601886.XSHG 9.96 0.169204 1.098961 7.032423
601908.XSHG 6.88 0.176349 0.088089 3.226211
601929.XSHG 4.20 0.191019 0.138867 2.940637
603001.XSHG 21.77 0.165521 0.701799 4.539776
603005.XSHG 30.50 0.159708 0.773830 4.170885
603019.XSHG 18.92 0.155198 -0.720050 4.220705
603025.XSHG 16.80 0.312429 -0.071894 3.794848
603077.XSHG 2.32 0.174275 0.295085 2.698197
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 17.67 0.152698 0.912662 5.958760
603198.XSHG 19.71 0.141269 0.371986 4.119478
603328.XSHG 13.72 0.218616 -0.263721 4.122905
603355.XSHG 41.19 0.195776 0.122404 4.592644
603369.XSHG 12.58 0.139887 0.465969 3.821518
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 19.51 0.174826 0.856388 6.124464
603568.XSHG 17.25 0.514102 1.231806 9.668919
603589.XSHG 30.95 0.211254 0.233185 4.027903
603698.XSHG 22.93 0.317637 1.020444 5.681110
603766.XSHG 8.12 0.265914 0.856194 5.103660
603806.XSHG 33.74 0.159409 0.388131 3.973211
603866.XSHG 30.38 0.184023 0.895576 5.659810
603883.XSHG 46.17 0.126927 0.795653 5.393419
[497 rows x 4 columns], datetime.date(2017, 1, 16): close r_vol r_skew r_kurt
000006.XSHE 8.04 0.537843 -1.062094 6.575078
000012.XSHE 8.46 0.538778 0.949688 9.449402
000021.XSHE 9.08 0.359803 -0.184950 6.809295
000025.XSHE 34.61 0.456020 -0.328031 5.901228
000028.XSHE 68.27 0.292240 0.270327 4.448881
000031.XSHE 7.87 0.454022 -0.866790 8.371065
000049.XSHE 36.82 0.252546 -0.545962 5.645319
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 17.98 0.262796 0.102388 4.873889
000066.XSHE 11.35 0.590419 -0.012719 9.268934
000078.XSHE 5.92 0.369913 -1.000508 6.967290
000089.XSHE 7.79 0.288746 0.058940 3.811199
000090.XSHE 6.97 0.323565 -1.165842 5.699635
000099.XSHE 11.39 0.432342 -0.376177 8.927453
000158.XSHE 8.33 0.350915 -0.571694 5.565121
000400.XSHE 17.56 0.514924 -0.684049 7.346032
000401.XSHE 11.61 0.385875 -0.465834 4.494109
000417.XSHE 7.90 0.426480 -0.082276 6.428092
000418.XSHE 29.88 0.245696 0.478321 5.363965
000426.XSHE 8.65 0.496509 0.175544 6.876964
000488.XSHE 6.49 0.360289 -0.095524 3.453768
000501.XSHE 15.15 0.595910 0.408572 6.556278
000513.XSHE 32.06 0.255347 -0.292591 5.249701
000517.XSHE 4.89 0.465418 -0.339155 5.241801
000519.XSHE 14.76 0.751101 0.045751 6.257200
000528.XSHE 5.41 0.332996 -0.399416 4.558540
000541.XSHE 7.63 0.372445 -0.764482 5.338722
000543.XSHE 7.02 0.233274 -0.607225 3.886140
000547.XSHE 15.05 0.453402 0.251893 8.038676
000552.XSHE 3.45 0.343662 -0.137411 7.127253
... ... ... ... ...
601678.XSHG 4.98 0.515588 0.508058 5.505906
601689.XSHG 27.95 0.414195 -1.436317 9.399515
601699.XSHG 8.31 0.469382 0.638376 5.205956
601717.XSHG 7.10 0.425473 -0.431932 4.144637
601777.XSHG 8.58 0.482020 -1.589677 8.921577
601801.XSHG 17.95 0.583504 0.468802 5.390261
601880.XSHG 2.64 0.348533 -0.788473 5.311112
601886.XSHG 9.78 0.434495 0.494534 8.976737
601908.XSHG 6.71 0.298601 0.222033 3.927354
601929.XSHG 3.99 0.277496 -0.342182 3.514871
603001.XSHG 19.60 0.443722 -0.918098 8.963557
603005.XSHG 27.17 0.319574 -1.116460 5.377143
603019.XSHG 16.40 0.288381 -0.671913 5.509980
603025.XSHG 14.89 0.427965 -0.400842 5.806761
603077.XSHG 2.12 0.376911 -0.484613 6.478086
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 16.37 0.262858 -0.671909 4.776800
603198.XSHG 17.75 0.297903 -1.076683 5.036049
603328.XSHG 12.50 0.309339 -0.384639 4.079076
603355.XSHG 41.11 0.356793 0.352771 7.565237
603369.XSHG 11.30 0.351853 -2.009134 11.934794
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 17.04 0.430617 -0.599331 5.420384
603568.XSHG 15.50 0.565121 -1.048294 8.745497
603589.XSHG 30.96 0.231005 0.315016 3.962926
603698.XSHG 20.72 0.510550 -0.349810 4.898150
603766.XSHG 7.91 0.367200 0.202230 4.505307
603806.XSHG 33.42 0.323941 0.434642 4.467478
603866.XSHG 30.22 0.259858 0.129101 5.188212
603883.XSHG 42.45 0.338441 -0.179123 4.567801
[497 rows x 4 columns], datetime.date(2017, 1, 23): close r_vol r_skew r_kurt
000006.XSHE 8.18 0.256798 0.432218 3.788558
000012.XSHE 8.49 0.351872 1.240590 5.358747
000021.XSHE 9.34 0.303230 1.181339 7.074331
000025.XSHE 35.44 0.493168 1.195362 9.479583
000028.XSHE 68.31 0.274188 0.721745 4.195185
000031.XSHE 7.95 0.213631 0.557959 4.317368
000049.XSHE 40.52 0.351364 0.938911 4.829656
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 18.78 0.289728 0.155908 4.397073
000066.XSHE 9.50 0.426564 -0.042632 6.989231
000078.XSHE 5.99 0.194410 0.118473 3.303638
000089.XSHE 7.89 0.198368 -0.069980 3.153899
000090.XSHE 7.17 0.184787 0.408973 3.723743
000099.XSHE 11.98 0.238064 0.642922 3.791388
000158.XSHE 8.50 0.292667 0.978433 5.532731
000400.XSHE 18.04 0.282132 0.404877 4.261290
000401.XSHE 12.88 0.580447 1.688038 10.662082
000417.XSHE 8.17 0.223263 0.588743 3.850176
000418.XSHE 30.36 0.212375 0.396997 4.275878
000426.XSHE 8.91 0.327411 0.614432 4.747821
000488.XSHE 6.94 0.318076 1.104141 5.471875
000501.XSHE 16.00 0.476204 1.370861 5.274420
000513.XSHE 32.85 0.221524 1.322862 7.816495
000517.XSHE 5.16 0.319319 0.787647 4.771873
000519.XSHE 15.19 0.379408 0.694598 4.343551
000528.XSHE 5.85 0.308817 0.536782 4.302119
000541.XSHE 7.85 0.275084 0.633872 5.007711
000543.XSHE 7.10 0.154515 0.127675 3.323506
000547.XSHE 15.41 0.348586 -0.085867 5.462798
000552.XSHE 3.47 0.245180 0.398379 3.038703
... ... ... ... ...
601678.XSHG 4.90 0.361837 0.072469 6.100293
601689.XSHG 29.83 0.332253 0.694695 5.611588
601699.XSHG 8.61 0.362716 0.529740 4.586738
601717.XSHG 7.89 0.386440 0.484450 3.074386
601777.XSHG 8.79 0.232638 0.272848 3.580827
601801.XSHG 18.22 0.435907 0.690847 5.444798
601880.XSHG 2.75 0.341859 0.633640 4.159731
601886.XSHG 9.56 0.286484 0.838842 6.280725
601908.XSHG 6.79 0.233364 0.105028 3.303060
601929.XSHG 4.06 0.236476 0.298003 2.964438
603001.XSHG 20.28 0.232813 0.770575 4.384081
603005.XSHG 27.37 0.275404 0.696709 4.477125
603019.XSHG 17.43 0.320353 1.383619 6.243868
603025.XSHG 15.37 0.374961 0.384021 6.679238
603077.XSHG 2.23 0.347510 0.960582 4.885763
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 16.87 0.207992 0.695705 3.909327
603198.XSHG 18.58 0.208576 0.711198 6.685133
603328.XSHG 12.84 0.237514 0.736477 3.771012
603355.XSHG 39.74 0.224806 0.130871 4.748598
603369.XSHG 11.81 0.226043 0.760946 5.114652
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 17.71 0.251709 0.307162 4.185865
603568.XSHG 15.80 0.330105 0.816571 7.398477
603589.XSHG 30.84 0.200683 0.472575 4.955867
603698.XSHG 21.58 0.298649 0.461718 3.600142
603766.XSHG 8.09 0.261498 0.450561 3.697469
603806.XSHG 32.76 0.271222 0.857083 5.684865
603866.XSHG 28.83 0.262886 -0.207787 3.943665
603883.XSHG 43.52 0.256158 0.658274 4.750760
[497 rows x 4 columns], datetime.date(2017, 2, 6): close r_vol r_skew r_kurt
000006.XSHE 8.33 0.200908 0.730743 7.043348
000012.XSHE 8.48 0.184609 0.094347 4.754059
000021.XSHE 9.38 0.147738 0.107197 3.164413
000025.XSHE 35.68 0.153007 0.187218 4.814277
000028.XSHE 69.30 0.207408 -0.085932 4.372179
000031.XSHE 7.99 0.147743 0.498063 4.680883
000049.XSHE 42.55 0.222884 0.369185 4.202192
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 18.43 0.208169 -0.255637 6.335578
000066.XSHE 9.55 0.270468 0.271068 4.948963
000078.XSHE 6.04 0.132494 0.089448 2.704973
000089.XSHE 7.86 0.165371 -0.007660 2.771500
000090.XSHE 7.25 0.152006 0.095212 6.029678
000099.XSHE 12.28 0.277613 0.880007 9.955982
000158.XSHE 8.59 0.231468 0.389555 6.210217
000400.XSHE 18.00 0.194135 -0.062759 3.804951
000401.XSHE 12.68 0.511371 0.621587 4.857833
000417.XSHE 8.24 0.125145 0.251709 3.100867
000418.XSHE 31.28 0.199813 0.629752 5.655051
000426.XSHE 8.87 0.236667 0.510692 5.321122
000488.XSHE 7.19 0.299333 0.176669 4.166580
000501.XSHE 16.04 0.265339 0.147644 3.636434
000513.XSHE 33.19 0.162291 0.451653 4.737510
000517.XSHE 5.16 0.209673 0.045043 3.200708
000519.XSHE 16.20 0.403026 1.280164 8.007862
000528.XSHE 5.85 0.286093 -0.035731 4.724789
000541.XSHE 7.84 0.118184 0.330886 3.487630
000543.XSHE 7.17 0.109590 0.370073 3.574394
000547.XSHE 15.33 0.226269 0.194535 4.355451
000552.XSHE 3.54 0.238340 0.072497 2.677945
... ... ... ... ...
601689.XSHG 30.01 0.239637 -0.079835 4.160485
601699.XSHG 8.82 0.285753 0.373774 4.867125
601717.XSHG 7.97 0.302274 0.453765 3.967536
601777.XSHG 8.94 0.178103 0.403949 5.861922
601801.XSHG 18.26 0.344581 0.801240 7.885152
601880.XSHG 2.76 0.299685 -0.044155 2.614932
601886.XSHG 9.65 0.213504 0.764660 5.342309
601908.XSHG 6.77 0.222266 0.433756 4.483961
601929.XSHG 4.06 0.211394 -0.010839 2.694724
603001.XSHG 20.86 0.217669 1.280056 8.985048
603005.XSHG 27.69 0.186648 0.510343 5.860018
603019.XSHG 17.77 0.262774 0.695713 5.436703
603025.XSHG 15.51 0.216136 0.611984 7.883794
603077.XSHG 2.23 0.191633 -0.362455 3.753662
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 17.42 0.168373 0.308324 4.743207
603198.XSHG 18.91 0.167116 -0.021284 3.777061
603328.XSHG 13.01 0.167792 0.402985 4.727250
603355.XSHG 40.70 0.176015 0.856992 5.147509
603369.XSHG 11.73 0.137405 -0.034914 4.005156
603377.XSHG 26.83 0.323583 -0.235618 5.876984
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 17.96 0.218279 0.585806 4.191770
603568.XSHG 16.00 0.219513 1.078412 7.386156
603589.XSHG 30.44 0.122881 -0.023961 4.043301
603698.XSHG 21.62 0.181122 0.091671 3.290230
603766.XSHG 8.22 0.147613 0.146166 3.411535
603806.XSHG 33.44 0.167263 0.643558 4.564512
603866.XSHG 29.44 0.239284 0.515066 5.941111
603883.XSHG 43.58 0.177582 0.262936 3.662424
[498 rows x 4 columns], datetime.date(2017, 2, 13): close r_vol r_skew r_kurt
000006.XSHE 8.37 0.178458 0.769134 4.481163
000012.XSHE 9.03 0.513612 1.165189 9.813359
000021.XSHE 9.56 0.154542 0.803684 3.929932
000025.XSHE 35.95 0.205512 0.564093 8.832913
000028.XSHE 67.95 0.138569 -0.391040 5.719982
000031.XSHE 8.10 0.158097 0.156750 3.727275
000049.XSHE 42.17 0.403932 0.785099 7.509734
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 18.54 0.181568 0.676797 6.711895
000066.XSHE 9.55 0.161582 0.109223 3.529058
000078.XSHE 6.29 0.341954 1.703991 11.468004
000089.XSHE 7.97 0.130127 0.201157 2.961964
000090.XSHE 7.32 0.152782 -0.150234 3.782347
000099.XSHE 12.23 0.164123 -0.103262 3.606973
000158.XSHE 8.85 0.210127 0.611983 4.654606
000400.XSHE 18.36 0.207297 0.508012 4.129405
000401.XSHE 13.67 0.653087 0.839641 8.456598
000417.XSHE 8.48 0.191616 1.204024 5.381913
000418.XSHE 31.28 0.157347 0.396192 5.453372
000426.XSHE 9.22 0.238041 0.515796 3.264345
000488.XSHE 7.66 0.270465 0.444958 3.204847
000501.XSHE 16.48 0.230796 0.482867 4.375885
000513.XSHE 32.54 0.149883 -0.263223 3.982276
000517.XSHE 5.31 0.346926 1.150920 6.674146
000519.XSHE 15.77 0.241277 0.422363 3.928483
000528.XSHE 6.40 0.520730 2.200111 11.590033
000541.XSHE 7.97 0.133578 0.230170 3.935887
000543.XSHE 7.26 0.133833 0.312307 3.710085
000547.XSHE 15.40 0.189603 0.431107 3.757119
000552.XSHE 3.77 0.422424 1.354393 8.496875
... ... ... ... ...
601689.XSHG 31.19 0.307742 1.058144 5.828081
601699.XSHG 9.12 0.385427 1.145718 6.823861
601717.XSHG 7.90 0.314095 0.477644 4.975809
601777.XSHG 9.01 0.179439 1.055175 6.628234
601801.XSHG 17.54 0.356144 0.268357 4.996792
601880.XSHG 2.87 0.539680 1.144246 8.299894
601886.XSHG 9.79 0.202574 1.116156 7.290069
601908.XSHG 6.77 0.198514 0.070049 3.881181
601929.XSHG 4.14 0.208987 0.469627 3.562112
603001.XSHG 21.01 0.165965 0.181648 5.098403
603005.XSHG 28.12 0.166657 0.846899 4.652040
603019.XSHG 17.65 0.202541 0.463252 4.813051
603025.XSHG 15.63 0.196281 1.274347 8.080374
603077.XSHG 2.24 0.202690 0.991344 6.036208
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 17.99 0.174785 0.399374 4.058281
603198.XSHG 19.26 0.202545 0.716420 6.702500
603328.XSHG 13.13 0.190945 0.467577 4.211983
603355.XSHG 40.74 0.226278 0.414355 4.871228
603369.XSHG 12.39 0.212621 1.078749 6.545718
603377.XSHG 24.87 0.242750 -0.114020 6.665145
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 18.35 0.184170 -0.195061 5.346653
603568.XSHG 17.62 0.448827 1.333808 12.861432
603589.XSHG 31.40 0.185619 0.636063 4.128751
603698.XSHG 22.08 0.265961 0.815472 5.366265
603766.XSHG 8.15 0.166033 0.378271 4.017516
603806.XSHG 33.85 0.153348 0.415390 4.451174
603866.XSHG 28.68 0.170512 0.122215 4.247886
603883.XSHG 44.07 0.168193 0.685107 5.237245
[498 rows x 4 columns], datetime.date(2017, 2, 20): close r_vol r_skew r_kurt
000006.XSHE 8.41 0.279384 0.470916 5.539754
000012.XSHE 8.91 0.360786 1.062882 8.317652
000021.XSHE 9.62 0.187853 0.880606 6.063914
000025.XSHE 35.55 0.267653 1.511023 9.894786
000028.XSHE 67.16 0.146648 -0.147986 3.802879
000031.XSHE 8.16 0.190749 0.110006 5.986260
000049.XSHE 43.03 0.276372 0.025500 4.375161
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 18.74 0.179745 0.144832 4.121701
000066.XSHE 9.42 0.196798 0.832567 5.917247
000078.XSHE 6.39 0.339336 0.953715 6.133532
000089.XSHE 8.11 0.182362 0.540974 3.332260
000090.XSHE 7.33 0.188207 0.550176 6.726585
000099.XSHE 12.39 0.187793 0.356741 4.379422
000158.XSHE 8.62 0.187073 -0.000646 3.630132
000400.XSHE 17.58 0.218409 -0.330759 3.840551
000401.XSHE 13.97 0.454748 0.609240 5.656822
000417.XSHE 8.75 0.241006 1.085099 5.991347
000418.XSHE 32.97 0.247667 0.862164 5.581873
000426.XSHE 8.94 0.230133 0.124594 3.117656
000488.XSHE 7.73 0.312377 0.077062 3.543915
000501.XSHE 16.98 0.271135 0.328243 4.418236
000513.XSHE 32.50 0.186798 0.138736 4.239249
000517.XSHE 5.43 0.254743 0.136521 3.805768
000519.XSHE 16.69 0.481568 1.471205 8.573354
000528.XSHE 6.59 0.381976 0.889656 4.605339
000541.XSHE 8.12 0.160279 0.112136 3.407960
000543.XSHE 7.29 0.177277 0.431091 4.953691
000547.XSHE 15.73 0.338861 0.724716 8.569327
000552.XSHE 3.81 0.326677 0.376556 5.063041
... ... ... ... ...
601689.XSHG 29.90 0.217248 -0.203300 4.061238
601699.XSHG 9.22 0.326907 0.304069 2.810478
601717.XSHG 7.66 0.269681 -0.605086 5.307233
601777.XSHG 9.23 0.220709 0.414891 5.917097
601801.XSHG 18.54 0.313430 0.171630 5.751903
601880.XSHG 2.98 0.374934 1.094603 5.843936
601886.XSHG 9.67 0.197450 0.358411 3.597933
601908.XSHG 6.57 0.175979 -0.277809 4.352346
601929.XSHG 4.17 0.223006 0.216589 2.632046
603001.XSHG 20.65 0.169516 -0.059805 5.063292
603005.XSHG 27.85 0.194170 -0.270620 3.236342
603019.XSHG 17.69 0.316232 0.445421 7.433468
603025.XSHG 16.54 0.441847 1.350832 11.134800
603077.XSHG 2.22 0.150913 -0.038264 3.259466
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 17.98 0.187151 0.603088 6.227897
603198.XSHG 19.63 0.226839 0.758996 5.105172
603328.XSHG 12.83 0.195708 -0.271376 4.515016
603355.XSHG 42.41 0.214468 0.557945 4.878973
603369.XSHG 12.91 0.291866 0.603342 4.163132
603377.XSHG 24.31 0.135614 0.157621 4.496191
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 17.88 0.241387 -0.307589 5.480821
603568.XSHG 18.10 0.456427 0.790810 6.288868
603589.XSHG 33.54 0.262012 0.884783 6.278311
603698.XSHG 22.92 0.292326 0.598048 4.570081
603766.XSHG 7.96 0.161862 0.105973 4.372565
603806.XSHG 33.76 0.165923 -0.537884 5.065921
603866.XSHG 29.18 0.199931 0.606832 5.091121
603883.XSHG 43.40 0.400528 1.203395 11.682625
[498 rows x 4 columns], datetime.date(2017, 2, 27): close r_vol r_skew r_kurt
000006.XSHE 8.37 0.191787 1.300107 8.354704
000012.XSHE 8.60 0.258554 0.551019 5.012165
000021.XSHE 9.67 0.169730 0.467228 4.288175
000025.XSHE 35.72 0.164672 0.555010 5.552193
000028.XSHE 69.66 0.237878 0.508495 4.468112
000031.XSHE 8.30 0.442560 0.596644 12.441683
000049.XSHE 43.91 0.256406 0.669331 4.411492
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 18.47 0.152464 0.391050 4.822339
000066.XSHE 10.72 0.476064 1.035000 6.913533
000078.XSHE 6.50 0.217086 1.114587 5.929836
000089.XSHE 8.12 0.279478 0.615725 5.908238
000090.XSHE 7.32 0.154249 0.417257 4.081787
000099.XSHE 12.42 0.312753 1.505718 11.821934
000158.XSHE 8.52 0.181381 0.124698 5.008900
000400.XSHE 17.72 0.198099 -0.044920 4.243670
000401.XSHE 13.17 0.467613 0.201941 4.491923
000417.XSHE 8.96 0.262452 -0.031033 3.589874
000418.XSHE 33.07 0.379650 0.824878 8.269706
000426.XSHE 9.20 0.285500 0.757641 5.639694
000488.XSHE 7.57 0.284476 0.267369 4.302452
000501.XSHE 17.39 0.413971 0.051201 3.665680
000513.XSHE 31.29 0.278689 0.313114 8.485922
000517.XSHE 5.78 0.550142 0.852428 7.794108
000519.XSHE 17.11 0.416114 1.220693 7.375354
000528.XSHE 6.72 0.397919 0.427523 3.927124
000541.XSHE 8.24 0.226132 1.441634 8.292676
000543.XSHE 7.20 0.137724 0.042460 3.011920
000547.XSHE 15.15 0.169024 0.040700 4.044295
000552.XSHE 3.72 0.271909 0.563845 7.013615
... ... ... ... ...
601689.XSHG 31.08 0.245735 0.853992 5.719772
601699.XSHG 8.65 0.293535 0.498165 4.391657
601717.XSHG 7.68 0.286375 0.785260 5.550167
601777.XSHG 9.27 0.322889 0.625177 6.598738
601801.XSHG 18.92 0.259423 0.455639 6.091379
601880.XSHG 2.88 0.270676 -0.058944 2.217259
601886.XSHG 9.69 0.189731 0.606747 5.867532
601908.XSHG 6.57 0.137790 0.149821 3.468519
601929.XSHG 4.16 0.199420 -0.156061 2.547085
603001.XSHG 20.65 0.145332 0.300370 3.852226
603005.XSHG 29.84 0.301511 0.687284 4.557721
603019.XSHG 17.91 0.211546 0.096673 4.888871
603025.XSHG 16.09 0.181432 -0.089653 4.133346
603077.XSHG 2.23 0.183465 0.402727 4.574965
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 17.74 0.181090 0.427874 5.857087
603198.XSHG 19.32 0.251322 -0.005125 4.790212
603328.XSHG 13.09 0.184815 0.311130 4.046163
603355.XSHG 41.95 0.232244 0.195400 5.168414
603369.XSHG 13.25 0.456653 0.257478 5.322370
603377.XSHG 24.59 0.165102 0.552679 5.230649
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 19.08 0.388796 1.949013 9.221219
603568.XSHG 18.35 0.295362 0.847555 6.377936
603589.XSHG 33.72 0.329546 0.062149 3.893156
603698.XSHG 22.45 0.251253 0.259428 6.120730
603766.XSHG 7.82 0.138764 0.446596 5.300645
603806.XSHG 34.48 0.188160 0.648043 4.936942
603866.XSHG 29.14 0.180620 0.175490 4.892201
603883.XSHG 44.56 0.184433 0.566885 4.919945
[498 rows x 4 columns], datetime.date(2017, 3, 6): close r_vol r_skew r_kurt
000006.XSHE 8.25 0.159806 -0.132035 3.545830
000012.XSHE 8.59 0.164511 0.734416 6.594884
000021.XSHE 9.81 0.157255 0.530668 4.027639
000025.XSHE 35.64 0.396072 0.603098 7.675567
000028.XSHE 70.12 0.204280 0.344417 5.112573
000031.XSHE 8.20 0.160766 0.437990 3.967782
000049.XSHE 45.51 0.250621 0.601468 3.914476
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 18.37 0.165309 0.423349 3.873994
000066.XSHE 10.88 0.314101 0.697634 5.911009
000078.XSHE 6.45 0.176771 0.028100 3.638608
000089.XSHE 8.30 0.229113 0.240344 4.990463
000090.XSHE 7.38 0.195160 0.838961 9.094630
000099.XSHE 12.47 0.164788 0.201334 3.602880
000158.XSHE 9.35 0.353439 0.543577 4.909630
000400.XSHE 17.80 0.192628 0.260431 5.130001
000401.XSHE 12.97 0.332964 0.427095 4.155457
000417.XSHE 8.81 0.189357 -0.068145 4.015731
000418.XSHE 34.26 0.213784 0.287170 4.479994
000426.XSHE 9.15 0.348781 0.685489 4.925140
000488.XSHE 7.44 0.192321 0.022459 3.758861
000501.XSHE 17.04 0.235127 0.644693 4.374554
000513.XSHE 31.21 0.197730 0.767203 5.587531
000517.XSHE 5.62 0.367195 -0.040085 4.787528
000519.XSHE 17.29 0.372642 1.346339 6.452483
000528.XSHE 6.74 0.472475 1.437245 11.284577
000541.XSHE 8.81 0.469412 1.338551 13.543981
000543.XSHE 7.08 0.138087 -0.264892 2.685926
000547.XSHE 15.60 0.189895 0.786194 5.047309
000552.XSHE 3.82 0.346207 1.103979 8.700367
... ... ... ... ...
601689.XSHG 32.24 0.269572 0.336948 4.476594
601699.XSHG 8.69 0.251128 0.581124 6.467932
601717.XSHG 8.47 0.475700 1.481918 7.220541
601777.XSHG 9.42 0.182547 0.624790 4.101345
601801.XSHG 18.70 0.231847 0.488114 4.795943
601880.XSHG 2.85 0.250097 0.015204 3.031827
601886.XSHG 9.81 0.166984 0.584964 5.840040
601908.XSHG 6.54 0.135246 -0.194835 3.115331
601929.XSHG 4.18 0.206480 -0.017595 2.613766
603001.XSHG 20.85 0.155017 0.621381 4.421645
603005.XSHG 30.09 0.254182 0.472573 6.915306
603019.XSHG 18.83 0.245641 0.820651 5.727910
603025.XSHG 16.01 0.173437 -0.175189 5.997781
603077.XSHG 2.31 0.200844 0.674113 4.563062
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 18.18 0.197352 0.615846 5.506505
603198.XSHG 19.53 0.167995 0.484982 4.023376
603328.XSHG 13.62 0.210925 0.778533 5.541027
603355.XSHG 43.42 0.300240 0.792188 7.517848
603369.XSHG 13.45 0.229740 0.467893 4.489544
603377.XSHG 25.45 0.144914 0.909865 4.572383
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 20.49 0.552689 1.291026 8.038468
603568.XSHG 18.15 0.221290 0.219000 4.013256
603589.XSHG 34.03 0.257791 0.465651 3.752868
603698.XSHG 23.45 0.234985 0.968869 5.826004
603766.XSHG 7.91 0.134667 0.652009 5.925318
603806.XSHG 35.64 0.201322 0.734606 4.529734
603866.XSHG 30.25 0.222552 0.325269 4.913574
603883.XSHG 44.41 0.142058 0.813142 6.226467
[498 rows x 4 columns], datetime.date(2017, 3, 13): close r_vol r_skew r_kurt
000006.XSHE 8.33 0.192537 0.527487 5.928932
000012.XSHE 8.42 0.150740 -0.185807 3.906327
000021.XSHE 9.76 0.253283 1.043573 10.349456
000025.XSHE 35.27 0.161246 1.052605 6.289302
000028.XSHE 69.63 0.256669 0.217730 3.687989
000031.XSHE 8.09 0.176107 0.050599 4.146428
000049.XSHE 50.06 0.359080 1.033495 5.634659
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 18.21 0.189101 0.620990 5.218813
000066.XSHE 10.82 0.220571 0.258449 6.404561
000078.XSHE 6.36 0.209187 0.276215 4.848176
000089.XSHE 8.42 0.211250 0.139117 3.053011
000090.XSHE 7.41 0.170486 0.319279 5.149004
000099.XSHE 12.58 0.209678 0.361708 5.682693
000158.XSHE 9.20 0.211136 -0.299208 4.495894
000400.XSHE 17.51 0.143376 -0.122150 5.092246
000401.XSHE 13.51 0.350813 0.692317 5.968659
000417.XSHE 9.10 0.384946 0.969739 7.086572
000418.XSHE 35.24 0.310356 0.760155 5.264141
000426.XSHE 8.89 0.185226 -0.134122 4.085753
000488.XSHE 7.38 0.206102 0.083968 3.729265
000501.XSHE 17.80 0.264727 0.169798 4.482618
000513.XSHE 31.13 0.161420 0.614637 5.666963
000517.XSHE 5.46 0.270938 0.091861 3.647201
000519.XSHE 16.68 0.283562 0.469784 5.907988
000528.XSHE 6.66 0.290338 0.983545 6.012041
000541.XSHE 8.53 0.235226 -0.389619 4.006240
000543.XSHE 7.01 0.136354 -0.275019 2.808276
000547.XSHE 15.49 0.204052 -0.198330 5.135009
000552.XSHE 3.73 0.228797 -0.121086 2.800684
... ... ... ... ...
601689.XSHG 33.21 0.363010 0.508373 3.575419
601699.XSHG 8.56 0.247130 -0.093851 3.540156
601717.XSHG 8.81 0.352902 0.186927 3.450444
601777.XSHG 9.23 0.238905 -0.152795 8.429296
601801.XSHG 17.84 0.407747 0.322803 4.546622
601880.XSHG 2.86 0.307841 0.397461 3.742764
601886.XSHG 9.87 0.138529 0.370689 4.403321
601908.XSHG 6.59 0.157709 0.541612 7.149952
601929.XSHG 4.13 0.208968 -0.062391 3.264173
603001.XSHG 20.68 0.166324 0.010759 2.874724
603005.XSHG 31.89 0.256579 1.094622 6.362570
603019.XSHG 19.45 0.347607 0.968936 7.049644
603025.XSHG 15.99 0.209267 0.170836 4.152617
603077.XSHG 2.33 0.217155 0.952301 5.406079
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 17.89 0.147369 0.138500 3.263174
603198.XSHG 19.85 0.181085 0.315416 5.107733
603328.XSHG 13.82 0.189606 0.457783 4.670446
603355.XSHG 44.44 0.241960 0.567681 5.689300
603369.XSHG 13.46 0.323237 0.644448 5.609097
603377.XSHG 25.52 0.232611 0.399427 4.020370
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 20.26 0.304078 0.821193 5.845145
603568.XSHG 17.59 0.184458 -0.107329 5.030433
603589.XSHG 34.14 0.243598 0.524240 5.230543
603698.XSHG 22.66 0.256780 0.516390 7.152777
603766.XSHG 7.78 0.121475 -0.330603 3.771297
603806.XSHG 35.83 0.198163 0.246425 4.554754
603866.XSHG 29.95 0.196690 -0.416678 4.462693
603883.XSHG 44.56 0.150696 0.565442 5.167432
[498 rows x 4 columns], datetime.date(2017, 3, 20): close r_vol r_skew r_kurt
000006.XSHE 8.27 0.212651 0.589144 6.094795
000012.XSHE 8.39 0.196834 0.742339 8.461629
000021.XSHE 9.75 0.145630 0.156544 3.678042
000025.XSHE 34.99 0.097583 -0.243237 4.440192
000028.XSHE 70.09 0.188835 0.340250 4.347233
000031.XSHE 8.12 0.168326 0.638620 7.232053
000049.XSHE 49.99 0.442156 0.720988 5.316792
000050.XSHE 18.59 0.206171 -1.108569 4.109415
000062.XSHE 17.87 0.155379 0.581227 6.981369
000066.XSHE 11.00 0.243365 -0.092445 4.923304
000078.XSHE 6.45 0.196943 1.286538 6.257154
000089.XSHE 8.54 0.220037 0.122548 3.803353
000090.XSHE 7.48 0.157059 0.353793 3.939807
000099.XSHE 12.29 0.156373 -0.035892 2.917504
000158.XSHE 9.11 0.182800 0.724429 7.024282
000400.XSHE 17.10 0.161524 -0.350369 4.423533
000401.XSHE 13.92 0.430538 0.221437 5.197619
000417.XSHE 8.71 0.253135 -0.213100 6.207794
000418.XSHE 35.39 0.378514 0.571426 8.661651
000426.XSHE 8.81 0.160299 0.688539 6.319418
000488.XSHE 7.39 0.179432 0.154042 5.982231
000501.XSHE 16.84 0.256644 -0.494409 4.759729
000513.XSHE 31.04 0.146022 -0.625516 6.567774
000517.XSHE 5.43 0.286887 -0.024880 4.336834
000519.XSHE 16.51 0.229220 0.671591 5.954127
000528.XSHE 6.44 0.276338 0.359742 4.460922
000541.XSHE 8.43 0.185483 0.259916 4.744675
000543.XSHE 6.94 0.115899 -0.113612 2.760888
000547.XSHE 15.07 0.132395 -0.091369 2.893610
000552.XSHE 3.72 0.211078 -0.539868 3.700399
... ... ... ... ...
601689.XSHG 32.62 0.350333 -0.566171 4.994609
601699.XSHG 8.48 0.260218 0.248118 5.424998
601717.XSHG 8.59 0.327663 0.154451 3.812936
601777.XSHG 9.08 0.166858 0.306257 4.570565
601801.XSHG 16.52 0.339246 -0.280915 4.449567
601880.XSHG 2.84 0.268137 -0.108912 2.263118
601886.XSHG 10.08 0.171999 0.677181 4.593273
601908.XSHG 6.51 0.126044 -0.182698 3.119248
601929.XSHG 4.11 0.190386 0.073344 2.875099
603001.XSHG 20.84 0.135604 0.856976 5.155481
603005.XSHG 32.59 0.325328 -0.209719 5.670212
603019.XSHG 19.46 0.249177 -0.069576 4.553817
603025.XSHG 16.02 0.227777 0.299884 5.110115
603077.XSHG 2.35 0.295962 0.766317 7.942459
603169.XSHG 13.35 0.298186 1.657266 9.909187
603188.XSHG 17.98 0.148779 0.354495 4.269245
603198.XSHG 20.01 0.161651 0.294899 3.808785
603328.XSHG 13.83 0.203619 0.236932 3.535343
603355.XSHG 47.49 0.392828 0.603037 4.202376
603369.XSHG 13.10 0.175716 -0.059560 4.353551
603377.XSHG 26.47 0.253910 0.656188 5.817465
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 19.59 0.247190 0.050566 5.062836
603568.XSHG 17.46 0.238715 0.550569 7.781206
603589.XSHG 33.52 0.220162 0.134186 3.526922
603698.XSHG 22.44 0.182332 -0.123817 4.680806
603766.XSHG 7.99 0.130612 0.804498 4.372238
603806.XSHG 38.09 0.245872 1.287024 5.317332
603866.XSHG 29.88 0.191856 0.409492 5.082537
603883.XSHG 45.90 0.166040 0.153245 3.712031
[498 rows x 4 columns], datetime.date(2017, 3, 27): close r_vol r_skew r_kurt
000006.XSHE 8.14 0.146697 -0.194019 4.021350
000012.XSHE 8.42 0.177886 0.918129 4.939349
000021.XSHE 9.64 0.150936 -0.035390 3.570473
000025.XSHE 34.48 0.239769 0.649696 9.928069
000028.XSHE 73.28 0.335988 -0.801143 8.171212
000031.XSHE 8.00 0.175604 0.266256 5.071833
000049.XSHE 50.76 0.401908 0.704358 3.668905
000050.XSHE 19.25 0.363634 -0.899816 8.610442
000062.XSHE 17.36 0.154366 -0.167346 4.803141
000066.XSHE 11.00 0.215850 0.532718 4.900843
000078.XSHE 6.30 0.197567 0.177548 3.835934
000089.XSHE 8.67 0.276630 0.446805 4.174526
000090.XSHE 7.42 0.162971 0.337594 4.316530
000099.XSHE 12.25 0.152170 0.088886 3.549047
000158.XSHE 9.22 0.221947 0.695525 5.629830
000400.XSHE 17.94 0.277293 0.287902 4.130491
000401.XSHE 14.00 0.408184 0.845618 6.164588
000417.XSHE 8.71 0.194263 0.128145 4.068114
000418.XSHE 37.55 0.417633 0.659286 5.822799
000426.XSHE 8.50 0.171928 -0.004857 4.718787
000488.XSHE 7.45 0.168581 -0.011282 3.661376
000501.XSHE 16.66 0.222136 -0.413807 5.097536
000513.XSHE 32.36 0.230103 1.100782 5.548873
000517.XSHE 5.32 0.295419 0.781724 8.735020
000519.XSHE 17.11 0.377038 2.469512 15.354964
000528.XSHE 6.87 0.427666 1.432423 8.250165
000541.XSHE 8.62 0.174664 0.862631 5.552302
000543.XSHE 6.82 0.159068 -0.240811 4.103766
000547.XSHE 14.89 0.197668 0.724516 5.873348
000552.XSHE 3.65 0.222293 0.091212 3.048349
... ... ... ... ...
601689.XSHG 32.45 0.263696 0.256972 3.486627
601699.XSHG 8.20 0.200543 0.138458 3.255137
601717.XSHG 8.89 0.305141 0.345091 4.117690
601777.XSHG 8.96 0.169878 0.016026 4.701498
601801.XSHG 16.55 0.323169 1.491919 9.764877
601880.XSHG 3.03 0.446248 2.168462 13.562045
601886.XSHG 10.00 0.185005 1.062587 7.144981
601908.XSHG 6.35 0.155463 -0.337915 2.981334
601929.XSHG 4.03 0.220806 -0.378503 3.090917
603001.XSHG 21.79 0.268768 1.030704 6.718758
603005.XSHG 33.32 0.280023 0.162283 3.858591
603019.XSHG 19.63 0.239670 0.024015 3.472171
603025.XSHG 16.54 0.258827 0.497566 6.023944
603077.XSHG 2.30 0.172767 0.281354 5.142526
603169.XSHG 14.81 0.548217 0.323144 5.102774
603188.XSHG 18.02 0.169149 -0.062964 4.405096
603198.XSHG 20.12 0.219558 -0.024173 3.898492
603328.XSHG 14.19 0.234583 0.431194 3.729716
603355.XSHG 48.42 0.471117 0.708101 6.846321
603369.XSHG 13.16 0.255705 0.477995 4.565345
603377.XSHG 26.79 0.293393 0.732476 7.055798
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 19.72 0.241290 0.819949 6.784689
603568.XSHG 17.44 0.192159 0.936518 5.566972
603589.XSHG 32.57 0.252122 0.311005 5.516409
603698.XSHG 22.08 0.227874 0.027420 3.722936
603766.XSHG 7.97 0.146273 0.233184 4.318618
603806.XSHG 35.31 0.186087 0.403920 5.160299
603866.XSHG 30.90 0.254482 0.327130 5.586266
603883.XSHG 44.52 0.227035 0.051898 4.684124
[498 rows x 4 columns], datetime.date(2017, 4, 5): close r_vol r_skew r_kurt
000006.XSHE 8.04 0.196977 -0.055885 6.658548
000012.XSHE 8.42 0.196211 -0.602421 6.278639
000021.XSHE 9.26 0.192355 -0.134172 3.987225
000025.XSHE 33.64 0.203992 0.195979 7.416121
000028.XSHE 75.80 0.249102 0.498868 3.585951
000031.XSHE 8.00 0.211875 0.188927 2.888809
000049.XSHE 52.01 0.373413 0.768242 5.270553
000050.XSHE 17.44 0.396639 -0.366198 4.662383
000062.XSHE 17.37 0.224579 0.648615 5.399401
000066.XSHE 10.28 0.321823 -0.302360 5.233492
000078.XSHE 6.19 0.189961 -0.219159 3.338853
000089.XSHE 8.64 0.306320 0.176176 4.232343
000090.XSHE 7.49 0.154996 0.437372 6.290885
000099.XSHE 11.98 0.190587 -0.108430 4.288456
000158.XSHE 9.46 0.205864 -0.435518 4.623647
000400.XSHE 18.23 0.237165 -0.094921 4.447663
000401.XSHE 15.01 0.538739 0.479510 7.402669
000417.XSHE 8.61 0.194535 0.382248 4.991908
000418.XSHE 37.96 0.322365 0.365134 2.789665
000426.XSHE 8.38 0.188850 0.098752 4.925888
000488.XSHE 7.38 0.164904 -0.062705 3.106947
000501.XSHE 16.82 0.196885 0.442909 4.731366
000513.XSHE 33.06 0.228423 0.363685 4.909284
000517.XSHE 5.18 0.335268 0.180850 3.912481
000519.XSHE 17.15 0.484099 1.600585 9.105561
000528.XSHE 6.72 0.441257 0.416507 6.015197
000541.XSHE 8.90 0.291776 -0.091111 4.861418
000543.XSHE 6.93 0.223685 0.912354 5.322698
000547.XSHE 14.87 0.237276 0.380536 5.009187
000552.XSHE 3.68 0.252683 0.078060 4.329491
... ... ... ... ...
601689.XSHG 34.54 0.356978 0.057371 5.068575
601699.XSHG 8.78 0.313387 0.860522 6.382558
601717.XSHG 8.68 0.342449 0.448758 3.927604
601777.XSHG 8.97 0.172253 0.134383 4.805598
601801.XSHG 16.29 0.355744 -0.122643 4.686313
601880.XSHG 3.09 0.748500 0.190152 9.365422
601886.XSHG 11.10 0.312723 -0.040461 6.470848
601908.XSHG 6.41 0.170985 0.289681 3.862789
601929.XSHG 4.07 0.193302 0.045999 2.822920
603001.XSHG 21.33 0.233287 0.243144 5.843364
603005.XSHG 33.29 0.325407 0.757570 8.652548
603019.XSHG 20.51 0.341984 0.262989 5.078195
603025.XSHG 15.82 0.294114 -0.014962 5.878163
603077.XSHG 2.34 0.257041 1.784614 10.387283
603169.XSHG 13.89 0.476123 0.087306 5.105990
603188.XSHG 17.89 0.184242 0.071959 5.648958
603198.XSHG 19.51 0.210168 -0.463718 3.677868
603328.XSHG 15.33 0.348816 0.446849 5.423210
603355.XSHG 48.46 0.415035 0.613946 4.673526
603369.XSHG 12.82 0.211397 -0.077768 3.137167
603377.XSHG 27.43 0.350941 0.389411 4.645994
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 18.58 0.264744 0.006063 6.102323
603568.XSHG 16.91 0.312296 0.654241 11.040361
603589.XSHG 33.49 0.206415 0.280265 4.566994
603698.XSHG 22.71 0.366244 1.343597 8.461802
603766.XSHG 7.78 0.143869 -0.114078 4.225601
603806.XSHG 34.52 0.182784 -0.078616 4.892276
603866.XSHG 29.43 0.280536 -0.238372 5.149255
603883.XSHG 43.17 0.241427 0.243527 5.037421
[498 rows x 4 columns], datetime.date(2017, 4, 12): close r_vol r_skew r_kurt
000006.XSHE 9.20 0.464642 1.905152 10.372926
000012.XSHE 8.63 0.316518 1.038328 9.024641
000021.XSHE 9.40 0.228615 0.814262 5.362069
000025.XSHE 35.49 0.371326 1.266045 8.223978
000028.XSHE 75.24 0.308251 0.399689 4.623685
000031.XSHE 8.50 0.325959 0.578350 3.748714
000049.XSHE 50.16 0.388626 0.340273 4.096606
000050.XSHE 17.22 0.230912 0.494244 4.471585
000062.XSHE 18.77 0.318263 0.360642 6.821175
000066.XSHE 10.13 0.217453 -0.166769 4.452917
000078.XSHE 6.15 0.202540 -0.249597 3.658388
000089.XSHE 9.20 0.401208 0.723057 4.586999
000090.XSHE 9.20 0.477840 0.639550 4.547242
000099.XSHE 12.33 0.305514 0.758518 5.790462
000158.XSHE 9.48 0.717878 0.332636 4.427799
000400.XSHE 18.82 0.360478 0.770565 5.378808
000401.XSHE 24.17 0.000000 0.000000 0.000000
000417.XSHE 8.45 0.187260 -0.400703 4.440979
000418.XSHE 38.16 0.390301 0.616120 3.761084
000426.XSHE 8.13 0.233369 0.128928 4.153734
000488.XSHE 7.51 0.212357 0.773226 4.477166
000501.XSHE 15.99 0.261741 0.368161 6.450550
000513.XSHE 33.24 0.219510 -0.474885 7.149762
000517.XSHE 5.52 0.447903 0.835717 6.816830
000519.XSHE 17.96 0.520160 0.284058 4.407084
000528.XSHE 6.57 0.308264 0.572322 5.516373
000541.XSHE 8.87 0.241641 0.159854 3.797318
000543.XSHE 6.49 0.196565 -0.019200 3.306344
000547.XSHE 15.40 0.319499 0.411172 5.016217
000552.XSHE 3.64 0.244109 0.105373 3.788999
... ... ... ... ...
601689.XSHG 33.99 0.329731 0.414718 4.146648
601699.XSHG 8.28 0.265603 -0.385949 4.367020
601717.XSHG 8.59 0.297533 -0.093469 4.510899
601777.XSHG 8.65 0.188807 -0.124402 5.036798
601801.XSHG 14.54 0.654875 -0.718836 12.093083
601880.XSHG 3.24 0.633992 1.756101 10.099203
601886.XSHG 10.70 0.590681 -0.167352 4.473987
601908.XSHG 6.34 0.229980 0.440068 5.253643
601929.XSHG 4.04 0.205384 0.012029 2.473249
603001.XSHG 20.72 0.221697 0.369034 6.231826
603005.XSHG 31.54 0.325284 -0.053507 5.682232
603019.XSHG 20.73 0.728879 0.676223 8.733275
603025.XSHG 15.01 0.202358 -0.443712 4.700327
603077.XSHG 2.23 0.186767 -0.192948 2.723264
603169.XSHG 12.96 0.299717 0.240739 3.779273
603188.XSHG 17.96 0.185789 0.309777 3.918185
603198.XSHG 19.16 0.217172 0.311918 4.077291
603328.XSHG 14.49 0.365870 0.015817 5.478755
603355.XSHG 49.41 0.317907 0.636131 4.839338
603369.XSHG 12.53 0.205300 0.215149 3.534819
603377.XSHG 26.18 0.280878 -0.102500 4.188673
603555.XSHG 29.70 0.478225 0.284376 4.038681
603567.XSHG 17.95 0.213426 -0.188475 4.382310
603568.XSHG 16.52 0.314410 0.213625 5.376960
603589.XSHG 32.88 0.184872 0.201421 4.454320
603698.XSHG 22.69 0.335940 0.979237 6.110858
603766.XSHG 7.74 0.189652 -0.247967 3.469191
603806.XSHG 33.63 0.168459 -0.002096 3.817264
603866.XSHG 29.92 0.238422 0.175086 3.916600
603883.XSHG 41.81 0.191029 0.797337 6.209201
[497 rows x 4 columns], datetime.date(2017, 4, 19): close r_vol r_skew r_kurt
000006.XSHE 8.14 0.378527 -0.641458 4.689576
000012.XSHE 8.16 0.264616 -0.491296 7.631321
000021.XSHE 8.64 0.208165 -1.035739 5.107165
000025.XSHE 30.82 0.498710 -0.685698 7.017265
000028.XSHE 74.84 0.348845 0.151845 4.021886
000031.XSHE 8.14 0.372233 0.429846 4.640467
000049.XSHE 49.78 0.354749 0.209598 3.722965
000050.XSHE 15.54 0.277622 -0.623461 4.534529
000062.XSHE 16.80 0.369646 -1.321213 7.197716
000066.XSHE 9.58 0.249691 -0.550267 4.243255
000078.XSHE 5.93 0.183830 -0.672039 3.685670
000089.XSHE 8.67 0.353207 -0.441141 4.809613
000090.XSHE 8.17 0.521109 -0.219649 6.890878
000099.XSHE 11.63 0.254653 -0.857811 5.468845
000158.XSHE 10.01 0.636060 0.062327 5.268515
000400.XSHE 18.14 0.304897 -0.127285 3.667090
000401.XSHE 21.03 0.688363 -0.238908 2.563140
000417.XSHE 8.30 0.205246 0.219147 6.595834
000418.XSHE 40.86 0.388974 0.817744 6.220555
000426.XSHE 8.08 0.412020 0.066741 6.471046
000488.XSHE 7.44 0.239947 -0.690284 6.162487
000501.XSHE 16.04 0.247753 0.638354 5.208200
000513.XSHE 33.33 0.216114 -0.285961 3.488522
000517.XSHE 4.96 0.456081 -0.474644 4.458614
000519.XSHE 15.30 0.477995 -0.091908 5.081633
000528.XSHE 6.41 0.305716 -0.423220 7.815596
000541.XSHE 8.28 0.295529 -0.071391 8.797162
000543.XSHE 6.28 0.219509 -0.314855 2.940160
000547.XSHE 13.95 0.367766 -0.666122 5.747045
000552.XSHE 3.47 0.401166 -0.139779 12.280146
... ... ... ... ...
601699.XSHG 7.68 0.347855 0.461764 7.696572
601717.XSHG 7.60 0.449525 0.016450 4.469362
601777.XSHG 8.25 0.221941 -0.338433 4.097458
601801.XSHG 14.54 0.593262 1.491951 7.772563
601880.XSHG 3.02 0.425739 -0.165150 3.600513
601886.XSHG 11.10 0.637839 0.819670 8.663458
601908.XSHG 6.05 0.347297 0.462128 6.603852
601929.XSHG 3.91 0.319691 0.568804 8.032609
603001.XSHG 19.60 0.251779 -0.634068 5.307592
603005.XSHG 30.41 0.369466 -0.125533 5.561233
603019.XSHG 19.47 0.457457 0.226654 5.625488
603025.XSHG 14.84 0.313205 0.438828 5.026382
603077.XSHG 2.19 0.218410 0.077780 3.462935
603169.XSHG 11.95 0.325781 -0.214839 5.063057
603188.XSHG 17.42 0.341570 -0.095997 4.469731
603198.XSHG 19.06 0.227355 -0.080545 3.495821
603328.XSHG 14.28 0.329103 -0.894729 8.681065
603355.XSHG 47.97 0.330584 0.243092 6.081458
603369.XSHG 12.65 0.236614 -0.068968 4.415905
603377.XSHG 26.15 0.381857 -0.401808 8.231680
603555.XSHG 26.72 0.427738 0.227501 3.230945
603567.XSHG 17.07 0.362639 0.525481 13.531539
603568.XSHG 17.84 0.567536 1.066303 6.471100
603589.XSHG 33.16 0.238750 0.062575 3.605361
603698.XSHG 20.64 0.332645 -0.544265 5.860090
603766.XSHG 7.34 0.178172 -0.374864 4.511565
603806.XSHG 33.70 0.157647 0.160901 4.030222
603866.XSHG 29.27 0.249114 -0.679818 4.974049
603868.XSHG 45.45 0.303380 1.323253 6.563610
603883.XSHG 40.56 0.184436 0.007119 3.341390
[498 rows x 4 columns], datetime.date(2017, 4, 26): close r_vol r_skew r_kurt
000006.XSHE 7.82 0.307277 -0.165721 5.097251
000012.XSHE 7.54 0.277708 -0.990481 7.684479
000021.XSHE 7.83 0.369501 -0.516104 3.984220
000025.XSHE 28.89 0.333086 -0.128677 6.753035
000028.XSHE 76.92 0.369358 0.674198 5.405986
000031.XSHE 8.54 0.373815 0.235437 4.353855
000049.XSHE 52.90 0.498595 0.700467 4.363522
000050.XSHE 17.21 0.416136 0.560072 8.783283
000062.XSHE 15.57 0.280254 -0.529804 5.819811
000066.XSHE 9.08 0.231041 -0.508617 3.444519
000078.XSHE 5.82 0.201393 -0.179402 4.001000
000089.XSHE 8.83 0.257319 -0.438603 6.306795
000090.XSHE 8.06 0.321486 -0.138857 4.176685
000099.XSHE 11.20 0.208891 -0.213614 5.981851
000158.XSHE 10.00 0.469361 0.385580 5.011925
000400.XSHE 17.32 0.301180 -0.527863 4.502552
000401.XSHE 20.66 0.740604 0.387333 4.448406
000417.XSHE 8.56 0.298038 0.639643 7.193937
000418.XSHE 42.58 0.493840 0.744681 4.575532
000426.XSHE 7.27 0.404771 -0.533362 4.508656
000488.XSHE 7.19 0.281366 0.002814 5.268973
000501.XSHE 16.68 0.263816 0.491655 3.452847
000513.XSHE 33.88 0.370517 -0.271604 3.413808
000517.XSHE 4.68 0.406460 -0.404610 3.546647
000519.XSHE 13.92 0.642784 -0.573719 7.890266
000528.XSHE 5.98 0.330928 -0.975529 7.303817
000541.XSHE 7.96 0.220429 -0.486709 4.281423
000543.XSHE 6.05 0.211163 -0.194688 3.871140
000547.XSHE 13.53 0.286832 -0.366318 6.432627
000552.XSHE 3.36 0.304887 -0.161591 4.081108
... ... ... ... ...
601699.XSHG 7.48 0.275639 -0.156094 4.625727
601717.XSHG 7.71 0.346277 -0.227206 2.719985
601777.XSHG 7.96 0.229035 -0.234402 4.629640
601801.XSHG 14.54 0.593262 1.491951 7.772563
601880.XSHG 2.95 0.324149 -0.067031 3.837805
601886.XSHG 9.77 0.486451 0.040478 4.370974
601908.XSHG 5.84 0.254471 -0.546245 4.103836
601929.XSHG 3.79 0.260182 -0.121171 3.554212
603001.XSHG 18.63 0.318448 -0.403115 4.331599
603005.XSHG 29.42 0.342287 0.370631 5.508343
603019.XSHG 18.54 0.482707 -0.831100 7.544203
603025.XSHG 13.40 0.305563 -0.796771 5.203718
603077.XSHG 2.11 0.223167 -0.398570 3.243696
603169.XSHG 10.35 0.456586 -0.502304 4.707405
603188.XSHG 16.74 0.260987 -0.645680 6.111338
603198.XSHG 20.31 0.441099 0.625659 4.133862
603328.XSHG 14.57 0.257217 0.334026 4.167263
603355.XSHG 48.15 0.461823 0.839981 9.576418
603369.XSHG 13.04 0.461479 0.321808 6.100170
603377.XSHG 25.05 0.386420 0.136328 4.934403
603555.XSHG 21.38 0.596720 0.574266 4.556224
603567.XSHG 17.23 0.253479 0.228485 4.461779
603568.XSHG 15.75 0.698614 -0.495886 8.575596
603589.XSHG 33.01 0.362923 0.210478 3.689316
603698.XSHG 20.06 0.261949 -0.391125 4.615913
603766.XSHG 7.39 0.221896 0.515111 7.955618
603806.XSHG 29.95 0.191172 0.198829 3.812144
603866.XSHG 26.63 0.424785 -0.321719 5.950889
603868.XSHG 47.78 0.513272 0.593068 10.301467
603883.XSHG 42.82 0.274170 0.513397 7.290680
[498 rows x 4 columns], datetime.date(2017, 5, 4): close r_vol r_skew r_kurt
000006.XSHE 8.02 0.279233 1.537290 9.963881
000012.XSHE 7.44 0.245656 0.534084 7.304277
000021.XSHE 8.25 0.257519 0.484694 4.493874
000025.XSHE 28.27 0.351409 1.343974 10.153264
000028.XSHE 74.23 0.272148 0.045198 4.639838
000031.XSHE 7.83 0.281180 -0.024055 3.377215
000049.XSHE 53.01 0.429771 -0.286947 4.068136
000050.XSHE 17.02 0.344111 0.848302 5.459985
000062.XSHE 15.28 0.216689 -0.074678 5.029969
000066.XSHE 9.23 0.375067 0.911825 7.013975
000078.XSHE 5.84 0.221761 0.288340 4.139413
000089.XSHE 8.50 0.259000 -0.242578 3.740340
000090.XSHE 8.04 0.365630 0.673970 5.615631
000099.XSHE 11.21 0.235581 0.100496 3.575986
000158.XSHE 11.89 0.864424 1.321361 7.948874
000400.XSHE 17.40 0.273001 -0.398806 4.515762
000401.XSHE 20.29 0.706789 -0.101350 3.886868
000417.XSHE 8.54 0.278145 0.322684 4.608339
000418.XSHE 41.93 0.328131 0.075088 4.064031
000426.XSHE 7.38 0.333985 0.155282 4.811422
000488.XSHE 7.06 0.219417 -0.695214 4.479675
000501.XSHE 16.01 0.240629 -0.249373 4.368167
000513.XSHE 34.86 0.275337 0.530384 4.655433
000517.XSHE 5.06 0.408962 0.538935 4.429864
000519.XSHE 13.27 0.342974 0.511911 4.475842
000528.XSHE 6.20 0.320042 0.538966 5.121202
000541.XSHE 7.74 0.207943 0.051540 3.695414
000543.XSHE 5.86 0.215240 -0.665932 3.809765
000547.XSHE 13.06 0.274296 0.279823 6.316123
000552.XSHE 3.32 0.289531 -0.297558 4.021871
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 8.03 0.207898 -0.146575 4.455980
601801.XSHG 14.05 0.631566 0.483119 7.253329
601880.XSHG 2.98 0.395263 0.986320 6.633940
601886.XSHG 10.42 0.471908 1.186144 5.454533
601908.XSHG 5.47 0.289548 0.060518 3.685940
601929.XSHG 3.70 0.271167 0.250871 4.043754
603001.XSHG 18.36 0.224538 0.014507 3.919172
603005.XSHG 29.90 0.343381 0.225821 5.059334
603019.XSHG 19.97 0.662695 0.960571 10.155363
603025.XSHG 13.57 0.305860 0.440720 4.188920
603077.XSHG 2.24 0.259038 0.487369 4.646974
603169.XSHG 12.26 0.300595 0.951506 8.296143
603188.XSHG 17.04 0.177491 0.457760 3.837460
603198.XSHG 18.55 0.280833 -0.345903 5.272099
603328.XSHG 13.04 0.339482 -0.837067 5.269316
603355.XSHG 52.77 0.380585 0.818683 4.959801
603369.XSHG 12.44 0.291662 0.169836 5.051143
603377.XSHG 25.79 0.255623 0.132312 8.284340
603528.XSHG 14.23 0.351518 0.206781 3.645540
603555.XSHG 20.83 0.333152 -0.243182 5.362145
603567.XSHG 16.94 0.239211 -0.274501 5.035854
603568.XSHG 15.78 0.416999 0.523066 5.287158
603589.XSHG 31.71 0.264563 -0.145169 5.664210
603698.XSHG 20.87 0.337818 0.938405 6.009081
603766.XSHG 7.44 0.153818 0.338269 4.403278
603806.XSHG 26.15 0.271680 -0.131772 5.338883
603866.XSHG 25.63 0.461149 -0.468089 6.824442
603868.XSHG 48.29 0.366650 0.692000 4.821250
603883.XSHG 43.22 0.209258 0.394712 6.769950
[498 rows x 4 columns], datetime.date(2017, 5, 11): close r_vol r_skew r_kurt
000006.XSHE 7.52 0.382706 0.076224 5.582136
000012.XSHE 6.84 0.342895 0.079652 4.763849
000021.XSHE 7.90 0.367452 0.005543 4.334495
000025.XSHE 26.93 0.327161 -0.201198 4.860827
000028.XSHE 73.97 0.259448 0.489529 3.473823
000031.XSHE 7.14 0.376522 -0.499500 4.077158
000049.XSHE 54.99 0.416311 0.353811 3.602735
000050.XSHE 17.83 0.399947 0.217389 3.443467
000062.XSHE 16.76 0.527189 1.459755 7.505764
000066.XSHE 9.29 0.364372 0.700869 6.102272
000078.XSHE 5.37 0.289663 -0.892667 5.038783
000089.XSHE 8.43 0.211860 0.287858 4.299612
000090.XSHE 7.71 0.355786 0.022599 3.989976
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.20 0.686603 -0.320795 3.350071
000400.XSHE 16.40 0.372073 -0.646007 5.908490
000401.XSHE 17.81 0.664977 -0.447401 3.969828
000417.XSHE 7.95 0.455414 -0.876715 8.660867
000418.XSHE 41.03 0.361690 -0.341043 4.642955
000426.XSHE 7.13 0.317550 -0.418950 5.223847
000488.XSHE 6.68 0.258460 -0.069236 3.497890
000501.XSHE 14.83 0.283518 0.439450 5.316077
000513.XSHE 33.83 0.234026 -0.145377 3.475882
000517.XSHE 4.67 0.462343 0.269341 3.745758
000519.XSHE 13.54 0.314891 -0.175502 3.379147
000528.XSHE 5.92 0.374248 0.154937 5.770240
000541.XSHE 7.46 0.233385 -0.157349 3.559222
000543.XSHE 5.40 0.262840 -0.856668 5.062016
000547.XSHE 10.44 0.516043 -0.684735 5.147574
000552.XSHE 3.21 0.341535 0.378184 3.139507
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 7.95 0.250035 -0.104144 3.861677
601801.XSHG 12.57 0.483119 0.036192 4.284531
601880.XSHG 2.88 0.398467 -0.320108 4.454156
601886.XSHG 9.48 0.584470 0.148763 4.227319
601908.XSHG 4.97 0.302647 -0.376945 4.118483
601929.XSHG 3.49 0.297488 -0.120563 4.904133
603001.XSHG 17.54 0.278146 -0.887968 5.773340
603005.XSHG 27.74 0.395805 -0.588056 4.830990
603019.XSHG 17.23 0.426490 -0.889757 5.419572
603025.XSHG 13.98 0.402905 0.019311 3.843362
603077.XSHG 2.17 0.260507 -0.135106 3.923278
603169.XSHG 12.47 0.744299 0.832282 8.445658
603188.XSHG 16.50 0.236682 -0.434886 4.254103
603198.XSHG 17.12 0.381009 -1.248070 8.952038
603328.XSHG 12.70 0.351459 -0.836776 6.702871
603355.XSHG 48.73 0.518893 -0.372498 6.135437
603369.XSHG 11.97 0.303204 -0.434384 3.260365
603377.XSHG 25.28 0.248884 0.036803 3.670892
603528.XSHG 13.17 0.413048 -0.085979 5.505750
603555.XSHG 21.32 0.560728 1.057939 7.215224
603567.XSHG 15.93 0.247876 -0.533111 5.361312
603568.XSHG 14.95 0.324725 -0.863941 4.518305
603589.XSHG 31.71 0.196342 0.348383 4.592795
603698.XSHG 18.59 0.321415 -0.857985 3.858086
603766.XSHG 6.90 0.222008 -0.733103 3.942899
603806.XSHG 24.44 0.283946 -0.388851 3.757562
603866.XSHG 24.95 0.352802 -0.162014 5.320656
603868.XSHG 49.23 0.457767 0.509537 6.081004
603883.XSHG 41.60 0.233718 -0.571887 4.793217
[498 rows x 4 columns], datetime.date(2017, 5, 18): close r_vol r_skew r_kurt
000006.XSHE 7.74 0.355326 1.641607 9.165840
000012.XSHE 6.83 0.250445 0.294499 4.730703
000021.XSHE 8.04 0.209299 0.054399 2.721324
000025.XSHE 27.45 0.316098 1.298459 7.268168
000028.XSHE 74.65 0.271163 0.129140 3.837007
000031.XSHE 7.04 0.289503 0.087620 4.685685
000049.XSHE 55.38 0.377409 0.281532 3.381711
000050.XSHE 18.54 0.355271 0.088257 4.962291
000062.XSHE 22.22 0.501224 1.229317 6.099868
000066.XSHE 9.37 0.271107 0.584181 6.134261
000078.XSHE 5.75 0.362018 1.299590 6.853975
000089.XSHE 8.78 0.213769 0.647995 3.534593
000090.XSHE 8.27 0.437229 1.267047 8.573105
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 11.45 0.640622 1.146986 6.358385
000400.XSHE 16.63 0.284666 0.585646 4.665884
000401.XSHE 17.59 0.580969 0.343463 3.530716
000417.XSHE 7.92 0.252242 0.705836 3.802528
000418.XSHE 41.58 0.322461 0.197177 6.456811
000426.XSHE 7.68 0.310993 1.467067 8.133530
000488.XSHE 6.87 0.204175 0.172459 4.161575
000501.XSHE 15.12 0.258879 -0.235099 6.644549
000513.XSHE 35.13 0.223186 0.589032 4.278829
000517.XSHE 4.76 0.301734 0.253037 3.763432
000519.XSHE 13.55 0.317949 1.449532 7.659754
000528.XSHE 5.89 0.276149 0.393944 4.394263
000541.XSHE 7.58 0.150560 0.368192 3.238702
000543.XSHE 5.53 0.216591 0.465925 3.973143
000547.XSHE 10.55 0.413077 0.148580 4.702636
000552.XSHE 3.17 0.299285 0.350259 2.988790
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 8.15 0.440763 1.246736 10.347788
601801.XSHG 12.82 0.319264 0.568265 6.348045
601880.XSHG 2.86 0.361767 0.503084 5.801170
601886.XSHG 10.32 0.439046 0.562760 4.606609
601908.XSHG 4.80 0.262231 -0.088057 3.121458
601929.XSHG 3.49 0.235023 0.243960 3.288617
603001.XSHG 17.69 0.214155 0.140487 5.062119
603005.XSHG 29.71 0.321521 0.665187 4.885155
603019.XSHG 19.01 0.434565 1.434883 7.700431
603025.XSHG 12.87 0.393631 0.422025 5.043603
603077.XSHG 2.23 0.207618 0.081694 3.390860
603169.XSHG 11.93 0.416844 1.523279 10.379951
603188.XSHG 16.60 0.200655 0.445076 4.480862
603198.XSHG 17.41 0.233389 0.534093 3.749636
603328.XSHG 13.28 0.293912 1.041578 6.996275
603355.XSHG 48.21 0.297949 -0.074380 4.942759
603369.XSHG 12.05 0.223943 0.739894 4.929431
603377.XSHG 25.53 0.294845 0.488882 4.794083
603528.XSHG 13.94 0.326110 0.285159 4.617311
603555.XSHG 21.37 0.365264 1.252818 8.074717
603567.XSHG 16.30 0.210040 0.322714 3.147685
603568.XSHG 15.67 0.305645 0.524614 6.317522
603589.XSHG 32.58 0.205176 0.494999 4.703078
603698.XSHG 18.53 0.246834 0.033572 3.764014
603766.XSHG 7.31 0.213114 0.858015 5.098950
603806.XSHG 24.64 0.250571 0.695935 5.847378
603866.XSHG 25.54 0.249788 0.213531 4.387958
603868.XSHG 48.45 0.303052 0.415875 4.223927
603883.XSHG 42.85 0.228675 0.734779 4.808282
[498 rows x 4 columns], datetime.date(2017, 5, 25): close r_vol r_skew r_kurt
000006.XSHE 7.89 0.572422 -0.043895 6.736201
000012.XSHE 6.64 0.300860 -0.236275 4.514535
000021.XSHE 8.19 0.322528 0.662257 7.577354
000025.XSHE 23.93 0.484385 -0.154086 7.489975
000028.XSHE 74.16 0.358715 0.407099 6.039732
000031.XSHE 6.87 0.305472 0.072162 4.197515
000049.XSHE 54.56 0.385174 0.506375 4.476628
000050.XSHE 16.76 0.458771 -0.100403 4.292178
000062.XSHE 22.31 0.992152 1.262663 6.400993
000066.XSHE 8.33 0.420168 -0.208730 6.136048
000078.XSHE 5.86 0.318996 0.752387 6.651923
000089.XSHE 8.55 0.288377 -0.232555 3.611200
000090.XSHE 8.35 0.399390 0.179407 4.129949
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 12.17 0.697673 0.561984 4.624708
000400.XSHE 16.23 0.305241 0.439270 4.715731
000401.XSHE 16.73 0.620865 0.094111 5.308210
000417.XSHE 7.67 0.256386 -0.325920 4.704185
000418.XSHE 42.80 0.340101 0.328877 6.328070
000426.XSHE 7.84 0.390662 0.183717 5.187169
000488.XSHE 6.97 0.212165 0.501945 4.071544
000501.XSHE 15.34 0.292199 0.370762 3.263175
000513.XSHE 34.79 0.280778 0.629794 5.149315
000517.XSHE 4.48 0.419889 0.041122 5.158182
000519.XSHE 12.32 0.509638 -0.200163 5.281950
000528.XSHE 5.76 0.318101 -0.090548 3.665696
000541.XSHE 7.55 0.218970 0.284113 5.563601
000543.XSHE 5.44 0.253734 0.222994 5.424574
000547.XSHE 9.95 0.427314 0.041667 5.732062
000552.XSHE 3.13 0.285454 -0.003951 2.783883
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 7.96 0.243604 -0.153033 4.361009
601801.XSHG 12.74 0.396958 0.179522 4.059831
601880.XSHG 2.79 0.308300 -0.002513 2.217194
601886.XSHG 10.13 0.476032 0.329877 3.769227
601908.XSHG 4.54 0.393223 0.603226 6.014898
601929.XSHG 3.41 0.307613 0.115424 3.879118
603001.XSHG 17.20 0.250186 -0.156412 3.870507
603005.XSHG 28.30 0.355284 0.159674 3.933239
603019.XSHG 19.09 0.533854 0.815400 5.052680
603025.XSHG 12.05 0.447452 0.096418 6.609525
603077.XSHG 2.20 0.312020 0.897114 7.044005
603169.XSHG 14.47 0.957771 1.092255 6.306401
603188.XSHG 16.33 0.217884 0.114742 4.040465
603198.XSHG 17.22 0.261244 -0.126202 4.089465
603328.XSHG 12.50 0.301604 -0.093993 4.396535
603355.XSHG 47.56 0.332330 0.101581 5.128199
603369.XSHG 12.10 0.266431 0.204455 5.530692
603377.XSHG 24.76 0.281469 0.338707 6.513330
603528.XSHG 12.83 0.437637 -0.456468 5.192784
603555.XSHG 20.37 0.442169 0.666873 5.767879
603567.XSHG 15.62 0.269787 0.124336 4.463718
603568.XSHG 15.13 0.371014 -0.432283 5.355593
603589.XSHG 32.90 0.269863 0.877052 5.062656
603698.XSHG 17.70 0.355439 0.250884 5.395878
603766.XSHG 6.55 0.345176 -0.291066 4.232657
603806.XSHG 23.63 0.387834 -0.004738 4.949782
603866.XSHG 23.97 0.351123 -0.083640 4.544101
603868.XSHG 51.39 0.389728 0.695722 5.239161
603883.XSHG 43.56 0.412876 -0.112002 6.545986
[498 rows x 4 columns], datetime.date(2017, 6, 5): close r_vol r_skew r_kurt
000006.XSHE 8.07 0.361700 0.604362 4.455314
000012.XSHE 6.66 0.238531 -0.022710 3.060559
000021.XSHE 8.29 0.294574 1.067594 6.011420
000025.XSHE 22.71 0.303943 0.542157 5.268875
000028.XSHE 72.40 0.240276 -0.124622 3.566409
000031.XSHE 7.22 0.208005 0.039876 4.914500
000049.XSHE 52.45 0.546702 0.533793 5.646629
000050.XSHE 16.75 0.309234 0.170500 3.867106
000062.XSHE 19.11 0.700058 -0.023927 4.581333
000066.XSHE 8.05 0.297947 0.378838 5.168957
000078.XSHE 5.86 0.272288 0.168954 8.856436
000089.XSHE 8.99 0.316739 0.911937 6.761312
000090.XSHE 8.74 0.380783 0.545538 4.031346
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 11.30 0.605204 0.951428 7.198304
000400.XSHE 16.01 0.232785 -0.786898 4.628760
000401.XSHE 15.70 0.411968 0.232417 3.697510
000417.XSHE 7.69 0.196305 -0.008617 3.893828
000418.XSHE 43.26 0.276077 -0.417677 4.562718
000426.XSHE 7.79 0.326368 0.446151 7.283694
000488.XSHE 7.12 0.194099 0.335245 4.632224
000501.XSHE 15.78 0.271749 0.294767 4.015189
000513.XSHE 35.23 0.251868 -0.089876 3.983686
000517.XSHE 4.40 0.581847 -0.748945 5.528993
000519.XSHE 11.76 0.327423 0.031300 4.049346
000528.XSHE 5.74 0.237234 0.249808 2.988961
000541.XSHE 7.84 0.146965 0.149093 3.041049
000543.XSHE 5.49 0.199023 -0.182761 3.067347
000547.XSHE 9.78 0.318289 0.004351 4.600504
000552.XSHE 3.17 0.272631 -0.049305 2.907535
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 7.95 0.209326 1.080999 7.709982
601801.XSHG 12.56 0.255390 0.612928 5.294157
601880.XSHG 2.79 0.263761 0.103897 2.477550
601886.XSHG 10.69 0.465102 0.540427 3.632964
601908.XSHG 4.55 0.244283 0.369227 4.112323
601929.XSHG 3.40 0.260339 0.247732 2.647598
603001.XSHG 17.75 0.193406 0.769094 5.395622
603005.XSHG 29.13 0.311927 0.453029 7.817523
603019.XSHG 20.52 0.807664 1.353875 10.956941
603025.XSHG 11.46 0.396239 -0.667411 5.606444
603077.XSHG 2.19 0.194023 0.303810 3.471770
603169.XSHG 13.94 0.726147 0.083302 6.973675
603188.XSHG 16.62 0.190763 0.263534 4.484535
603198.XSHG 16.79 0.259371 -0.127321 4.554663
603328.XSHG 12.67 0.264603 0.133495 4.359168
603355.XSHG 48.43 0.319158 0.296415 4.643940
603369.XSHG 11.68 0.228083 -0.420380 3.542470
603377.XSHG 25.19 0.353523 0.518562 7.185003
603528.XSHG 13.76 0.438013 0.117785 5.958974
603555.XSHG 19.79 0.390429 0.355291 4.573954
603567.XSHG 15.96 0.267914 0.100093 3.532886
603568.XSHG 15.10 0.335993 0.232175 5.035718
603589.XSHG 33.63 0.185674 -0.155945 6.015883
603698.XSHG 18.03 0.298186 0.054105 4.826061
603766.XSHG 6.57 0.246900 0.661242 5.986106
603806.XSHG 23.98 0.269168 0.471235 5.163844
603866.XSHG 24.52 0.343262 -0.114648 4.374779
603868.XSHG 52.62 0.396669 0.375276 4.390929
603883.XSHG 43.49 0.262002 -0.299688 4.815191
[498 rows x 4 columns], datetime.date(2017, 6, 12): close r_vol r_skew r_kurt
000006.XSHE 8.50 0.365605 0.930558 4.964643
000012.XSHE 6.69 0.213573 1.066465 5.940882
000021.XSHE 8.28 0.180442 0.131652 3.893525
000025.XSHE 31.26 0.690086 2.412630 16.169219
000027.XSHE 6.43 0.317317 0.933542 5.723929
000028.XSHE 76.90 0.213219 0.528713 3.818421
000031.XSHE 7.23 0.192403 0.650707 4.515900
000039.XSHE 16.16 0.266223 0.378476 4.356520
000049.XSHE 49.63 0.433913 -0.215182 4.510858
000050.XSHE 17.53 0.259813 0.498264 3.869831
000061.XSHE 8.85 0.255163 0.685606 4.209136
000062.XSHE 19.28 0.365925 0.339003 2.890881
000066.XSHE 8.21 0.265052 0.566322 4.053609
000078.XSHE 5.95 0.207225 0.200222 3.397805
000089.XSHE 9.22 0.277600 0.486596 5.088111
000090.XSHE 8.65 0.386530 0.204306 3.795235
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 11.86 0.686650 1.447351 9.690307
000400.XSHE 16.65 0.317659 1.059221 7.160661
000401.XSHE 16.23 0.343452 0.981119 4.856235
000417.XSHE 7.73 0.185793 0.545830 5.143354
000418.XSHE 45.83 0.333609 0.715163 4.283608
000426.XSHE 7.83 0.231598 0.410050 4.455275
000488.XSHE 7.75 0.212756 0.958448 5.233807
000501.XSHE 17.46 0.296284 0.534983 3.514834
000513.XSHE 38.10 0.230651 0.522317 4.131777
000517.XSHE 4.51 0.273527 -0.260642 4.067683
000519.XSHE 11.89 0.279958 1.132522 6.114985
000528.XSHE 5.95 0.220960 0.284297 3.347779
000536.XSHE 5.46 0.232066 0.154763 3.463011
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 7.87 0.163238 0.125606 4.080927
601880.XSHG 2.86 0.288951 0.474025 3.449989
601886.XSHG 10.43 0.368931 1.123290 6.030691
601928.XSHG 9.23 0.151746 0.353808 3.852196
601929.XSHG 3.35 0.249221 0.119355 2.931780
603000.XSHG 12.79 0.188695 0.073282 2.808076
603001.XSHG 17.95 0.179201 0.545478 3.847671
603005.XSHG 29.03 0.254935 0.575590 3.425818
603019.XSHG 19.97 0.386341 0.423289 4.847264
603025.XSHG 11.46 0.322382 0.413524 5.801864
603077.XSHG 2.19 0.187618 0.370056 4.076789
603169.XSHG 13.26 0.455669 -0.000583 4.667414
603188.XSHG 16.63 0.143525 0.426935 3.556356
603198.XSHG 17.58 0.218251 1.005394 4.291363
603328.XSHG 13.08 0.225080 0.452361 3.894423
603355.XSHG 51.01 0.353497 0.844697 5.481108
603369.XSHG 12.50 0.268094 0.992244 4.283395
603377.XSHG 25.21 0.249212 -0.305762 4.354208
603528.XSHG 14.74 0.623234 2.001689 10.913849
603567.XSHG 15.72 0.191361 0.376058 3.675059
603568.XSHG 14.87 0.205543 0.047364 3.909548
603589.XSHG 35.53 0.213386 0.907056 4.854357
603698.XSHG 17.78 0.208349 0.587595 5.182131
603766.XSHG 6.56 0.192465 0.647451 3.648653
603799.XSHG 24.96 0.355167 1.275281 5.167676
603806.XSHG 23.67 0.175876 0.163182 3.913522
603866.XSHG 25.14 0.326697 0.302388 3.644908
603868.XSHG 54.62 0.346658 0.702723 5.070753
603883.XSHG 46.17 0.204594 0.892409 5.508123
[485 rows x 4 columns], datetime.date(2017, 6, 19): close r_vol r_skew r_kurt
000006.XSHE 8.59 0.277464 0.483210 3.924420
000012.XSHE 6.92 0.151063 0.558252 6.177767
000021.XSHE 8.61 0.250390 0.999990 6.819283
000025.XSHE 34.86 1.092484 3.437719 20.114950
000027.XSHE 6.46 0.168922 0.149615 3.456549
000028.XSHE 77.21 0.187541 0.436186 5.593889
000031.XSHE 7.35 0.198150 0.177575 2.982844
000039.XSHE 16.82 0.270052 0.682252 6.917143
000049.XSHE 50.07 0.251390 0.318556 4.877754
000050.XSHE 17.87 0.225982 0.264910 3.922160
000061.XSHE 8.97 0.154227 0.616912 4.229695
000062.XSHE 19.10 0.288417 0.558596 4.015049
000066.XSHE 8.59 0.242564 1.125929 9.420418
000078.XSHE 6.03 0.181013 0.798880 5.652192
000089.XSHE 9.14 0.209760 0.434243 4.256715
000090.XSHE 9.06 0.262233 0.596027 4.695170
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 11.86 0.420656 0.501400 6.844065
000400.XSHE 16.70 0.210889 0.701908 5.209211
000401.XSHE 15.57 0.284753 0.171431 4.201683
000417.XSHE 7.89 0.156888 0.300758 3.816057
000418.XSHE 44.44 0.247397 -0.062928 5.290665
000426.XSHE 8.37 0.267984 0.601251 4.035404
000488.XSHE 7.50 0.284164 -0.007952 4.953807
000501.XSHE 17.12 0.332025 0.339793 4.164390
000513.XSHE 37.54 0.190449 -0.368184 5.116733
000517.XSHE 4.64 0.262304 0.413801 4.310387
000519.XSHE 12.54 0.229824 0.950627 4.789153
000528.XSHE 6.09 0.229175 0.563230 5.196865
000536.XSHE 5.63 0.215900 0.577444 4.006952
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 8.07 0.186280 0.945153 5.272353
601880.XSHG 2.99 0.295388 -0.263942 2.396390
601886.XSHG 10.67 0.234844 0.895305 3.912281
601928.XSHG 9.41 0.131027 0.413000 3.287125
601929.XSHG 3.43 0.249077 0.420880 3.738510
603000.XSHG 13.37 0.216271 1.077012 6.792732
603001.XSHG 18.58 0.162477 0.532925 3.887733
603005.XSHG 29.55 0.229246 0.372588 4.591151
603019.XSHG 19.88 0.284847 0.248513 4.678132
603025.XSHG 12.07 0.247750 0.654783 4.179480
603077.XSHG 2.26 0.164758 0.504434 3.384535
603169.XSHG 13.66 0.358256 0.358073 4.059147
603188.XSHG 17.04 0.153932 0.750059 4.760300
603198.XSHG 17.42 0.154336 -0.122545 3.231307
603328.XSHG 13.40 0.281986 0.458326 4.141651
603355.XSHG 52.61 0.304941 0.116703 4.089744
603369.XSHG 12.42 0.203391 0.105912 3.096357
603377.XSHG 25.22 0.215155 0.401279 6.320163
603528.XSHG 14.91 0.415704 0.823530 5.158773
603567.XSHG 16.22 0.186088 0.422975 3.633568
603568.XSHG 15.59 0.193145 0.675256 3.978802
603589.XSHG 33.69 0.238361 0.414112 4.716381
603698.XSHG 18.73 0.235456 1.133614 5.898679
603766.XSHG 6.59 0.184996 -0.028240 3.574775
603799.XSHG 30.76 0.569528 1.275082 5.589887
603806.XSHG 24.87 0.196584 0.555127 4.072598
603866.XSHG 25.20 0.307227 -0.047964 4.093015
603868.XSHG 55.79 0.285586 0.266435 3.606210
603883.XSHG 46.94 0.234037 0.933203 5.511840
[485 rows x 4 columns], datetime.date(2017, 6, 26): close r_vol r_skew r_kurt
000006.XSHE 8.44 0.297821 0.673367 7.565996
000012.XSHE 6.99 0.186710 0.042075 3.469861
000021.XSHE 8.62 0.222619 0.198385 4.418329
000025.XSHE 33.95 1.088788 1.361762 8.246792
000027.XSHE 6.62 0.172250 0.441901 4.926831
000028.XSHE 79.52 0.303691 0.576722 3.844734
000031.XSHE 7.32 0.194372 -0.053097 3.677125
000039.XSHE 17.39 0.278991 0.259573 4.060237
000049.XSHE 51.67 0.289702 0.395554 4.327863
000050.XSHE 18.84 0.291207 0.191771 5.074294
000061.XSHE 8.80 0.166319 -0.828017 7.204607
000062.XSHE 18.29 0.347489 0.204345 6.877564
000066.XSHE 8.51 0.229114 -0.351669 5.126583
000078.XSHE 5.90 0.289713 0.472566 7.144592
000089.XSHE 9.26 0.232739 0.498950 4.552525
000090.XSHE 8.89 0.306137 -0.306416 5.180779
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 12.28 0.494723 0.575847 7.248039
000400.XSHE 16.94 0.228301 0.288455 3.461766
000401.XSHE 14.86 0.292674 0.196225 3.822795
000417.XSHE 7.96 0.168683 -0.439206 4.604506
000418.XSHE 45.20 0.268860 0.319362 5.413689
000426.XSHE 8.49 0.258517 0.034315 4.421335
000488.XSHE 8.11 0.295972 0.408840 5.083017
000501.XSHE 17.81 0.292729 0.254371 3.872257
000513.XSHE 38.04 0.203735 0.327734 3.736245
000517.XSHE 4.67 0.308349 -0.176144 4.363487
000519.XSHE 12.44 0.304204 0.614364 7.446330
000528.XSHE 6.39 0.271452 0.361709 5.152191
000536.XSHE 5.49 0.226495 -0.305195 4.542581
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 8.03 0.148021 0.601579 4.738278
601880.XSHG 2.94 0.291267 0.228634 2.665782
601886.XSHG 10.16 0.318930 0.462629 4.732155
601928.XSHG 9.40 0.159906 0.193661 4.482149
601929.XSHG 3.41 0.222185 0.151089 2.955666
603000.XSHG 13.17 0.183725 0.290214 4.439217
603001.XSHG 18.24 0.163878 -0.030272 4.609103
603005.XSHG 27.83 0.252555 -0.579668 4.666482
603019.XSHG 19.34 0.324298 0.514121 5.821304
603025.XSHG 11.84 0.280582 -0.636721 4.207418
603077.XSHG 2.27 0.163622 0.111065 4.109465
603169.XSHG 12.12 0.479693 -0.090475 8.233452
603188.XSHG 17.10 0.174823 0.157917 3.735613
603198.XSHG 17.85 0.201774 -0.055471 3.659218
603328.XSHG 12.45 0.333713 -0.034201 5.969213
603355.XSHG 52.75 0.299127 0.559839 4.839324
603369.XSHG 12.54 0.282462 0.201218 4.552184
603377.XSHG 25.77 0.291658 0.843211 5.672926
603528.XSHG 14.60 0.413728 -0.435693 5.182587
603567.XSHG 16.20 0.209359 0.186104 5.190093
603568.XSHG 15.73 0.171967 0.312109 4.680735
603589.XSHG 37.14 0.261652 0.556445 3.737109
603698.XSHG 19.01 0.230213 0.381069 6.341629
603766.XSHG 6.82 0.226819 0.596037 4.752755
603799.XSHG 31.72 0.515994 0.029775 4.186275
603806.XSHG 24.39 0.260876 -0.402903 4.002703
603866.XSHG 24.85 0.265259 0.316186 4.990266
603868.XSHG 58.40 0.400499 0.001877 4.766971
603883.XSHG 46.65 0.253849 -0.467131 6.139587
[485 rows x 4 columns], datetime.date(2017, 7, 3): close r_vol r_skew r_kurt
000006.XSHE 8.39 0.229956 0.006350 5.236925
000012.XSHE 6.96 0.172215 -0.005863 4.438407
000021.XSHE 8.67 0.153143 -0.062575 3.412081
000025.XSHE 35.60 0.826304 0.388619 4.667828
000027.XSHE 6.66 0.251115 1.019630 9.848194
000028.XSHE 80.35 0.282804 0.342399 3.582129
000031.XSHE 7.45 0.189118 0.407606 4.061448
000039.XSHE 17.27 0.274697 0.544797 5.469068
000049.XSHE 51.69 0.210696 0.311900 3.434735
000050.XSHE 20.40 0.386645 0.488573 4.280022
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 18.16 0.218330 0.058834 3.986437
000066.XSHE 9.22 0.294428 1.075653 6.959924
000078.XSHE 5.92 0.238029 -0.231897 2.973146
000089.XSHE 9.30 0.217030 0.395742 3.838382
000090.XSHE 8.98 0.253641 0.227508 3.473934
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 12.23 0.430691 1.199216 6.822195
000400.XSHE 17.77 0.322687 0.940561 5.791916
000401.XSHE 15.56 0.260927 0.814932 4.421431
000417.XSHE 8.15 0.185450 0.229580 3.434029
000418.XSHE 42.52 0.231738 -0.297437 5.830817
000426.XSHE 9.04 0.289661 0.586269 4.025505
000488.XSHE 8.26 0.253243 -0.170992 4.222113
000501.XSHE 17.73 0.247599 0.153078 4.504886
000513.XSHE 37.82 0.175495 -0.142936 4.143526
000517.XSHE 4.66 0.271765 0.475251 3.868003
000519.XSHE 12.76 0.301417 1.247699 7.418598
000528.XSHE 6.48 0.226417 0.439607 3.707626
000536.XSHE 5.63 0.195076 0.213811 3.438301
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 8.04 0.156731 0.145447 3.095356
601880.XSHG 2.92 0.232369 0.059846 2.733107
601886.XSHG 9.71 0.220660 -0.693782 5.597407
601928.XSHG 9.39 0.152752 0.087300 3.011272
601929.XSHG 3.42 0.213314 0.067600 2.674407
603000.XSHG 13.09 0.161526 0.423866 3.507201
603001.XSHG 18.36 0.146443 0.302443 4.029695
603005.XSHG 28.14 0.199511 0.735346 4.956070
603019.XSHG 20.30 0.353681 0.937553 5.813682
603025.XSHG 12.10 0.326682 0.794899 8.263909
603077.XSHG 2.30 0.172859 0.122648 2.715882
603169.XSHG 12.05 0.319330 0.100835 4.890705
603188.XSHG 17.51 0.133848 0.311109 3.820782
603198.XSHG 17.56 0.159583 -0.312082 3.243118
603328.XSHG 12.87 0.229755 0.981820 4.652601
603355.XSHG 53.31 0.270804 0.367689 3.769134
603369.XSHG 12.78 0.202744 -0.419404 4.521896
603377.XSHG 26.05 0.225398 -0.200260 3.859476
603528.XSHG 14.14 0.291301 -0.920989 7.681975
603567.XSHG 16.40 0.221897 -0.107492 4.594620
603568.XSHG 15.78 0.155687 0.781581 5.133867
603589.XSHG 36.69 0.234310 0.003122 3.729785
603698.XSHG 19.11 0.181240 0.022546 4.159918
603766.XSHG 6.85 0.174840 0.289537 3.939617
603799.XSHG 33.49 0.462187 0.049129 3.340478
603806.XSHG 24.05 0.185014 0.023923 3.189985
603866.XSHG 24.99 0.240799 0.536056 6.087159
603868.XSHG 56.40 0.317885 -0.002783 4.852432
603883.XSHG 47.96 0.245279 0.199310 3.537239
[485 rows x 4 columns], datetime.date(2017, 7, 10): close r_vol r_skew r_kurt
000006.XSHE 8.36 0.187760 0.588811 4.348668
000012.XSHE 7.07 0.150302 0.745512 4.082287
000021.XSHE 8.69 0.168230 0.191182 3.196978
000025.XSHE 34.12 0.506231 1.485521 8.396697
000027.XSHE 6.68 0.167463 0.237318 3.993388
000028.XSHE 79.83 0.405567 0.469769 6.305443
000031.XSHE 7.46 0.182928 0.243985 2.971710
000039.XSHE 16.81 0.222356 -0.368345 4.895466
000049.XSHE 53.19 0.397192 -0.056172 6.137256
000050.XSHE 20.32 0.377671 0.292196 5.213285
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 17.51 0.225762 0.274639 5.002372
000066.XSHE 9.45 0.297186 0.676715 7.075626
000078.XSHE 6.27 0.195656 0.602594 4.283428
000089.XSHE 9.27 0.228017 -0.061381 3.892470
000090.XSHE 9.93 0.429277 0.744472 4.526943
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 11.56 0.294842 -0.278456 4.460509
000400.XSHE 18.46 0.260808 0.299508 5.587420
000401.XSHE 16.59 0.307276 0.443846 3.053143
000417.XSHE 8.27 0.231280 0.420595 4.317281
000418.XSHE 41.54 0.281206 -0.213844 9.167927
000426.XSHE 9.24 0.292315 0.111809 4.530840
000488.XSHE 9.87 0.463969 0.924076 4.785319
000501.XSHE 17.08 0.278293 -0.082570 3.775034
000513.XSHE 36.29 0.192761 -0.083129 4.728204
000517.XSHE 4.59 0.246493 -0.205152 2.777069
000519.XSHE 13.70 0.397428 0.814781 5.287418
000528.XSHE 6.55 0.273852 -0.108937 4.410523
000536.XSHE 5.60 0.184581 -0.675914 3.648895
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 8.08 0.146169 0.169488 3.372258
601880.XSHG 2.97 0.309829 0.876706 5.956093
601886.XSHG 9.55 0.185671 0.544102 4.434309
601928.XSHG 9.29 0.146478 -0.341665 3.886940
601929.XSHG 3.46 0.242547 0.471044 2.753876
603000.XSHG 13.28 0.212340 0.447818 3.901114
603001.XSHG 18.89 0.200312 0.431973 3.920289
603005.XSHG 27.94 0.184374 -0.198450 4.922491
603019.XSHG 19.11 0.263918 0.344050 6.566776
603025.XSHG 12.13 0.187951 -0.140276 5.770895
603077.XSHG 2.37 0.532757 1.445626 10.235402
603169.XSHG 11.42 0.230846 -0.181391 4.377515
603188.XSHG 17.66 0.165601 0.542378 4.304747
603198.XSHG 17.41 0.123414 0.235019 5.269150
603328.XSHG 12.37 0.206393 -0.427775 5.156660
603355.XSHG 51.81 0.268173 -0.437659 4.538850
603369.XSHG 12.50 0.180639 -0.199823 3.554654
603377.XSHG 24.61 0.251671 -0.235191 4.790742
603528.XSHG 13.52 0.343678 0.169351 6.308517
603567.XSHG 16.34 0.207031 0.434989 7.450967
603568.XSHG 15.28 0.159898 -0.043444 4.688726
603589.XSHG 35.78 0.210118 0.144791 4.693717
603698.XSHG 18.81 0.187839 -0.241606 3.190101
603766.XSHG 6.74 0.185529 0.755587 4.989598
603799.XSHG 35.21 0.614529 0.365894 3.938848
603806.XSHG 23.62 0.159387 0.937582 7.123615
603866.XSHG 24.50 0.248556 -0.556083 5.337557
603868.XSHG 58.42 0.394068 -0.332936 4.814966
603883.XSHG 45.40 0.214639 0.095132 3.677931
[485 rows x 4 columns], datetime.date(2017, 7, 17): close r_vol r_skew r_kurt
000006.XSHE 7.86 0.447544 -0.699288 8.676287
000012.XSHE 7.01 0.401441 0.616019 6.988131
000021.XSHE 7.94 0.271130 -0.930184 5.730195
000025.XSHE 31.10 1.011714 0.668518 8.840865
000027.XSHE 6.33 0.272813 -0.398827 5.689408
000028.XSHE 77.17 0.306906 -0.035325 3.060554
000031.XSHE 6.92 0.299629 -0.402759 6.009834
000039.XSHE 16.65 0.350311 0.446367 5.277859
000049.XSHE 49.36 0.357822 -0.294920 4.864894
000050.XSHE 19.45 0.471284 -0.013038 5.365770
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 16.07 0.478084 -0.211316 7.404140
000066.XSHE 8.73 0.327931 -0.119849 4.669489
000078.XSHE 5.93 0.351350 -0.587418 6.819484
000089.XSHE 8.65 0.282612 -0.347406 4.181343
000090.XSHE 8.94 0.533499 -0.354114 4.233161
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.57 0.381171 -0.480090 4.243017
000400.XSHE 16.92 0.316442 -0.891660 5.942894
000401.XSHE 14.33 0.555653 0.042471 5.885908
000417.XSHE 7.86 0.371593 -0.074385 4.952985
000418.XSHE 40.72 0.293284 -0.365073 4.421172
000426.XSHE 8.87 0.552079 -0.388823 7.046631
000488.XSHE 9.13 0.389856 0.020953 3.821798
000501.XSHE 16.18 0.344104 -0.089122 4.354414
000513.XSHE 36.19 0.238602 -0.000885 5.410040
000517.XSHE 4.29 0.348981 -0.061661 4.337406
000519.XSHE 11.43 0.573131 -0.352637 5.274368
000528.XSHE 6.48 0.380465 -0.054167 4.617982
000536.XSHE 5.14 0.344775 -0.598731 4.461395
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 7.62 0.240193 -0.810629 7.785639
601880.XSHG 2.85 0.321525 0.248144 5.399503
601886.XSHG 8.75 0.355955 -0.581426 5.086129
601928.XSHG 8.84 0.220670 -0.457863 3.928029
601929.XSHG 3.22 0.300372 -0.636767 4.154082
603000.XSHG 12.93 0.296483 -0.173767 6.187316
603001.XSHG 17.48 0.274048 0.283888 6.278600
603005.XSHG 25.67 0.267721 -0.496939 3.999284
603019.XSHG 17.11 0.459072 -0.125420 9.715811
603025.XSHG 11.63 0.446047 -0.796940 8.213045
603077.XSHG 2.20 0.387954 -0.182567 2.902356
603169.XSHG 10.85 0.549305 0.577611 9.077864
603188.XSHG 17.14 0.233808 -0.355657 3.770774
603198.XSHG 17.49 0.276450 0.278403 4.427996
603328.XSHG 10.35 0.402005 -1.426693 7.226171
603355.XSHG 47.97 0.400876 -0.585864 5.403123
603369.XSHG 12.78 0.330056 0.413429 5.153243
603377.XSHG 24.46 0.700134 1.082655 7.158704
603528.XSHG 11.40 0.417463 -1.090682 5.559312
603567.XSHG 15.96 0.380131 0.141044 8.275048
603568.XSHG 14.21 0.379757 -0.342050 5.974678
603589.XSHG 35.28 0.342976 0.148401 5.098545
603698.XSHG 17.13 0.344480 -0.581196 5.551000
603766.XSHG 6.61 0.249094 0.039763 3.868113
603799.XSHG 33.14 0.605915 -0.073459 3.881463
603806.XSHG 21.85 0.352669 -0.298467 7.412524
603866.XSHG 23.42 0.314263 -0.956648 6.100684
603868.XSHG 54.64 0.398893 0.120008 3.728099
603883.XSHG 44.93 0.287642 0.433834 4.282950
[485 rows x 4 columns], datetime.date(2017, 7, 24): close r_vol r_skew r_kurt
000006.XSHE 8.28 0.269179 0.525659 3.683882
000012.XSHE 7.34 0.321830 0.492476 4.897320
000021.XSHE 8.32 0.203984 0.555335 4.409031
000025.XSHE 32.93 0.601299 1.694069 10.045837
000027.XSHE 6.51 0.169423 0.326994 4.132293
000028.XSHE 77.52 0.257902 0.335503 3.373975
000031.XSHE 7.80 0.468938 0.950550 5.628173
000039.XSHE 18.02 0.290182 1.204659 5.004740
000049.XSHE 52.18 0.255657 0.516842 5.084758
000050.XSHE 22.62 0.435403 0.833995 4.957605
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 17.39 0.309087 0.434329 2.748800
000066.XSHE 9.47 0.287858 0.863376 4.164014
000078.XSHE 5.97 0.231553 0.889294 5.155242
000089.XSHE 8.97 0.229089 0.603625 3.939701
000090.XSHE 9.64 0.306133 0.452457 3.404501
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.67 0.358903 1.448187 8.345355
000400.XSHE 17.29 0.270040 0.248859 3.811543
000401.XSHE 15.24 0.331998 0.512695 3.407295
000417.XSHE 8.29 0.199964 0.393786 3.407705
000418.XSHE 41.97 0.221398 0.202406 4.373717
000426.XSHE 9.85 0.494633 1.122503 5.540860
000488.XSHE 10.22 0.384449 1.238912 4.412611
000501.XSHE 17.09 0.332113 0.921428 4.894750
000513.XSHE 37.17 0.196228 0.428585 4.068545
000517.XSHE 4.63 0.443789 0.615845 5.415327
000519.XSHE 12.54 0.388340 1.131934 4.530847
000528.XSHE 6.89 0.317520 0.873161 5.653597
000536.XSHE 5.14 0.220376 0.089455 3.236088
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 7.86 0.181663 0.688763 3.762774
601880.XSHG 2.96 0.263901 0.327009 2.802831
601886.XSHG 9.71 0.267886 1.085143 4.830596
601928.XSHG 8.96 0.146611 0.272796 3.464249
601929.XSHG 3.32 0.241289 0.271510 3.085699
603000.XSHG 13.73 0.292379 0.925894 4.539496
603001.XSHG 17.99 0.183700 0.265043 4.324919
603005.XSHG 25.79 0.329922 0.371964 5.759381
603019.XSHG 18.08 0.266210 0.794599 4.212698
603025.XSHG 11.85 0.228649 0.418799 3.603675
603077.XSHG 2.27 0.353587 0.336423 2.822471
603169.XSHG 10.68 0.298754 0.459484 3.612382
603188.XSHG 18.23 0.227566 1.337072 5.795625
603198.XSHG 18.54 0.283543 0.907723 5.613679
603328.XSHG 11.49 0.347374 1.014576 5.455235
603355.XSHG 48.27 0.344409 1.092976 7.415821
603369.XSHG 13.80 0.348038 0.863847 4.235716
603377.XSHG 24.46 0.299210 0.366413 4.107876
603528.XSHG 10.57 0.551564 1.086041 10.063095
603567.XSHG 15.68 0.230407 0.024055 5.526905
603568.XSHG 14.53 0.223566 0.250722 5.147169
603589.XSHG 38.07 0.320614 1.019823 5.620649
603698.XSHG 17.63 0.263848 0.579124 4.665087
603766.XSHG 7.10 0.318646 1.602204 8.485232
603799.XSHG 34.72 0.608895 0.063787 3.920930
603806.XSHG 22.25 0.273961 1.120797 8.161097
603866.XSHG 23.24 0.345282 0.149437 7.127954
603868.XSHG 54.83 0.294448 0.215289 4.628991
603883.XSHG 45.20 0.257071 0.466456 4.510113
[485 rows x 4 columns], datetime.date(2017, 7, 31): close r_vol r_skew r_kurt
000006.XSHE 8.26 0.222218 0.505390 3.307354
000012.XSHE 7.44 0.213821 0.779981 5.175564
000021.XSHE 8.36 0.202587 0.499969 3.655214
000025.XSHE 32.60 0.522776 1.051910 6.023908
000027.XSHE 6.48 0.162613 -0.069561 3.256871
000028.XSHE 75.31 0.245708 -0.185207 3.565710
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.83 0.286035 0.397892 3.429578
000049.XSHE 53.78 0.277862 0.471981 4.570629
000050.XSHE 23.79 0.479251 0.936722 4.693911
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 17.07 0.299669 -0.554935 5.892651
000066.XSHE 9.23 0.252292 0.056333 3.149692
000078.XSHE 6.13 0.228992 0.453813 4.938191
000089.XSHE 8.76 0.174264 0.116107 3.735988
000090.XSHE 9.54 0.303920 0.591414 4.761203
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.19 0.274593 0.920536 7.361304
000400.XSHE 16.89 0.220572 -0.446635 6.833051
000401.XSHE 15.20 0.244778 0.240805 5.822739
000417.XSHE 8.35 0.204463 0.548979 3.902785
000418.XSHE 40.69 0.265104 -0.125556 4.424147
000426.XSHE 10.13 0.426066 0.596826 4.682960
000488.XSHE 10.58 0.384122 0.431874 3.474852
000501.XSHE 17.14 0.241940 0.329288 3.805980
000513.XSHE 36.21 0.223296 -0.012876 3.904841
000517.XSHE 4.66 0.282966 0.251471 3.818738
000519.XSHE 12.43 0.354548 0.530212 6.945212
000528.XSHE 6.86 0.256807 -0.095955 3.583846
000536.XSHE 5.22 0.209222 0.527950 3.304928
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 7.90 0.164511 0.144193 3.293546
601880.XSHG 2.96 0.297802 0.635702 4.808610
601886.XSHG 9.53 0.297838 0.187979 3.917723
601928.XSHG 9.10 0.194161 0.795368 5.997281
601929.XSHG 3.39 0.262440 0.059321 2.906553
603000.XSHG 13.69 0.280886 0.099952 4.315227
603001.XSHG 17.91 0.175646 0.188242 4.079883
603005.XSHG 26.26 0.226685 0.307279 4.351834
603019.XSHG 17.71 0.263597 0.348382 5.770271
603025.XSHG 11.74 0.230950 0.375508 5.344253
603077.XSHG 2.36 0.299607 0.296109 2.798319
603169.XSHG 11.32 0.419859 1.806295 10.941847
603188.XSHG 18.52 0.254770 0.342207 3.478692
603198.XSHG 19.28 0.336076 1.296637 6.984480
603328.XSHG 11.87 0.303894 0.232925 3.643836
603355.XSHG 47.90 0.325355 0.439352 4.308134
603369.XSHG 14.83 0.457561 0.710722 4.009449
603377.XSHG 23.19 0.226186 -0.423481 4.760032
603528.XSHG 10.88 0.403726 0.942907 6.817375
603567.XSHG 15.80 0.178681 1.210581 6.837592
603568.XSHG 15.07 0.258562 0.637220 6.695628
603589.XSHG 42.56 0.494192 -0.158099 7.090420
603698.XSHG 17.35 0.236651 -0.064197 4.136669
603766.XSHG 7.08 0.206828 0.541786 5.566089
603799.XSHG 34.87 0.499913 -0.098959 3.146206
603806.XSHG 24.69 0.278365 0.663054 4.553899
603866.XSHG 23.46 0.298577 0.262798 3.993855
603868.XSHG 52.73 0.307051 -0.489438 4.374645
603883.XSHG 45.72 0.212348 0.121522 3.507235
[485 rows x 4 columns], datetime.date(2017, 8, 7): close r_vol r_skew r_kurt
000006.XSHE 8.15 0.199420 0.162895 4.720810
000012.XSHE 7.40 0.194694 -0.079199 4.493314
000021.XSHE 8.36 0.220561 0.371496 4.648847
000025.XSHE 31.85 0.442480 1.798444 14.005716
000027.XSHE 6.42 0.148507 0.311960 4.023871
000028.XSHE 73.97 0.211739 0.400040 4.451007
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.61 0.302899 0.275718 4.090172
000049.XSHE 51.26 0.250219 0.167500 4.850769
000050.XSHE 22.48 0.374339 -0.050382 3.316898
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 17.50 0.313824 0.923101 5.100266
000066.XSHE 8.98 0.227509 -0.020637 3.913141
000078.XSHE 6.22 0.244774 0.467754 6.281108
000089.XSHE 8.69 0.155788 -0.003942 3.289082
000090.XSHE 9.31 0.308186 -0.568348 4.658211
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.36 0.406196 1.463841 7.565138
000400.XSHE 16.41 0.249153 0.454664 5.635756
000401.XSHE 17.57 0.669905 1.432468 8.224936
000417.XSHE 8.25 0.206676 0.031199 4.339875
000418.XSHE 40.77 0.214907 -0.052013 4.924547
000426.XSHE 10.16 0.429949 0.108784 4.333948
000488.XSHE 10.86 0.389187 0.114272 4.688249
000501.XSHE 17.07 0.246351 0.322358 3.991421
000513.XSHE 35.75 0.218786 0.701859 7.113079
000517.XSHE 4.59 0.252681 0.409313 3.614359
000519.XSHE 11.36 0.447380 1.166705 8.036115
000528.XSHE 6.75 0.256372 0.052861 3.207644
000536.XSHE 5.22 0.208237 0.123146 2.981203
... ... ... ... ...
601717.XSHG 7.71 0.341959 -0.436198 2.573009
601777.XSHG 7.82 0.181429 -0.043498 3.794781
601880.XSHG 3.07 0.339145 1.172441 7.478218
601886.XSHG 10.15 0.309127 0.905723 4.485495
601928.XSHG 9.17 0.197908 0.710501 5.064635
601929.XSHG 3.44 0.270345 0.338364 3.819366
603000.XSHG 13.68 0.389624 1.297526 10.497398
603001.XSHG 17.63 0.159970 0.516857 5.476304
603005.XSHG 26.34 0.219139 0.369741 4.151491
603019.XSHG 17.59 0.210165 0.775548 6.448186
603025.XSHG 12.34 0.606051 0.934534 8.695841
603077.XSHG 2.36 0.326579 -0.055197 1.920180
603169.XSHG 11.21 0.374148 1.134827 10.012184
603188.XSHG 18.95 0.353130 0.405025 4.390408
603198.XSHG 19.30 0.244979 0.047565 4.459725
603328.XSHG 11.68 0.314156 0.134759 5.112262
603355.XSHG 42.61 0.360443 -0.332087 3.943397
603369.XSHG 14.64 0.322327 0.021614 4.166479
603377.XSHG 22.52 0.339228 -0.000615 4.732869
603528.XSHG 10.77 0.278438 1.115816 7.270025
603567.XSHG 15.66 0.161210 -0.023903 4.597171
603568.XSHG 14.71 0.192653 -0.255903 5.649731
603589.XSHG 42.36 0.450044 0.231894 3.542671
603698.XSHG 17.51 0.242236 -0.220422 6.505680
603766.XSHG 6.96 0.219326 0.410342 5.225270
603799.XSHG 37.01 0.568510 0.001646 2.611900
603806.XSHG 23.97 0.331868 0.646724 5.127605
603866.XSHG 22.98 0.526284 0.787357 10.642460
603868.XSHG 52.98 0.363001 -0.529445 4.003159
603883.XSHG 46.24 0.212691 1.034420 5.928602
[485 rows x 4 columns], datetime.date(2017, 8, 14): close r_vol r_skew r_kurt
000006.XSHE 7.94 0.219766 0.625311 5.657503
000012.XSHE 7.31 0.202311 -0.199454 6.072389
000021.XSHE 8.23 0.185512 0.117890 5.124637
000025.XSHE 31.25 0.265149 0.875646 8.542631
000027.XSHE 6.29 0.170883 -0.186296 2.797346
000028.XSHE 77.04 0.215925 0.606414 3.790476
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.37 0.246887 0.559533 4.684872
000049.XSHE 53.79 0.292108 0.364960 4.774829
000050.XSHE 21.24 0.390135 0.105601 3.686761
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 17.42 0.272116 0.342454 5.621943
000066.XSHE 8.71 0.228472 0.159356 3.816370
000078.XSHE 6.04 0.239475 -0.066661 4.532663
000089.XSHE 8.63 0.176334 -0.367235 3.565331
000090.XSHE 9.21 0.301929 0.328121 5.250019
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.65 0.291743 0.681804 5.256031
000400.XSHE 16.57 0.180997 0.384441 4.933096
000401.XSHE 18.44 0.587208 0.281398 4.091603
000417.XSHE 8.15 0.178549 0.209723 4.560832
000418.XSHE 41.79 0.298589 0.240369 4.250364
000426.XSHE 9.67 0.505179 0.088008 5.067379
000488.XSHE 10.30 0.390071 -0.318973 3.577611
000501.XSHE 16.64 0.211828 0.160617 3.713848
000513.XSHE 37.23 0.219934 0.734916 4.831745
000517.XSHE 4.52 0.277205 -0.255566 3.612145
000519.XSHE 12.04 0.395652 0.691098 4.191809
000528.XSHE 6.52 0.362451 0.976880 6.693893
000536.XSHE 5.12 0.204616 0.342542 3.210633
... ... ... ... ...
601811.XSHG 13.32 0.245035 0.550040 6.796067
601880.XSHG 2.97 0.251259 -0.067095 2.787010
601886.XSHG 9.81 0.333760 0.223536 4.639436
601928.XSHG 9.12 0.158940 -0.009070 2.707399
601929.XSHG 3.41 0.252796 0.248397 2.648237
603000.XSHG 14.57 0.378876 1.133444 5.661684
603001.XSHG 17.49 0.169871 0.420712 3.715122
603005.XSHG 27.15 0.229712 1.021792 5.574584
603019.XSHG 18.10 0.262091 0.934512 6.558457
603025.XSHG 12.88 0.302945 0.706954 5.930532
603077.XSHG 2.36 0.326579 -0.055197 1.920180
603169.XSHG 10.93 0.295545 1.777972 11.583417
603188.XSHG 18.06 0.272632 -0.329034 3.772790
603198.XSHG 20.70 0.506000 1.387610 6.364026
603328.XSHG 11.99 0.291812 0.457008 3.876397
603355.XSHG 43.26 0.304745 0.104798 4.669949
603369.XSHG 16.47 0.633576 0.867579 5.034581
603377.XSHG 22.21 0.255681 1.355345 6.511923
603528.XSHG 10.85 0.272027 0.945189 6.611596
603567.XSHG 15.70 0.194869 0.914376 6.979252
603568.XSHG 15.11 0.273685 0.915684 6.195274
603569.XSHG 20.85 0.265159 1.571573 9.727233
603589.XSHG 43.12 0.506378 1.237751 7.889499
603698.XSHG 17.39 0.218523 0.619064 5.373630
603766.XSHG 6.98 0.214137 0.072741 4.489860
603799.XSHG 36.43 0.549279 -0.192118 3.083634
603806.XSHG 23.14 0.271600 0.234645 4.333618
603866.XSHG 23.22 0.207686 0.435962 5.273064
603868.XSHG 56.09 0.309470 0.036313 3.743109
603883.XSHG 45.76 0.232925 -0.173432 4.009673
[487 rows x 4 columns], datetime.date(2017, 8, 21): close r_vol r_skew r_kurt
000006.XSHE 8.12 0.197208 0.116979 5.741134
000012.XSHE 7.49 0.291737 1.431537 9.164070
000021.XSHE 8.70 0.237687 1.053743 5.853494
000025.XSHE 32.78 0.493250 1.466118 11.938058
000027.XSHE 6.38 0.132606 -0.147531 2.905900
000028.XSHE 75.94 0.208274 -0.396698 5.731071
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.57 0.250752 0.534699 4.223050
000049.XSHE 54.30 0.321024 0.145967 3.329377
000050.XSHE 21.30 0.296749 0.370508 3.976423
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 17.75 0.248366 0.325236 5.459769
000066.XSHE 8.79 0.277735 0.815117 6.189205
000078.XSHE 6.07 0.151907 0.277942 4.779937
000089.XSHE 8.69 0.133333 0.104348 2.995147
000090.XSHE 9.61 0.225588 0.713021 5.661055
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.91 0.314396 0.555222 4.705333
000400.XSHE 16.62 0.143048 -0.303410 4.682351
000401.XSHE 17.94 0.487004 1.134922 9.368601
000417.XSHE 8.34 0.149022 0.733236 3.952914
000418.XSHE 42.79 0.177957 0.498618 4.460222
000426.XSHE 9.97 0.399644 -0.045269 4.326359
000488.XSHE 10.31 0.275853 0.585544 3.892490
000501.XSHE 16.98 0.182827 0.844665 5.282795
000513.XSHE 37.99 0.209655 0.425917 4.117657
000517.XSHE 4.45 0.216733 0.102191 2.958379
000519.XSHE 11.91 0.287429 0.483500 3.912719
000528.XSHE 6.58 0.175866 0.919721 5.774820
000536.XSHE 5.54 0.528858 0.846909 11.860459
... ... ... ... ...
601880.XSHG 2.98 0.249569 -0.012880 2.732264
601886.XSHG 9.64 0.166241 0.131294 4.537918
601928.XSHG 9.28 0.144873 0.240569 3.695792
601929.XSHG 3.47 0.222745 0.157116 3.148217
603000.XSHG 14.73 0.327460 0.475173 4.743215
603001.XSHG 17.53 0.135002 0.415980 4.222713
603005.XSHG 27.73 0.226927 0.319850 4.647448
603019.XSHG 21.10 0.503972 2.136820 8.851201
603025.XSHG 13.80 0.381326 1.005103 5.028002
603077.XSHG 2.27 0.391404 0.129051 3.168541
603169.XSHG 11.32 0.324025 1.460258 10.146685
603188.XSHG 18.28 0.184033 0.114987 3.674457
603198.XSHG 18.82 0.392911 -0.286656 6.691453
603328.XSHG 12.25 0.245140 0.261715 5.198484
603355.XSHG 43.15 0.231215 -0.126244 4.808530
603369.XSHG 16.03 0.442626 0.176080 3.333122
603377.XSHG 21.95 0.255767 0.045013 4.345654
603515.XSHG 28.47 0.195762 -0.238981 5.441000
603528.XSHG 11.92 0.527738 1.348854 7.021843
603567.XSHG 16.05 0.354753 1.457971 11.306642
603568.XSHG 15.19 0.179772 0.143006 5.429778
603569.XSHG 21.22 0.407082 1.853456 13.445362
603589.XSHG 41.75 0.306136 -0.625480 4.871873
603698.XSHG 17.78 0.166754 0.246981 4.335419
603766.XSHG 7.18 0.290688 0.950754 5.696949
603799.XSHG 34.80 0.410975 -0.059048 3.110695
603806.XSHG 23.62 0.299286 0.686240 8.766938
603866.XSHG 23.72 0.307384 1.608541 12.089014
603868.XSHG 57.03 0.332685 0.095858 5.034981
603883.XSHG 47.71 0.224439 0.607808 5.073342
[489 rows x 4 columns], datetime.date(2017, 8, 28): close r_vol r_skew r_kurt
000006.XSHE 8.16 0.171124 0.035209 3.968260
000012.XSHE 7.41 0.233746 1.026832 7.107521
000021.XSHE 8.76 0.261821 0.319493 4.239286
000025.XSHE 32.15 0.296170 0.585651 5.755457
000027.XSHE 6.43 0.155090 0.360398 3.515682
000028.XSHE 70.65 0.312109 0.138282 4.029549
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.43 0.203369 -0.061627 3.460324
000049.XSHE 53.73 0.250003 0.355943 5.668282
000050.XSHE 22.12 0.350919 0.507893 4.520267
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 17.74 0.196975 0.312127 4.383932
000066.XSHE 8.56 0.195835 -0.222048 3.668139
000078.XSHE 6.04 0.149140 0.205784 3.116213
000089.XSHE 8.85 0.121565 0.328537 4.338513
000090.XSHE 9.48 0.234112 0.026361 3.383703
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.53 0.231576 -0.601205 5.446104
000400.XSHE 16.94 0.186049 -0.401783 4.324105
000401.XSHE 17.51 0.294470 0.832759 5.714278
000417.XSHE 8.33 0.188695 -0.473101 4.211151
000418.XSHE 42.98 0.214033 0.359582 4.368775
000426.XSHE 9.73 0.290889 0.051031 3.327584
000488.XSHE 10.06 0.257889 0.140795 4.091828
000501.XSHE 17.08 0.214389 0.221422 4.121473
000513.XSHE 37.39 0.203947 0.169569 8.192246
000517.XSHE 4.44 0.206120 -0.024518 2.450155
000519.XSHE 11.70 0.237513 0.035590 5.260815
000528.XSHE 6.72 0.179935 0.216502 3.696365
000536.XSHE 5.50 0.225142 0.426683 3.567245
... ... ... ... ...
601880.XSHG 2.97 0.243520 0.043776 2.212199
601886.XSHG 9.97 0.281802 0.946400 6.227296
601928.XSHG 9.33 0.145231 0.452794 4.335442
601929.XSHG 3.47 0.255988 -0.226733 3.146725
603000.XSHG 14.53 0.241776 0.804499 6.119630
603001.XSHG 17.53 0.127165 0.495509 5.418641
603005.XSHG 28.09 0.226924 0.221127 3.964164
603019.XSHG 20.25 0.436918 0.530051 5.249045
603025.XSHG 13.77 0.339408 0.645569 5.920781
603077.XSHG 2.28 0.327419 0.240741 3.765288
603169.XSHG 11.15 0.196268 0.381944 4.241066
603188.XSHG 17.34 0.215974 0.022539 4.140221
603198.XSHG 18.29 0.148312 -0.318614 4.207685
603328.XSHG 12.75 0.313043 0.816916 5.821126
603355.XSHG 43.11 0.228533 0.056761 3.810341
603369.XSHG 15.57 0.302526 -0.076657 4.219279
603377.XSHG 21.39 0.209945 0.490952 5.040449
603515.XSHG 31.70 0.412897 0.804201 9.168889
603528.XSHG 11.71 0.249699 -0.074344 5.284455
603567.XSHG 16.11 0.180434 0.497867 4.378364
603568.XSHG 15.76 0.255611 0.423532 6.582504
603569.XSHG 21.48 0.263484 1.379127 9.300069
603589.XSHG 43.33 0.361525 0.005348 5.806361
603698.XSHG 18.12 0.198398 0.392543 4.269235
603766.XSHG 7.23 0.236957 0.407418 3.802216
603799.XSHG 41.92 0.595337 0.094253 6.628245
603806.XSHG 23.36 0.176600 0.527277 8.239594
603866.XSHG 24.63 0.272003 1.078440 9.275586
603868.XSHG 57.13 0.276357 0.498574 4.607811
603883.XSHG 48.03 0.224021 0.087546 4.858742
[489 rows x 4 columns], datetime.date(2017, 9, 4): close r_vol r_skew r_kurt
000006.XSHE 8.51 0.357602 1.373167 11.217808
000012.XSHE 7.34 0.151070 0.244740 4.108579
000021.XSHE 9.28 0.401282 1.398123 7.720497
000025.XSHE 32.57 0.435571 2.209524 14.286749
000027.XSHE 6.47 0.149543 0.005488 3.930677
000028.XSHE 68.19 0.191797 -0.534893 4.381306
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.70 0.233369 0.184561 3.718874
000049.XSHE 57.67 0.331760 0.640037 4.226822
000050.XSHE 23.24 0.343488 0.756022 4.172274
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 18.47 0.357687 1.556854 10.350161
000066.XSHE 8.74 0.262523 0.580449 7.621903
000078.XSHE 6.04 0.150848 0.118599 2.521901
000089.XSHE 8.65 0.186785 -0.190368 3.285410
000090.XSHE 9.59 0.340163 0.517484 8.009748
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.50 0.197127 0.254973 3.471800
000400.XSHE 17.36 0.206461 0.053746 5.580054
000401.XSHE 17.62 0.298374 0.703587 6.491745
000417.XSHE 8.61 0.191362 0.323461 3.777798
000418.XSHE 40.79 0.209889 -1.305000 7.709221
000426.XSHE 10.93 0.412261 1.377147 7.314595
000488.XSHE 10.67 0.247370 0.349502 6.173536
000501.XSHE 17.69 0.232820 0.442342 3.650618
000513.XSHE 36.50 0.161801 -0.245491 3.918164
000517.XSHE 4.33 0.229485 -0.261077 2.800910
000519.XSHE 11.37 0.170258 0.156721 4.489533
000528.XSHE 6.79 0.179953 0.452622 4.125046
000536.XSHE 5.49 0.197568 0.120099 3.170397
... ... ... ... ...
601886.XSHG 9.88 0.193723 0.873730 5.163888
601928.XSHG 9.36 0.149601 0.373304 4.578676
601929.XSHG 3.49 0.271920 0.264628 3.470109
603000.XSHG 14.57 0.228683 -0.045607 4.667181
603001.XSHG 17.56 0.089985 -0.069685 3.267570
603005.XSHG 29.51 0.231057 0.968963 7.257781
603019.XSHG 21.98 0.404001 0.668568 4.595037
603025.XSHG 13.93 0.358113 0.185163 6.690830
603077.XSHG 2.24 0.359540 0.063104 2.683078
603169.XSHG 11.25 0.154399 0.246662 3.595806
603188.XSHG 19.32 0.315144 0.381490 4.651556
603198.XSHG 17.82 0.136638 -0.285697 4.181967
603328.XSHG 13.42 0.280038 0.522308 5.173472
603355.XSHG 42.74 0.243828 0.281028 5.539339
603369.XSHG 15.74 0.276123 0.947006 5.716771
603377.XSHG 22.35 0.354850 0.952288 7.404525
603515.XSHG 31.63 0.370016 0.469162 5.858337
603528.XSHG 12.52 0.417442 1.118787 6.346466
603567.XSHG 16.08 0.142202 -0.217198 4.077850
603568.XSHG 15.78 0.216140 0.732992 4.679101
603569.XSHG 21.26 0.222799 0.542734 5.159598
603589.XSHG 43.20 0.358554 -0.141464 4.038746
603658.XSHG 44.45 0.284027 1.464277 8.155971
603698.XSHG 18.46 0.231582 0.424047 4.573491
603766.XSHG 7.13 0.209610 0.155579 3.993685
603799.XSHG 45.96 0.597565 0.723566 5.126902
603806.XSHG 23.43 0.166690 0.253079 4.986918
603866.XSHG 25.31 0.198610 0.401847 5.293994
603868.XSHG 57.90 0.262421 0.212009 3.934722
603883.XSHG 49.73 0.320331 0.552309 4.775869
[491 rows x 4 columns], datetime.date(2017, 9, 11): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.672640 1.628326 5.820270
000012.XSHE 7.37 0.185763 1.217029 6.451632
000021.XSHE 9.20 0.241210 0.090199 3.225977
000025.XSHE 32.33 0.246140 0.934449 7.398278
000027.XSHE 6.45 0.161204 0.448625 4.564800
000028.XSHE 66.73 0.192561 0.031193 7.065854
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.53 0.206618 -0.356944 4.567996
000049.XSHE 56.73 0.314394 0.270009 5.778939
000050.XSHE 23.17 0.334962 0.162763 3.820791
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 18.49 0.285699 0.579128 4.827979
000066.XSHE 8.53 0.187769 0.518548 5.121437
000078.XSHE 6.02 0.152894 0.052928 3.531028
000089.XSHE 8.79 0.145577 -0.041823 3.180909
000090.XSHE 9.96 0.359941 1.203375 7.742126
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.57 0.310947 0.585174 5.039569
000400.XSHE 17.78 0.233069 0.323189 6.288305
000401.XSHE 16.39 0.250714 0.040629 3.672055
000417.XSHE 8.47 0.209338 -0.038038 4.641275
000418.XSHE 40.07 0.192337 -0.405204 3.968813
000426.XSHE 11.67 0.461769 0.965561 5.711681
000488.XSHE 11.21 0.308692 0.417612 3.288273
000501.XSHE 17.12 0.193630 -0.153687 4.157793
000513.XSHE 35.80 0.161333 0.432190 5.739643
000517.XSHE 4.36 0.222569 0.116244 3.048447
000519.XSHE 11.32 0.167020 0.747750 6.527912
000528.XSHE 6.85 0.210319 0.684136 4.720459
000536.XSHE 5.53 0.214266 0.501301 4.519859
... ... ... ... ...
601886.XSHG 10.30 0.336046 1.231414 6.737737
601928.XSHG 9.50 0.165972 0.270941 3.486776
601929.XSHG 3.52 0.254290 -0.043310 3.341478
603000.XSHG 14.54 0.252637 0.453391 5.704505
603001.XSHG 17.59 0.093733 0.554669 5.716505
603005.XSHG 29.93 0.291658 0.296991 3.381896
603019.XSHG 22.95 0.532835 0.147551 7.483225
603025.XSHG 14.10 0.244432 0.563353 4.589251
603077.XSHG 2.31 0.352002 0.722466 5.071212
603169.XSHG 11.22 0.148549 0.196328 5.034655
603188.XSHG 18.95 0.337964 -0.388356 5.612445
603198.XSHG 17.83 0.149788 0.708993 5.996176
603328.XSHG 13.05 0.334715 -0.091908 5.382653
603355.XSHG 42.72 0.150643 0.236996 6.228176
603369.XSHG 14.85 0.291644 0.564870 5.351022
603377.XSHG 22.23 0.222321 0.013044 4.389076
603515.XSHG 31.47 0.249523 -0.656655 7.572646
603528.XSHG 13.76 0.578447 1.034846 5.730083
603567.XSHG 16.25 0.199644 0.917449 6.475588
603568.XSHG 15.79 0.193623 0.578739 5.078450
603569.XSHG 22.09 0.285220 1.290264 8.067834
603589.XSHG 42.83 0.286490 0.340483 5.398556
603658.XSHG 46.03 0.369863 0.431601 8.110071
603698.XSHG 18.54 0.196489 0.316216 4.094352
603766.XSHG 7.34 0.209398 0.930383 6.164195
603799.XSHG 51.16 0.627210 0.591420 3.147443
603806.XSHG 25.43 0.300815 1.066861 6.630622
603866.XSHG 26.40 0.195524 0.293252 5.213788
603868.XSHG 55.44 0.250880 -0.404093 4.106424
603883.XSHG 49.60 0.221072 0.611648 5.352781
[491 rows x 4 columns], datetime.date(2017, 9, 18): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000012.XSHE 7.62 0.233304 0.722846 4.449070
000021.XSHE 9.04 0.183053 -0.025986 3.488138
000025.XSHE 31.33 0.248109 0.276882 8.384364
000027.XSHE 6.41 0.118282 0.140700 3.125337
000028.XSHE 67.29 0.179195 0.195945 5.101718
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.42 0.214252 0.232628 5.557882
000049.XSHE 53.43 0.375936 -0.105242 4.007763
000050.XSHE 22.39 0.346923 0.108225 3.275294
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 18.09 0.176045 -0.276935 4.269431
000066.XSHE 8.68 0.246238 1.162214 5.301850
000078.XSHE 6.00 0.148405 0.137269 3.062835
000089.XSHE 8.53 0.155112 0.022817 3.976906
000090.XSHE 9.61 0.264162 0.001439 4.113896
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.82 0.361830 1.911125 12.264724
000400.XSHE 17.76 0.246201 0.531277 4.252185
000401.XSHE 16.93 0.333076 0.908084 4.538335
000417.XSHE 8.65 0.392903 1.322944 11.799667
000418.XSHE 41.43 0.207988 -0.041065 6.602724
000426.XSHE 11.56 0.501686 0.156171 4.826773
000488.XSHE 11.60 0.435570 0.194243 4.763975
000501.XSHE 17.46 0.180445 0.427104 5.271243
000513.XSHE 36.71 0.159657 0.295833 4.728365
000517.XSHE 4.40 0.216914 0.532534 5.032653
000519.XSHE 11.39 0.164057 0.438205 5.931081
000528.XSHE 6.71 0.191285 -0.142315 3.086777
000536.XSHE 5.54 0.208869 -0.285222 4.914309
... ... ... ... ...
601886.XSHG 10.37 0.296437 0.598028 4.422891
601928.XSHG 9.34 0.141122 -0.059674 2.847642
601929.XSHG 3.47 0.215120 -0.129482 3.042655
603000.XSHG 14.21 0.170710 -0.246282 3.461098
603001.XSHG 17.43 0.104609 0.060017 3.477217
603005.XSHG 30.68 0.250860 0.696003 4.411002
603019.XSHG 25.10 0.538619 0.363753 3.506080
603025.XSHG 13.74 0.337860 -0.486847 5.154036
603077.XSHG 2.36 0.407019 0.887289 5.583970
603169.XSHG 10.89 0.174618 -0.403288 5.740649
603188.XSHG 18.78 0.261915 0.247971 4.373703
603198.XSHG 18.72 0.241107 0.913772 6.791113
603328.XSHG 13.14 0.303224 0.622352 6.913251
603355.XSHG 42.43 0.161560 0.083996 6.180665
603369.XSHG 15.69 0.352084 1.351372 6.024916
603377.XSHG 23.18 0.212169 0.763358 5.412567
603515.XSHG 31.92 0.370066 0.482019 6.835721
603528.XSHG 13.00 0.305821 -0.373547 3.976761
603567.XSHG 16.47 0.178425 0.334159 3.922202
603568.XSHG 16.27 0.249371 0.619908 5.390308
603569.XSHG 21.74 0.192681 0.604133 4.995303
603589.XSHG 45.98 0.408151 0.707290 5.882057
603658.XSHG 45.06 0.260289 -0.455151 5.358331
603698.XSHG 19.00 0.248659 0.397013 4.626466
603766.XSHG 7.80 0.329499 0.577944 6.909939
603799.XSHG 48.77 0.694402 0.183076 4.648171
603806.XSHG 26.01 0.398785 0.372995 4.179533
603866.XSHG 25.68 0.269175 -0.447871 5.002113
603868.XSHG 57.43 0.256762 0.462986 4.005853
603883.XSHG 49.18 0.206421 -0.033557 4.259671
[491 rows x 4 columns], datetime.date(2017, 9, 25): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000012.XSHE 7.20 0.157774 -0.145470 3.333963
000021.XSHE 9.18 0.415843 1.204829 8.350920
000025.XSHE 30.63 0.262441 1.562863 11.576859
000027.XSHE 6.26 0.138787 0.325984 4.134910
000028.XSHE 67.13 0.152918 0.212792 3.634683
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 17.17 0.179552 -0.693632 4.225111
000049.XSHE 50.83 0.227709 0.242878 6.597775
000050.XSHE 21.19 0.253650 -0.841491 4.919628
000061.XSHE 8.98 0.204219 2.481612 9.521085
000062.XSHE 17.84 0.296111 0.554416 7.275025
000066.XSHE 8.61 0.279588 0.235115 4.444331
000078.XSHE 6.82 0.470908 1.241016 6.567814
000089.XSHE 8.42 0.119582 -0.083567 3.917857
000090.XSHE 8.81 0.268341 0.378337 4.899394
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.30 0.247719 0.283457 6.078933
000400.XSHE 16.27 0.216050 -0.444987 4.056564
000401.XSHE 16.02 0.271168 -0.178139 5.239958
000417.XSHE 8.94 0.323337 0.260504 4.272307
000418.XSHE 41.88 0.237415 0.210310 6.941805
000426.XSHE 11.01 0.353512 -0.426391 4.254892
000488.XSHE 11.37 0.379191 0.073586 5.568738
000501.XSHE 17.20 0.193524 0.113934 4.920382
000513.XSHE 37.28 0.165430 0.577127 5.840846
000517.XSHE 4.22 0.265247 -0.010096 4.255087
000519.XSHE 11.04 0.142149 0.012040 4.229506
000528.XSHE 6.44 0.200731 0.256056 4.861945
000536.XSHE 5.65 0.306426 0.500900 4.881291
... ... ... ... ...
601886.XSHG 9.60 0.286382 0.193819 5.861392
601928.XSHG 9.03 0.156635 -0.034478 3.702874
601929.XSHG 3.35 0.215355 0.050122 2.608503
603000.XSHG 13.98 0.225401 0.590218 4.488122
603001.XSHG 17.00 0.111800 -0.253931 4.131792
603005.XSHG 31.78 0.510564 0.526694 4.706058
603019.XSHG 23.08 0.430428 -0.414417 5.189224
603025.XSHG 13.31 0.314214 0.278852 6.378161
603077.XSHG 2.26 0.339048 -0.042290 2.314879
603169.XSHG 10.34 0.208688 0.548532 9.764660
603188.XSHG 18.11 0.231159 -0.490838 3.679177
603198.XSHG 18.15 0.163770 0.548687 5.909460
603328.XSHG 13.54 0.390241 0.527801 5.420208
603355.XSHG 44.81 0.385891 0.333903 6.335016
603369.XSHG 15.96 0.335987 0.072152 3.707596
603377.XSHG 22.27 0.231709 -0.130312 5.040714
603515.XSHG 30.89 0.367284 0.118777 5.578369
603528.XSHG 12.65 0.356695 -0.027397 4.000526
603567.XSHG 15.87 0.147884 -0.339346 6.030349
603568.XSHG 15.89 0.195578 -0.059441 3.413882
603569.XSHG 21.92 0.385956 1.400401 9.787600
603589.XSHG 45.52 0.327443 0.320026 5.285804
603658.XSHG 44.31 0.200112 -0.052140 4.226704
603698.XSHG 18.14 0.171081 -0.502738 4.444805
603766.XSHG 7.64 0.269329 0.471334 6.042961
603799.XSHG 44.83 0.532063 -0.106043 3.492455
603806.XSHG 25.18 0.274369 -0.313430 5.175203
603866.XSHG 26.38 0.232967 0.079969 3.140826
603868.XSHG 56.94 0.284298 -0.067628 4.337537
603883.XSHG 47.81 0.269084 0.316167 4.711557
[491 rows x 4 columns], datetime.date(2017, 10, 9): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000012.XSHE 7.25 0.126785 -0.046828 4.015949
000021.XSHE 9.63 0.262251 0.251545 3.669254
000025.XSHE 30.10 0.262344 0.625581 10.462067
000027.XSHE 6.33 0.147052 0.001334 3.437878
000028.XSHE 67.65 0.165777 0.036255 8.059273
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.02 0.203455 0.606831 5.176738
000049.XSHE 50.66 0.164975 0.158332 4.371205
000050.XSHE 23.38 0.308807 1.127942 4.254335
000061.XSHE 8.77 0.261841 0.022460 4.900727
000062.XSHE 17.95 0.257598 1.328524 8.688573
000066.XSHE 8.72 0.243071 0.751453 7.015527
000078.XSHE 6.49 0.340291 0.248130 4.350509
000089.XSHE 8.54 0.138150 0.160918 4.055059
000090.XSHE 8.90 0.185055 0.498345 4.922802
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.70 0.193719 0.111305 6.683129
000400.XSHE 16.53 0.135372 -0.089712 3.969801
000401.XSHE 15.95 0.210620 -0.027707 4.292348
000417.XSHE 9.16 0.326529 0.137911 4.399161
000418.XSHE 43.19 0.210208 0.702823 4.888331
000426.XSHE 11.37 0.301591 0.251285 4.105262
000488.XSHE 12.38 0.350874 0.591085 5.076385
000501.XSHE 17.80 0.212918 0.390631 5.762080
000513.XSHE 40.18 0.218391 0.517563 4.144071
000517.XSHE 4.24 0.196865 0.078318 3.358933
000519.XSHE 11.10 0.190407 0.166957 5.374255
000528.XSHE 6.72 0.167953 0.281409 3.140326
000536.XSHE 5.63 0.242298 0.230269 4.223473
... ... ... ... ...
601886.XSHG 9.84 0.187051 0.509896 5.024314
601928.XSHG 9.10 0.124662 -0.102049 3.218766
601929.XSHG 3.38 0.228344 0.099652 2.613526
603000.XSHG 14.25 0.179191 0.030478 4.353021
603001.XSHG 17.21 0.101796 0.533541 4.159859
603005.XSHG 32.53 0.397118 1.151785 6.431283
603019.XSHG 26.45 0.500970 0.814628 6.515866
603025.XSHG 14.34 0.311266 0.892134 8.080067
603077.XSHG 2.29 0.318784 0.107991 2.407117
603169.XSHG 10.66 0.164575 0.194414 5.016452
603188.XSHG 18.59 0.183990 0.372197 3.707759
603198.XSHG 18.08 0.171177 -0.339419 4.383468
603328.XSHG 14.90 0.431108 0.026336 4.517520
603355.XSHG 47.75 0.437457 0.545836 4.614877
603369.XSHG 15.68 0.311061 0.044363 4.227306
603377.XSHG 22.56 0.290175 0.987694 7.423618
603515.XSHG 31.49 0.284019 -0.268568 5.076019
603528.XSHG 12.74 0.309380 0.401275 5.235578
603567.XSHG 15.98 0.133575 -0.073987 6.892000
603568.XSHG 15.84 0.209461 -0.054408 5.017044
603569.XSHG 21.97 0.229447 1.218986 8.184534
603589.XSHG 47.53 0.380257 1.199725 5.489491
603658.XSHG 45.92 0.195368 -0.403159 5.886115
603698.XSHG 18.51 0.178764 0.377591 4.015093
603766.XSHG 7.69 0.215097 0.850079 5.396190
603799.XSHG 48.42 0.504200 -0.125737 5.634460
603806.XSHG 26.15 0.282403 0.485430 4.319940
603866.XSHG 27.24 0.289887 0.322676 6.690042
603868.XSHG 63.50 0.447177 1.062278 8.338271
603883.XSHG 48.15 0.206857 0.215775 4.539456
[491 rows x 4 columns], datetime.date(2017, 10, 16): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000012.XSHE 7.16 0.119088 0.039872 3.348720
000021.XSHE 9.24 0.222625 0.047928 4.744317
000025.XSHE 30.59 0.629430 0.719280 9.777123
000027.XSHE 6.35 0.161046 0.200230 4.553944
000028.XSHE 67.99 0.201812 -0.401245 8.228292
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.01 0.200362 0.050348 3.624610
000049.XSHE 50.72 0.186932 1.022850 6.639421
000050.XSHE 24.02 0.392557 0.295067 5.071125
000061.XSHE 8.74 0.133451 -0.094287 3.992516
000062.XSHE 17.09 0.181094 -0.444434 6.822641
000066.XSHE 8.49 0.202664 0.600838 6.711092
000078.XSHE 6.44 0.406913 0.307001 4.438377
000089.XSHE 8.45 0.135419 0.083674 3.517542
000090.XSHE 8.85 0.196245 0.033755 3.844683
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.69 0.209621 0.700164 4.417349
000400.XSHE 16.24 0.129068 0.348819 4.393731
000401.XSHE 15.81 0.217134 0.603153 4.901425
000417.XSHE 8.99 0.232863 0.152791 3.230642
000418.XSHE 45.00 0.285363 0.141983 5.300862
000426.XSHE 10.83 0.332096 -0.145961 4.215048
000488.XSHE 11.86 0.300555 0.184312 3.937137
000501.XSHE 18.56 0.283282 0.678694 3.644773
000513.XSHE 43.66 0.482579 1.534101 9.194226
000517.XSHE 4.25 0.317901 0.892682 10.141451
000519.XSHE 11.24 0.172733 0.559495 4.200424
000528.XSHE 6.72 0.171815 0.385605 4.612991
000536.XSHE 5.44 0.218128 -0.101908 5.185291
... ... ... ... ...
601928.XSHG 9.02 0.151734 1.103090 7.675699
601929.XSHG 3.37 0.248691 0.331229 3.724435
603000.XSHG 14.73 0.560654 2.159413 12.503371
603001.XSHG 17.12 0.097173 0.071410 3.984645
603005.XSHG 30.17 0.272200 -0.102326 3.426669
603019.XSHG 28.42 0.566211 0.205894 4.116279
603025.XSHG 14.09 0.240517 -0.204602 4.559829
603077.XSHG 2.28 0.328640 -0.001780 2.657658
603169.XSHG 10.77 0.135114 -0.365092 3.381460
603188.XSHG 18.69 0.181031 0.407915 5.541405
603198.XSHG 18.30 0.292375 0.814112 5.871796
603328.XSHG 14.11 0.428427 0.954820 5.917801
603355.XSHG 46.60 0.307646 0.537255 5.432037
603369.XSHG 16.29 0.446126 0.497754 3.731854
603377.XSHG 22.31 0.214529 0.735863 7.180411
603515.XSHG 32.86 0.375172 0.624545 4.253766
603528.XSHG 11.95 0.297824 -0.121371 6.912661
603567.XSHG 15.90 0.167300 0.519209 4.044603
603568.XSHG 17.02 0.482893 1.036458 10.257364
603569.XSHG 21.90 0.293627 0.358809 4.976060
603589.XSHG 48.40 0.406332 0.316396 6.370429
603658.XSHG 49.24 0.473104 1.157601 6.516280
603698.XSHG 18.67 0.206949 1.266465 8.337946
603766.XSHG 7.29 0.220103 -0.304589 3.582226
603799.XSHG 45.75 0.459616 -0.274029 3.435675
603806.XSHG 25.90 0.260434 0.054274 4.700524
603816.XSHG 36.57 0.306264 0.249454 7.527831
603866.XSHG 28.52 0.293964 0.124484 4.634417
603868.XSHG 64.17 0.368429 -0.001551 4.369605
603883.XSHG 49.32 0.226680 0.668035 4.765298
[493 rows x 4 columns], datetime.date(2017, 10, 23): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000012.XSHE 7.13 0.194688 -0.102092 5.940751
000021.XSHE 9.16 0.209507 0.028837 3.914854
000025.XSHE 30.60 0.474665 1.828795 12.056595
000027.XSHE 6.30 0.161461 0.642896 4.547095
000028.XSHE 70.20 0.157139 0.670599 8.247062
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.49 0.212179 0.524398 6.520994
000049.XSHE 49.21 0.193146 -0.234709 3.820681
000050.XSHE 24.91 0.347742 0.478031 4.672146
000061.XSHE 8.95 0.285095 1.077923 9.182489
000062.XSHE 17.13 0.181719 0.394402 7.347254
000066.XSHE 8.12 0.176736 -0.018731 3.758688
000078.XSHE 6.51 0.254645 0.096079 4.832597
000089.XSHE 8.48 0.155633 0.328854 3.419465
000090.XSHE 8.97 0.247779 0.708119 5.945155
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 10.31 0.248945 -0.426823 5.016074
000400.XSHE 15.95 0.140679 0.023396 3.682553
000401.XSHE 15.44 0.284426 0.464472 4.621979
000417.XSHE 8.71 0.254312 0.384885 4.156485
000418.XSHE 45.68 0.322873 -0.709123 5.597757
000426.XSHE 10.43 0.313135 0.546741 4.728228
000488.XSHE 11.39 0.276554 -0.874959 5.962966
000501.XSHE 18.42 0.236655 0.023105 3.759721
000513.XSHE 47.98 0.467240 0.236263 5.228593
000517.XSHE 4.15 0.202344 -0.035619 2.910872
000519.XSHE 10.76 0.222787 0.077162 7.649844
000528.XSHE 6.56 0.193954 0.080687 4.608338
000536.XSHE 5.40 0.196019 0.278322 4.730272
... ... ... ... ...
601928.XSHG 9.03 0.125932 0.006357 3.939260
601929.XSHG 3.33 0.246894 -0.030450 3.127990
603000.XSHG 13.69 0.251585 -0.766811 5.885845
603001.XSHG 17.27 0.145519 0.565390 4.039686
603005.XSHG 30.38 0.242619 0.044841 3.760628
603019.XSHG 28.50 0.458234 0.144760 4.974600
603025.XSHG 14.31 0.340163 0.229108 4.163595
603077.XSHG 2.26 0.340310 0.045452 2.575120
603169.XSHG 11.06 0.176167 -1.426954 8.342868
603188.XSHG 18.34 0.186974 -0.105668 3.138546
603198.XSHG 18.67 0.224206 1.180233 7.292611
603328.XSHG 13.91 0.368591 -0.199237 5.033418
603355.XSHG 48.35 0.346282 0.654029 4.321987
603369.XSHG 16.30 0.322014 -0.459387 5.483887
603377.XSHG 23.08 0.292808 0.829634 4.415034
603515.XSHG 34.98 0.344026 0.279919 3.677521
603528.XSHG 11.40 0.325123 0.251121 4.161594
603567.XSHG 16.59 0.241554 0.348137 4.617586
603568.XSHG 16.78 0.388309 1.240552 6.303248
603569.XSHG 24.33 0.530276 1.203925 6.685134
603589.XSHG 48.46 0.300828 -0.084214 3.899571
603658.XSHG 49.71 0.312190 1.119864 6.052778
603698.XSHG 18.40 0.191882 0.026261 5.392337
603766.XSHG 7.13 0.254350 -0.416100 5.288885
603799.XSHG 47.07 0.376811 0.116639 3.559783
603806.XSHG 26.21 0.225860 0.738722 6.166108
603816.XSHG 37.51 0.244692 0.371752 4.671747
603866.XSHG 28.83 0.287994 0.625155 4.347381
603868.XSHG 68.83 0.365021 0.315696 4.349547
603883.XSHG 51.42 0.237743 0.971194 5.333531
[493 rows x 4 columns], datetime.date(2017, 10, 30): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000012.XSHE 6.95 0.175838 -0.135638 4.342568
000021.XSHE 8.84 0.201880 0.027713 3.357517
000025.XSHE 30.64 0.360667 1.082046 7.059873
000027.XSHE 6.20 0.143776 -0.055457 2.926863
000028.XSHE 67.86 0.142783 -0.455705 6.619245
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.11 0.227885 0.336973 3.763511
000049.XSHE 49.44 0.240138 -0.305525 7.165081
000050.XSHE 24.75 0.435275 -0.042397 4.454224
000061.XSHE 8.25 0.242766 -0.313344 6.227023
000062.XSHE 16.27 0.213534 -0.723213 5.308174
000066.XSHE 7.88 0.213240 0.007044 5.079892
000078.XSHE 6.15 0.226149 -0.636615 4.898335
000089.XSHE 8.58 0.178080 0.599471 4.653340
000090.XSHE 8.93 0.198637 0.098049 3.569933
000099.XSHE 11.21 0.227128 0.887737 3.849218
000158.XSHE 9.71 0.266812 -0.840849 7.392606
000400.XSHE 15.23 0.207920 -0.251659 4.353967
000401.XSHE 14.56 0.262721 -0.075133 5.623008
000417.XSHE 8.53 0.241621 -0.068422 5.399152
000418.XSHE 53.09 0.469285 0.636935 4.798051
000426.XSHE 10.52 0.299839 0.279169 3.604888
000488.XSHE 11.51 0.280956 0.008855 3.900422
000501.XSHE 17.79 0.319385 -0.216367 3.826956
000513.XSHE 46.18 0.368757 0.092042 5.076700
000517.XSHE 4.05 0.224533 0.039938 3.266976
000519.XSHE 9.90 0.283282 -0.568168 6.577060
000528.XSHE 6.66 0.214526 0.316409 3.808481
000536.XSHE 5.27 0.221370 0.235728 4.502554
... ... ... ... ...
601929.XSHG 3.25 0.247576 -0.034141 2.837144
603000.XSHG 13.05 0.200491 0.133124 3.919249
603001.XSHG 16.82 0.156624 -0.502351 3.440128
603005.XSHG 28.45 0.258379 -0.337475 3.727475
603019.XSHG 27.91 0.408237 0.265538 4.093373
603025.XSHG 15.41 0.473992 -0.145470 4.991798
603077.XSHG 2.22 0.318754 -0.275053 2.892400
603169.XSHG 10.46 0.451520 1.037602 10.329618
603188.XSHG 17.98 0.225141 -0.161804 5.778814
603198.XSHG 17.56 0.234972 -0.694517 5.107288
603328.XSHG 14.65 0.440144 -0.155715 4.521602
603355.XSHG 44.28 0.399962 -0.580456 5.946772
603369.XSHG 15.00 0.317030 -0.500985 4.999074
603377.XSHG 24.05 0.292598 0.267290 4.978025
603515.XSHG 36.08 0.403790 0.527604 5.101289
603528.XSHG 10.72 0.285804 -0.588828 4.158003
603567.XSHG 15.88 0.251410 -0.039702 5.555157
603568.XSHG 15.87 0.316421 0.556161 7.682398
603569.XSHG 21.90 0.344241 -0.825415 5.624723
603589.XSHG 47.17 0.358449 -0.285146 4.690961
603658.XSHG 49.37 0.294036 0.808833 7.567117
603698.XSHG 17.57 0.251074 0.232506 6.143310
603766.XSHG 6.93 0.248456 0.397338 4.357943
603799.XSHG 47.74 0.506775 0.704992 5.596955
603806.XSHG 28.44 0.416090 0.821940 5.484241
603816.XSHG 37.30 0.297393 0.358421 4.631480
603866.XSHG 29.69 0.406865 0.662043 5.570627
603868.XSHG 68.73 0.353192 -0.122265 4.512002
603883.XSHG 54.70 0.293218 0.807321 4.616854
603888.XSHG 28.11 0.242917 -0.867903 5.586487
[494 rows x 4 columns], datetime.date(2017, 11, 6): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000012.XSHE 7.25 0.283157 1.436546 9.295215
000021.XSHE 9.48 0.300679 1.011121 5.276036
000025.XSHE 29.80 0.187229 -0.301231 4.876354
000027.XSHE 6.19 0.147064 0.106873 3.245318
000028.XSHE 65.22 0.235287 -0.404344 7.190686
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 19.66 0.322051 0.384066 3.696997
000049.XSHE 54.08 0.275920 0.420587 4.743903
000050.XSHE 23.64 0.340793 -0.226407 3.731289
000061.XSHE 8.05 0.171344 -0.352375 3.768429
000062.XSHE 16.57 0.200487 0.339722 4.153238
000066.XSHE 7.60 0.228148 0.100751 4.611161
000078.XSHE 6.06 0.233079 0.072238 4.396680
000089.XSHE 8.74 0.188394 0.472109 3.609802
000090.XSHE 8.72 0.243557 0.350167 4.451886
000099.XSHE 10.23 0.398789 0.175820 4.015109
000158.XSHE 9.56 0.338283 0.581010 6.965235
000400.XSHE 14.76 0.193069 0.124604 5.621387
000401.XSHE 13.96 0.229910 0.220870 4.710162
000417.XSHE 8.48 0.245333 0.319901 4.340165
000418.XSHE 55.11 0.505970 0.891763 3.793351
000426.XSHE 10.72 0.439855 0.678406 5.313565
000488.XSHE 10.72 0.368922 -0.366733 3.836887
000501.XSHE 17.04 0.256635 -0.370844 2.738802
000513.XSHE 54.74 0.515190 0.439055 4.324981
000517.XSHE 4.09 0.292364 -0.306006 4.570735
000519.XSHE 9.15 0.261912 -0.739470 5.204750
000528.XSHE 6.00 0.254820 -0.512911 3.246113
000536.XSHE 5.34 0.228081 0.077493 3.201292
... ... ... ... ...
601929.XSHG 3.26 0.242493 0.031843 2.843396
603000.XSHG 12.98 0.184746 -0.261635 3.531452
603001.XSHG 16.34 0.173104 -0.508246 5.630052
603005.XSHG 29.56 0.346926 0.738093 5.319124
603019.XSHG 31.49 0.624584 0.564556 6.135689
603025.XSHG 15.69 0.422759 0.236213 4.349260
603077.XSHG 2.21 0.328934 0.066060 2.372115
603169.XSHG 9.97 0.264633 -0.979220 5.877335
603188.XSHG 17.53 0.204021 -0.172816 3.376878
603198.XSHG 17.36 0.188416 0.635334 4.425057
603328.XSHG 14.50 0.426895 0.256631 3.335896
603355.XSHG 45.36 0.373810 0.910577 6.111418
603369.XSHG 15.78 0.253702 0.634371 5.345356
603377.XSHG 24.97 0.295345 0.527442 4.287705
603515.XSHG 36.00 0.297488 0.557294 5.195522
603528.XSHG 10.37 0.417801 0.056759 5.982692
603567.XSHG 15.65 0.222479 -0.441973 4.304768
603568.XSHG 16.15 0.221953 0.006114 3.892103
603569.XSHG 21.33 0.273846 -0.548813 5.336122
603589.XSHG 52.31 0.351410 0.089602 5.526604
603658.XSHG 53.81 0.336463 0.749804 5.750180
603698.XSHG 17.46 0.183912 0.397891 4.888813
603766.XSHG 6.81 0.250200 -0.056109 4.174706
603799.XSHG 50.51 0.576034 0.399517 3.757959
603806.XSHG 27.91 0.342897 0.162891 3.899248
603816.XSHG 36.26 0.240210 -0.288446 3.533870
603866.XSHG 29.55 0.362498 0.034385 4.792191
603868.XSHG 71.46 0.460765 0.084340 5.984790
603883.XSHG 58.28 0.455690 1.101982 8.731003
603888.XSHG 27.52 0.199154 -0.001188 5.768998
[494 rows x 4 columns], datetime.date(2017, 11, 13): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000012.XSHE 7.81 0.334947 0.570825 3.802806
000021.XSHE 10.43 0.377007 0.775435 4.616241
000025.XSHE 29.99 0.225106 1.893557 9.461558
000027.XSHE 6.23 0.138725 0.142039 2.964197
000028.XSHE 64.86 0.264903 0.384304 4.552146
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 20.36 0.263365 0.364268 3.946679
000049.XSHE 54.49 0.257507 0.766131 4.732723
000050.XSHE 25.07 0.331094 0.589698 3.486551
000061.XSHE 8.16 0.159676 0.456801 3.538223
000062.XSHE 17.01 0.186109 0.929669 6.012283
000066.XSHE 7.80 0.199611 0.529584 6.551415
000078.XSHE 6.14 0.246161 0.404705 6.484935
000089.XSHE 9.04 0.208521 0.274697 3.645774
000090.XSHE 8.77 0.227738 0.518736 5.155265
000099.XSHE 10.30 0.211933 0.284351 4.084721
000158.XSHE 9.33 0.257895 1.370965 7.138419
000400.XSHE 15.55 0.217105 0.756508 4.402132
000401.XSHE 14.25 0.208821 0.529060 4.370412
000417.XSHE 8.41 0.156285 -0.009141 3.972208
000418.XSHE 54.16 0.349448 0.710062 5.952591
000426.XSHE 9.87 0.338858 -0.081118 3.785433
000488.XSHE 10.88 0.309032 0.479122 4.851714
000501.XSHE 16.95 0.213871 0.718339 7.131984
000513.XSHE 54.96 0.557460 0.577634 3.899529
000517.XSHE 4.11 0.357961 0.100563 6.810120
000519.XSHE 9.14 0.177273 0.226319 5.829283
000528.XSHE 6.00 0.198622 0.647178 4.441770
000536.XSHE 5.32 0.198835 0.082790 3.329783
... ... ... ... ...
603000.XSHG 13.18 0.165801 0.649396 3.641667
603001.XSHG 15.89 0.128614 -0.648860 4.623627
603005.XSHG 31.64 0.365156 0.436133 4.223658
603019.XSHG 39.33 0.653093 0.953020 5.285664
603025.XSHG 16.55 0.341446 0.425696 4.602146
603077.XSHG 2.20 0.309830 0.020980 2.515611
603169.XSHG 10.06 0.338006 0.845266 9.755089
603188.XSHG 17.34 0.217123 0.071049 3.379082
603198.XSHG 17.34 0.190574 0.305824 8.715899
603328.XSHG 15.39 0.465536 0.928197 5.704635
603355.XSHG 44.24 0.281352 0.363173 3.699482
603369.XSHG 15.59 0.281112 -0.165306 4.052207
603377.XSHG 25.93 0.265812 0.400770 5.129803
603515.XSHG 37.29 0.380909 0.830198 6.525275
603528.XSHG 10.73 0.359015 1.432484 10.172696
603556.XSHG 30.98 0.214231 1.368260 8.110314
603567.XSHG 15.44 0.160251 0.294754 3.186551
603568.XSHG 16.23 0.203266 0.114182 3.660992
603569.XSHG 20.92 0.228243 0.016369 6.877148
603589.XSHG 49.81 0.374905 -0.198736 3.797036
603658.XSHG 54.58 0.301587 -0.040775 3.496483
603698.XSHG 17.55 0.143867 0.172818 4.025059
603766.XSHG 7.09 0.272748 0.858865 5.518996
603799.XSHG 48.36 0.429742 -0.074347 4.232680
603806.XSHG 29.34 0.320832 0.946010 6.333173
603816.XSHG 40.47 0.399736 0.644107 4.389581
603866.XSHG 30.16 0.310594 0.577268 6.710251
603868.XSHG 74.74 0.348492 0.422137 3.939460
603883.XSHG 62.12 0.390296 0.444690 4.420481
603888.XSHG 27.74 0.194070 0.341920 4.092790
[496 rows x 4 columns], datetime.date(2017, 11, 20): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000012.XSHE 7.65 0.402406 0.177697 6.459198
000021.XSHE 9.80 0.365877 -0.156092 3.764536
000025.XSHE 27.51 0.458282 -1.257021 11.278337
000027.XSHE 5.98 0.167043 -0.452623 4.539681
000028.XSHE 61.79 0.318674 -0.445028 5.215216
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 19.65 0.354772 -0.680428 5.100004
000049.XSHE 50.88 0.320431 -0.278173 3.912701
000050.XSHE 23.93 0.460836 0.155822 4.760457
000061.XSHE 7.49 0.236087 -0.940828 5.184700
000062.XSHE 15.80 0.238698 -0.613589 4.198584
000066.XSHE 7.09 0.448940 0.289913 10.587902
000078.XSHE 6.00 0.317092 1.155914 10.600990
000089.XSHE 8.54 0.230607 -0.325425 3.375404
000090.XSHE 8.27 0.295696 -0.082684 3.876683
000099.XSHE 9.70 0.293955 -0.189622 5.433643
000158.XSHE 8.77 0.482770 0.091666 11.352236
000400.XSHE 14.76 0.259573 -0.265607 6.784246
000401.XSHE 13.46 0.479790 -0.131203 12.633397
000417.XSHE 8.01 0.205527 -0.687618 4.617411
000418.XSHE 54.26 0.407455 0.253649 5.308620
000426.XSHE 9.45 0.378601 -0.138046 3.323990
000488.XSHE 10.51 0.286998 0.019797 3.902552
000501.XSHE 16.43 0.275115 -0.811281 7.887378
000513.XSHE 52.06 0.445810 0.033939 4.122331
000517.XSHE 3.91 0.245711 -0.101506 4.385870
000519.XSHE 8.26 0.335283 -0.531866 5.588758
000528.XSHE 5.82 0.238381 0.083377 4.440535
000536.XSHE 4.95 0.358282 -1.165572 6.266950
... ... ... ... ...
603000.XSHG 12.38 0.312258 0.410865 8.515679
603001.XSHG 15.01 0.189674 -0.105889 4.690730
603005.XSHG 30.50 0.455905 -0.132398 4.218077
603019.XSHG 37.42 0.710977 -0.010757 4.237605
603025.XSHG 15.38 0.588640 -0.400935 7.020682
603077.XSHG 2.15 0.374776 -0.066657 2.717358
603169.XSHG 8.94 0.441695 0.541239 9.479719
603188.XSHG 16.57 0.209844 -0.423530 3.387457
603198.XSHG 16.51 0.337830 -0.408575 7.161106
603328.XSHG 13.68 0.433282 -0.299353 4.032085
603355.XSHG 43.30 0.374553 -0.520799 6.031365
603369.XSHG 14.97 0.341590 -0.068824 4.636764
603377.XSHG 26.13 0.283423 0.040244 4.324009
603515.XSHG 34.25 0.427491 -0.159252 3.902537
603528.XSHG 9.98 0.469437 -0.439526 8.874372
603556.XSHG 29.51 0.245597 -0.440207 3.845362
603567.XSHG 14.75 0.266554 -0.806020 5.579517
603568.XSHG 14.99 0.376924 -0.481666 5.656661
603569.XSHG 18.37 0.438560 -1.439652 9.459775
603589.XSHG 45.88 0.400663 -0.201974 5.902992
603658.XSHG 51.50 0.346333 0.157933 7.243640
603698.XSHG 16.70 0.326212 -1.405811 9.195187
603766.XSHG 6.58 0.295912 -0.176228 4.694458
603799.XSHG 44.25 0.494728 -0.027505 4.702602
603806.XSHG 28.29 0.509477 -0.559674 9.381412
603816.XSHG 40.49 0.444137 -0.473292 5.540480
603866.XSHG 27.53 0.414566 -0.609878 5.447951
603868.XSHG 71.33 0.450585 -0.163889 4.429584
603883.XSHG 59.46 0.561750 -0.017175 5.700743
603888.XSHG 24.31 0.372258 -0.506639 6.373558
[496 rows x 4 columns], datetime.date(2017, 11, 27): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000012.XSHE 7.81 0.490020 0.754136 5.036763
000021.XSHE 8.97 0.361266 -0.133413 3.303831
000025.XSHE 27.53 0.473517 1.394609 11.982940
000027.XSHE 5.88 0.180654 -0.075508 2.603093
000028.XSHE 58.06 0.247297 -0.183492 5.395778
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.65 0.316866 -0.329490 3.685749
000049.XSHE 43.54 0.478071 -0.152595 5.872375
000050.XSHE 21.44 0.526917 -0.227275 5.407255
000061.XSHE 7.55 0.198234 0.768299 5.928402
000062.XSHE 15.55 0.236201 0.395782 4.067108
000066.XSHE 6.62 0.266705 -0.376346 4.094416
000078.XSHE 5.58 0.276181 -0.562453 4.010635
000089.XSHE 8.65 0.264482 0.135005 4.973221
000090.XSHE 8.08 0.258416 -0.300507 4.187080
000099.XSHE 9.40 0.237614 -0.348261 4.074048
000158.XSHE 8.39 0.348940 0.336107 6.137118
000400.XSHE 14.27 0.233984 -0.239917 4.402112
000401.XSHE 13.46 0.566841 -2.969435 19.025553
000417.XSHE 7.92 0.225969 0.053518 5.056002
000418.XSHE 52.39 0.484350 -0.107444 6.939401
000426.XSHE 9.37 0.368184 0.806980 5.432156
000488.XSHE 10.24 0.246726 0.114403 4.051655
000501.XSHE 16.06 0.261432 0.098675 4.755240
000513.XSHE 47.71 0.434432 0.467246 5.104052
000517.XSHE 3.89 0.306236 1.225722 9.336693
000519.XSHE 8.20 0.356627 0.499912 5.556092
000528.XSHE 5.74 0.203908 -0.026225 3.283166
000536.XSHE 4.69 0.274959 -0.633892 4.058536
... ... ... ... ...
603000.XSHG 12.08 0.210605 0.181835 3.703064
603001.XSHG 14.42 0.185370 -0.149574 5.615801
603005.XSHG 31.60 0.600601 0.707496 5.827925
603019.XSHG 30.70 0.785714 -0.596423 4.588701
603025.XSHG 14.48 0.454320 0.562202 7.808122
603077.XSHG 2.14 0.394047 0.239764 3.076393
603169.XSHG 8.81 0.421090 0.943705 7.732863
603188.XSHG 16.44 0.199702 0.087302 3.644856
603198.XSHG 15.95 0.257506 -0.313695 6.191935
603328.XSHG 12.68 0.445215 -0.083055 2.902273
603355.XSHG 40.81 0.363023 -0.319062 4.757224
603369.XSHG 13.69 0.323201 -0.255493 3.841083
603377.XSHG 26.46 0.279714 0.346433 4.359220
603515.XSHG 32.63 0.445029 -0.161597 6.534419
603528.XSHG 9.86 0.304810 0.418101 5.658690
603556.XSHG 27.72 0.268763 -0.814250 6.886142
603567.XSHG 14.74 0.272460 0.409807 4.123903
603568.XSHG 14.79 0.331337 0.274101 5.675646
603569.XSHG 17.49 0.339774 0.590171 5.200627
603589.XSHG 43.59 0.380340 -0.353387 4.103099
603658.XSHG 50.26 0.420115 0.037346 6.310488
603698.XSHG 15.94 0.301281 -0.092897 3.616118
603766.XSHG 6.35 0.240083 -0.435950 3.287578
603799.XSHG 42.77 0.598010 0.323505 4.159478
603806.XSHG 24.49 0.406741 0.072106 6.015281
603816.XSHG 37.82 0.390705 -0.133764 3.937352
603866.XSHG 26.62 0.409912 -0.171015 3.849554
603868.XSHG 66.56 0.411999 0.152077 5.806935
603883.XSHG 56.33 0.463634 -0.062550 5.509457
603888.XSHG 23.15 0.223418 -0.026924 5.411414
[496 rows x 4 columns], datetime.date(2017, 12, 4): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000012.XSHE 7.99 0.435442 0.457983 5.130855
000021.XSHE 9.11 0.293983 0.560013 4.218753
000025.XSHE 27.79 0.414218 1.562790 10.615751
000027.XSHE 5.90 0.167075 0.231311 3.451450
000028.XSHE 60.34 0.250605 1.103826 7.494212
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 19.42 0.274249 0.649839 3.435145
000049.XSHE 40.71 0.248786 -0.085992 3.517292
000050.XSHE 21.68 0.288150 -0.007984 2.862326
000061.XSHE 7.56 0.165223 0.401447 3.213741
000062.XSHE 16.71 0.490357 1.153203 7.276860
000066.XSHE 6.85 0.335532 0.531474 6.609251
000078.XSHE 6.08 0.274582 0.927141 4.440605
000089.XSHE 8.58 0.189458 0.377449 4.076006
000090.XSHE 8.21 0.344371 0.424548 5.148930
000099.XSHE 9.27 0.178385 0.419982 5.082000
000158.XSHE 8.15 0.238779 0.480789 4.959227
000400.XSHE 14.23 0.143947 -0.103892 3.256329
000401.XSHE 13.46 0.566841 -2.969435 19.025553
000417.XSHE 7.87 0.193713 0.594619 4.127225
000418.XSHE 55.62 0.489337 -0.382264 3.549694
000426.XSHE 10.80 0.603745 0.649369 7.594967
000488.XSHE 11.06 0.348210 0.262879 3.520835
000501.XSHE 15.76 0.224331 0.003803 3.313893
000513.XSHE 48.40 0.338207 0.300962 5.158667
000517.XSHE 3.84 0.244165 0.132952 3.847470
000519.XSHE 8.05 0.271264 0.851801 8.918375
000528.XSHE 5.97 0.235127 0.302915 3.506077
000536.XSHE 4.80 0.251009 0.431345 3.599175
... ... ... ... ...
603000.XSHG 12.18 0.200860 0.014405 5.249866
603001.XSHG 14.10 0.171591 -0.009352 4.244467
603005.XSHG 36.23 0.562235 0.920045 4.236938
603019.XSHG 32.45 0.555128 0.217172 3.753631
603025.XSHG 14.61 0.385647 0.268263 3.040048
603077.XSHG 2.07 0.331141 -0.057038 2.868051
603169.XSHG 8.50 0.204949 -0.623212 5.031850
603188.XSHG 16.73 0.203116 0.613993 4.253521
603198.XSHG 15.92 0.168158 0.222559 4.118971
603328.XSHG 12.75 0.314744 0.026858 4.056952
603355.XSHG 41.46 0.292773 -0.014016 5.149818
603369.XSHG 13.94 0.218567 0.516362 4.019980
603377.XSHG 26.62 0.200217 0.509705 5.872698
603515.XSHG 32.54 0.389316 0.141073 4.435989
603528.XSHG 9.60 0.222150 -0.138740 5.754361
603556.XSHG 27.49 0.202529 0.105829 3.762915
603567.XSHG 14.49 0.193659 0.011346 3.903597
603568.XSHG 14.55 0.210140 0.476165 6.040257
603569.XSHG 17.39 0.252778 -0.031463 4.308498
603589.XSHG 44.82 0.359058 0.238589 4.762829
603658.XSHG 50.21 0.365041 0.087320 4.905140
603698.XSHG 15.55 0.255362 0.409875 5.077958
603766.XSHG 6.21 0.282100 -0.101176 4.729342
603799.XSHG 47.51 0.478814 0.155556 3.214575
603806.XSHG 25.53 0.328144 0.551363 4.973214
603816.XSHG 37.03 0.304228 -0.060218 5.195884
603866.XSHG 27.01 0.369592 -0.057733 4.072014
603868.XSHG 65.52 0.342662 0.266728 3.412551
603883.XSHG 56.77 0.361837 0.114217 4.641499
603888.XSHG 23.47 0.246859 0.714968 6.780868
[496 rows x 4 columns], datetime.date(2017, 12, 11): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000009.XSHE 7.42 0.266765 0.977111 5.850427
000012.XSHE 7.57 0.321077 -0.193895 4.004705
000021.XSHE 9.22 0.287580 0.371642 4.588495
000025.XSHE 27.58 0.338540 0.712543 5.950831
000027.XSHE 5.94 0.177593 0.017612 3.581107
000028.XSHE 58.20 0.290994 -0.157065 4.051388
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 19.69 0.259657 0.569208 4.112666
000049.XSHE 42.69 0.261793 0.590177 4.444854
000050.XSHE 21.89 0.328536 0.395061 4.498089
000061.XSHE 7.45 0.217619 0.331174 4.381337
000062.XSHE 16.53 0.328287 0.621731 4.836703
000066.XSHE 7.07 0.289441 1.350651 6.958558
000078.XSHE 6.04 0.269647 0.288445 4.231079
000089.XSHE 8.57 0.179471 -0.201137 4.091765
000090.XSHE 8.33 0.188907 0.146635 3.847306
000099.XSHE 9.24 0.280856 0.446399 5.841550
000156.XSHE 12.66 0.190619 -0.035298 4.999258
000158.XSHE 8.77 0.408661 1.081331 9.410748
000400.XSHE 13.88 0.219234 -0.499493 5.509573
000401.XSHE 13.46 0.566841 -2.969435 19.025553
000418.XSHE 55.70 0.423443 0.625210 5.149187
000426.XSHE 9.76 0.449668 -0.174330 4.151909
000488.XSHE 10.67 0.292303 -0.085027 3.289057
000501.XSHE 15.87 0.276196 0.658729 5.197528
000513.XSHE 51.29 0.401012 0.562990 3.479347
000519.XSHE 9.29 0.592224 1.882023 12.266510
000528.XSHE 5.97 0.220818 0.371407 4.020103
000536.XSHE 4.55 0.323456 -0.473308 3.976994
... ... ... ... ...
601777.XSHG 7.27 0.245773 0.783413 5.501863
601811.XSHG 12.77 0.286902 0.458010 5.250856
601880.XSHG 2.83 0.271780 -0.185969 2.812642
601928.XSHG 8.27 0.170921 0.666096 6.066526
601969.XSHG 8.85 0.317082 0.119426 5.347379
603000.XSHG 11.89 0.251056 0.133285 4.055631
603001.XSHG 14.28 0.275527 0.297130 4.048040
603019.XSHG 31.13 0.480394 0.162142 4.349236
603025.XSHG 13.65 0.360463 -0.031598 4.405666
603077.XSHG 2.03 0.409328 0.075780 2.642710
603169.XSHG 8.40 0.330815 1.184169 8.923748
603188.XSHG 16.55 0.193239 0.286300 4.498252
603198.XSHG 16.04 0.205782 0.091600 4.025340
603328.XSHG 13.47 0.420306 0.376117 3.375278
603355.XSHG 41.19 0.311330 1.085066 7.861845
603369.XSHG 14.09 0.234266 0.664912 3.863359
603377.XSHG 26.05 0.312828 -0.062462 5.177839
603515.XSHG 34.14 0.371039 0.518726 3.946846
603528.XSHG 9.53 0.355145 0.439425 4.798652
603556.XSHG 27.16 0.217817 -0.066081 5.183063
603568.XSHG 15.00 0.227727 0.722559 5.165248
603569.XSHG 17.91 0.373994 0.546561 6.423049
603589.XSHG 46.89 0.290375 0.235340 3.713030
603658.XSHG 52.00 0.400492 0.823263 5.917206
603766.XSHG 6.26 0.242805 0.293223 5.297030
603806.XSHG 24.66 0.373029 0.039501 4.696359
603816.XSHG 38.73 0.275061 0.394979 3.589194
603868.XSHG 66.86 0.355250 0.536774 4.546722
603883.XSHG 57.08 0.275061 0.192052 5.946955
603888.XSHG 23.74 0.334074 0.966279 7.130812
[493 rows x 4 columns], datetime.date(2017, 12, 18): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272e+00 9.593911
000009.XSHE 7.22 0.185586 -2.218635e-01 3.752962
000012.XSHE 7.09 0.316500 -3.333129e-01 5.671039
000021.XSHE 9.51 0.330769 4.204388e-01 4.167585
000025.XSHE 27.37 0.226231 6.981853e-01 7.707381
000027.XSHE 5.90 0.181775 2.926994e-01 4.820787
000028.XSHE 57.82 0.178088 1.813494e-01 3.637818
000031.XSHE 7.80 0.644162 9.926308e-01 4.116533
000039.XSHE 20.03 0.291593 3.971213e-01 3.618138
000049.XSHE 40.60 0.280113 -2.517403e-01 3.893506
000050.XSHE 19.81 0.287164 -3.673152e-01 4.106089
000061.XSHE 7.57 0.194514 4.464168e-01 3.705178
000062.XSHE 15.74 0.260809 1.180039e-01 5.856126
000066.XSHE 6.88 0.235123 -2.724935e-01 4.325929
000078.XSHE 5.92 0.195342 -2.660490e-01 3.761922
000089.XSHE 8.42 0.147933 2.175103e-01 3.769671
000090.XSHE 8.13 0.227962 7.409819e-03 4.115758
000099.XSHE 9.00 0.201984 1.636108e-01 3.601885
000156.XSHE 11.90 0.172219 -1.486550e-01 4.210955
000158.XSHE 8.04 0.273343 3.229788e-01 5.364324
000400.XSHE 13.24 0.175682 -4.734910e-02 3.429393
000401.XSHE 13.46 0.566841 -2.969435e+00 19.025553
000418.XSHE 60.38 0.474032 6.603556e-01 4.196399
000426.XSHE 9.69 0.294136 5.460454e-07 2.871692
000488.XSHE 10.06 0.217316 -8.795861e-02 4.083709
000501.XSHE 15.65 0.328524 -3.408352e-01 6.489050
000513.XSHE 49.83 0.334426 3.566402e-01 3.773849
000519.XSHE 10.02 0.679457 1.735878e+00 8.025552
000528.XSHE 5.97 0.208725 3.959231e-01 4.463101
000536.XSHE 4.52 0.345361 5.854134e-01 5.222398
... ... ... ... ...
601777.XSHG 7.33 0.207114 -9.866501e-02 3.773475
601811.XSHG 12.44 0.231427 -1.709598e-01 3.722689
601880.XSHG 2.79 0.272147 -1.394417e-02 2.679913
601928.XSHG 8.05 0.150571 -5.587937e-01 3.709302
601969.XSHG 8.92 0.209205 2.159330e-01 5.906450
603000.XSHG 11.55 0.295692 -2.170027e-01 6.341998
603001.XSHG 13.85 0.213495 -2.032318e-01 4.328511
603019.XSHG 28.87 0.429938 1.249414e-01 3.581976
603025.XSHG 13.20 0.260568 -2.754625e-01 3.678056
603077.XSHG 2.00 0.385735 1.375489e-01 2.463860
603169.XSHG 8.22 0.298098 7.629108e-01 7.674567
603188.XSHG 16.17 0.193744 1.114944e-01 3.485731
603198.XSHG 15.96 0.179214 6.824683e-01 5.924286
603328.XSHG 13.06 0.323692 2.974422e-01 4.459415
603355.XSHG 41.73 0.255447 1.272938e-01 4.531155
603369.XSHG 14.15 0.210494 1.099023e-01 4.769823
603377.XSHG 26.22 0.266982 1.028046e-01 4.852888
603515.XSHG 34.74 0.341504 3.229792e-01 4.945378
603528.XSHG 9.19 0.229319 -4.927903e-01 5.211485
603556.XSHG 26.02 0.179904 -1.156642e-01 3.016045
603568.XSHG 15.05 0.263380 1.270746e+00 8.415016
603569.XSHG 17.26 0.253744 -1.077052e-01 4.393642
603589.XSHG 45.73 0.289351 -4.110416e-01 4.309654
603658.XSHG 51.91 0.363906 3.684702e-02 8.056653
603766.XSHG 6.19 0.217368 8.995164e-02 4.143741
603806.XSHG 24.80 0.275761 -8.146225e-01 6.928491
603816.XSHG 39.28 0.235192 3.001941e-01 5.711522
603868.XSHG 69.11 0.297443 1.003995e+00 5.420591
603883.XSHG 61.07 0.369248 9.337263e-01 7.061095
603888.XSHG 24.17 0.424062 1.303257e+00 9.127239
[493 rows x 4 columns], datetime.date(2017, 12, 25): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000009.XSHE 7.14 0.220499 -0.068967 4.157664
000012.XSHE 6.98 0.221403 0.094122 3.932704
000021.XSHE 9.38 0.301872 0.084230 3.361304
000025.XSHE 26.22 0.174810 -0.019336 4.745300
000027.XSHE 5.91 0.178069 0.502584 4.050561
000028.XSHE 58.79 0.213259 0.500070 4.279786
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 21.32 0.332255 0.357053 3.791704
000049.XSHE 37.62 0.317547 -0.555545 4.369838
000050.XSHE 18.94 0.346321 -0.156578 5.725260
000061.XSHE 7.38 0.200656 0.365947 4.833367
000062.XSHE 15.58 0.184439 -0.012184 4.012837
000066.XSHE 6.39 0.228033 -0.422278 3.487939
000078.XSHE 5.73 0.174377 -0.067807 2.912277
000089.XSHE 8.49 0.155860 0.585343 4.277785
000090.XSHE 8.02 0.179769 -0.466153 3.301447
000099.XSHE 8.86 0.195923 0.431724 3.692462
000156.XSHE 11.13 0.216913 -0.470398 5.490740
000158.XSHE 7.81 0.322887 -0.938107 5.055921
000400.XSHE 12.92 0.174630 -0.117757 3.808729
000401.XSHE 13.46 0.566841 -2.969435 19.025553
000418.XSHE 60.51 0.375779 -0.274167 4.142767
000426.XSHE 9.50 0.379311 0.358640 6.060732
000488.XSHE 10.13 0.230792 -0.305827 4.792018
000501.XSHE 15.63 0.210241 0.264089 3.290228
000513.XSHE 52.14 0.314506 0.309139 3.463919
000519.XSHE 9.52 0.472267 0.085669 4.725470
000528.XSHE 5.95 0.204936 0.213847 4.069899
000536.XSHE 4.48 0.234324 0.458382 4.931289
... ... ... ... ...
601777.XSHG 6.99 0.184338 -0.144487 3.660297
601811.XSHG 12.20 0.260402 0.280501 4.745119
601880.XSHG 2.76 0.236945 -0.052360 2.747594
601928.XSHG 7.90 0.176028 -0.396155 4.302507
601969.XSHG 8.50 0.226722 -0.360260 4.475548
603000.XSHG 10.71 0.252554 -0.455982 5.083645
603001.XSHG 13.75 0.179591 -0.117616 3.896325
603019.XSHG 28.41 0.438489 0.358656 4.809712
603025.XSHG 13.78 0.331090 0.975544 7.800512
603077.XSHG 1.95 0.381900 -0.019203 2.545020
603169.XSHG 8.07 0.244077 0.488930 5.359921
603188.XSHG 15.97 0.166084 0.024890 3.748946
603198.XSHG 16.22 0.291073 0.906069 5.405454
603328.XSHG 12.87 0.336877 0.371997 4.144619
603355.XSHG 42.26 0.228725 0.148450 6.507691
603369.XSHG 14.81 0.219539 0.379569 3.960671
603377.XSHG 27.96 0.260312 0.773511 6.863046
603515.XSHG 32.49 0.314167 -0.053000 5.778434
603528.XSHG 8.70 0.262908 0.316814 6.211807
603556.XSHG 26.00 0.215865 0.089590 4.172223
603568.XSHG 15.14 0.238951 0.736732 6.052080
603569.XSHG 16.65 0.240454 0.699336 7.073769
603589.XSHG 43.90 0.325901 0.387707 4.221668
603658.XSHG 52.08 0.377811 -0.272831 4.188091
603766.XSHG 6.39 0.356981 0.158959 4.928428
603806.XSHG 25.46 0.215042 0.258230 8.291287
603816.XSHG 40.16 0.261253 0.232850 4.828608
603868.XSHG 70.36 0.252504 0.301533 4.396653
603883.XSHG 60.82 0.341383 0.181437 5.734835
603888.XSHG 22.94 0.262895 -0.469651 5.275467
[493 rows x 4 columns], datetime.date(2018, 1, 2): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000009.XSHE 7.29 0.183881 0.604174 4.706770
000012.XSHE 7.43 0.291029 0.579888 5.350785
000021.XSHE 9.76 0.299152 0.362779 3.701805
000025.XSHE 26.77 0.198849 1.019591 6.993512
000027.XSHE 5.95 0.131410 0.420229 4.244734
000028.XSHE 61.16 0.203979 0.153678 4.159482
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 22.39 0.353102 0.449282 3.437963
000049.XSHE 39.07 0.241111 1.288617 6.064653
000050.XSHE 19.72 0.237953 0.766965 4.321833
000061.XSHE 7.63 0.207999 0.339899 5.559745
000062.XSHE 15.80 0.136460 0.538998 4.633420
000066.XSHE 7.10 0.404310 0.010407 6.984460
000078.XSHE 5.89 0.201895 0.123518 4.083829
000089.XSHE 8.64 0.117771 0.008781 3.338680
000090.XSHE 8.38 0.205764 0.198665 4.109627
000099.XSHE 9.10 0.221923 1.142123 5.805130
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 7.98 0.192831 0.452966 4.225361
000400.XSHE 13.22 0.202512 0.349505 5.086837
000401.XSHE 13.46 0.566841 -2.969435 19.025553
000418.XSHE 61.84 0.360525 0.401486 4.129157
000426.XSHE 10.02 0.351693 0.678148 4.626125
000488.XSHE 10.95 0.228960 1.332123 6.073061
000501.XSHE 15.91 0.171987 0.803830 5.556390
000513.XSHE 50.21 0.291977 -0.179735 4.559560
000519.XSHE 9.99 0.562452 1.252964 7.191643
000528.XSHE 6.47 0.373923 1.086345 6.763897
000536.XSHE 4.71 0.327078 0.880095 4.319815
... ... ... ... ...
601777.XSHG 7.33 0.324358 0.914509 9.187386
601811.XSHG 12.75 0.257997 0.702678 6.464495
601880.XSHG 2.78 0.262202 0.034993 2.203689
601928.XSHG 7.97 0.152627 0.258582 3.876871
601969.XSHG 8.98 0.238354 0.772351 4.473447
603000.XSHG 10.84 0.171193 0.382280 7.286620
603001.XSHG 14.09 0.152631 0.661061 4.673647
603019.XSHG 29.06 0.376983 0.507920 4.072033
603025.XSHG 14.04 0.259240 0.133150 3.889762
603077.XSHG 2.01 0.392952 0.413753 2.706835
603169.XSHG 8.32 0.411860 1.479083 9.376408
603188.XSHG 16.68 0.184607 0.788271 4.485654
603198.XSHG 16.33 0.197457 0.568603 5.681233
603328.XSHG 13.34 0.314790 0.095110 3.962340
603355.XSHG 44.79 0.300893 0.503043 5.265896
603369.XSHG 15.17 0.235832 -0.116010 6.133981
603377.XSHG 28.02 0.231381 0.374943 7.598944
603515.XSHG 33.58 0.307931 0.227363 5.700861
603528.XSHG 8.75 0.220936 0.094379 4.230395
603556.XSHG 26.96 0.179424 0.252165 2.952470
603568.XSHG 15.65 0.232529 0.913484 5.899118
603569.XSHG 17.07 0.260006 0.613006 4.628827
603589.XSHG 44.49 0.308726 -0.512442 5.259440
603658.XSHG 50.52 0.422553 0.844454 7.159568
603766.XSHG 6.50 0.331100 0.474072 5.243921
603806.XSHG 25.70 0.229855 -0.004875 4.099803
603816.XSHG 40.33 0.229921 0.077829 3.768293
603868.XSHG 70.81 0.259280 -0.060284 3.268174
603883.XSHG 63.33 0.341709 0.457276 4.608705
603888.XSHG 23.58 0.229539 1.293979 8.906179
[493 rows x 4 columns], datetime.date(2018, 1, 9): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000009.XSHE 7.45 0.219137 0.256773 3.940359
000012.XSHE 7.69 0.413262 0.587909 5.329221
000021.XSHE 9.61 0.242625 0.472390 3.689696
000025.XSHE 26.85 0.314933 0.849615 6.581458
000027.XSHE 5.99 0.140372 0.505410 3.438796
000028.XSHE 59.70 0.166767 -0.331992 5.093225
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 22.34 0.301950 0.393178 4.113818
000049.XSHE 40.08 0.285551 0.372609 7.435925
000050.XSHE 20.33 0.239766 0.555446 3.506718
000061.XSHE 7.72 0.402995 0.343584 6.555669
000062.XSHE 15.93 0.223333 0.627648 5.667631
000066.XSHE 7.06 0.265957 0.235231 6.249815
000078.XSHE 5.98 0.195930 0.233601 3.598145
000089.XSHE 8.67 0.169882 0.417327 4.113407
000090.XSHE 8.81 0.322688 0.720248 4.123964
000099.XSHE 9.36 0.364219 0.949700 9.795643
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 8.23 0.286360 0.794299 6.012303
000400.XSHE 13.26 0.164642 -0.032913 6.472365
000401.XSHE 13.46 0.566841 -2.969435 19.025553
000418.XSHE 66.41 0.281415 0.612768 4.841417
000426.XSHE 10.82 0.593546 0.994920 5.752632
000488.XSHE 11.49 0.293536 0.493215 5.526296
000501.XSHE 17.03 0.253168 0.719755 3.947948
000513.XSHE 53.99 0.307190 0.694473 3.959486
000519.XSHE 9.63 0.394247 0.694118 6.744624
000528.XSHE 6.48 0.250766 0.766338 5.284295
000536.XSHE 4.59 0.182922 -0.113467 3.376447
... ... ... ... ...
601880.XSHG 2.77 0.258438 -0.046194 2.481003
601928.XSHG 7.97 0.121647 0.228562 3.553978
601969.XSHG 9.18 0.211661 0.303234 4.005957
603000.XSHG 10.98 0.198504 0.448836 3.377295
603001.XSHG 14.55 0.187047 0.731392 5.085745
603019.XSHG 29.70 0.343409 0.642993 5.029024
603025.XSHG 14.03 0.243667 0.109622 3.572512
603077.XSHG 2.06 0.388209 0.072681 3.099245
603169.XSHG 8.86 0.486846 1.836345 12.080800
603188.XSHG 16.57 0.178367 0.598343 4.227426
603198.XSHG 16.82 0.200591 0.589025 5.500470
603228.XSHG 35.38 0.319828 -0.158366 4.062221
603328.XSHG 14.00 0.323607 0.701152 4.305481
603355.XSHG 41.23 0.298819 -0.212167 5.274443
603369.XSHG 15.83 0.303739 0.568124 6.401579
603377.XSHG 28.33 0.225839 0.277549 4.999053
603444.XSHG 188.45 0.491805 1.527389 7.570275
603515.XSHG 33.70 0.245974 -0.250593 4.582327
603528.XSHG 8.83 0.208065 0.208067 4.918317
603556.XSHG 26.90 0.127852 -0.030088 4.854787
603568.XSHG 15.87 0.205713 0.866996 5.802495
603569.XSHG 17.56 0.342214 1.206909 11.144312
603589.XSHG 46.02 0.306287 0.076976 5.403525
603658.XSHG 49.70 0.259054 0.482662 4.379760
603766.XSHG 6.66 0.240608 0.547148 4.637964
603806.XSHG 26.44 0.227790 0.483097 4.964808
603816.XSHG 42.08 0.262115 0.304618 4.092069
603868.XSHG 72.35 0.279371 0.393102 3.959378
603883.XSHG 65.33 0.340541 0.437197 3.568560
603888.XSHG 23.35 0.180987 0.057359 4.312292
[495 rows x 4 columns], datetime.date(2018, 1, 16): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000009.XSHE 6.81 0.262400 -0.858741 4.085047
000012.XSHE 7.61 0.299247 -0.086625 5.102623
000021.XSHE 11.01 0.839827 0.935207 4.694326
000025.XSHE 26.22 0.191168 -0.189994 6.705970
000027.XSHE 5.92 0.150126 -0.079889 2.768461
000028.XSHE 62.21 0.169602 1.075212 5.857263
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 21.39 0.284780 0.000482 4.821025
000049.XSHE 35.90 0.328942 -0.468171 6.889216
000050.XSHE 19.01 0.263967 0.087319 3.087485
000061.XSHE 7.64 0.202972 0.514146 4.964090
000062.XSHE 15.39 0.215951 -0.680539 6.143231
000066.XSHE 7.04 0.442851 0.696105 6.938356
000078.XSHE 5.94 0.330695 1.046780 8.820432
000089.XSHE 8.59 0.150463 0.573516 5.146886
000090.XSHE 9.26 0.350492 0.499186 3.494450
000099.XSHE 8.99 0.212523 -0.627819 4.559203
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 8.04 0.255248 0.104848 4.329562
000400.XSHE 12.28 0.174538 -0.546761 3.536789
000401.XSHE 15.03 0.496938 -1.724185 12.149770
000418.XSHE 67.80 0.470983 1.187450 7.651465
000426.XSHE 9.99 0.377488 0.250997 3.140565
000488.XSHE 11.58 0.299867 -0.129357 3.726575
000501.XSHE 16.75 0.240898 -0.242828 3.614196
000513.XSHE 58.48 0.474751 0.153288 4.832431
000519.XSHE 8.51 0.313695 -0.498850 5.207824
000528.XSHE 6.29 0.265869 0.390725 3.985945
000536.XSHE 4.50 0.222513 -0.091342 3.158854
... ... ... ... ...
601928.XSHG 7.86 0.146919 0.434034 3.972944
601969.XSHG 8.83 0.235142 0.543599 5.499514
603000.XSHG 10.96 0.219115 0.396705 4.407372
603001.XSHG 13.77 0.208984 -0.488228 5.533755
603019.XSHG 26.08 0.428791 -0.243401 3.677209
603025.XSHG 14.36 0.271768 0.293566 3.687933
603077.XSHG 2.11 0.411314 0.183608 2.785904
603169.XSHG 8.91 0.449646 1.605833 9.377545
603188.XSHG 16.07 0.173697 0.092970 3.989752
603198.XSHG 16.98 0.242349 1.126498 5.500807
603228.XSHG 36.79 0.343875 0.366737 3.559385
603328.XSHG 13.21 0.286139 -0.067137 3.702921
603355.XSHG 36.52 0.321661 0.039973 6.369091
603369.XSHG 17.55 0.498416 0.725240 4.707288
603377.XSHG 27.65 0.323779 0.116477 5.057148
603444.XSHG 194.78 0.604698 1.641141 9.840159
603515.XSHG 33.45 0.276831 0.276580 3.926127
603528.XSHG 8.63 0.374428 0.895010 8.797571
603556.XSHG 25.96 0.179446 0.256714 4.961496
603568.XSHG 16.42 0.262809 0.948157 5.857074
603569.XSHG 17.04 0.250567 -0.255479 6.514566
603589.XSHG 49.98 0.416266 0.632153 4.885469
603658.XSHG 48.82 0.252417 -0.147923 4.479836
603766.XSHG 6.59 0.231687 -0.178832 4.558401
603806.XSHG 25.45 0.211013 -0.399440 4.189670
603816.XSHG 43.89 0.294473 -0.002850 4.594702
603868.XSHG 73.03 0.319990 0.352096 5.711529
603877.XSHG 23.13 0.354672 0.215513 4.656205
603883.XSHG 60.60 0.318153 -0.074003 6.648694
603888.XSHG 22.29 0.227712 -0.428902 6.713695
[496 rows x 4 columns], datetime.date(2018, 1, 23): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000009.XSHE 6.80 0.197318 0.326369 3.282430
000012.XSHE 7.86 0.374073 1.389091 9.349608
000021.XSHE 9.53 0.367558 0.254069 5.037026
000025.XSHE 26.44 0.192046 0.986043 6.848657
000027.XSHE 6.01 0.160081 0.639054 3.709043
000028.XSHE 62.29 0.249487 0.499689 6.028306
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 21.87 0.264183 0.541047 3.975560
000049.XSHE 36.25 0.239009 0.296906 6.013021
000050.XSHE 19.10 0.272179 0.463321 3.706790
000061.XSHE 7.96 0.270006 1.209976 7.063664
000062.XSHE 15.46 0.196275 0.232422 5.428613
000066.XSHE 6.96 0.230897 0.072465 5.380133
000078.XSHE 5.91 0.201130 0.546652 5.370225
000089.XSHE 8.88 0.190991 0.757924 4.670350
000090.XSHE 8.97 0.298234 -0.347649 3.773937
000099.XSHE 9.33 0.214079 0.739102 6.036837
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 8.17 0.234325 1.157979 5.971532
000400.XSHE 12.44 0.214741 0.576896 5.320406
000401.XSHE 13.62 0.353368 -0.818377 7.376200
000418.XSHE 68.43 0.365318 0.283164 4.360651
000426.XSHE 10.69 0.403728 0.724077 4.376834
000488.XSHE 11.46 0.311960 0.047349 4.071451
000501.XSHE 16.98 0.255350 -0.012654 3.931163
000513.XSHE 57.74 0.353579 0.146609 4.169388
000519.XSHE 9.10 0.579996 2.024205 15.086453
000528.XSHE 6.36 0.248512 0.144392 4.045915
000536.XSHE 4.59 0.196900 0.585642 3.579728
... ... ... ... ...
601928.XSHG 8.03 0.189032 0.441549 6.087038
601969.XSHG 9.07 0.287354 1.226828 8.564263
603000.XSHG 11.18 0.235492 0.754207 7.301333
603001.XSHG 14.00 0.163339 0.361712 3.801843
603019.XSHG 26.77 0.414447 0.744017 5.247703
603025.XSHG 14.81 0.287959 0.615566 4.777690
603077.XSHG 2.15 0.358386 0.031784 2.468202
603169.XSHG 8.87 0.253061 0.456138 4.646946
603188.XSHG 16.30 0.189851 0.263971 4.177578
603198.XSHG 16.70 0.227843 0.019636 3.793247
603228.XSHG 31.54 0.533662 -0.413486 5.050013
603328.XSHG 12.55 0.331540 -0.232643 5.372453
603355.XSHG 35.37 0.344633 0.598574 7.634129
603369.XSHG 17.45 0.403622 0.090807 3.825002
603377.XSHG 27.86 0.294291 0.965388 5.714945
603444.XSHG 179.01 0.351153 -0.353360 4.762168
603515.XSHG 34.93 0.406196 0.178030 4.529913
603528.XSHG 8.72 0.278878 0.437707 4.293263
603556.XSHG 26.37 0.195011 0.626022 3.955220
603568.XSHG 16.56 0.360901 0.360317 5.313944
603569.XSHG 17.28 0.228501 0.427722 4.894590
603589.XSHG 49.10 0.405937 -0.108188 4.778220
603658.XSHG 47.67 0.399409 -0.240039 4.401072
603766.XSHG 6.97 0.292514 0.570736 4.306766
603806.XSHG 24.82 0.246934 0.160419 5.128932
603816.XSHG 43.31 0.265771 -0.018662 4.859667
603868.XSHG 66.95 0.404719 0.306947 3.813384
603877.XSHG 23.02 0.239521 0.018829 6.841680
603883.XSHG 60.99 0.339927 0.692067 5.090204
603888.XSHG 23.44 0.372186 1.422794 8.684553
[496 rows x 4 columns], datetime.date(2018, 1, 30): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000009.XSHE 6.59 0.194211 -0.032006 4.927921
000012.XSHE 7.61 0.264654 0.174558 3.462315
000021.XSHE 9.22 0.287800 0.863151 6.062108
000025.XSHE 25.66 0.234879 0.432728 9.345613
000027.XSHE 6.03 0.172070 0.358082 3.105353
000028.XSHE 59.85 0.268179 -1.127750 7.233340
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 20.94 0.335241 -0.276562 4.236968
000049.XSHE 35.43 0.215771 -0.034352 4.654589
000050.XSHE 18.79 0.290338 0.134407 3.713773
000061.XSHE 7.73 0.207901 -0.368944 5.634467
000062.XSHE 15.50 0.236516 0.533112 4.811410
000066.XSHE 7.16 0.326511 1.605522 9.524032
000078.XSHE 5.88 0.178757 0.004399 3.247744
000089.XSHE 9.03 0.263478 0.444878 4.555513
000090.XSHE 9.11 0.333055 0.395060 3.686404
000099.XSHE 9.33 0.236503 0.352693 5.090294
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 8.40 0.653864 2.434214 13.990926
000400.XSHE 12.32 0.166413 -0.060313 4.678780
000401.XSHE 13.73 0.321600 0.748209 5.795169
000418.XSHE 64.58 0.363970 0.056499 3.796061
000426.XSHE 11.75 0.572338 0.536413 4.695932
000488.XSHE 11.78 0.312355 -0.014603 3.976693
000501.XSHE 17.12 0.223643 -0.071609 3.780536
000513.XSHE 55.26 0.317434 -0.746794 4.133523
000519.XSHE 8.62 0.317650 0.048196 4.495863
000528.XSHE 6.38 0.243875 0.399444 4.055714
000536.XSHE 4.50 0.248601 -0.147800 3.684249
... ... ... ... ...
601928.XSHG 8.12 0.231903 0.498245 4.174781
601969.XSHG 8.86 0.317072 0.303081 5.241078
603000.XSHG 11.81 0.305653 0.724399 4.478220
603001.XSHG 14.19 0.150551 0.325837 3.157879
603019.XSHG 28.41 0.455711 0.394774 3.390279
603025.XSHG 15.19 0.387940 0.163712 3.873033
603077.XSHG 2.11 0.347236 0.049310 2.293661
603169.XSHG 8.89 0.268297 1.007219 6.534051
603188.XSHG 15.61 0.201330 0.577485 5.918932
603198.XSHG 15.96 0.187648 -0.604472 4.782323
603228.XSHG 31.97 0.302848 0.594215 5.068997
603328.XSHG 11.80 0.323628 -0.362373 5.166593
603355.XSHG 32.49 0.358962 0.079001 5.121763
603369.XSHG 16.14 0.297796 -0.091563 4.603893
603377.XSHG 27.44 0.370083 0.512068 5.978149
603444.XSHG 176.86 0.324653 -0.231713 5.737296
603515.XSHG 34.15 0.368561 0.080139 5.117804
603528.XSHG 8.89 0.407031 1.168938 10.931569
603556.XSHG 26.81 0.194565 -0.201171 5.882574
603568.XSHG 16.42 0.266239 0.332520 4.680733
603569.XSHG 16.89 0.286216 0.123573 4.717556
603589.XSHG 45.93 0.362028 -0.148991 6.946305
603658.XSHG 46.95 0.322788 0.901546 6.775601
603766.XSHG 6.74 0.259125 -0.254458 3.474190
603806.XSHG 25.05 0.250156 0.253846 5.308573
603816.XSHG 43.01 0.225006 0.280735 3.399637
603868.XSHG 59.03 0.516070 -0.724541 4.751399
603877.XSHG 26.52 0.454563 0.982753 5.961666
603883.XSHG 59.02 0.306602 -0.573977 5.485588
603888.XSHG 23.55 0.312058 0.866710 5.036285
[496 rows x 4 columns], datetime.date(2018, 2, 6): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000009.XSHE 5.35 0.523237 -0.938376 6.476719
000012.XSHE 6.74 0.412578 -0.494446 7.199292
000021.XSHE 7.68 0.560604 -0.564716 8.612799
000025.XSHE 21.38 0.474334 -0.964847 6.486127
000027.XSHE 5.49 0.240959 -0.734732 4.343888
000028.XSHE 53.54 0.362895 -0.279742 4.948287
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 17.97 0.427102 -0.167546 3.779231
000049.XSHE 31.09 0.419046 -0.212079 9.342858
000050.XSHE 14.84 0.498107 -1.225554 6.942714
000061.XSHE 6.43 0.409610 0.134174 6.877973
000062.XSHE 12.84 0.381889 -0.756441 5.156193
000066.XSHE 6.18 0.442391 0.411254 6.835938
000078.XSHE 5.32 0.322435 -0.456413 3.777018
000089.XSHE 8.64 0.310699 0.414055 4.219736
000090.XSHE 8.02 0.414007 0.055119 3.529701
000099.XSHE 7.51 0.409373 -0.601685 4.825960
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 6.92 0.595417 0.274415 6.315546
000400.XSHE 10.73 0.276917 -0.425236 3.903545
000401.XSHE 11.42 0.640556 -0.306061 5.905525
000418.XSHE 62.26 0.457346 1.334567 9.841118
000426.XSHE 11.61 0.820908 0.159782 3.234449
000488.XSHE 11.78 0.394088 0.296620 3.726647
000501.XSHE 15.60 0.282786 -0.293762 4.681237
000513.XSHE 49.17 0.375483 -0.320628 6.373626
000519.XSHE 7.05 0.557546 -0.134734 9.328248
000528.XSHE 6.38 0.444983 0.361999 3.771326
000536.XSHE 3.73 0.415703 -1.161208 5.465530
... ... ... ... ...
601928.XSHG 7.19 0.271743 -0.778441 5.162767
601969.XSHG 7.29 0.469953 -0.978106 5.650147
603000.XSHG 10.05 0.466974 0.253719 5.372319
603001.XSHG 12.63 0.430724 0.044816 3.696050
603019.XSHG 24.22 0.623492 0.206344 4.726406
603025.XSHG 14.38 0.503840 0.690710 6.759239
603077.XSHG 2.02 0.420699 0.143992 3.010481
603169.XSHG 7.72 0.679166 -0.675102 6.179715
603188.XSHG 13.02 0.348309 -0.363051 5.665450
603198.XSHG 13.77 0.374349 -0.728233 5.616489
603228.XSHG 31.41 0.332040 0.624529 6.580478
603328.XSHG 11.22 0.427617 0.346331 5.034365
603355.XSHG 29.70 0.463299 -0.230601 5.110834
603369.XSHG 14.73 0.419749 0.066342 5.526376
603377.XSHG 25.70 0.596747 0.240566 5.857136
603444.XSHG 152.97 0.344013 -0.563855 4.216839
603515.XSHG 32.23 0.420212 -0.464507 3.954377
603528.XSHG 6.95 0.573508 0.192435 6.568793
603556.XSHG 24.12 0.315892 -0.388923 5.117671
603568.XSHG 14.52 0.322603 0.205500 5.201745
603569.XSHG 16.18 0.529120 0.727858 6.549978
603589.XSHG 42.34 0.449499 -0.262923 7.251079
603658.XSHG 44.55 0.510005 0.476452 4.695273
603766.XSHG 5.94 0.408456 -0.310519 4.984518
603806.XSHG 21.74 0.428340 -0.737429 7.332109
603816.XSHG 41.15 0.419570 -0.546034 6.275990
603868.XSHG 56.71 0.444829 0.129214 4.456247
603877.XSHG 25.11 0.616267 0.884411 5.557898
603883.XSHG 52.67 0.405516 -0.028546 4.315728
603888.XSHG 19.99 0.390141 -0.743032 7.269047
[496 rows x 4 columns], datetime.date(2018, 2, 13): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000009.XSHE 5.58 0.423895 0.408545 4.758211
000012.XSHE 6.64 0.369641 0.248977 4.977410
000021.XSHE 8.04 0.363185 0.429076 4.705495
000025.XSHE 22.77 0.657781 0.701911 11.358150
000027.XSHE 5.47 0.278686 -0.073478 5.062936
000028.XSHE 54.65 0.409222 0.669728 6.246181
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 17.55 0.423495 0.178496 3.354564
000049.XSHE 33.01 0.351803 0.136900 6.193436
000050.XSHE 15.78 0.404419 0.200046 4.898178
000061.XSHE 6.29 0.359049 -0.316106 4.878258
000062.XSHE 12.73 0.367956 -0.005668 6.499010
000066.XSHE 6.20 0.361462 0.208431 4.923846
000078.XSHE 5.41 0.327979 -0.036064 4.819542
000089.XSHE 8.21 0.462760 -0.341507 4.187045
000090.XSHE 7.73 0.422215 -0.009251 6.786175
000099.XSHE 7.74 0.378845 0.067182 3.883788
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 7.35 0.328462 0.305612 4.733678
000400.XSHE 10.88 0.375869 0.374809 5.040280
000401.XSHE 11.06 0.483138 0.058324 5.716512
000418.XSHE 63.83 0.567484 -0.256290 4.737372
000426.XSHE 10.66 0.660464 0.240060 5.555386
000488.XSHE 10.63 0.568116 -0.088635 4.140886
000501.XSHE 15.53 0.311646 -0.365826 4.712760
000513.XSHE 50.26 0.369904 -0.002975 5.678471
000519.XSHE 7.28 0.377510 0.276784 5.383509
000528.XSHE 6.86 0.615988 0.482351 3.774096
000536.XSHE 3.86 0.365437 0.320194 3.452704
... ... ... ... ...
601928.XSHG 7.35 0.303771 0.525320 4.408566
601969.XSHG 6.66 0.397966 -0.029584 4.371446
603000.XSHG 9.67 0.370504 0.300987 3.694673
603001.XSHG 13.16 0.339995 0.795908 4.615088
603019.XSHG 26.18 0.540470 0.841156 4.207712
603025.XSHG 15.79 0.503129 0.738004 4.383593
603077.XSHG 2.07 0.409393 0.409416 4.194554
603169.XSHG 7.11 0.526311 0.040399 7.479067
603188.XSHG 13.21 0.391750 0.607385 6.037020
603198.XSHG 14.24 0.314478 0.726656 4.899964
603228.XSHG 29.59 0.566245 -0.190002 7.049496
603328.XSHG 12.11 0.439469 0.947152 7.628326
603355.XSHG 30.59 0.567711 0.232394 4.429283
603369.XSHG 15.29 0.402707 -0.097979 4.554095
603377.XSHG 27.44 0.427458 0.492255 5.728767
603444.XSHG 133.81 0.679263 -1.017524 9.001036
603515.XSHG 34.02 0.543070 0.264055 4.696442
603528.XSHG 7.51 0.436262 0.511344 4.306715
603556.XSHG 25.22 0.326240 0.237397 4.467986
603568.XSHG 15.03 0.338187 0.138502 4.327064
603569.XSHG 15.37 0.385669 -0.881695 5.658655
603589.XSHG 41.46 0.369550 -0.258373 4.712144
603658.XSHG 45.20 0.419622 -0.148566 4.105140
603766.XSHG 5.95 0.391421 -0.257961 4.091914
603806.XSHG 23.82 0.407337 -0.080893 4.825320
603816.XSHG 42.15 0.365677 0.105058 4.720975
603868.XSHG 56.65 0.555536 0.036025 5.297691
603877.XSHG 26.55 0.543074 -0.158452 5.688651
603883.XSHG 56.18 0.489546 0.213956 4.546741
603888.XSHG 19.94 0.353453 0.161726 5.085918
[496 rows x 4 columns], datetime.date(2018, 2, 27): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000009.XSHE 5.88 0.266390 0.569156 4.028883
000012.XSHE 6.85 0.219712 0.390316 4.126728
000021.XSHE 8.50 0.314559 0.964745 7.523218
000025.XSHE 23.97 0.543613 1.800279 12.734673
000027.XSHE 5.53 0.166111 0.309975 2.832623
000028.XSHE 55.68 0.202897 0.326337 4.355405
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.27 0.227207 0.449847 4.424336
000049.XSHE 34.50 0.261942 0.579586 6.802162
000050.XSHE 16.76 0.230946 0.264908 4.500440
000061.XSHE 6.54 0.236634 1.062985 6.871300
000062.XSHE 13.33 0.257836 0.198222 5.116174
000066.XSHE 6.55 0.255535 0.777964 5.521271
000078.XSHE 5.66 0.232639 0.660721 4.866496
000089.XSHE 8.62 0.271844 0.629670 3.937202
000090.XSHE 7.83 0.204385 0.110454 3.731828
000099.XSHE 8.18 0.275835 1.499660 8.511672
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 7.56 0.291044 0.398859 4.005349
000400.XSHE 11.38 0.237506 1.163534 7.306751
000401.XSHE 13.43 0.557011 1.428550 10.126923
000418.XSHE 66.14 0.308316 0.520007 6.950558
000426.XSHE 11.04 0.415257 -0.197219 3.850773
000488.XSHE 11.46 0.314126 0.461313 5.098627
000501.XSHE 15.64 0.170074 0.237423 5.016426
000513.XSHE 52.34 0.242257 0.310821 4.348158
000519.XSHE 7.94 0.457210 1.680611 9.958649
000528.XSHE 7.24 0.369235 0.518212 3.906733
000536.XSHE 4.00 0.234810 0.039337 3.515403
... ... ... ... ...
601928.XSHG 7.54 0.171649 0.234278 3.196087
601969.XSHG 7.41 0.559530 1.425952 9.407601
603000.XSHG 10.53 0.377084 1.625878 9.659238
603001.XSHG 13.15 0.169351 0.131584 4.089051
603019.XSHG 29.55 0.437776 1.207027 6.028289
603025.XSHG 16.41 0.376825 0.800653 4.869064
603077.XSHG 2.06 0.366757 -0.135796 2.644039
603169.XSHG 7.77 0.390095 1.344271 8.796698
603188.XSHG 13.77 0.258403 0.564189 4.630101
603198.XSHG 14.45 0.182768 0.633948 5.848039
603228.XSHG 33.72 0.328912 0.934136 5.657718
603328.XSHG 12.00 0.260720 0.242160 4.000698
603355.XSHG 31.23 0.305782 -0.740619 8.156506
603369.XSHG 15.48 0.264632 0.346455 5.670727
603377.XSHG 27.42 0.276193 0.165390 4.043013
603444.XSHG 147.35 0.324814 1.608911 8.915922
603515.XSHG 34.66 0.311679 0.532672 5.855644
603528.XSHG 7.57 0.286692 0.088024 4.239578
603556.XSHG 25.86 0.244646 0.894850 7.330997
603568.XSHG 15.37 0.193807 0.429808 4.860795
603569.XSHG 16.16 0.323805 1.102963 13.060570
603589.XSHG 42.30 0.248833 0.721046 5.024878
603658.XSHG 48.27 0.295792 0.209791 5.385600
603766.XSHG 6.17 0.270959 0.346938 3.818215
603806.XSHG 25.08 0.281191 -0.187210 7.953733
603816.XSHG 42.88 0.347887 -0.206580 6.890006
603868.XSHG 56.46 0.310301 0.561967 4.131371
603877.XSHG 27.36 0.372918 0.417605 4.675245
603883.XSHG 59.21 0.308291 -0.084164 4.359652
603888.XSHG 23.14 0.420708 1.087915 8.430115
[497 rows x 4 columns], datetime.date(2018, 3, 6): close r_vol r_skew r_kurt
000006.XSHE 9.56 0.957530 2.660272 9.593911
000009.XSHE 6.10 0.380526 1.033837 9.615635
000012.XSHE 6.98 0.180622 0.271066 3.323214
000021.XSHE 8.89 0.328260 1.086445 6.031870
000025.XSHE 27.68 0.709985 0.859047 6.418221
000027.XSHE 5.85 0.307696 0.979077 7.351622
000028.XSHE 57.86 0.253447 0.718651 5.140261
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.48 0.248702 0.399100 4.828596
000049.XSHE 35.73 0.240528 0.544722 3.606040
000050.XSHE 17.71 0.305301 1.795187 9.609150
000061.XSHE 6.69 0.196629 0.428381 3.781915
000062.XSHE 13.78 0.275785 1.267500 5.891385
000066.XSHE 7.06 0.337569 0.271320 3.152956
000078.XSHE 5.77 0.211776 0.505192 3.426879
000089.XSHE 8.55 0.201857 0.246919 3.221753
000090.XSHE 8.21 0.274537 1.657761 8.981567
000099.XSHE 8.28 0.248316 0.851102 4.426513
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 7.78 0.317710 0.895183 5.199947
000400.XSHE 11.65 0.202953 0.324880 3.425123
000401.XSHE 14.01 0.516617 1.349913 7.148788
000418.XSHE 64.00 0.374316 0.018440 6.279595
000426.XSHE 11.04 0.435565 0.666545 4.557805
000488.XSHE 11.64 0.283450 0.318004 4.298566
000501.XSHE 15.77 0.167506 0.353899 3.928763
000513.XSHE 54.84 0.253220 0.378059 3.486803
000519.XSHE 8.16 0.536122 1.611681 10.016144
000528.XSHE 7.10 0.335882 0.407701 3.627242
000536.XSHE 4.10 0.329423 0.795623 7.366315
... ... ... ... ...
601928.XSHG 7.64 0.159662 0.380992 2.991138
601969.XSHG 7.50 0.351800 1.315677 8.024238
603000.XSHG 11.62 0.494189 1.139236 6.415259
603001.XSHG 13.33 0.177784 0.641795 3.866048
603019.XSHG 34.46 0.580921 0.446669 3.976208
603025.XSHG 16.05 0.337404 0.434203 4.043748
603077.XSHG 2.07 0.354841 0.119830 2.390303
603169.XSHG 7.74 0.266752 0.363201 4.261064
603188.XSHG 14.26 0.323030 1.247515 6.438175
603198.XSHG 15.22 0.280119 0.997825 5.319508
603228.XSHG 36.93 0.413397 0.596816 3.897380
603328.XSHG 12.41 0.289168 0.208075 4.307345
603355.XSHG 32.85 0.469156 0.716057 5.372437
603369.XSHG 16.24 0.305477 0.524027 3.929994
603377.XSHG 27.45 0.256887 -0.087716 4.402568
603444.XSHG 154.79 0.417568 1.122060 6.528819
603515.XSHG 36.58 0.302829 0.542441 4.180512
603528.XSHG 7.78 0.342695 0.374686 4.833414
603556.XSHG 26.55 0.232871 0.461637 5.049052
603568.XSHG 16.28 0.297066 1.323794 8.173278
603569.XSHG 16.38 0.221736 0.874817 5.315251
603589.XSHG 41.39 0.274423 0.283395 4.319781
603658.XSHG 49.16 0.260583 -0.044445 4.447437
603766.XSHG 6.57 0.338529 1.084124 6.989607
603806.XSHG 25.22 0.233297 0.093734 5.020867
603816.XSHG 42.31 0.226129 -0.082599 4.001998
603868.XSHG 55.23 0.281728 0.073310 4.178908
603877.XSHG 27.59 0.335332 0.875314 4.136821
603883.XSHG 61.33 0.314050 0.771592 6.625322
603888.XSHG 23.74 0.483974 0.907152 7.194084
[497 rows x 4 columns], datetime.date(2018, 3, 13): close r_vol r_skew r_kurt
000006.XSHE 8.44 0.684000 1.158689 6.881011
000009.XSHE 6.40 0.277819 1.155605 7.278539
000012.XSHE 7.02 0.230555 1.493336 9.466561
000021.XSHE 8.99 0.257277 0.666469 4.777577
000025.XSHE 29.48 0.800455 1.144836 7.702813
000027.XSHE 5.77 0.218714 0.023386 4.501160
000028.XSHE 59.65 0.234544 0.213049 6.621869
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 18.44 0.211181 0.334314 4.404386
000049.XSHE 36.32 0.240538 -0.001043 4.288927
000050.XSHE 17.45 0.233987 -0.019480 3.627359
000061.XSHE 7.11 0.367253 1.995491 11.316182
000062.XSHE 14.48 0.289960 0.530650 3.906030
000066.XSHE 7.28 0.290777 0.463359 5.156747
000078.XSHE 6.13 0.277375 1.117833 5.992094
000089.XSHE 8.60 0.140018 -0.058101 3.221900
000090.XSHE 8.16 0.253814 0.469371 4.181825
000099.XSHE 8.41 0.209311 0.443233 4.039746
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 8.02 0.281630 0.853828 4.413221
000400.XSHE 12.02 0.240951 0.540067 5.270127
000401.XSHE 14.20 0.438149 0.311685 4.779816
000418.XSHE 67.55 0.316631 0.011552 3.375478
000426.XSHE 10.82 0.334544 0.208918 3.754267
000488.XSHE 11.62 0.264365 -0.043214 3.122810
000501.XSHE 16.12 0.159307 0.065070 5.064538
000513.XSHE 54.68 0.271706 0.584865 5.485353
000519.XSHE 8.97 0.546413 1.041582 12.415709
000528.XSHE 7.23 0.365731 0.591430 4.009277
000536.XSHE 4.23 0.287444 1.043992 6.217519
... ... ... ... ...
601928.XSHG 7.66 0.158865 0.020992 3.151527
601969.XSHG 7.81 0.315344 1.217970 5.414401
603000.XSHG 11.39 0.277151 0.111462 3.232014
603001.XSHG 13.45 0.158487 0.364329 3.662525
603019.XSHG 36.92 0.525278 0.507132 4.081765
603025.XSHG 16.04 0.270415 -0.031690 3.592561
603077.XSHG 2.13 0.399649 0.329534 2.755750
603169.XSHG 7.78 0.239147 0.217196 4.120204
603188.XSHG 14.30 0.190149 0.668660 5.402230
603198.XSHG 14.71 0.173630 -0.035262 3.666096
603228.XSHG 37.88 0.354557 -0.045627 4.260252
603328.XSHG 12.50 0.288644 0.234869 4.681500
603355.XSHG 33.88 0.308143 -0.237234 4.546518
603369.XSHG 16.38 0.276362 0.005345 4.434494
603377.XSHG 27.12 0.305713 -0.009464 4.182169
603444.XSHG 154.61 0.256713 0.114346 4.107608
603515.XSHG 36.63 0.290627 0.664032 4.192668
603528.XSHG 8.54 0.461229 1.034126 6.362812
603556.XSHG 26.39 0.180241 0.103588 6.635503
603568.XSHG 16.06 0.217154 0.082893 5.632946
603569.XSHG 16.63 0.249906 0.255839 4.468425
603589.XSHG 42.52 0.290974 -0.223496 3.709472
603658.XSHG 48.40 0.217127 0.306505 4.194877
603766.XSHG 6.42 0.248662 0.244616 3.375348
603806.XSHG 26.00 0.313709 0.676715 4.111842
603816.XSHG 44.53 0.231411 0.420375 4.142877
603868.XSHG 59.48 0.359898 0.139632 4.560359
603877.XSHG 28.58 0.405968 0.432531 3.754127
603883.XSHG 67.59 0.387008 0.134170 3.797241
603888.XSHG 22.96 0.245797 -0.094085 4.054920
[497 rows x 4 columns], datetime.date(2018, 3, 20): close r_vol r_skew r_kurt
000006.XSHE 7.65 0.302415 -0.009985 4.671056
000009.XSHE 6.43 0.367242 0.601033 4.801666
000012.XSHE 6.77 0.246630 0.153041 4.098219
000021.XSHE 8.64 0.244263 -0.322673 3.304858
000025.XSHE 27.93 0.556474 1.111011 8.055949
000027.XSHE 5.74 0.230858 0.750015 5.419802
000028.XSHE 60.80 0.243638 -0.216603 3.801890
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 17.38 0.224442 -0.295118 4.865906
000049.XSHE 34.51 0.220938 -0.188267 5.084311
000050.XSHE 16.35 0.250129 -0.661092 3.924118
000061.XSHE 6.88 0.276991 0.110198 7.309812
000062.XSHE 13.51 0.253824 -0.335342 4.040522
000066.XSHE 7.53 0.395211 0.300283 4.833196
000078.XSHE 6.15 0.242046 0.688343 5.864482
000089.XSHE 8.35 0.149214 -0.276588 4.547502
000090.XSHE 7.96 0.184956 0.571245 4.824136
000099.XSHE 8.33 0.262646 0.252119 3.685556
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 7.82 0.248355 0.402564 3.541244
000400.XSHE 12.03 0.353149 1.137431 10.238352
000401.XSHE 14.12 0.355463 0.698899 5.685356
000418.XSHE 66.39 0.296972 0.378579 3.934671
000426.XSHE 10.13 0.279517 0.105521 5.014132
000488.XSHE 11.33 0.228603 -0.081135 3.626543
000501.XSHE 15.44 0.179221 -0.090935 4.272315
000513.XSHE 57.39 0.287719 0.667172 4.340946
000519.XSHE 8.91 0.531483 1.279209 7.910613
000528.XSHE 6.83 0.293407 -0.354869 3.513703
000536.XSHE 4.19 0.261932 0.285185 3.732084
... ... ... ... ...
601928.XSHG 7.43 0.209503 -0.142579 6.046223
601969.XSHG 7.31 0.270322 -0.268015 4.366204
603000.XSHG 11.21 0.340901 0.510924 4.407022
603001.XSHG 13.01 0.192244 -0.214781 4.732038
603019.XSHG 35.61 0.521669 0.316344 4.365680
603025.XSHG 15.59 0.262954 0.324228 4.558036
603077.XSHG 2.10 0.365176 0.243494 2.838171
603169.XSHG 7.57 0.322192 0.232977 9.380366
603188.XSHG 13.80 0.175183 -0.360725 3.661339
603198.XSHG 14.28 0.165556 0.368705 4.323168
603228.XSHG 36.44 0.374135 -0.031240 3.883994
603328.XSHG 11.42 0.298336 -0.350676 5.393763
603355.XSHG 31.94 0.318141 -0.234848 4.762331
603369.XSHG 16.01 0.261610 0.271210 3.450317
603377.XSHG 26.83 0.337561 0.322524 5.081812
603444.XSHG 157.65 0.320114 0.683175 5.220865
603515.XSHG 35.99 0.429788 -0.865568 7.770788
603528.XSHG 8.18 0.432018 0.938119 8.580672
603556.XSHG 25.57 0.242381 0.113821 4.958334
603568.XSHG 16.13 0.258769 0.470467 6.869941
603569.XSHG 17.53 0.473008 1.521004 12.416181
603589.XSHG 45.15 0.276026 1.220703 5.441352
603658.XSHG 47.70 0.270551 0.531736 5.773421
603766.XSHG 6.23 0.219411 -0.009234 3.831886
603806.XSHG 25.21 0.388116 -0.141473 4.429477
603816.XSHG 45.61 0.340855 -0.074882 4.738245
603868.XSHG 55.15 0.278106 -0.229723 4.902711
603877.XSHG 28.29 0.281961 0.742430 5.178288
603883.XSHG 68.62 0.460778 0.309868 3.703702
603888.XSHG 22.00 0.290485 0.419247 4.434535
[497 rows x 4 columns], datetime.date(2018, 3, 27): close r_vol r_skew r_kurt
000006.XSHE 7.08 0.423518 -0.065064 6.497711
000009.XSHE 6.01 0.349461 0.429394 5.567463
000012.XSHE 6.40 0.372190 -0.569255 5.208484
000021.XSHE 8.41 0.443223 0.042751 4.568552
000025.XSHE 25.58 0.602197 0.107315 6.599739
000027.XSHE 5.60 0.256740 -0.131670 4.002734
000028.XSHE 60.22 0.422879 0.423286 5.907605
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 16.32 0.331837 0.171330 4.260780
000049.XSHE 32.64 0.441336 -0.572955 6.446942
000050.XSHE 15.57 0.389312 -0.344024 4.201281
000061.XSHE 7.29 0.624087 0.907729 6.575246
000062.XSHE 12.84 0.472089 0.122182 3.848196
000066.XSHE 7.82 0.464472 0.421397 4.096927
000078.XSHE 6.04 0.350690 0.168756 4.227997
000089.XSHE 8.20 0.232039 -0.238914 5.042277
000090.XSHE 7.83 0.297655 0.030330 3.986449
000099.XSHE 8.34 0.510628 0.945797 5.829087
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 7.65 0.431651 0.254523 5.250649
000400.XSHE 11.63 0.448608 -0.094805 5.557728
000401.XSHE 13.20 0.452268 0.028674 3.727394
000418.XSHE 62.48 0.386109 -0.065336 4.002007
000426.XSHE 9.64 0.478248 0.335500 5.048518
000488.XSHE 10.92 0.289764 -0.113765 3.386069
000501.XSHE 15.00 0.279490 0.596628 4.418231
000513.XSHE 54.95 0.392651 0.101649 3.303927
000519.XSHE 9.60 0.779721 1.063340 5.604247
000528.XSHE 6.23 0.400893 -0.333449 3.829574
000536.XSHE 3.89 0.351200 -0.114859 5.384058
... ... ... ... ...
601928.XSHG 7.22 0.254168 0.127223 4.227488
601969.XSHG 7.07 0.439750 0.045795 10.641476
603000.XSHG 10.86 0.504909 0.808620 7.828619
603001.XSHG 12.87 0.246583 1.266337 8.159656
603019.XSHG 38.34 0.607137 0.175778 3.530648
603025.XSHG 15.54 0.401725 0.362159 4.602108
603077.XSHG 2.08 0.375703 0.018770 2.846671
603169.XSHG 7.20 0.427982 0.320157 4.140265
603188.XSHG 13.02 0.290162 0.081046 5.383873
603198.XSHG 13.98 0.234694 0.311598 4.373231
603228.XSHG 36.54 0.442383 -0.150781 6.752048
603328.XSHG 11.15 0.440707 -0.414865 5.107287
603355.XSHG 28.80 0.472964 0.090878 3.968802
603369.XSHG 15.13 0.350206 -0.124939 5.077576
603377.XSHG 26.09 0.437590 -0.079308 3.554432
603444.XSHG 147.83 0.366152 -0.112887 3.835055
603515.XSHG 34.85 0.491252 0.018113 6.358008
603528.XSHG 7.81 0.489988 0.302794 4.125184
603556.XSHG 25.60 0.311251 0.377920 3.792976
603568.XSHG 15.18 0.301978 -0.596149 4.769294
603569.XSHG 15.34 0.444410 -1.173622 9.197323
603589.XSHG 41.99 0.392055 0.048318 3.996295
603658.XSHG 53.68 0.525923 1.196962 5.407597
603766.XSHG 6.08 0.330827 0.305895 4.015059
603806.XSHG 26.35 0.428004 0.396364 4.757397
603816.XSHG 43.62 0.357133 -0.489483 3.943187
603868.XSHG 53.28 0.409747 0.504439 5.321611
603877.XSHG 27.95 0.414866 0.452300 5.172311
603883.XSHG 69.17 0.558849 1.358099 7.913437
603888.XSHG 20.90 0.407474 0.558174 7.072118
[497 rows x 4 columns], datetime.date(2018, 4, 3): close r_vol r_skew r_kurt
000006.XSHE 6.88 0.288621 0.675942 5.247795
000009.XSHE 6.17 0.285479 1.346796 7.862251
000012.XSHE 6.37 0.214453 0.156750 3.044935
000021.XSHE 8.71 0.337482 0.544362 3.562715
000025.XSHE 25.47 0.372292 1.168973 8.109457
000027.XSHE 5.75 0.285989 1.003906 7.393064
000028.XSHE 57.75 0.351382 0.022992 3.887751
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 15.99 0.222877 0.650178 6.614011
000049.XSHE 32.92 0.355609 1.181037 12.467980
000050.XSHE 15.66 0.259609 0.182070 3.524083
000061.XSHE 7.10 0.242207 0.027461 3.562676
000062.XSHE 12.94 0.341181 0.994823 6.831576
000066.XSHE 8.25 0.494331 0.368023 3.607133
000078.XSHE 5.98 0.244316 0.123924 3.208488
000089.XSHE 7.93 0.248083 -0.352876 5.298347
000090.XSHE 7.77 0.263784 0.918346 6.354456
000099.XSHE 8.96 0.666869 1.374705 8.067107
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 7.85 0.346121 0.512056 5.962256
000400.XSHE 10.97 0.200973 -0.442866 5.397915
000401.XSHE 13.38 0.413570 1.023525 5.038662
000418.XSHE 59.05 0.389118 0.450310 5.205216
000426.XSHE 9.72 0.321669 0.323532 4.019176
000488.XSHE 10.73 0.239576 0.117456 4.462098
000501.XSHE 14.50 0.215383 0.082303 3.880627
000513.XSHE 53.57 0.396049 0.079345 4.410476
000519.XSHE 8.92 0.342407 -0.011531 3.830969
000528.XSHE 6.57 0.394157 0.386752 4.915828
000536.XSHE 3.98 0.270701 0.278108 3.465363
... ... ... ... ...
601928.XSHG 7.10 0.182014 -0.093339 3.074381
601969.XSHG 7.67 0.497927 1.301949 6.331896
603000.XSHG 10.86 0.382589 0.735479 6.553109
603001.XSHG 12.75 0.165363 0.091444 3.403200
603019.XSHG 37.01 0.500879 0.146350 3.758086
603025.XSHG 14.83 0.330361 0.340583 4.984471
603077.XSHG 2.05 0.360683 0.146606 2.589374
603169.XSHG 7.16 0.404922 1.233406 9.194761
603188.XSHG 12.93 0.201495 0.286122 4.267477
603198.XSHG 14.55 0.265243 0.974320 5.547947
603228.XSHG 35.92 0.343688 0.509218 5.029681
603328.XSHG 11.36 0.309144 0.400525 4.356660
603355.XSHG 28.53 0.351690 0.289167 5.141960
603369.XSHG 15.42 0.326887 0.741548 5.003100
603377.XSHG 26.21 0.351071 0.157375 3.529809
603444.XSHG 152.06 0.431916 0.131701 3.675503
603515.XSHG 35.82 0.279678 0.324011 4.437651
603528.XSHG 8.92 0.632257 0.872960 4.481476
603556.XSHG 25.55 0.211635 0.185231 4.170672
603568.XSHG 15.63 0.265221 0.947188 6.031360
603569.XSHG 15.90 0.431216 0.917967 11.256955
603589.XSHG 42.11 0.409746 -0.095067 5.282085
603658.XSHG 57.79 0.481091 0.374082 5.124090
603766.XSHG 6.07 0.284489 0.302413 4.818511
603806.XSHG 28.12 0.438674 1.280407 7.433749
603816.XSHG 42.99 0.301591 0.241977 4.160380
603868.XSHG 51.23 0.355159 0.333578 3.419092
603877.XSHG 27.72 0.401763 0.589304 4.657827
603883.XSHG 72.34 0.516056 0.737063 5.811268
603888.XSHG 21.05 0.327511 1.009996 8.451218
[498 rows x 4 columns], datetime.date(2018, 4, 12): close r_vol r_skew r_kurt
000006.XSHE 6.93 0.249942 0.832286 4.574815
000009.XSHE 6.24 0.300156 0.414924 5.150640
000012.XSHE 6.37 0.239313 0.235561 4.534364
000021.XSHE 8.68 0.282784 0.022363 3.672151
000025.XSHE 25.26 0.335375 0.755726 7.956311
000027.XSHE 5.77 0.264425 0.364198 4.320834
000028.XSHE 57.63 0.283372 0.394223 5.553287
000031.XSHE 7.80 0.644162 0.992631 4.116533
000039.XSHE 15.97 0.218735 0.133720 3.864492
000049.XSHE 32.68 0.254514 -0.245529 6.421461
000050.XSHE 15.75 0.284134 0.381680 6.920460
000061.XSHE 7.00 0.239247 -0.449749 4.496531
000062.XSHE 13.31 0.293017 0.562697 6.262956
000066.XSHE 8.54 0.490841 0.345909 4.200200
000078.XSHE 5.95 0.229146 -0.324262 3.555289
000089.XSHE 7.92 0.178682 0.734807 4.689181
000090.XSHE 7.51 0.255037 0.517690 4.921347
000099.XSHE 8.63 0.359520 0.908304 6.323883
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 7.68 0.303410 -0.367733 4.207010
000400.XSHE 11.01 0.229648 0.975415 9.780881
000401.XSHE 12.42 0.296657 -0.710213 7.106454
000418.XSHE 59.76 0.356259 -0.275358 4.197982
000426.XSHE 9.81 0.260411 0.189870 3.828680
000488.XSHE 10.57 0.197186 -0.785625 5.064858
000501.XSHE 14.72 0.166172 0.086920 3.198045
000513.XSHE 55.28 0.269063 0.172820 3.744617
000519.XSHE 9.75 0.716212 1.804412 12.862853
000528.XSHE 6.89 0.318064 0.113125 3.469466
000536.XSHE 3.84 0.274696 -0.209518 3.080698
... ... ... ... ...
601928.XSHG 7.10 0.189795 0.292735 3.858038
601969.XSHG 7.91 0.688850 0.401437 9.313713
603000.XSHG 10.97 0.304771 0.153327 4.801388
603001.XSHG 13.12 0.206166 0.444206 4.542751
603019.XSHG 34.72 0.475547 -0.449514 3.482081
603025.XSHG 14.39 0.390019 -0.002061 5.287998
603077.XSHG 2.03 0.331388 0.029019 2.533217
603169.XSHG 7.51 0.473795 2.294732 15.007544
603188.XSHG 13.35 0.222448 0.232910 5.521811
603198.XSHG 13.96 0.225018 0.703441 11.124577
603228.XSHG 35.02 0.334527 1.097133 6.600296
603328.XSHG 11.50 0.332806 -0.437992 5.294239
603355.XSHG 28.09 0.279024 0.043056 4.685712
603369.XSHG 17.21 0.443080 -0.194995 5.072036
603377.XSHG 26.52 0.315374 0.316846 4.372885
603444.XSHG 146.95 0.271974 -0.336804 3.681104
603515.XSHG 38.65 0.373950 0.657337 4.505619
603528.XSHG 9.91 0.656587 0.659021 5.285849
603556.XSHG 24.96 0.264164 0.184611 5.321865
603568.XSHG 15.67 0.239151 0.257479 3.754676
603569.XSHG 16.12 0.315651 0.378910 4.650965
603589.XSHG 43.36 0.329899 0.107971 4.659540
603658.XSHG 57.68 0.352336 0.273728 6.674995
603766.XSHG 5.97 0.311680 0.857510 7.195478
603806.XSHG 27.20 0.266114 -0.539428 4.043003
603816.XSHG 43.88 0.249791 0.374667 3.590764
603868.XSHG 53.77 0.327747 0.068965 3.547783
603877.XSHG 28.57 0.413773 0.469988 3.976227
603883.XSHG 71.69 0.371766 0.244057 4.273513
603888.XSHG 21.30 0.314644 0.939359 7.247239
[498 rows x 4 columns], datetime.date(2018, 4, 19): close r_vol r_skew r_kurt
000006.XSHE 6.91 0.254116 0.063650 3.676182
000009.XSHE 6.08 0.310472 0.000127 5.752922
000012.XSHE 6.34 0.219368 -0.063721 3.873027
000021.XSHE 9.47 0.475111 0.509141 4.328490
000025.XSHE 24.26 0.338189 -0.091076 3.962739
000027.XSHE 5.59 0.196667 -0.433887 3.214350
000028.XSHE 56.37 0.289233 0.075537 3.465086
000031.XSHE 6.67 0.679092 0.044826 8.380225
000039.XSHE 15.58 0.234110 -0.208028 3.630437
000049.XSHE 31.91 0.291366 -0.441246 4.241021
000050.XSHE 15.49 0.328872 0.180082 4.583779
000061.XSHE 6.67 0.242484 -0.321567 3.201589
000062.XSHE 13.27 0.270359 0.027095 3.311235
000066.XSHE 9.51 0.599303 0.293780 3.256099
000078.XSHE 5.71 0.292997 -0.425245 3.928950
000089.XSHE 7.88 0.190984 0.150303 3.920019
000090.XSHE 7.22 0.189272 -0.459214 3.642638
000099.XSHE 8.49 0.373124 -0.940490 5.612026
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 7.63 0.398793 -0.106225 6.342230
000400.XSHE 10.88 0.202248 -0.081344 3.656536
000401.XSHE 13.01 0.323688 0.456249 6.106447
000418.XSHE 55.45 0.462795 -0.143437 4.685232
000426.XSHE 9.54 0.389678 -0.463991 6.491815
000488.XSHE 10.16 0.252223 -0.346736 3.253618
000501.XSHE 14.18 0.221121 -0.443103 4.175775
000513.XSHE 50.89 0.352329 -0.295962 4.012514
000519.XSHE 10.00 0.739155 0.478184 7.836616
000528.XSHE 6.76 0.335790 0.135701 5.114704
000536.XSHE 3.69 0.290433 -0.002857 2.836340
... ... ... ... ...
601969.XSHG 7.74 0.619810 1.249218 15.040193
603000.XSHG 11.27 0.515856 -0.136784 4.726954
603001.XSHG 12.80 0.194693 -0.112899 3.076465
603019.XSHG 40.40 0.683415 0.684664 3.610632
603025.XSHG 13.72 0.416874 0.290863 5.342543
603077.XSHG 2.02 0.361458 -0.099229 2.367027
603169.XSHG 7.15 0.372680 0.643107 5.825877
603188.XSHG 12.92 0.202451 -0.139478 3.664578
603198.XSHG 13.89 0.209603 0.340435 5.856495
603225.XSHG 16.60 0.274438 -0.248424 4.826507
603228.XSHG 34.21 0.424978 -0.407851 3.712293
603328.XSHG 11.37 0.377818 0.079396 3.695483
603355.XSHG 27.04 0.263319 -0.561342 4.861016
603369.XSHG 17.06 0.396833 -0.047262 3.225300
603377.XSHG 25.60 0.397579 -0.331810 4.791977
603444.XSHG 142.71 0.305698 0.016529 4.058866
603515.XSHG 37.42 0.466686 -0.343900 3.559484
603528.XSHG 9.01 0.513163 -0.520639 4.476209
603556.XSHG 23.08 0.282225 -1.020851 4.827576
603568.XSHG 16.17 0.277420 0.588036 5.159093
603569.XSHG 15.58 0.329741 -0.458526 3.857942
603589.XSHG 43.59 0.374457 0.336083 3.968971
603658.XSHG 55.45 0.420692 -0.769030 4.146653
603766.XSHG 5.78 0.292492 0.039299 3.381088
603806.XSHG 27.35 0.357989 0.734000 7.392158
603816.XSHG 42.68 0.325663 -0.036920 4.560290
603868.XSHG 51.49 0.319733 0.403951 4.508902
603877.XSHG 27.10 0.415375 -0.344733 3.611318
603883.XSHG 73.51 0.555267 0.300272 4.392622
603888.XSHG 21.64 0.384811 0.460976 6.903539
[499 rows x 4 columns], datetime.date(2018, 4, 26): close r_vol r_skew r_kurt
000006.XSHE 6.70 0.303684 0.385864 6.828671
000009.XSHE 5.82 0.235469 -0.293024 4.145269
000012.XSHE 6.17 0.211847 0.067829 5.378454
000021.XSHE 9.52 0.520680 0.402180 3.392999
000025.XSHE 24.56 0.623814 1.617812 11.961959
000027.XSHE 5.45 0.194574 -0.215588 3.170736
000028.XSHE 52.87 0.274125 -0.812258 5.764859
000031.XSHE 6.41 0.310557 0.114395 4.907841
000039.XSHE 14.85 0.246726 -0.023331 3.707407
000049.XSHE 30.47 0.278427 -0.108292 3.973799
000050.XSHE 14.62 0.327677 -0.105769 3.689186
000061.XSHE 6.41 0.223476 -0.207306 3.949806
000062.XSHE 14.95 0.546556 1.465696 7.801812
000066.XSHE 9.22 0.661864 0.142859 3.703974
000078.XSHE 5.69 0.257694 0.483052 3.558431
000089.XSHE 7.73 0.195927 -0.241193 4.111950
000090.XSHE 7.03 0.184605 0.062614 4.239398
000099.XSHE 8.06 0.305225 0.055320 4.909653
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 8.17 0.547904 1.352395 6.398361
000400.XSHE 9.91 0.280000 -0.334475 5.419924
000401.XSHE 13.01 0.392901 2.979166 15.824324
000418.XSHE 60.67 0.484342 0.954747 5.695540
000426.XSHE 8.80 0.312956 0.064345 4.320396
000488.XSHE 10.00 0.238517 -0.090405 5.065971
000501.XSHE 14.08 0.246015 0.201001 3.029935
000513.XSHE 49.54 0.338855 0.539379 4.477963
000519.XSHE 9.29 0.457954 -0.066136 3.647268
000528.XSHE 6.89 0.301489 0.354877 4.017856
000536.XSHE 3.58 0.290367 0.102519 3.664520
... ... ... ... ...
601969.XSHG 6.85 0.327240 -0.056055 3.648757
603000.XSHG 10.74 0.269554 -0.329145 4.954943
603001.XSHG 12.86 0.247768 0.787651 7.027747
603019.XSHG 36.63 0.593916 -0.037995 3.514869
603025.XSHG 13.88 0.371012 0.309419 4.039806
603077.XSHG 1.97 0.374082 -0.015348 2.108224
603169.XSHG 6.75 0.333192 0.072700 4.872762
603188.XSHG 11.27 0.303560 -0.191353 5.830971
603198.XSHG 14.04 0.242788 0.342716 4.473864
603225.XSHG 16.35 0.261473 -0.114620 5.264716
603228.XSHG 32.23 0.364338 0.193781 4.855126
603328.XSHG 11.03 0.455821 -0.404009 7.711880
603355.XSHG 25.42 0.325732 0.203250 5.000993
603369.XSHG 15.94 0.400956 0.117003 3.907490
603377.XSHG 24.75 0.425568 0.247789 8.171238
603444.XSHG 138.57 0.265832 0.041840 5.091170
603515.XSHG 35.65 0.403973 -0.222251 4.025807
603528.XSHG 9.51 0.528524 1.573322 11.620476
603556.XSHG 22.20 0.247474 0.381406 3.775171
603568.XSHG 16.35 0.288404 -0.115911 5.152660
603569.XSHG 15.25 0.320005 0.290242 4.367047
603589.XSHG 42.88 0.420470 0.411020 5.334956
603658.XSHG 61.72 0.498809 0.771449 6.208635
603766.XSHG 5.58 0.279138 0.413569 5.507544
603806.XSHG 25.79 0.387745 -0.046823 4.434147
603816.XSHG 42.29 0.314370 0.218415 7.105813
603868.XSHG 48.34 0.281913 -1.203617 11.860410
603877.XSHG 25.36 0.570942 -0.952357 7.546591
603883.XSHG 76.96 0.450910 0.418686 4.180135
603888.XSHG 21.07 0.284110 -0.138359 3.486075
[499 rows x 4 columns], datetime.date(2018, 5, 7): close r_vol r_skew r_kurt
000006.XSHE 7.07 0.215112 0.295258 3.351531
000009.XSHE 5.95 0.250724 0.200890 7.156396
000012.XSHE 6.19 0.185598 -0.098703 3.014553
000021.XSHE 8.98 0.400586 -0.034941 3.348186
000025.XSHE 24.40 0.254756 0.116603 5.740686
000027.XSHE 5.53 0.190193 0.459413 3.742075
000028.XSHE 53.72 0.261139 0.182260 5.392372
000031.XSHE 6.85 0.269420 0.319805 3.850176
000039.XSHE 14.92 0.244670 0.324412 4.303024
000049.XSHE 32.62 0.284562 0.764078 4.902660
000050.XSHE 16.05 0.274228 0.355532 3.532413
000061.XSHE 6.61 0.186656 0.248377 3.683425
000062.XSHE 15.15 0.402004 0.093540 4.082557
000066.XSHE 8.83 0.494901 -0.066028 4.183332
000078.XSHE 5.88 0.301154 -0.063176 4.358046
000089.XSHE 7.70 0.184592 0.024250 3.352737
000090.XSHE 7.10 0.201855 0.290088 3.635262
000099.XSHE 8.13 0.255973 0.200101 4.131430
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 7.64 0.441772 -0.245594 3.752734
000400.XSHE 9.92 0.197247 0.516847 3.417687
000401.XSHE 11.79 0.434361 0.896867 7.247449
000418.XSHE 63.80 0.416440 0.372406 3.842420
000426.XSHE 8.94 0.260133 -0.004891 3.535500
000488.XSHE 9.51 0.319165 0.640719 7.531051
000501.XSHE 14.41 0.292388 0.580371 5.417851
000513.XSHE 52.55 0.285358 0.333430 4.632353
000519.XSHE 9.68 0.484953 0.659207 11.439615
000528.XSHE 7.40 0.315258 0.260137 3.595787
000536.XSHE 3.56 0.296132 -0.147333 2.933960
... ... ... ... ...
601969.XSHG 6.83 0.304250 0.627331 4.836653
603000.XSHG 10.70 0.289542 0.465358 5.278737
603001.XSHG 13.36 0.225226 0.834127 4.067937
603019.XSHG 37.32 0.530685 -0.342082 4.607991
603025.XSHG 14.80 0.307013 0.237015 3.357028
603077.XSHG 1.91 0.419334 -0.013437 2.683205
603169.XSHG 6.82 0.279050 -0.296155 3.621056
603188.XSHG 11.28 0.200284 -0.449650 2.866647
603198.XSHG 15.65 0.310002 0.699505 4.349384
603225.XSHG 15.66 0.348602 -0.278574 8.314177
603228.XSHG 33.77 0.351239 0.685884 4.589814
603328.XSHG 11.58 0.456752 0.376752 3.899585
603355.XSHG 27.14 0.315323 0.213849 7.069937
603369.XSHG 19.64 0.421462 0.798539 4.365320
603377.XSHG 23.68 0.403062 0.931770 6.827675
603444.XSHG 147.47 0.236213 0.414921 3.581647
603515.XSHG 38.16 0.371405 0.166312 3.612661
603528.XSHG 9.72 0.435802 0.159273 4.087276
603556.XSHG 20.55 0.253186 0.067937 6.104385
603568.XSHG 18.22 0.374423 0.637344 4.341203
603569.XSHG 17.43 0.358063 0.359147 5.270278
603589.XSHG 54.43 0.457285 1.010636 6.439319
603658.XSHG 67.38 0.565977 0.602579 5.830379
603766.XSHG 5.61 0.218881 -0.092823 3.362807
603806.XSHG 28.44 0.344275 0.275672 3.061335
603816.XSHG 47.79 0.323289 0.609673 3.645880
603868.XSHG 48.96 0.321188 0.776638 3.881188
603877.XSHG 29.04 0.495205 0.753260 5.853035
603883.XSHG 78.93 0.484722 1.077408 5.521692
603888.XSHG 20.63 0.259251 0.557822 6.103868
[496 rows x 4 columns], datetime.date(2018, 5, 14): close r_vol r_skew r_kurt
000006.XSHE 7.10 0.345864 0.732069 7.028786
000009.XSHE 6.09 0.235667 0.546533 3.438457
000012.XSHE 6.24 0.180547 0.325105 3.358179
000021.XSHE 8.46 0.246774 0.511562 5.440237
000025.XSHE 25.20 0.533388 1.102888 6.893860
000027.XSHE 5.52 0.172280 -0.121560 2.909514
000028.XSHE 53.51 0.216758 -0.192775 5.156330
000031.XSHE 6.82 0.234294 -0.306523 5.756256
000039.XSHE 15.12 0.232406 0.883851 6.822975
000049.XSHE 33.99 0.371522 1.052209 5.627943
000050.XSHE 16.54 0.237018 0.303671 3.948739
000061.XSHE 6.58 0.185831 -0.002734 2.972470
000062.XSHE 14.69 0.272691 0.287008 4.553617
000066.XSHE 8.04 0.349931 0.016313 3.999728
000078.XSHE 5.67 0.274503 -0.373756 3.928848
000089.XSHE 7.64 0.179470 0.027607 3.594378
000090.XSHE 7.21 0.290746 0.957388 6.689236
000099.XSHE 8.03 0.194498 -0.034459 3.923153
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 7.81 0.418288 0.655264 6.750702
000400.XSHE 9.72 0.129499 -0.300000 6.966387
000401.XSHE 11.45 0.174330 -0.456798 5.227802
000418.XSHE 63.43 0.292630 -0.178258 4.430203
000426.XSHE 8.95 0.221930 0.629125 5.042806
000488.XSHE 9.63 0.189473 0.660250 5.094417
000501.XSHE 13.95 0.212056 -0.092631 3.363819
000513.XSHE 52.73 0.250879 0.483343 3.968662
000519.XSHE 9.25 0.333439 -0.583150 9.130177
000528.XSHE 7.08 0.284611 -0.099327 3.267553
000536.XSHE 3.50 0.229942 -0.268508 2.922945
... ... ... ... ...
601969.XSHG 6.77 0.205512 0.223747 3.990963
603000.XSHG 10.75 0.230319 0.090198 3.731693
603001.XSHG 13.32 0.192123 0.164215 5.818114
603019.XSHG 34.97 0.314047 0.131009 3.669599
603025.XSHG 14.87 0.229893 -0.241524 3.690237
603077.XSHG 1.84 0.476674 0.306799 4.047614
603169.XSHG 6.67 0.256688 0.590419 5.669433
603188.XSHG 11.28 0.200284 -0.449650 2.866647
603198.XSHG 15.76 0.305616 0.236799 4.228328
603225.XSHG 15.49 0.190240 -0.046784 4.457912
603228.XSHG 34.44 0.274744 0.535075 5.124456
603328.XSHG 10.47 0.289781 -0.721889 4.300914
603355.XSHG 26.26 0.290988 0.334714 4.434856
603369.XSHG 20.85 0.508475 -0.022958 3.632601
603377.XSHG 23.21 0.229318 0.120638 4.122651
603444.XSHG 141.97 0.189546 -0.236000 5.595307
603515.XSHG 37.65 0.305467 -0.087704 4.399505
603528.XSHG 9.77 0.662952 0.376530 7.646563
603556.XSHG 19.98 0.229978 -0.189356 3.317198
603568.XSHG 17.49 0.405229 0.189697 3.755714
603569.XSHG 17.83 0.274129 -0.132764 3.830800
603589.XSHG 56.43 0.432281 -0.949747 6.328351
603658.XSHG 62.92 0.469989 -0.007166 4.023494
603766.XSHG 5.65 0.191017 -0.075043 5.309021
603806.XSHG 29.11 0.245569 -0.136092 5.032228
603816.XSHG 50.87 0.373453 0.239731 5.616623
603868.XSHG 50.54 0.288608 0.230043 4.573284
603877.XSHG 29.78 0.632470 -0.709638 8.743609
603883.XSHG 72.13 0.387006 0.002779 5.411957
603888.XSHG 21.81 0.287052 0.696988 6.214165
[496 rows x 4 columns], datetime.date(2018, 5, 21): close r_vol r_skew r_kurt
000006.XSHE 7.33 0.231048 0.995625 5.046542
000009.XSHE 6.21 0.285576 1.373517 9.491344
000012.XSHE 6.30 0.165483 0.148256 3.125486
000021.XSHE 8.49 0.218453 0.364206 3.676733
000025.XSHE 25.35 0.310575 1.006028 5.401702
000027.XSHE 5.62 0.187951 0.280999 3.525195
000028.XSHE 54.16 0.235537 -0.141845 3.787120
000031.XSHE 6.88 0.273639 1.602250 9.424795
000039.XSHE 16.36 0.286352 0.823471 5.056424
000049.XSHE 33.54 0.289933 0.327883 4.824738
000050.XSHE 17.12 0.330121 0.610990 5.200285
000061.XSHE 6.72 0.257392 0.926363 5.374761
000062.XSHE 15.25 0.325643 0.646493 4.934963
000066.XSHE 8.40 0.353725 0.607493 4.092116
000078.XSHE 5.76 0.254338 0.318813 2.920603
000089.XSHE 7.47 0.170345 -0.414197 2.889907
000090.XSHE 7.35 0.194933 1.059445 6.109198
000099.XSHE 8.47 0.205816 1.054603 5.324666
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 9.13 0.456284 0.533221 5.884040
000400.XSHE 9.89 0.151781 0.407908 3.537912
000401.XSHE 11.04 0.199418 0.566186 6.973306
000418.XSHE 60.57 0.245400 -0.188026 4.167818
000426.XSHE 7.87 0.339894 -1.067215 5.956223
000488.XSHE 9.75 0.161008 0.036432 3.809256
000501.XSHE 13.83 0.207255 -0.131865 3.678136
000513.XSHE 53.35 0.284091 0.028094 4.527717
000519.XSHE 9.39 0.369129 0.658527 6.199606
000528.XSHE 7.96 0.407299 0.976386 5.721495
000536.XSHE 3.54 0.232807 0.136121 3.025592
... ... ... ... ...
601969.XSHG 7.06 0.246762 0.953442 5.669502
603000.XSHG 10.78 0.239418 0.889881 6.584952
603001.XSHG 14.04 0.306540 0.731042 4.249897
603019.XSHG 35.68 0.295247 0.413381 4.002352
603025.XSHG 15.47 0.303134 0.360274 5.378478
603077.XSHG 1.87 0.415135 0.183841 2.367250
603169.XSHG 6.95 0.376437 1.694240 9.980309
603188.XSHG 11.28 0.200284 -0.449650 2.866647
603198.XSHG 15.92 0.280143 -0.333951 5.748656
603225.XSHG 16.67 0.416107 1.128104 8.483490
603228.XSHG 35.93 0.297063 0.576327 4.842174
603328.XSHG 10.57 0.233562 0.008139 4.344167
603355.XSHG 28.52 0.301213 1.153721 6.387264
603369.XSHG 20.40 0.424449 -0.225520 3.728715
603377.XSHG 23.47 0.293352 0.590473 8.335879
603444.XSHG 146.44 0.211779 0.697148 5.778047
603515.XSHG 42.04 0.390503 0.136068 4.566450
603528.XSHG 9.73 0.342636 0.056798 4.863637
603556.XSHG 21.10 0.212836 0.911122 6.511118
603568.XSHG 18.19 0.412197 -0.091936 6.231447
603569.XSHG 17.65 0.376208 0.366119 5.546902
603589.XSHG 57.64 0.507239 0.201658 3.923751
603658.XSHG 66.28 0.426381 -0.134521 4.576340
603766.XSHG 5.81 0.250907 0.631704 3.579701
603806.XSHG 30.41 0.297582 0.589825 6.880225
603816.XSHG 50.88 0.333334 -0.298361 3.568030
603868.XSHG 51.26 0.314125 0.130596 4.163589
603877.XSHG 31.36 0.583262 -0.245492 5.542807
603883.XSHG 75.65 0.461900 0.085165 4.791168
603888.XSHG 21.68 0.207624 0.243277 3.235958
[496 rows x 4 columns], datetime.date(2018, 5, 28): close r_vol r_skew r_kurt
000006.XSHE 6.96 0.255332 0.403717 5.959844
000009.XSHE 5.90 0.196031 -0.460514 3.947579
000012.XSHE 6.10 0.182156 -0.361377 3.270091
000021.XSHE 8.11 0.225059 0.042396 3.508926
000025.XSHE 25.23 0.379286 1.242352 7.494234
000027.XSHE 5.59 0.221479 0.626539 4.047287
000028.XSHE 51.79 0.198115 -1.140771 5.256539
000031.XSHE 6.46 0.194529 -0.477561 3.463015
000039.XSHE 16.04 0.259314 -0.016958 4.743146
000049.XSHE 32.50 0.243311 0.287743 4.500023
000050.XSHE 16.53 0.262536 -0.023193 3.509426
000061.XSHE 6.36 0.200655 -0.003178 4.911000
000062.XSHE 15.25 0.374459 0.300695 4.112621
000066.XSHE 8.11 0.369794 0.185430 3.727727
000078.XSHE 5.95 0.264102 1.219066 8.213816
000089.XSHE 7.46 0.187241 -0.082675 3.727665
000090.XSHE 7.26 0.209846 0.245128 5.334710
000099.XSHE 7.93 0.248724 0.081543 5.198072
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 9.33 0.435737 0.185133 4.033049
000400.XSHE 9.35 0.171240 -1.116439 6.315086
000401.XSHE 11.33 0.325763 1.253867 8.250541
000418.XSHE 60.42 0.320474 0.974162 8.305419
000426.XSHE 7.43 0.348088 0.069089 7.034616
000488.XSHE 9.31 0.219305 -0.824202 4.133933
000501.XSHE 13.75 0.204597 0.114053 3.653288
000513.XSHE 52.53 0.244724 -0.198414 4.504722
000519.XSHE 8.96 0.355209 0.969775 11.969784
000528.XSHE 7.51 0.284129 0.236747 4.378955
000536.XSHE 3.34 0.249629 -0.259023 2.432038
... ... ... ... ...
601969.XSHG 7.02 0.462439 0.712999 7.525512
603000.XSHG 11.06 0.272691 0.108091 4.420820
603001.XSHG 13.93 0.251974 -0.134057 4.234281
603019.XSHG 33.02 0.319721 0.016479 4.676904
603025.XSHG 14.96 0.400872 0.360519 5.117326
603077.XSHG 1.81 0.392793 0.004091 2.494880
603169.XSHG 6.70 0.292196 0.310144 5.074353
603188.XSHG 11.28 0.200284 -0.449650 2.866647
603198.XSHG 16.58 0.280901 0.394429 5.332406
603225.XSHG 15.95 0.303311 0.292680 5.899685
603228.XSHG 35.47 0.350811 0.427689 5.386019
603328.XSHG 11.03 0.273086 0.191509 3.816132
603355.XSHG 30.42 0.400830 1.074629 6.912558
603369.XSHG 21.87 0.434696 0.075653 3.462863
603377.XSHG 23.46 0.324159 0.304757 4.327491
603444.XSHG 141.47 0.202461 -0.584896 5.497162
603515.XSHG 41.28 0.464366 0.349962 4.458973
603528.XSHG 9.13 0.386019 -0.286721 4.339538
603556.XSHG 21.31 0.199183 0.529320 4.243010
603568.XSHG 17.08 0.313270 -0.361233 3.435755
603569.XSHG 17.79 0.339243 0.354240 4.973134
603589.XSHG 60.50 0.371482 -0.208083 3.330878
603658.XSHG 74.27 0.459886 0.170845 4.635180
603766.XSHG 5.74 0.252081 0.662653 4.681435
603806.XSHG 29.97 0.306555 -0.274698 4.191972
603816.XSHG 50.58 0.305677 -0.023002 4.189001
603868.XSHG 48.99 0.311632 -0.359183 3.420505
603877.XSHG 31.19 0.388691 -0.041398 4.416741
603883.XSHG 78.02 0.449975 0.313304 4.771499
603888.XSHG 21.14 0.275405 0.938601 7.306874
[496 rows x 4 columns], datetime.date(2018, 6, 4): close r_vol r_skew r_kurt
000006.XSHE 6.70 0.290670 0.150487 5.280139
000009.XSHE 5.68 0.254770 0.291152 3.766634
000012.XSHE 5.79 0.224751 0.133118 3.657618
000021.XSHE 7.89 0.237974 0.202488 3.897800
000025.XSHE 24.00 0.353878 0.437379 4.848756
000027.XSHE 5.53 0.218716 0.205567 3.421356
000028.XSHE 51.41 0.289821 0.314012 3.743742
000031.XSHE 6.44 0.350292 -0.112330 3.826062
000039.XSHE 15.19 0.268413 -0.399185 4.677282
000049.XSHE 30.69 0.288550 -0.338767 4.248641
000050.XSHE 15.58 0.330888 -0.307313 3.725890
000061.XSHE 6.41 0.247405 0.396157 3.049536
000062.XSHE 15.60 0.514786 0.519801 5.858247
000066.XSHE 7.61 0.391549 0.389022 4.587945
000078.XSHE 5.51 0.275010 -0.160462 4.087763
000089.XSHE 7.99 0.307118 0.747220 3.835380
000090.XSHE 7.09 0.220958 0.243485 3.872497
000099.XSHE 7.46 0.257800 -0.391925 3.228878
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 9.28 0.590917 0.425438 5.281144
000400.XSHE 8.77 0.242977 -0.423938 3.993757
000401.XSHE 10.73 0.258243 -0.287107 5.118561
000418.XSHE 66.05 0.370131 1.300174 5.715223
000426.XSHE 7.52 0.418621 0.560316 5.533938
000488.XSHE 8.94 0.222809 -0.137586 4.018807
000501.XSHE 13.78 0.313804 0.159468 4.385603
000513.XSHE 48.80 0.280317 -0.388300 4.029313
000519.XSHE 8.10 0.360269 -0.423183 3.681506
000528.XSHE 7.27 0.344334 -0.024061 3.553536
000536.XSHE 3.13 0.311114 -0.697579 4.575996
... ... ... ... ...
601969.XSHG 6.71 0.296004 0.136064 3.105657
603000.XSHG 9.95 0.337247 -0.219240 4.414722
603001.XSHG 14.36 0.495877 1.382958 9.201175
603019.XSHG 31.54 0.412907 0.910691 6.732251
603025.XSHG 14.06 0.347788 0.070309 4.236900
603077.XSHG 1.70 0.449637 -0.192963 2.966745
603169.XSHG 6.11 0.319634 0.046016 3.582973
603188.XSHG 11.28 0.200284 -0.449650 2.866647
603198.XSHG 17.76 0.514955 0.532053 4.680380
603225.XSHG 15.07 0.345458 -0.123438 6.367880
603228.XSHG 34.97 0.388949 0.160900 4.893199
603328.XSHG 10.30 0.306665 -0.846357 5.589215
603355.XSHG 30.31 0.538893 0.603663 5.396954
603369.XSHG 22.17 0.681050 0.556654 4.068169
603377.XSHG 23.32 0.557927 0.378608 5.055551
603444.XSHG 136.69 0.195273 -0.032463 3.916052
603515.XSHG 41.36 0.537597 0.021460 3.433994
603528.XSHG 8.19 0.409950 0.277053 3.386276
603556.XSHG 19.61 0.253755 -0.240489 3.905462
603568.XSHG 16.52 0.331780 -0.382395 4.244947
603569.XSHG 17.53 0.471158 0.172007 5.515802
603589.XSHG 62.79 0.632597 0.070758 3.336441
603658.XSHG 72.96 0.888023 -0.498226 6.391085
603766.XSHG 5.72 0.360203 0.679485 6.281890
603806.XSHG 24.65 0.386025 -1.655875 12.834395
603816.XSHG 49.97 0.386028 0.420553 3.601345
603868.XSHG 50.50 0.389265 1.304398 7.506747
603877.XSHG 32.96 0.630801 0.280534 3.607007
603883.XSHG 74.14 0.490400 0.159606 4.517395
603888.XSHG 19.53 0.250724 0.092897 4.029829
[496 rows x 4 columns], datetime.date(2018, 6, 11): close r_vol r_skew r_kurt
000006.XSHE 6.67 0.212178 0.570027 4.335247
000008.XSHE 4.96 0.711890 -1.655726 6.153583
000009.XSHE 5.58 0.236643 0.123609 3.849275
000012.XSHE 5.65 0.197044 -0.048382 4.757399
000021.XSHE 7.72 0.188006 0.182149 3.980753
000025.XSHE 23.57 0.184410 0.188135 5.270827
000027.XSHE 5.36 0.178287 -0.086982 3.804407
000028.XSHE 51.59 0.217173 0.341261 6.197606
000031.XSHE 6.49 0.307888 0.454986 4.998385
000039.XSHE 14.68 0.215128 -0.105205 4.123076
000049.XSHE 30.94 0.200288 0.497526 4.080276
000061.XSHE 6.27 0.221070 -0.031685 3.115340
000062.XSHE 14.76 0.379666 0.288827 5.727134
000066.XSHE 7.38 0.323286 0.415158 4.192350
000078.XSHE 5.29 0.250745 -0.107400 3.993837
000089.XSHE 8.07 0.273433 0.474044 4.572530
000090.XSHE 6.94 0.180532 0.149903 4.111606
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 8.36 0.622794 0.411768 4.964313
000400.XSHE 8.56 0.233591 0.415231 6.345420
000401.XSHE 10.85 0.186696 0.880915 5.393816
000418.XSHE 66.59 0.458493 -0.183813 4.754944
000426.XSHE 7.64 0.263618 0.431149 3.776626
000488.XSHE 8.82 0.164297 0.233621 4.918012
000501.XSHE 13.25 0.181633 -0.398619 5.032258
000513.XSHE 49.05 0.192484 0.481894 5.807380
000519.XSHE 8.10 0.352034 0.924937 8.352589
000528.XSHE 7.11 0.242282 0.326410 5.760885
000536.XSHE 3.19 0.291233 0.179544 2.777565
000541.XSHE 6.43 0.240754 -0.034499 3.659324
... ... ... ... ...
601969.XSHG 6.61 0.226800 0.193334 3.667091
603000.XSHG 9.90 0.248576 -0.251864 5.465893
603019.XSHG 33.32 0.297362 0.339201 4.278969
603025.XSHG 14.98 0.287711 1.057524 5.223420
603077.XSHG 1.74 0.429154 0.171578 2.371851
603169.XSHG 5.91 0.446469 1.467051 10.779959
603188.XSHG 10.48 0.271892 -0.248599 2.992696
603198.XSHG 18.60 0.539344 0.269734 4.102110
603225.XSHG 15.11 0.260074 0.707368 5.770352
603228.XSHG 35.21 0.324667 0.562199 6.023369
603328.XSHG 9.87 0.285096 -0.130145 4.931669
603355.XSHG 28.69 0.409209 0.173895 4.450156
603369.XSHG 22.19 0.461892 0.576600 3.701656
603377.XSHG 24.05 0.308910 0.769975 5.140648
603444.XSHG 135.47 0.188542 0.109788 3.632390
603515.XSHG 41.61 0.382029 0.059607 4.138514
603556.XSHG 19.24 0.262955 0.316928 5.211418
603568.XSHG 17.74 0.312483 0.622288 4.728341
603569.XSHG 17.09 0.505139 0.177339 8.097596
603589.XSHG 60.22 0.447075 0.279240 4.300402
603658.XSHG 74.87 0.583520 0.154459 4.796974
603766.XSHG 5.70 0.218942 -0.412790 4.471534
603806.XSHG 23.92 0.424756 0.063267 6.797782
603816.XSHG 48.10 0.359164 -0.418509 4.420645
603868.XSHG 49.67 0.295259 0.200380 3.976533
603877.XSHG 32.89 0.637654 0.850167 5.055999
603883.XSHG 75.05 0.354360 0.751255 6.497975
603885.XSHG 17.38 0.458644 0.849486 5.457364
603888.XSHG 19.94 0.230629 1.043662 5.715540
603899.XSHG 32.31 0.353431 -0.322012 6.073722
[495 rows x 4 columns], datetime.date(2018, 6, 19): close r_vol r_skew r_kurt
000006.XSHE 6.02 0.328788 0.442568 5.016134
000008.XSHE 4.96 0.711890 -1.655726 6.153583
000009.XSHE 4.84 0.383986 -0.454175 3.637231
000012.XSHE 4.86 0.387338 -0.610490 5.104189
000021.XSHE 6.79 0.348635 0.093584 5.013104
000025.XSHE 21.80 0.405112 0.407715 3.901853
000027.XSHE 4.79 0.310437 -0.721647 5.064302
000028.XSHE 47.25 0.359507 0.417131 6.196700
000031.XSHE 6.07 0.576741 1.241839 8.389932
000039.XSHE 13.11 0.296646 -0.304298 5.115116
000049.XSHE 27.05 0.351578 -0.395773 5.181685
000061.XSHE 5.75 0.482712 -0.097622 5.931811
000062.XSHE 13.99 0.598180 0.410224 4.816590
000066.XSHE 6.65 0.480483 -0.207481 4.247353
000078.XSHE 4.70 0.393724 -0.198890 3.762755
000089.XSHE 7.85 0.388134 0.410088 4.352791
000090.XSHE 6.29 0.319457 -0.007585 4.110191
000156.XSHE 11.13 0.320551 -0.815656 8.856566
000158.XSHE 6.55 0.706816 -0.123220 6.522966
000400.XSHE 7.62 0.367566 -0.285295 3.825517
000401.XSHE 9.27 0.329990 -0.214170 8.003102
000418.XSHE 62.23 0.473377 -0.288465 4.035140
000426.XSHE 7.19 0.362494 -0.558993 4.168974
000488.XSHE 8.01 0.289639 0.036596 3.587119
000501.XSHE 11.91 0.303263 -0.148110 3.435462
000513.XSHE 46.74 0.293770 -0.008456 4.334774
000519.XSHE 7.21 0.551621 1.296049 9.051206
000528.XSHE 6.99 0.507413 0.324633 3.221523
000536.XSHE 2.74 0.430113 -0.602702 4.437312
000541.XSHE 5.89 0.303744 0.022900 4.513049
... ... ... ... ...
601969.XSHG 5.31 0.480630 -0.385355 5.312265
603000.XSHG 8.60 0.315528 -0.389021 3.835987
603019.XSHG 29.91 0.497781 0.184606 4.235194
603025.XSHG 13.11 0.475852 -0.448474 4.400261
603077.XSHG 1.65 0.522729 -0.223998 3.455500
603169.XSHG 4.81 0.456444 -0.345016 5.555230
603188.XSHG 9.01 0.395151 -0.290088 4.181843
603198.XSHG 17.38 0.594862 -0.131973 3.150638
603225.XSHG 13.25 0.355545 -0.427542 4.552709
603228.XSHG 34.11 0.326963 0.222912 4.706769
603328.XSHG 8.77 0.435719 -0.591802 4.328530
603355.XSHG 26.26 0.430856 0.525266 4.287874
603369.XSHG 20.67 0.572130 -0.271089 3.222220
603377.XSHG 24.95 0.413662 0.348272 4.473566
603444.XSHG 121.30 0.307358 -0.503404 5.390465
603515.XSHG 36.52 0.427186 -0.117231 3.249142
603556.XSHG 17.27 0.341148 -0.167884 3.741428
603568.XSHG 16.70 0.434261 0.497749 5.836421
603569.XSHG 14.44 0.475387 -0.221994 4.087044
603589.XSHG 57.74 0.665480 0.050345 4.831705
603658.XSHG 72.44 0.672443 0.058133 6.868053
603766.XSHG 4.98 0.404159 -0.041737 5.126299
603806.XSHG 21.55 0.445530 -0.156359 4.787296
603816.XSHG 46.89 0.341177 -0.047155 3.387908
603868.XSHG 47.02 0.386860 0.060245 3.932983
603877.XSHG 29.91 0.544630 -0.438533 3.989688
603883.XSHG 71.74 0.462838 0.169518 4.215392
603885.XSHG 16.92 0.525322 0.492327 4.400304
603888.XSHG 17.13 0.403444 -0.386164 5.885880
603899.XSHG 30.48 0.471476 0.299794 4.594715
[495 rows x 4 columns], datetime.date(2018, 6, 26): close r_vol r_skew r_kurt
000006.XSHE 5.91 0.347356 0.187993 3.908599
000008.XSHE 4.96 0.711890 -1.655726 6.153583
000009.XSHE 4.86 0.363436 0.235477 4.221760
000012.XSHE 4.96 0.284579 0.321293 3.039990
000021.XSHE 6.58 0.459457 0.138273 5.581448
000025.XSHE 22.13 0.284938 0.804642 5.309893
000027.XSHE 4.87 0.245457 0.072419 3.517741
000028.XSHE 49.36 0.302073 0.391859 4.601310
000031.XSHE 5.90 0.340089 0.737030 5.141983
000039.XSHE 13.00 0.296393 0.346963 3.989688
000049.XSHE 27.29 0.351345 0.478028 5.957916
000061.XSHE 5.37 0.470290 0.077147 3.465192
000062.XSHE 13.21 0.456175 0.214511 4.383261
000066.XSHE 6.64 0.504825 0.828602 4.491310
000078.XSHE 4.73 0.310075 0.182964 3.633514
000089.XSHE 7.75 0.340489 0.245747 5.273940
000090.XSHE 6.31 0.244365 -0.284548 3.606045
000156.XSHE 10.02 0.286710 -0.652525 7.085252
000158.XSHE 6.75 0.406021 0.392811 3.654119
000400.XSHE 7.68 0.297682 0.212934 5.105382
000401.XSHE 8.79 0.404106 -0.082272 4.227304
000418.XSHE 62.90 0.452786 0.017660 4.420933
000426.XSHE 7.19 0.483625 -0.836905 4.886666
000488.XSHE 7.83 0.284963 0.108629 3.604201
000501.XSHE 12.07 0.228657 0.116379 3.494253
000513.XSHE 46.14 0.351445 0.545301 7.106572
000519.XSHE 7.71 0.379248 1.136040 4.917085
000528.XSHE 7.68 0.485391 0.874809 4.552723
000536.XSHE 2.73 0.413102 0.473494 4.269490
000541.XSHE 5.79 0.278472 0.221196 3.515347
... ... ... ... ...
601969.XSHG 5.44 0.423498 0.204529 4.515272
603000.XSHG 8.19 0.339529 0.269868 4.347011
603019.XSHG 30.36 0.541893 0.654025 5.777260
603025.XSHG 12.82 0.372862 0.341148 4.081426
603077.XSHG 1.69 0.529024 0.391350 2.693716
603169.XSHG 4.98 0.492343 0.038446 5.419300
603188.XSHG 9.45 0.368260 0.559712 5.225740
603198.XSHG 18.96 0.506173 0.259545 3.702704
603225.XSHG 13.29 0.313961 0.199121 4.490137
603228.XSHG 33.90 0.350813 0.419805 4.435307
603328.XSHG 9.46 0.378437 1.302974 7.111131
603355.XSHG 26.17 0.445831 -0.046547 3.975212
603369.XSHG 23.73 0.511897 0.802441 4.459122
603377.XSHG 17.73 0.610810 -1.382742 9.739751
603444.XSHG 119.51 0.308631 0.262159 7.291739
603515.XSHG 37.46 0.433956 0.360887 4.700900
603556.XSHG 17.59 0.403226 0.696926 6.779199
603568.XSHG 18.59 0.503423 1.050038 5.594847
603569.XSHG 14.01 0.477738 -0.023750 6.026341
603589.XSHG 61.71 0.681200 -0.144630 6.135173
603658.XSHG 82.41 0.662938 1.523684 9.712165
603766.XSHG 5.32 0.427399 0.677574 4.881958
603806.XSHG 21.18 0.398483 -0.465993 7.315318
603816.XSHG 50.05 0.430383 0.585473 3.617615
603868.XSHG 46.36 0.346635 0.363921 4.330940
603877.XSHG 31.08 0.492241 0.392822 4.571697
603883.XSHG 81.21 0.498671 0.354448 4.861135
603885.XSHG 15.82 0.597720 -0.054232 3.695537
603888.XSHG 16.77 0.293549 -0.211847 3.832808
603899.XSHG 32.02 0.381846 0.482527 4.343288
[495 rows x 4 columns], datetime.date(2018, 7, 3): close r_vol r_skew r_kurt
000006.XSHE 5.65 0.361230 0.126287 3.997743
000008.XSHE 4.96 0.711890 -1.655726 6.153583
000009.XSHE 4.86 0.346275 0.402667 3.988933
000012.XSHE 4.96 0.261261 -0.001389 2.920982
000021.XSHE 6.86 0.353263 0.566891 3.800757
000025.XSHE 22.23 0.235393 -0.077922 3.473192
000027.XSHE 4.87 0.250853 0.060411 3.302038
000028.XSHE 48.00 0.271792 -0.560812 5.241945
000031.XSHE 5.55 0.329535 -0.704307 5.256592
000039.XSHE 12.81 0.239873 -0.513846 3.792060
000049.XSHE 27.73 0.288441 -0.038286 3.739787
000061.XSHE 5.39 0.317986 0.247247 5.204664
000062.XSHE 13.49 0.396466 0.431106 3.941228
000066.XSHE 7.17 0.510078 0.757144 3.406296
000078.XSHE 4.81 0.299189 0.323734 3.110279
000089.XSHE 7.52 0.308711 -0.103209 2.816255
000090.XSHE 5.84 0.355777 -0.676674 3.489939
000156.XSHE 9.50 0.318141 0.471916 3.948463
000158.XSHE 6.94 0.400044 0.476914 4.161562
000400.XSHE 7.86 0.284666 0.562730 4.300283
000401.XSHE 8.72 0.314332 -0.059579 3.744702
000418.XSHE 58.05 0.504828 -0.668256 4.889706
000426.XSHE 7.19 0.483625 -0.836905 4.886666
000488.XSHE 7.97 0.325202 0.455921 4.678541
000501.XSHE 11.36 0.275379 -0.182093 3.302013
000513.XSHE 45.04 0.476132 -0.440477 5.795664
000519.XSHE 7.97 0.323260 0.140826 3.240730
000528.XSHE 8.20 0.459334 0.518683 3.016990
000536.XSHE 2.77 0.301259 -0.094595 2.990736
000541.XSHE 5.81 0.239853 -0.110263 2.776663
... ... ... ... ...
601969.XSHG 5.50 0.381536 0.330824 3.673889
603000.XSHG 8.25 0.269418 0.101072 4.150076
603019.XSHG 34.20 0.509244 0.462674 3.280772
603025.XSHG 13.27 0.422991 -0.699472 4.904038
603077.XSHG 1.74 0.443243 0.339180 2.706817
603169.XSHG 5.01 0.406139 -0.367065 4.683332
603188.XSHG 9.96 0.330994 0.377111 5.078145
603198.XSHG 16.97 0.508045 -0.293250 3.668259
603225.XSHG 14.15 0.403491 0.758343 6.867811
603228.XSHG 35.02 0.385050 0.548050 5.653113
603328.XSHG 9.61 0.321493 -0.142441 4.053862
603355.XSHG 27.95 0.455954 1.202599 6.729873
603369.XSHG 21.91 0.543938 0.036889 3.015999
603377.XSHG 13.16 0.610682 0.616191 3.946964
603444.XSHG 121.42 0.294312 0.100331 4.641126
603515.XSHG 34.22 0.424059 -0.630731 4.288665
603556.XSHG 17.58 0.339517 0.681674 5.862493
603568.XSHG 18.40 0.372120 0.345666 2.800434
603569.XSHG 14.30 0.339766 -0.113565 3.721282
603589.XSHG 57.38 0.532923 -0.142871 4.264054
603658.XSHG 79.00 0.588776 -0.329152 4.106177
603766.XSHG 5.51 0.277521 0.224003 3.087125
603806.XSHG 21.94 0.346669 0.263641 3.647050
603816.XSHG 47.20 0.458591 -0.002188 4.095090
603868.XSHG 46.24 0.428746 0.830577 7.489734
603877.XSHG 29.53 0.509681 -0.400768 4.457815
603883.XSHG 80.80 0.641944 0.769694 5.632253
603885.XSHG 14.56 0.511840 -0.739782 5.039593
603888.XSHG 17.02 0.257271 0.132019 3.935243
603899.XSHG 30.57 0.496193 0.216263 6.191061
[495 rows x 4 columns], datetime.date(2018, 7, 10): close r_vol r_skew r_kurt
000006.XSHE 5.50 0.369577 0.742918 6.002218
000008.XSHE 4.96 0.711890 -1.655726 6.153583
000009.XSHE 4.87 0.387593 0.106910 5.581272
000012.XSHE 4.87 0.304269 0.514737 4.975813
000021.XSHE 6.87 0.375098 -0.001801 2.931011
000025.XSHE 22.00 0.471675 1.280284 11.913909
000027.XSHE 4.88 0.252369 0.153384 2.699048
000028.XSHE 48.05 0.345765 0.340880 3.461667
000031.XSHE 5.66 0.347323 -0.024387 5.068561
000039.XSHE 12.51 0.419104 0.012774 3.416656
000049.XSHE 27.50 0.300181 0.089349 3.387887
000061.XSHE 5.30 0.286537 0.281765 3.428513
000062.XSHE 13.13 0.426135 -0.169593 4.380665
000066.XSHE 7.06 0.544762 0.150489 4.082034
000078.XSHE 4.44 0.473951 0.444453 3.378357
000089.XSHE 8.03 0.290350 0.522760 3.125897
000090.XSHE 5.69 0.355681 0.264559 3.517539
000156.XSHE 9.36 0.452351 -0.052178 6.178648
000158.XSHE 6.41 0.404866 -0.467930 4.332262
000400.XSHE 7.76 0.262068 0.389900 3.665868
000401.XSHE 9.54 0.513735 1.164488 9.587980
000418.XSHE 56.07 0.474237 0.109727 4.131814
000426.XSHE 7.19 0.483625 -0.836905 4.886666
000488.XSHE 7.64 0.345088 0.617482 5.167094
000501.XSHE 10.87 0.290008 0.138791 3.314072
000513.XSHE 45.84 0.354089 -0.051469 4.100849
000519.XSHE 8.10 0.412630 1.375651 9.712961
000528.XSHE 7.40 0.530156 0.032657 4.184860
000536.XSHE 2.66 0.398641 0.037267 2.821579
000541.XSHE 5.71 0.245469 -0.235391 3.950818
... ... ... ... ...
601969.XSHG 5.41 0.367561 -0.220326 4.249971
603000.XSHG 8.15 0.262692 0.576377 4.661529
603019.XSHG 33.68 0.457567 0.201519 3.503918
603025.XSHG 13.23 0.405444 -0.003344 4.641094
603077.XSHG 1.73 0.473320 0.169301 2.912211
603169.XSHG 4.94 0.552734 2.198063 13.961682
603188.XSHG 10.09 0.399014 1.207402 10.250648
603198.XSHG 16.90 0.467818 0.491952 5.220257
603225.XSHG 14.25 0.461264 -0.368214 7.874194
603228.XSHG 37.57 0.401217 1.153687 6.084070
603328.XSHG 9.67 0.398842 0.062319 5.579252
603355.XSHG 27.30 0.500337 -0.432103 4.929516
603369.XSHG 20.86 0.567316 0.582948 4.769783
603377.XSHG 13.68 0.439251 0.148637 3.716019
603444.XSHG 119.80 0.264709 -0.125897 3.798344
603515.XSHG 34.41 0.431733 0.468154 3.769437
603556.XSHG 16.82 0.362323 -0.124110 3.263744
603568.XSHG 18.27 0.527309 0.296876 4.878872
603569.XSHG 14.05 0.454828 -0.002385 5.054399
603589.XSHG 57.78 0.546081 -0.261590 5.041561
603658.XSHG 79.05 0.586792 -0.035714 3.304226
603766.XSHG 5.17 0.326065 -0.308640 4.136313
603806.XSHG 21.79 0.405315 0.199418 5.079896
603816.XSHG 47.45 0.352285 -0.005370 4.087510
603868.XSHG 46.17 0.333339 0.158059 5.634306
603877.XSHG 29.52 0.474618 0.677491 4.716763
603883.XSHG 76.97 0.415017 -0.611012 3.710547
603885.XSHG 16.09 0.505389 0.576835 4.708102
603888.XSHG 16.98 0.267640 -0.234616 4.544688
603899.XSHG 30.05 0.484282 0.387163 4.380917
[495 rows x 4 columns], datetime.date(2018, 7, 17): close r_vol r_skew r_kurt
000006.XSHE 5.50 0.285313 0.198562 5.083524
000008.XSHE 4.96 0.711890 -1.655726 6.153583
000009.XSHE 5.18 0.386065 0.891864 6.041748
000012.XSHE 4.86 0.232230 -0.280218 3.029391
000021.XSHE 6.93 0.322510 0.604621 4.051423
000025.XSHE 22.03 0.263648 1.019930 7.482433
000027.XSHE 4.74 0.220334 -0.122340 2.823498
000028.XSHE 46.23 0.273161 -0.893014 7.732402
000031.XSHE 5.71 0.280354 -0.300294 4.206727
000039.XSHE 12.30 0.322234 -0.173527 3.902420
000049.XSHE 27.67 0.240372 -0.009576 4.901234
000061.XSHE 5.26 0.218075 -0.191090 3.047785
000062.XSHE 14.09 0.384963 0.204289 6.097123
000066.XSHE 7.35 0.423490 0.422595 3.657879
000078.XSHE 4.36 0.372238 0.364022 3.909692
000089.XSHE 8.26 0.264180 0.337996 3.661758
000090.XSHE 5.73 0.270655 -0.090690 4.286767
000156.XSHE 9.04 0.238412 -0.135781 3.654659
000158.XSHE 6.10 0.362258 -0.194993 3.934304
000400.XSHE 7.89 0.328031 0.077514 5.604495
000401.XSHE 9.33 0.285848 0.018979 3.202561
000418.XSHE 55.18 0.297543 -0.037508 5.224791
000426.XSHE 7.19 0.483625 -0.836905 4.886666
000488.XSHE 7.40 0.204988 0.076040 3.867539
000501.XSHE 11.38 0.272854 0.651583 3.582405
000513.XSHE 47.27 0.331136 0.194713 3.912222
000519.XSHE 9.04 0.432832 1.023508 5.161325
000528.XSHE 7.48 0.331863 0.155702 3.247870
000536.XSHE 2.62 0.452381 0.262869 5.157850
000541.XSHE 5.83 0.215898 0.180758 4.137352
... ... ... ... ...
601969.XSHG 5.37 0.283519 -0.004195 3.964322
603000.XSHG 8.08 0.210310 0.067373 3.703182
603019.XSHG 37.32 0.448291 0.623381 4.629477
603025.XSHG 13.33 0.315770 0.486403 3.422033
603077.XSHG 1.74 0.460089 0.051200 2.452714
603169.XSHG 4.96 0.422714 0.493726 7.118752
603188.XSHG 10.38 0.250530 0.553392 3.723635
603198.XSHG 17.60 0.343157 0.643029 4.014783
603225.XSHG 14.82 0.323473 1.081225 7.950710
603228.XSHG 40.21 0.372046 0.532233 4.135304
603328.XSHG 10.63 0.354828 0.474108 3.159428
603355.XSHG 27.63 0.360227 0.313723 4.199392
603369.XSHG 21.46 0.402511 0.119465 4.206410
603377.XSHG 14.46 0.561160 0.453761 6.583884
603444.XSHG 121.90 0.269324 0.370764 6.540741
603515.XSHG 34.84 0.323901 0.575910 3.990424
603556.XSHG 16.82 0.270116 -0.448297 6.447997
603568.XSHG 17.74 0.330192 -0.140070 4.853707
603569.XSHG 14.69 0.464653 0.727058 4.892017
603589.XSHG 60.00 0.449405 0.566670 4.321119
603658.XSHG 80.90 0.383725 -0.024802 4.215693
603766.XSHG 5.21 0.310702 0.192785 3.813116
603806.XSHG 22.00 0.299315 0.009521 4.166263
603816.XSHG 47.72 0.359339 0.248978 5.464767
603868.XSHG 48.41 0.332945 0.145768 3.486335
603877.XSHG 31.70 0.355549 0.771816 3.488812
603883.XSHG 82.11 0.430311 -0.099746 4.401669
603885.XSHG 15.70 0.411511 0.679703 5.316739
603888.XSHG 16.79 0.254586 0.355967 3.872622
603899.XSHG 30.53 0.517975 -0.381573 5.835069
[495 rows x 4 columns], datetime.date(2018, 7, 24): close r_vol r_skew r_kurt
000006.XSHE 5.80 0.285156 0.445556 2.839774
000008.XSHE 4.96 0.711890 -1.655726 6.153583
000009.XSHE 5.14 0.301206 0.175614 3.194101
000012.XSHE 5.13 0.270231 1.094203 7.281323
000021.XSHE 7.08 0.283346 1.220363 6.794929
000025.XSHE 22.35 0.193165 0.314901 3.438411
000027.XSHE 5.09 0.238602 0.726233 3.977284
000028.XSHE 46.45 0.281121 0.175435 4.631754
000031.XSHE 5.96 0.415699 1.258828 8.694202
000039.XSHE 13.01 0.296375 0.253078 4.146688
000049.XSHE 29.24 0.350893 1.079189 5.578928
000061.XSHE 5.32 0.231340 0.742570 4.759909
000062.XSHE 14.36 0.309093 0.625691 4.287173
000066.XSHE 7.57 0.399447 0.905350 4.627115
000078.XSHE 4.36 0.328600 0.400118 3.255471
000089.XSHE 8.38 0.292147 0.956281 5.870762
000090.XSHE 6.34 0.327431 0.371529 3.912754
000156.XSHE 9.16 0.232327 0.047659 4.349722
000158.XSHE 6.19 0.316996 0.399987 3.868237
000400.XSHE 8.20 0.270121 0.640912 5.933962
000401.XSHE 10.86 0.388218 0.662274 5.100471
000418.XSHE 56.44 0.269998 0.624889 3.966832
000426.XSHE 7.19 0.483625 -0.836905 4.886666
000488.XSHE 8.16 0.278673 0.751427 4.486755
000501.XSHE 11.56 0.242344 0.257655 4.262827
000513.XSHE 46.11 0.329812 0.654954 4.407090
000519.XSHE 8.90 0.380468 1.398030 7.926537
000528.XSHE 8.17 0.441323 1.035897 4.496283
000536.XSHE 2.78 0.317639 0.172557 3.771002
000541.XSHE 5.93 0.188575 0.416412 3.482843
... ... ... ... ...
601969.XSHG 5.59 0.290063 0.862499 5.366956
603000.XSHG 8.31 0.266086 0.758330 4.810473
603019.XSHG 38.34 0.400270 -0.132432 3.912887
603025.XSHG 14.18 0.370908 0.818611 5.466385
603077.XSHG 1.75 0.415786 0.178592 2.480973
603169.XSHG 5.05 0.316930 0.208602 3.300017
603188.XSHG 11.14 0.343966 0.982078 5.566010
603198.XSHG 18.52 0.387433 0.308064 4.200672
603225.XSHG 15.87 0.320055 0.577370 5.423393
603228.XSHG 40.00 0.493237 0.407011 4.351528
603328.XSHG 10.86 0.383893 0.649684 5.408207
603355.XSHG 27.94 0.254198 0.609150 4.618183
603369.XSHG 20.58 0.385014 -0.010245 4.086975
603377.XSHG 14.34 0.355651 0.356353 4.307519
603444.XSHG 121.98 0.238037 -0.047097 3.135588
603515.XSHG 36.12 0.373993 0.393101 5.944259
603556.XSHG 17.22 0.276054 0.875938 6.831121
603568.XSHG 17.85 0.320798 0.193852 4.827010
603569.XSHG 14.77 0.303264 -0.014258 4.145715
603589.XSHG 58.07 0.453896 -0.161712 2.969757
603658.XSHG 75.96 0.595158 0.433070 5.530093
603766.XSHG 5.62 0.330411 1.005940 4.503034
603806.XSHG 22.34 0.264615 0.135235 6.053077
603816.XSHG 47.42 0.353852 -0.172884 3.761711
603868.XSHG 50.11 0.292772 0.920578 7.270776
603877.XSHG 29.23 0.359003 -0.281836 3.427600
603883.XSHG 78.41 0.475909 0.602044 5.103278
603885.XSHG 15.78 0.369328 0.152152 3.715120
603888.XSHG 17.00 0.239614 0.944799 5.258386
603899.XSHG 31.00 0.341426 0.324877 4.051208
[495 rows x 4 columns], datetime.date(2018, 7, 31): close r_vol r_skew r_kurt
000006.XSHE 5.86 0.455214 1.127223 7.444615
000008.XSHE 4.96 0.711890 -1.655726 6.153583
000009.XSHE 5.02 0.245154 -0.240416 2.780377
000012.XSHE 5.09 0.359726 0.753157 7.968411
000021.XSHE 6.90 0.254735 0.604064 5.302327
000025.XSHE 22.33 0.359921 0.338393 5.148147
000027.XSHE 5.06 0.242357 0.205793 3.291962
000028.XSHE 44.87 0.265248 -0.020839 3.782623
000031.XSHE 6.06 0.292893 0.582173 4.494824
000039.XSHE 12.42 0.203317 -0.276250 3.206139
000049.XSHE 28.17 0.225487 -0.115913 4.904105
000061.XSHE 5.40 0.301810 0.624864 4.112493
000062.XSHE 14.24 0.271802 0.123716 3.514734
000066.XSHE 7.40 0.328566 0.135481 4.410838
000078.XSHE 4.37 0.348332 0.760214 7.080971
000089.XSHE 8.14 0.230650 -0.149938 3.523754
000090.XSHE 6.15 0.339466 0.211362 4.412047
000156.XSHE 8.97 0.214677 0.363410 4.178579
000158.XSHE 6.03 0.300642 0.032680 3.620251
000400.XSHE 8.21 0.284217 0.228169 5.366445
000401.XSHE 10.86 0.451539 -0.247745 5.575835
000418.XSHE 52.93 0.322818 -0.244490 4.461797
000426.XSHE 7.19 0.483625 -0.836905 4.886666
000488.XSHE 8.00 0.215278 -0.046232 4.194739
000501.XSHE 11.33 0.231678 -0.431215 3.020592
000513.XSHE 44.65 0.286363 -0.302194 4.557721
000519.XSHE 8.06 0.379117 0.145391 5.279285
000528.XSHE 8.72 0.513432 0.420626 4.915991
000536.XSHE 2.79 0.403867 0.081657 4.661857
000541.XSHE 5.89 0.215113 0.244366 3.400057
... ... ... ... ...
601969.XSHG 5.59 0.398463 0.289548 6.093160
603000.XSHG 8.30 0.212294 0.057257 3.233195
603019.XSHG 35.57 0.372182 -0.051140 3.800540
603025.XSHG 14.09 0.385208 -0.262136 3.674565
603077.XSHG 1.83 0.514507 0.576745 4.402131
603169.XSHG 5.28 0.663455 2.066611 13.868756
603188.XSHG 11.04 0.463332 -0.078552 6.736957
603198.XSHG 18.03 0.362353 0.016858 6.421515
603225.XSHG 15.54 0.267394 -0.068626 3.209782
603228.XSHG 38.64 0.396705 0.366339 3.749668
603328.XSHG 10.09 0.350708 -0.472646 3.255549
603355.XSHG 26.99 0.274956 -0.008938 6.319207
603369.XSHG 20.48 0.369430 0.060359 7.488078
603377.XSHG 13.71 0.316164 0.261439 4.072081
603444.XSHG 116.00 0.227307 -0.276404 5.154738
603515.XSHG 35.96 0.372429 0.137862 4.448072
603556.XSHG 17.02 0.241326 -0.084558 3.819055
603568.XSHG 18.43 0.287412 0.408215 3.166307
603569.XSHG 14.23 0.276364 -0.170784 4.201386
603589.XSHG 55.50 0.319789 0.163491 6.559106
603658.XSHG 70.69 0.567533 0.050705 4.250449
603766.XSHG 5.65 0.284437 0.066419 3.969896
603806.XSHG 20.84 0.307620 -0.364792 3.648864
603816.XSHG 46.69 0.361288 0.128416 4.765854
603868.XSHG 53.71 0.416297 -0.013026 5.270858
603877.XSHG 27.40 0.422226 0.095712 6.324712
603883.XSHG 72.00 0.427173 -0.077013 6.766777
603885.XSHG 14.21 0.366536 -0.063404 4.805051
603888.XSHG 16.64 0.189060 -0.322346 4.119793
603899.XSHG 29.05 0.309176 0.072886 3.030433
[495 rows x 4 columns], datetime.date(2018, 8, 7): close r_vol r_skew r_kurt
000006.XSHE 5.55 0.442471 0.571261 4.995227
000008.XSHE 4.46 0.636734 -1.324581 4.922866
000009.XSHE 4.72 0.319447 -0.265233 3.150122
000012.XSHE 5.01 0.356918 0.551647 4.608255
000021.XSHE 6.42 0.356532 -0.389927 4.008733
000025.XSHE 20.53 0.451102 -0.933512 8.424574
000027.XSHE 4.98 0.292383 0.010316 3.088442
000028.XSHE 41.80 0.372504 -0.197108 3.635194
000031.XSHE 5.76 0.378725 -0.371236 3.178823
000039.XSHE 11.73 0.317252 -0.054381 3.560631
000049.XSHE 27.34 0.312645 0.132605 4.184396
000061.XSHE 5.35 0.344166 0.455731 4.668844
000062.XSHE 13.64 0.399316 -0.213787 4.080012
000066.XSHE 7.09 0.417531 0.581551 3.630292
000078.XSHE 4.20 0.316297 -0.044024 3.500731
000089.XSHE 8.16 0.354397 0.440025 4.656053
000090.XSHE 5.98 0.335083 0.049659 3.695286
000156.XSHE 8.37 0.298451 0.100675 3.357967
000158.XSHE 5.72 0.463362 0.116380 4.310996
000400.XSHE 7.74 0.327075 0.424497 4.461295
000401.XSHE 11.17 0.519756 0.442452 4.235904
000418.XSHE 46.70 0.421955 -0.239324 4.632246
000426.XSHE 7.19 0.483625 -0.836905 4.886666
000488.XSHE 7.81 0.338228 0.435679 4.777990
000501.XSHE 10.88 0.323187 0.020447 3.735498
000513.XSHE 39.90 0.417762 -0.249345 3.849282
000519.XSHE 7.73 0.411588 0.141912 5.280940
000528.XSHE 9.30 0.572068 0.408479 3.980168
000536.XSHE 2.59 0.484810 -0.304463 4.323555
000541.XSHE 5.83 0.304856 0.079854 4.504825
... ... ... ... ...
601969.XSHG 5.44 0.375136 0.225460 4.514494
603000.XSHG 7.70 0.312252 -0.439069 4.104654
603019.XSHG 34.99 0.464928 0.093700 3.420128
603025.XSHG 12.82 0.473763 0.148828 4.406119
603077.XSHG 1.80 0.471148 0.208084 3.171800
603169.XSHG 5.07 0.458252 0.301513 4.551143
603188.XSHG 10.85 0.592976 0.379835 4.754280
603198.XSHG 16.65 0.407183 -0.227712 3.739275
603225.XSHG 14.60 0.417695 -0.317515 3.828731
603228.XSHG 37.43 0.500481 0.022316 3.629079
603328.XSHG 9.07 0.460399 -0.271029 3.609661
603355.XSHG 25.08 0.529541 -0.455806 4.610509
603369.XSHG 18.56 0.438034 -0.125631 3.262741
603377.XSHG 12.53 0.523772 0.244489 5.344178
603444.XSHG 111.99 0.379687 -0.446146 5.545323
603515.XSHG 31.16 0.477106 -0.554885 4.137118
603556.XSHG 16.28 0.337932 -0.356098 3.317210
603568.XSHG 19.15 0.355587 0.263416 3.301975
603569.XSHG 13.83 0.441391 0.048285 2.920899
603589.XSHG 50.27 0.511656 -0.458912 4.832043
603658.XSHG 62.93 0.545801 -1.388968 10.423799
603766.XSHG 5.35 0.338386 0.029877 4.100487
603806.XSHG 21.76 0.424860 0.042795 4.018540
603816.XSHG 42.88 0.466335 -0.537027 4.903706
603868.XSHG 51.94 0.422632 0.025138 3.745758
603877.XSHG 24.67 0.510730 0.206004 5.524071
603883.XSHG 67.48 0.613372 0.188944 6.666017
603885.XSHG 12.75 0.427407 -0.627851 3.301786
603888.XSHG 15.72 0.298406 -0.517779 3.942761
603899.XSHG 27.32 0.431429 0.522644 5.349714
[495 rows x 4 columns], datetime.date(2018, 8, 14): close r_vol r_skew r_kurt
000006.XSHE 5.69 0.335714 1.281298 7.108591
000008.XSHE 3.88 0.830356 0.730471 5.230139
000009.XSHE 4.82 0.246239 0.491761 3.936453
000012.XSHE 5.14 0.293497 0.763609 5.044977
000021.XSHE 6.57 0.281044 0.504094 4.281417
000025.XSHE 20.82 0.281858 1.297548 7.824121
000027.XSHE 5.09 0.226606 0.784401 4.722243
000028.XSHE 46.02 0.274382 1.294284 4.986948
000031.XSHE 5.76 0.310664 0.232690 3.277087
000039.XSHE 11.95 0.247277 0.776309 4.091847
000049.XSHE 27.19 0.180113 0.425972 3.576433
000061.XSHE 5.48 0.335725 0.569127 4.190246
000062.XSHE 13.86 0.271552 0.761475 4.391933
000066.XSHE 7.50 0.408211 0.806705 4.541174
000078.XSHE 4.23 0.289454 0.252706 3.463572
000089.XSHE 8.30 0.237539 0.249888 3.749150
000090.XSHE 6.16 0.275431 1.063980 6.890193
000156.XSHE 8.40 0.203993 0.247955 3.711761
000158.XSHE 5.80 0.392097 0.687741 3.916569
000400.XSHE 7.71 0.215217 0.008214 3.522979
000401.XSHE 11.75 0.412226 0.542710 3.670348
000418.XSHE 45.35 0.411856 0.175177 3.601812
000426.XSHE 7.19 0.483625 -0.836905 4.886666
000488.XSHE 7.62 0.203162 0.092241 3.198541
000501.XSHE 11.04 0.237096 0.061787 3.083565
000513.XSHE 41.52 0.363944 0.513309 3.944238
000519.XSHE 8.02 0.326523 1.433379 6.732564
000528.XSHE 9.21 0.455851 -0.074013 3.141401
000536.XSHE 2.63 0.381937 0.300902 2.738364
000541.XSHE 5.86 0.222828 0.504296 3.396728
... ... ... ... ...
601966.XSHG 15.47 0.184272 0.369891 3.505718
601969.XSHG 5.48 0.276909 0.007130 3.524084
603000.XSHG 7.84 0.253762 0.638152 3.998422
603019.XSHG 36.88 0.421566 0.369457 3.323758
603025.XSHG 13.17 0.304506 0.481830 3.803763
603077.XSHG 1.81 0.415325 0.176011 2.584050
603169.XSHG 5.70 0.720102 1.585309 11.300570
603198.XSHG 16.55 0.297743 0.301861 4.063310
603225.XSHG 15.73 0.376391 0.303557 4.646046
603228.XSHG 38.67 0.369318 0.113525 3.526739
603328.XSHG 9.80 0.439336 0.951425 5.008299
603355.XSHG 23.82 0.356101 0.298553 3.432859
603369.XSHG 18.57 0.373295 0.446170 4.030029
603377.XSHG 12.94 0.380141 0.525578 6.585632
603444.XSHG 122.99 0.372659 0.903542 4.863986
603515.XSHG 30.43 0.411203 -0.076351 3.837276
603556.XSHG 16.18 0.274572 0.217874 3.892849
603568.XSHG 19.75 0.396978 0.365308 3.182376
603569.XSHG 14.20 0.389278 -0.034589 6.363505
603589.XSHG 49.72 0.411059 0.340332 5.342218
603658.XSHG 71.76 0.470830 0.696561 4.573399
603766.XSHG 5.25 0.248516 0.041340 3.202652
603806.XSHG 23.49 0.423695 0.498786 4.291514
603816.XSHG 43.00 0.307103 0.190759 3.131634
603868.XSHG 51.24 0.273897 -0.046860 4.807186
603877.XSHG 24.05 0.355661 -0.288711 3.581110
603883.XSHG 67.72 0.548375 0.763232 5.117010
603885.XSHG 12.56 0.352190 0.148994 4.073345
603888.XSHG 16.29 0.301993 0.889364 7.810423
603899.XSHG 28.93 0.440827 -0.099402 7.374872
[494 rows x 4 columns], datetime.date(2018, 8, 21): close r_vol r_skew r_kurt
000006.XSHE 5.51 0.329119 0.882687 5.477950
000008.XSHE 3.71 0.323677 0.508541 4.254897
000009.XSHE 4.67 0.265824 -0.129072 2.709993
000012.XSHE 4.93 0.308830 0.612332 3.968813
000021.XSHE 6.41 0.313496 0.407404 3.828393
000025.XSHE 19.44 0.272733 0.260831 4.038629
000027.XSHE 5.03 0.239354 0.404769 4.255451
000028.XSHE 45.54 0.316883 0.286609 6.329581
000031.XSHE 5.48 0.342067 0.293887 4.253948
000039.XSHE 11.37 0.259359 0.305230 3.833153
000049.XSHE 26.91 0.254745 0.396927 5.779347
000061.XSHE 5.22 0.305316 0.178592 3.384530
000062.XSHE 13.30 0.348212 0.269110 3.531966
000066.XSHE 7.55 0.466728 0.427931 3.435399
000078.XSHE 3.88 0.348583 -0.357745 5.339419
000089.XSHE 8.18 0.297058 0.438421 4.031252
000090.XSHE 5.97 0.286163 -0.353384 4.211643
000156.XSHE 8.22 0.276330 -0.556544 5.779408
000158.XSHE 5.46 0.400301 0.153084 3.420711
000400.XSHE 7.51 0.194044 0.187614 3.908735
000401.XSHE 11.08 0.399384 0.157362 4.756878
000418.XSHE 44.64 0.352921 0.454370 4.202991
000426.XSHE 7.19 0.483625 -0.836905 4.886666
000488.XSHE 7.43 0.317757 0.449348 6.047177
000501.XSHE 10.88 0.229706 0.319289 3.931668
000513.XSHE 38.65 0.441470 0.107833 6.216399
000519.XSHE 7.92 0.341129 -0.125439 3.369893
000528.XSHE 9.00 0.441271 0.173905 3.272493
000536.XSHE 2.51 0.384439 0.236916 3.603772
000541.XSHE 5.74 0.229473 0.009622 3.741784
... ... ... ... ...
601966.XSHG 16.65 0.436803 1.485272 8.614095
601969.XSHG 5.27 0.336114 -0.055713 4.055314
603000.XSHG 7.56 0.265393 0.228699 5.773572
603019.XSHG 34.70 0.435155 0.553951 4.420963
603025.XSHG 13.10 0.371246 -0.030268 6.800661
603077.XSHG 1.80 0.435354 0.159611 3.035767
603169.XSHG 5.13 0.418741 0.454081 5.678598
603198.XSHG 15.73 0.309011 0.410193 4.113918
603225.XSHG 15.78 0.362786 0.372849 3.339730
603228.XSHG 39.25 0.425042 1.362239 8.137055
603328.XSHG 9.57 0.347295 0.127544 6.597389
603355.XSHG 22.93 0.352704 0.387165 5.387045
603369.XSHG 17.53 0.369541 0.445937 4.079183
603377.XSHG 13.31 0.466763 0.442991 4.631385
603444.XSHG 119.80 0.348403 0.142659 5.077485
603515.XSHG 30.61 0.384078 0.220573 4.722390
603556.XSHG 15.14 0.294927 0.511827 5.010817
603568.XSHG 19.43 0.377095 0.549102 4.177485
603569.XSHG 13.52 0.368723 0.271945 4.260567
603589.XSHG 48.09 0.448855 0.795417 7.036126
603658.XSHG 71.47 0.590037 0.198081 3.670048
603766.XSHG 5.06 0.371559 0.694611 4.357110
603806.XSHG 22.81 0.492780 1.373204 7.678295
603816.XSHG 37.70 0.510060 0.260789 5.770828
603868.XSHG 48.28 0.412775 -0.173286 5.792052
603877.XSHG 23.09 0.355707 0.114660 3.867627
603883.XSHG 65.67 0.517565 0.303668 4.678932
603885.XSHG 12.96 0.430990 0.578719 4.717675
603888.XSHG 16.06 0.290078 0.707519 5.446570
603899.XSHG 29.58 0.502165 0.504219 3.904597
[494 rows x 4 columns], datetime.date(2018, 8, 28): close r_vol r_skew r_kurt
000006.XSHE 5.60 0.292972 0.846118 5.944840
000008.XSHE 3.88 0.346268 0.366198 5.157563
000009.XSHE 4.70 0.228919 -0.075061 4.352422
000012.XSHE 4.93 0.199956 0.015091 3.483406
000021.XSHE 6.47 0.225572 0.414258 3.862210
000025.XSHE 19.71 0.195458 1.393906 7.966184
000027.XSHE 5.19 0.214243 -0.041836 3.811540
000028.XSHE 47.48 0.338110 -0.161709 5.150950
000031.XSHE 5.56 0.215537 0.007362 2.733166
000039.XSHE 11.27 0.211316 -0.343654 3.925147
000049.XSHE 26.80 0.170227 -0.017691 4.699565
000061.XSHE 5.28 0.274417 0.123927 3.391630
000062.XSHE 13.48 0.247257 0.293239 4.786344
000066.XSHE 6.92 0.397135 0.252724 6.609084
000078.XSHE 3.95 0.265695 0.987069 4.756820
000089.XSHE 8.28 0.210524 0.135871 3.710205
000090.XSHE 6.00 0.223537 0.069816 3.361707
000156.XSHE 8.36 0.215462 0.134299 4.672422
000158.XSHE 5.58 0.302637 0.558105 3.476266
000400.XSHE 7.67 0.190820 0.207831 4.143482
000401.XSHE 10.87 0.288131 -0.076618 4.294945
000418.XSHE 44.40 0.297146 -0.193171 3.791002
000426.XSHE 6.56 0.436223 -0.454344 7.456226
000488.XSHE 7.03 0.245507 -0.594401 4.263306
000501.XSHE 10.52 0.194833 0.080933 3.761815
000513.XSHE 40.15 0.351874 -0.620783 7.599204
000519.XSHE 8.01 0.262075 0.640074 4.693595
000528.XSHE 9.18 0.321935 0.607772 3.803604
000536.XSHE 2.57 0.328681 0.396604 3.446478
000541.XSHE 5.75 0.205937 -0.005324 3.185993
... ... ... ... ...
601966.XSHG 16.43 0.268352 0.077688 5.467054
601969.XSHG 5.26 0.274461 0.282055 4.377143
603000.XSHG 7.67 0.238920 0.395035 3.709452
603019.XSHG 37.40 0.374768 0.551678 4.368010
603025.XSHG 13.92 0.286860 0.471771 3.385505
603077.XSHG 1.80 0.421069 0.119193 2.453522
603169.XSHG 5.23 0.463030 0.880851 6.198851
603198.XSHG 15.12 0.282495 -0.259319 3.860944
603225.XSHG 16.50 0.271489 0.251075 3.302532
603228.XSHG 40.87 0.369207 0.153097 3.121442
603328.XSHG 9.70 0.372213 -0.194267 3.830803
603355.XSHG 25.71 0.246459 0.320228 3.556758
603369.XSHG 17.94 0.355266 0.013780 4.966599
603377.XSHG 13.67 0.289726 0.394866 4.486886
603444.XSHG 130.40 0.376820 0.638681 5.735715
603515.XSHG 30.70 0.496219 0.602545 6.607802
603556.XSHG 14.98 0.246231 -0.216941 4.431274
603568.XSHG 19.50 0.348547 0.159589 3.640106
603569.XSHG 13.53 0.281276 -0.184534 3.612171
603589.XSHG 48.78 0.354849 0.074483 4.451745
603658.XSHG 70.03 0.416122 -0.082973 3.492373
603766.XSHG 4.95 0.267567 -0.349479 3.567680
603806.XSHG 23.56 0.379656 0.246370 4.239800
603816.XSHG 37.21 0.478120 0.330362 4.610787
603868.XSHG 48.27 0.388220 0.174069 3.635083
603877.XSHG 22.23 0.513616 -0.057015 4.302734
603883.XSHG 67.47 0.490151 0.529001 5.436491
603885.XSHG 13.65 0.409432 -0.210668 4.207001
603888.XSHG 16.09 0.218252 0.103174 3.911546
603899.XSHG 31.13 0.366760 0.817213 3.977464
[494 rows x 4 columns], datetime.date(2018, 9, 4): close r_vol r_skew r_kurt
000006.XSHE 5.44 0.259265 0.020888 5.206474
000008.XSHE 4.24 0.479524 0.533932 4.236674
000009.XSHE 4.64 0.235879 0.000968 2.923752
000012.XSHE 4.94 0.249610 0.277238 3.725659
000021.XSHE 6.22 0.230470 -0.176874 4.394032
000025.XSHE 18.58 0.320789 0.018056 5.114534
000027.XSHE 5.25 0.312979 0.160279 3.461450
000028.XSHE 47.46 0.306713 0.141407 3.841641
000031.XSHE 5.55 0.272729 0.260027 4.016742
000039.XSHE 11.10 0.210515 -0.169326 3.515387
000049.XSHE 26.53 0.171386 -0.186506 3.726005
000061.XSHE 5.24 0.264329 -0.233684 3.036392
000062.XSHE 13.41 0.291480 0.076423 3.704430
000066.XSHE 6.78 0.357159 -0.117532 5.052320
000078.XSHE 3.93 0.323079 0.428362 3.660444
000089.XSHE 8.00 0.229580 -0.140446 2.969421
000090.XSHE 5.94 0.235790 -0.276731 3.859410
000156.XSHE 8.53 0.237192 0.037820 3.352258
000158.XSHE 5.67 0.319951 -0.082763 3.808521
000400.XSHE 7.58 0.210234 -0.239986 4.219915
000401.XSHE 10.05 0.346452 -0.343044 3.511809
000418.XSHE 42.28 0.301065 0.107327 4.629831
000426.XSHE 6.40 0.356795 1.223337 7.066823
000488.XSHE 6.70 0.222242 -0.410557 3.775076
000501.XSHE 9.93 0.180156 -0.342999 2.999720
000513.XSHE 38.58 0.301738 -0.135327 3.997954
000519.XSHE 7.85 0.296016 0.798294 5.497770
000528.XSHE 8.39 0.348092 0.083583 3.391464
000536.XSHE 2.53 0.372871 0.063160 3.496235
000541.XSHE 5.74 0.262358 0.089012 3.546628
... ... ... ... ...
601966.XSHG 15.95 0.211256 -0.305834 3.639462
601969.XSHG 5.08 0.221897 -0.132438 4.761424
603000.XSHG 7.80 0.411751 0.939889 8.865320
603019.XSHG 38.73 0.375948 0.319602 3.471973
603025.XSHG 13.89 0.412726 0.241983 4.557992
603077.XSHG 1.78 0.417011 -0.121313 2.795649
603169.XSHG 5.12 0.301780 -0.034781 3.556463
603198.XSHG 14.37 0.276001 0.096650 3.801228
603225.XSHG 16.02 0.281347 -0.224921 3.345872
603228.XSHG 40.21 0.334544 0.277810 4.670559
603328.XSHG 9.40 0.278752 -0.068936 3.657047
603355.XSHG 24.84 0.428725 0.361674 7.276576
603369.XSHG 17.62 0.338106 0.698147 4.384575
603377.XSHG 13.93 0.495719 0.534418 7.124004
603444.XSHG 130.69 0.313651 0.002686 4.028394
603515.XSHG 28.68 0.358468 -0.015940 3.591566
603556.XSHG 14.05 0.303616 0.043022 4.708919
603568.XSHG 19.89 0.321016 0.225770 4.255794
603569.XSHG 12.93 0.295034 -0.543887 3.707406
603589.XSHG 47.14 0.414085 0.018119 4.644040
603658.XSHG 64.22 0.393042 -1.028100 5.597586
603766.XSHG 4.89 0.342794 0.494749 5.092594
603806.XSHG 22.98 0.327121 -0.013437 3.200053
603816.XSHG 34.96 0.370256 -0.579327 5.111329
603868.XSHG 47.19 0.332473 0.435708 4.883625
603877.XSHG 20.73 0.409560 -0.019722 3.337504
603883.XSHG 61.81 0.397467 -0.120362 5.021825
603885.XSHG 12.60 0.378148 -0.070552 3.277530
603888.XSHG 16.24 0.326430 1.210328 8.793898
603899.XSHG 30.69 0.300389 0.132425 4.150210
[494 rows x 4 columns], datetime.date(2018, 9, 11): close r_vol r_skew r_kurt
000006.XSHE 5.11 0.254242 -0.502112 2.900991
000008.XSHE 4.57 0.609235 1.027904 7.732164
000009.XSHE 4.52 0.275654 -0.136678 2.966547
000012.XSHE 4.78 0.227049 0.032507 2.820946
000021.XSHE 6.00 0.262246 -0.053421 3.947300
000025.XSHE 18.01 0.428585 1.752991 12.489111
000027.XSHE 5.22 0.238809 -0.085288 2.949496
000028.XSHE 45.29 0.344075 -0.162568 4.139985
000031.XSHE 5.36 0.257236 0.022589 2.829610
000039.XSHE 10.75 0.188344 0.056718 3.709153
000049.XSHE 24.74 0.231339 -0.490879 3.703813
000061.XSHE 5.07 0.274836 -0.147108 2.849384
000062.XSHE 12.91 0.249587 0.150969 3.038345
000066.XSHE 6.41 0.360198 -0.242436 5.056883
000078.XSHE 3.88 0.327354 0.227232 3.599761
000089.XSHE 7.71 0.232383 0.088052 4.901591
000090.XSHE 5.71 0.279217 -0.061600 3.685718
000156.XSHE 8.43 0.268234 0.029460 3.791603
000158.XSHE 5.52 0.354161 0.283068 4.292602
000400.XSHE 8.57 0.346066 -0.422973 3.500503
000401.XSHE 9.84 0.312286 -0.462350 4.644870
000418.XSHE 43.56 0.492762 0.655483 3.675522
000426.XSHE 6.15 0.296696 1.984216 11.577805
000488.XSHE 6.15 0.211932 -0.495311 3.813818
000501.XSHE 9.65 0.204565 0.651058 6.086534
000513.XSHE 36.67 0.292423 0.378170 5.009539
000519.XSHE 7.67 0.301558 0.472338 3.433811
000528.XSHE 8.01 0.451932 -0.286548 4.252939
000536.XSHE 2.45 0.447920 0.470798 4.377372
000541.XSHE 5.66 0.225518 -0.170039 3.363000
... ... ... ... ...
601966.XSHG 15.40 0.281963 0.082315 4.089045
601969.XSHG 4.81 0.264216 -0.157366 3.098806
603000.XSHG 7.52 0.274123 0.399095 4.016513
603019.XSHG 34.15 0.601706 -0.723297 6.584063
603025.XSHG 14.00 0.352254 0.441494 3.846036
603077.XSHG 1.75 0.445572 0.167927 2.429786
603169.XSHG 4.81 0.334043 -0.425966 4.338058
603198.XSHG 13.88 0.226111 -0.311856 4.097767
603225.XSHG 14.97 0.368588 -0.608516 3.674512
603228.XSHG 38.40 0.376592 -0.038886 3.537008
603328.XSHG 9.33 0.278739 0.040749 3.388841
603355.XSHG 22.79 0.338082 -0.298950 4.357838
603369.XSHG 17.04 0.304319 0.118371 3.385596
603377.XSHG 13.31 0.390656 -0.357565 5.182253
603444.XSHG 120.56 0.354396 -0.590963 5.364971
603515.XSHG 26.80 0.385070 -0.389922 4.576390
603556.XSHG 13.11 0.311552 -0.047532 4.747629
603568.XSHG 18.59 0.320803 -0.127332 3.291703
603569.XSHG 12.43 0.257650 -0.071442 3.447815
603589.XSHG 45.53 0.394956 0.459945 6.548637
603658.XSHG 61.50 0.458745 -0.214891 4.345383
603766.XSHG 4.69 0.300535 0.320897 3.436617
603806.XSHG 21.93 0.297415 -0.309835 4.214919
603816.XSHG 33.65 0.367077 0.264385 5.288921
603868.XSHG 45.44 0.331716 0.076260 4.460303
603877.XSHG 19.38 0.299685 0.063679 4.136319
603883.XSHG 58.36 0.492603 -0.017293 5.392444
603885.XSHG 12.03 0.446863 0.452088 4.607616
603888.XSHG 15.82 0.212885 0.010329 3.095411
603899.XSHG 28.56 0.377166 0.282712 4.536304
[493 rows x 4 columns], datetime.date(2018, 9, 18): close r_vol r_skew r_kurt
000006.XSHE 5.07 0.245319 0.510482 3.600488
000008.XSHE 4.70 0.392350 0.797165 6.573080
000009.XSHE 4.56 0.265974 0.198559 3.412368
000012.XSHE 4.95 0.249161 0.402988 4.614224
000021.XSHE 5.98 0.214525 0.373795 3.555702
000025.XSHE 21.95 0.646958 2.457130 17.359547
000027.XSHE 5.23 0.228896 -0.224242 4.027749
000028.XSHE 42.81 0.345889 -0.369966 4.776389
000031.XSHE 5.39 0.242680 0.194512 3.225194
000039.XSHE 11.43 0.249454 0.885053 5.021767
000049.XSHE 24.83 0.227536 0.416307 4.169244
000061.XSHE 5.06 0.258213 0.114794 3.800447
000062.XSHE 13.59 0.249436 0.865886 4.733613
000066.XSHE 6.43 0.277908 0.373697 3.139019
000078.XSHE 3.81 0.276812 -0.104852 3.173631
000089.XSHE 7.88 0.215110 0.394737 3.721661
000090.XSHE 5.74 0.264546 -0.044537 3.110715
000156.XSHE 8.61 0.250907 0.448273 5.009220
000158.XSHE 5.60 0.309937 0.471632 4.864590
000400.XSHE 9.78 0.600532 1.421183 6.591191
000401.XSHE 10.23 0.282160 0.679040 5.031415
000418.XSHE 43.56 0.591802 1.200973 4.352385
000426.XSHE 5.76 0.664243 0.572815 7.825519
000488.XSHE 6.25 0.210236 0.288477 3.062544
000501.XSHE 10.04 0.206840 0.630576 5.087094
000513.XSHE 33.29 0.356083 -0.299696 4.854783
000519.XSHE 7.87 0.343979 0.849270 5.314306
000528.XSHE 8.04 0.371026 0.561090 3.577330
000536.XSHE 2.44 0.390803 -0.243961 3.556372
000541.XSHE 5.68 0.185087 0.175765 3.055698
... ... ... ... ...
601966.XSHG 15.65 0.198176 0.451361 3.871476
601969.XSHG 4.90 0.397050 1.109356 9.958924
603000.XSHG 7.73 0.305866 0.646585 4.250889
603019.XSHG 33.52 0.420518 0.256176 3.796900
603025.XSHG 13.41 0.335529 -0.045197 3.253768
603077.XSHG 1.71 0.441182 -0.035452 3.288095
603169.XSHG 4.92 0.515251 1.764554 12.115982
603198.XSHG 14.45 0.256241 0.739785 4.450411
603225.XSHG 15.70 0.287968 0.351995 3.740573
603228.XSHG 37.45 0.374065 0.271597 4.381211
603328.XSHG 9.51 0.234053 0.420217 3.878585
603355.XSHG 22.81 0.247406 0.255057 3.665666
603369.XSHG 17.23 0.384465 0.310671 4.752696
603377.XSHG 12.89 0.403244 0.143288 4.182778
603444.XSHG 116.03 0.344948 -0.386337 4.145428
603515.XSHG 27.79 0.386749 0.579429 4.297225
603556.XSHG 12.95 0.316202 0.255271 4.235844
603568.XSHG 17.25 0.371573 -0.377691 4.516197
603569.XSHG 12.78 0.320428 0.551853 7.671906
603589.XSHG 46.50 0.365070 0.284412 4.884592
603658.XSHG 57.29 0.550867 -0.152062 4.175131
603766.XSHG 4.93 0.332447 1.038476 6.724996
603806.XSHG 22.56 0.318615 0.219974 4.560152
603816.XSHG 32.62 0.319302 0.004138 4.356827
603868.XSHG 45.14 0.306729 0.572467 4.608332
603877.XSHG 18.65 0.296856 0.338757 4.032138
603883.XSHG 54.34 0.429445 -0.027279 3.577696
603885.XSHG 12.47 0.295022 0.425509 3.479552
603888.XSHG 15.93 0.192837 -0.077015 3.552671
603899.XSHG 28.68 0.343257 0.378522 5.762050
[493 rows x 4 columns], datetime.date(2018, 9, 26): close r_vol r_skew r_kurt
000006.XSHE 5.64 0.657226 1.539627 11.858791
000008.XSHE 4.53 0.332322 0.390468 4.248415
000009.XSHE 4.69 0.341969 1.180715 6.369513
000012.XSHE 4.97 0.190155 0.399458 2.787443
000021.XSHE 6.17 0.274254 1.170986 6.556138
000025.XSHE 20.56 0.558701 0.233098 5.275414
000027.XSHE 5.38 0.239042 0.261812 3.662958
000028.XSHE 44.67 0.294507 0.190508 3.539874
000031.XSHE 5.81 0.421860 0.848734 5.619014
000039.XSHE 11.63 0.278666 0.028452 3.418707
000049.XSHE 25.06 0.196408 0.266976 4.666130
000061.XSHE 5.17 0.306900 -0.067144 3.413574
000062.XSHE 14.02 0.278078 0.175552 4.515857
000066.XSHE 6.66 0.254476 1.100498 5.724420
000078.XSHE 3.89 0.265473 0.411927 3.131714
000089.XSHE 8.46 0.332880 0.949734 7.823361
000090.XSHE 5.92 0.348140 0.588357 5.473448
000156.XSHE 8.86 0.218757 0.309831 3.855612
000158.XSHE 5.53 0.197839 0.184818 3.002279
000400.XSHE 9.32 0.439846 -0.105526 3.067886
000401.XSHE 10.55 0.250619 0.461815 3.647155
000418.XSHE 43.56 0.591802 1.200973 4.352385
000426.XSHE 5.90 0.227813 0.396126 4.162947
000488.XSHE 6.44 0.219638 0.474466 4.347727
000501.XSHE 10.41 0.230421 1.272425 5.566200
000513.XSHE 34.39 0.269647 0.389451 4.161705
000519.XSHE 7.86 0.228001 0.508710 3.313968
000528.XSHE 8.10 0.263480 0.523533 4.099698
000536.XSHE 2.48 0.293490 0.170571 3.464742
000541.XSHE 5.83 0.181836 0.111810 3.162674
... ... ... ... ...
601966.XSHG 15.95 0.210029 0.487679 5.873143
601969.XSHG 4.91 0.226273 0.228208 4.379044
603000.XSHG 7.90 0.236518 0.827288 4.733998
603019.XSHG 34.24 0.330671 0.446632 3.949290
603025.XSHG 13.79 0.269998 0.131365 3.399957
603077.XSHG 1.72 0.428181 0.111489 2.343478
603169.XSHG 5.04 0.479702 0.980699 6.132259
603198.XSHG 15.22 0.299749 0.525078 4.636634
603225.XSHG 15.61 0.226130 0.120663 3.669982
603228.XSHG 37.73 0.316832 0.032472 4.221242
603328.XSHG 9.59 0.234198 0.399277 4.457847
603355.XSHG 23.35 0.236124 -0.156765 6.890316
603369.XSHG 19.75 0.449659 0.420860 4.927270
603377.XSHG 12.72 0.309590 0.288089 5.091396
603444.XSHG 113.23 0.269215 -1.170110 8.001285
603515.XSHG 29.63 0.365194 0.268325 4.261730
603556.XSHG 13.22 0.235121 0.440741 3.634463
603568.XSHG 17.30 0.280461 0.107972 5.237721
603569.XSHG 14.48 0.548005 1.681717 8.909784
603589.XSHG 50.20 0.360555 0.380739 4.828662
603658.XSHG 58.70 0.388272 0.519977 4.435959
603766.XSHG 4.90 0.312516 0.940851 8.077425
603806.XSHG 22.84 0.261200 0.122482 3.823162
603816.XSHG 34.49 0.436564 0.818910 4.759150
603868.XSHG 47.38 0.325266 0.237954 3.595509
603877.XSHG 19.43 0.285915 0.178023 4.466146
603883.XSHG 62.34 0.454513 0.490291 4.673165
603885.XSHG 13.25 0.390245 0.292013 3.914829
603888.XSHG 16.49 0.164996 0.739011 3.649597
603899.XSHG 30.74 0.277094 0.571903 4.542741
[494 rows x 4 columns], datetime.date(2018, 10, 10): close r_vol r_skew r_kurt
000006.XSHE 5.23 0.382129 0.656073 5.722334
000008.XSHE 4.37 0.317232 0.261807 4.917906
000009.XSHE 4.51 0.218351 0.187822 2.965108
000012.XSHE 4.72 0.215778 -0.637716 5.166689
000021.XSHE 5.91 0.224969 -0.026452 2.806492
000025.XSHE 19.20 0.333317 0.499248 5.017315
000027.XSHE 5.33 0.231441 0.332152 3.211204
000028.XSHE 43.80 0.265851 0.233287 3.877856
000031.XSHE 5.44 0.213401 0.041828 3.521993
000039.XSHE 11.38 0.224935 0.162247 3.543222
000049.XSHE 24.31 0.211807 0.770741 8.062590
000061.XSHE 4.98 0.328540 0.374005 5.997725
000062.XSHE 13.20 0.281144 0.498189 4.525703
000066.XSHE 6.05 0.303640 -0.198709 4.740909
000078.XSHE 3.80 0.249837 -0.056295 3.046387
000089.XSHE 8.15 0.238741 -0.363261 3.987535
000090.XSHE 5.60 0.222065 -0.415691 3.915490
000156.XSHE 8.79 0.210117 0.415860 3.860400
000158.XSHE 5.39 0.267848 0.215878 4.448491
000400.XSHE 9.52 0.358373 0.348467 4.112763
000401.XSHE 10.56 0.254093 0.520429 4.531017
000418.XSHE 43.56 0.591802 1.200973 4.352385
000426.XSHE 5.76 0.324101 0.183451 4.592981
000488.XSHE 6.18 0.208182 -0.293436 3.930754
000501.XSHE 10.02 0.201968 0.235024 3.982657
000513.XSHE 31.50 0.307057 -0.349827 3.547754
000519.XSHE 7.39 0.260939 -0.684681 5.119000
000528.XSHE 8.12 0.318520 0.421897 4.231875
000536.XSHE 2.31 0.371237 -0.011861 3.164100
000541.XSHE 5.75 0.204984 0.283191 3.239178
... ... ... ... ...
601966.XSHG 15.46 0.225117 0.112492 4.312154
601969.XSHG 4.80 0.543350 1.992835 13.465798
603000.XSHG 7.71 0.247061 -0.129571 4.402229
603019.XSHG 30.95 0.476409 0.237747 7.808099
603025.XSHG 13.19 0.293318 0.278598 4.207387
603077.XSHG 1.69 0.393378 -0.028630 2.666894
603169.XSHG 5.05 0.417645 1.377255 9.142304
603198.XSHG 14.48 0.277716 -0.096102 4.251143
603225.XSHG 15.48 0.299107 0.286016 3.492256
603228.XSHG 36.64 0.436370 0.913129 5.684047
603328.XSHG 9.10 0.259767 -0.134324 3.194125
603355.XSHG 24.08 0.322201 0.848543 6.588795
603369.XSHG 18.53 0.389275 -0.318656 3.232163
603377.XSHG 12.67 0.355187 0.180020 4.152706
603444.XSHG 108.43 0.235531 0.514244 4.150013
603515.XSHG 25.97 0.433097 -0.478834 4.125108
603556.XSHG 12.78 0.293850 -0.161756 3.989898
603568.XSHG 16.51 0.359481 -0.315606 4.827224
603569.XSHG 13.43 0.421216 0.349457 4.499416
603589.XSHG 43.97 0.344585 -0.632893 5.508031
603658.XSHG 55.59 0.444666 -0.231090 6.157502
603766.XSHG 4.75 0.231998 0.233319 3.684430
603806.XSHG 22.10 0.268128 -0.071332 3.454130
603816.XSHG 31.42 0.392194 -0.186392 4.982181
603868.XSHG 46.06 0.316516 0.314385 4.000380
603877.XSHG 18.63 0.322442 -0.088373 3.958617
603883.XSHG 59.79 0.488855 -0.322267 4.752477
603885.XSHG 12.45 0.401722 0.376753 5.122718
603888.XSHG 17.18 0.279574 1.197044 5.297892
603899.XSHG 29.75 0.329249 -0.287929 3.984201
[494 rows x 4 columns], datetime.date(2018, 10, 17): close r_vol r_skew r_kurt
000006.XSHE 4.73 0.570553 -0.071994 4.585530
000008.XSHE 3.68 0.655552 -0.208139 4.943963
000009.XSHE 3.73 0.537846 -0.594575 4.150555
000012.XSHE 3.98 0.534786 -0.812692 5.534075
000021.XSHE 5.04 0.471230 -0.662820 4.512101
000025.XSHE 17.53 0.537622 0.232815 5.071814
000027.XSHE 4.96 0.340116 0.070358 3.647934
000028.XSHE 41.39 0.392932 -0.264630 3.313105
000031.XSHE 4.63 0.496732 -0.471926 4.652889
000039.XSHE 9.82 0.619529 -0.521083 5.540059
000049.XSHE 23.06 0.555571 0.116029 4.226895
000061.XSHE 4.09 0.652078 -0.416553 5.371463
000062.XSHE 12.28 0.369424 -0.456284 4.262760
000066.XSHE 5.04 0.549015 -0.357124 4.151863
000078.XSHE 3.65 0.569516 1.364417 7.117324
000089.XSHE 7.74 0.316776 0.014138 3.418474
000090.XSHE 4.88 0.426883 -0.606974 3.556931
000156.XSHE 7.84 0.342281 -0.273583 3.272608
000158.XSHE 4.32 0.656326 -0.570401 4.562342
000400.XSHE 8.60 0.633923 0.065314 3.417502
000401.XSHE 10.13 0.432167 0.415059 4.143371
000418.XSHE 43.56 0.591802 1.200973 4.352385
000426.XSHE 4.59 0.590022 -0.623733 4.978181
000488.XSHE 5.53 0.450954 0.200841 3.922197
000501.XSHE 9.51 0.376897 0.541368 5.160905
000513.XSHE 27.66 0.431153 0.005093 3.638680
000519.XSHE 6.29 0.513312 -0.049617 4.623473
000528.XSHE 7.22 0.464692 -0.163546 3.015973
000536.XSHE 1.89 0.596315 -0.905472 5.578155
000541.XSHE 5.12 0.412557 -0.690719 4.371614
... ... ... ... ...
601966.XSHG 13.16 0.443248 -0.586269 4.994551
601969.XSHG 4.09 0.471951 -0.563482 4.940925
603000.XSHG 6.17 0.502387 -0.779314 4.555582
603019.XSHG 29.34 0.555602 0.646543 4.225349
603025.XSHG 12.01 0.530214 -0.235506 3.085446
603077.XSHG 1.57 0.538778 -0.154515 3.628285
603169.XSHG 4.21 0.611734 -0.216718 3.351905
603198.XSHG 13.61 0.383825 -0.233041 3.505082
603225.XSHG 13.63 0.583280 -0.125826 4.110207
603228.XSHG 34.16 0.472338 0.089137 5.662431
603328.XSHG 7.90 0.576300 -0.690920 5.030297
603355.XSHG 23.92 0.437152 0.553240 5.267205
603369.XSHG 17.23 0.580292 -0.098314 3.768011
603377.XSHG 11.29 0.806908 0.198512 6.311895
603444.XSHG 93.65 0.423217 -0.089786 4.249045
603515.XSHG 22.70 0.598733 0.066614 3.391829
603556.XSHG 10.73 0.464989 -0.446168 4.548534
603568.XSHG 15.02 0.581026 -0.177435 4.316550
603569.XSHG 11.19 0.551614 -0.306605 4.846616
603589.XSHG 41.89 0.590472 0.359738 5.643677
603658.XSHG 53.13 0.584325 0.251641 7.875726
603766.XSHG 3.82 0.514139 -0.552729 4.118957
603806.XSHG 20.51 0.387249 -0.554237 5.941315
603816.XSHG 28.76 0.432175 0.265677 4.430004
603868.XSHG 41.48 0.545705 0.516850 5.365724
603877.XSHG 15.87 0.511332 -0.665176 3.395341
603883.XSHG 54.95 0.635300 0.824741 7.757287
603885.XSHG 10.92 0.526633 -0.384712 5.593922
603888.XSHG 13.70 0.566824 -0.860030 6.569757
603899.XSHG 26.86 0.437500 -0.283490 6.271193
[494 rows x 4 columns], datetime.date(2018, 10, 24): close r_vol r_skew r_kurt
000006.XSHE 5.08 0.491744 1.222584 5.686753
000008.XSHE 4.07 0.549109 0.723093 8.424234
000009.XSHE 3.95 0.404764 0.786543 5.741960
000012.XSHE 4.12 0.323575 0.216291 3.225281
000021.XSHE 5.20 0.332790 0.390197 3.355279
000025.XSHE 18.54 0.567075 2.139495 10.612081
000027.XSHE 5.10 0.330217 0.316251 3.229086
000028.XSHE 43.50 0.346912 0.252458 3.973420
000031.XSHE 4.63 0.360245 -0.040117 3.641194
000039.XSHE 10.40 0.382985 0.459168 3.508236
000049.XSHE 23.90 0.418826 0.707805 6.327595
000061.XSHE 4.05 0.353567 0.346662 3.517885
000062.XSHE 12.46 0.289354 0.315277 3.961472
000066.XSHE 5.16 0.387829 0.268940 3.026258
000078.XSHE 3.02 0.570576 0.082885 4.109290
000089.XSHE 7.82 0.277833 0.078858 3.650408
000090.XSHE 5.07 0.401448 0.699765 5.362542
000156.XSHE 8.17 0.305886 0.412665 3.590540
000158.XSHE 4.41 0.440229 0.518362 3.756389
000400.XSHE 9.06 0.419006 1.078138 5.326849
000401.XSHE 10.20 0.329303 0.200887 2.749740
000418.XSHE 43.56 0.591802 1.200973 4.352385
000426.XSHE 4.85 0.439969 0.237718 2.967923
000488.XSHE 5.71 0.332647 0.079021 3.008135
000501.XSHE 9.61 0.379397 0.126774 3.914431
000513.XSHE 27.50 0.453902 0.500878 3.886752
000519.XSHE 6.46 0.385177 0.617017 3.876301
000528.XSHE 7.18 0.414105 0.448813 3.379553
000536.XSHE 1.91 0.499384 -0.141362 3.621551
000541.XSHE 5.35 0.330946 0.231830 3.060339
... ... ... ... ...
601966.XSHG 13.70 0.293856 -0.133660 3.555552
601969.XSHG 4.15 0.393571 0.623512 5.052062
603000.XSHG 6.67 0.447328 0.209169 4.533506
603019.XSHG 31.24 0.410812 0.391449 2.911627
603025.XSHG 12.69 0.377563 0.197368 4.635185
603077.XSHG 1.61 0.575900 -0.071150 3.203789
603169.XSHG 4.35 0.577914 1.583671 11.113689
603198.XSHG 13.74 0.413610 0.127237 3.569733
603225.XSHG 14.03 0.373889 0.590264 3.555018
603228.XSHG 35.63 0.451836 0.398200 3.869962
603328.XSHG 8.54 0.418799 0.475833 3.760041
603355.XSHG 24.67 0.382590 0.420227 4.135054
603369.XSHG 15.68 0.524820 0.008992 3.395625
603377.XSHG 11.74 0.692389 0.744229 7.980673
603444.XSHG 95.68 0.348383 0.056404 6.197282
603515.XSHG 24.80 0.490813 0.129638 3.858723
603556.XSHG 11.31 0.328139 0.441973 3.073134
603568.XSHG 16.21 0.460206 0.886604 4.515756
603569.XSHG 11.56 0.496571 -0.139470 4.799042
603589.XSHG 39.54 0.538533 -0.150690 3.965438
603658.XSHG 54.97 0.437240 0.729338 4.306898
603766.XSHG 3.95 0.380938 0.324110 3.533812
603806.XSHG 21.93 0.294537 0.626213 4.116562
603816.XSHG 29.98 0.443210 -0.074295 4.718747
603868.XSHG 39.75 0.557538 -0.548681 6.132408
603877.XSHG 16.88 0.412383 0.388050 3.550984
603883.XSHG 54.20 0.507089 0.340599 3.807437
603885.XSHG 12.53 0.436608 0.659579 4.722678
603888.XSHG 12.96 0.406097 -0.051643 3.926976
603899.XSHG 26.70 0.362787 0.331898 4.468368
[494 rows x 4 columns], datetime.date(2018, 10, 31): close r_vol r_skew r_kurt
000006.XSHE 5.07 0.390797 0.209069 4.159008
000008.XSHE 4.41 0.318539 0.390725 5.219064
000009.XSHE 4.02 0.387486 0.226176 5.393725
000012.XSHE 4.19 0.287378 0.304768 3.373792
000021.XSHE 5.39 0.299489 0.198055 3.132229
000025.XSHE 17.84 0.293080 0.380544 4.093772
000027.XSHE 5.16 0.288836 0.242851 2.978571
000028.XSHE 46.05 0.323186 0.254927 4.539293
000031.XSHE 4.91 0.447403 0.399730 6.203599
000039.XSHE 10.76 0.323878 0.654981 3.932651
000049.XSHE 26.91 0.427811 0.362229 3.709722
000061.XSHE 4.10 0.318620 0.071800 2.866803
000062.XSHE 12.00 0.304119 -0.456515 4.931846
000066.XSHE 5.09 0.402593 0.021037 4.077092
000078.XSHE 2.99 0.466538 0.088699 3.698585
000089.XSHE 7.61 0.301015 0.082908 3.837844
000090.XSHE 5.02 0.368260 0.614770 4.339110
000156.XSHE 8.13 0.217790 0.088692 3.755505
000158.XSHE 4.54 0.398935 -0.297805 5.480515
000400.XSHE 9.28 0.411237 0.680294 4.294893
000401.XSHE 9.95 0.390942 0.228930 3.977705
000418.XSHE 39.62 0.483817 0.697724 4.326699
000426.XSHE 5.23 0.511701 0.717266 4.012217
000488.XSHE 5.63 0.263487 0.449147 3.793119
000501.XSHE 9.57 0.273843 0.418244 4.166811
000513.XSHE 28.86 0.448873 0.621477 3.473587
000519.XSHE 6.51 0.459321 1.119634 9.120489
000528.XSHE 6.82 0.356946 0.139718 4.582927
000536.XSHE 2.00 0.647889 0.718765 4.403230
000541.XSHE 5.30 0.365205 0.322547 4.798772
... ... ... ... ...
601966.XSHG 14.05 0.290725 0.885786 5.496635
601969.XSHG 4.23 0.377463 0.338311 3.063946
603000.XSHG 6.96 0.513695 0.945304 8.094784
603019.XSHG 29.51 0.515727 -0.496145 5.728790
603025.XSHG 12.12 0.393780 0.189442 5.413741
603077.XSHG 1.63 0.586868 0.644577 4.462619
603169.XSHG 4.40 0.428897 0.426365 5.975801
603198.XSHG 13.51 0.431949 0.510306 4.628655
603225.XSHG 14.84 0.359352 0.447853 4.154803
603228.XSHG 34.51 0.424677 0.545461 4.240598
603328.XSHG 8.79 0.407839 0.072725 3.169409
603355.XSHG 25.00 0.299677 0.531891 5.094537
603369.XSHG 14.40 0.497265 0.383839 6.372478
603377.XSHG 12.70 0.639027 1.967924 11.613692
603444.XSHG 102.91 0.442276 0.715343 5.122940
603515.XSHG 26.22 0.395254 0.464706 3.550936
603556.XSHG 12.18 0.412802 1.089479 8.338379
603568.XSHG 16.20 0.367639 0.125979 3.126044
603569.XSHG 11.50 0.338515 0.326615 4.199539
603589.XSHG 31.49 0.426074 0.428024 5.158922
603658.XSHG 53.52 0.515391 -0.545899 8.809894
603766.XSHG 4.05 0.300170 0.176458 2.700615
603806.XSHG 23.32 0.321420 0.458208 4.547030
603816.XSHG 32.43 0.415588 0.595000 4.768779
603868.XSHG 35.46 0.555066 -0.169626 4.700928
603877.XSHG 16.96 0.424806 0.303925 3.453341
603883.XSHG 56.73 0.474125 0.401195 5.421991
603885.XSHG 12.46 0.431790 -0.060325 5.038289
603888.XSHG 14.33 0.557921 1.587845 9.262757
603899.XSHG 26.11 0.497683 0.102117 4.220509
[494 rows x 4 columns], datetime.date(2018, 11, 7): close r_vol r_skew r_kurt
000006.XSHE 5.08 0.247772 0.360494 2.900538
000008.XSHE 4.43 0.304189 -0.128214 4.326295
000009.XSHE 4.31 0.384542 0.294283 3.922292
000012.XSHE 4.22 0.253462 -0.378471 3.160541
000021.XSHE 5.70 0.346889 0.231661 4.868860
000025.XSHE 18.47 0.474239 1.878590 13.234487
000027.XSHE 5.11 0.274767 0.157739 5.030585
000028.XSHE 45.75 0.313072 0.083712 3.815221
000031.XSHE 4.88 0.259415 0.149882 3.080012
000039.XSHE 11.09 0.272820 -0.100610 3.284641
000049.XSHE 29.63 0.515431 1.625043 10.603784
000061.XSHE 4.10 0.319527 -0.148200 2.618796
000062.XSHE 12.64 0.401762 -0.170838 9.379483
000066.XSHE 5.32 0.347305 0.433689 4.179486
000078.XSHE 3.09 0.376034 -0.010534 3.590256
000089.XSHE 7.80 0.227809 -0.003750 3.876360
000090.XSHE 5.11 0.272212 -0.224458 4.398842
000156.XSHE 8.22 0.194790 -0.033723 3.380092
000158.XSHE 4.87 0.393081 0.640110 6.018526
000400.XSHE 9.47 0.429508 -0.078127 3.715190
000401.XSHE 10.25 0.254321 0.212583 3.917372
000418.XSHE 44.47 0.444967 -0.181360 3.975727
000426.XSHE 5.27 0.387128 0.377034 4.462315
000488.XSHE 6.00 0.321297 0.822866 5.362786
000501.XSHE 9.80 0.231302 0.292235 5.496376
000513.XSHE 31.92 0.367524 0.331584 5.178032
000519.XSHE 6.62 0.274685 0.559535 3.267827
000528.XSHE 6.85 0.264635 -0.025166 4.723734
000536.XSHE 2.06 0.457125 0.178806 3.412577
000541.XSHE 5.38 0.266290 0.045706 3.526450
... ... ... ... ...
603000.XSHG 7.59 0.320139 0.013877 3.904354
603019.XSHG 31.10 0.369873 -0.169084 3.762360
603025.XSHG 11.77 0.322510 0.035050 3.282020
603077.XSHG 1.62 0.483784 -0.001777 2.408526
603169.XSHG 4.49 0.487688 1.172622 7.552649
603188.XSHG 9.30 0.512451 0.349940 3.998654
603198.XSHG 14.16 0.294609 -0.302461 3.946937
603225.XSHG 15.33 0.290946 0.062732 3.920572
603228.XSHG 35.83 0.358976 -0.143482 3.815098
603328.XSHG 9.50 0.433041 -0.194465 4.023767
603355.XSHG 25.20 0.223744 0.343766 4.144922
603369.XSHG 14.83 0.344124 0.166283 3.354075
603377.XSHG 12.50 0.305308 -0.409254 3.658820
603444.XSHG 120.92 0.502063 1.306483 6.089247
603515.XSHG 27.98 0.478988 0.072767 3.758958
603556.XSHG 12.10 0.318274 -0.045909 4.169901
603568.XSHG 16.48 0.285110 -0.221139 3.239807
603569.XSHG 11.51 0.314869 0.265030 4.399404
603589.XSHG 32.56 0.379913 0.337039 3.512668
603658.XSHG 57.10 0.431739 -0.007247 3.577388
603659.XSHG 43.66 0.432267 0.606187 4.989625
603766.XSHG 4.22 0.322730 -0.102620 3.242856
603806.XSHG 24.71 0.426076 0.101386 3.789627
603816.XSHG 33.97 0.436841 0.044041 4.348478
603868.XSHG 35.41 0.376788 -0.022835 4.348892
603877.XSHG 17.90 0.343680 0.321459 3.220988
603883.XSHG 58.00 0.437504 -0.278627 3.617726
603885.XSHG 13.72 0.468712 0.130932 3.693750
603888.XSHG 14.30 0.368782 -0.023607 4.342303
603899.XSHG 27.60 0.384007 0.011436 3.927709
[496 rows x 4 columns], datetime.date(2018, 11, 14): close r_vol r_skew r_kurt
000006.XSHE 5.30 0.303502 0.812991 4.725015
000008.XSHE 4.22 0.481654 0.965233 5.704295
000009.XSHE 4.56 0.369878 0.732895 6.113836
000012.XSHE 4.39 0.280082 -0.313277 2.942573
000021.XSHE 6.05 0.319082 0.627575 3.268529
000025.XSHE 20.02 0.873853 2.200927 12.958547
000027.XSHE 5.26 0.258896 0.515129 3.358274
000028.XSHE 46.87 0.242455 0.496261 4.030226
000031.XSHE 4.98 0.269885 0.233515 3.305833
000039.XSHE 11.55 0.265778 0.796312 4.977411
000049.XSHE 29.36 0.396264 0.294529 3.962194
000061.XSHE 4.96 0.380554 -0.092829 4.905520
000062.XSHE 12.60 0.251086 0.412178 4.096250
000066.XSHE 5.52 0.302879 0.205550 2.852867
000078.XSHE 3.40 0.443093 0.569763 3.649379
000089.XSHE 7.92 0.185488 0.067026 3.130891
000090.XSHE 5.27 0.246895 0.410377 3.466822
000156.XSHE 8.77 0.292353 0.626747 4.445968
000158.XSHE 5.74 0.424135 0.522176 4.789270
000400.XSHE 9.47 0.290241 -0.230826 3.216843
000401.XSHE 10.41 0.258664 0.847692 4.262467
000418.XSHE 44.92 0.283699 -0.557422 5.649179
000426.XSHE 5.36 0.319553 0.203826 3.669836
000488.XSHE 6.20 0.264582 0.127622 4.933354
000501.XSHE 10.16 0.205037 0.230964 2.796393
000513.XSHE 32.40 0.366999 -0.032423 3.883111
000519.XSHE 6.96 0.625001 1.595612 11.416170
000528.XSHE 6.97 0.271074 0.427155 4.528279
000536.XSHE 2.39 0.624137 0.727858 5.093720
000541.XSHE 5.48 0.232731 0.339235 3.399789
... ... ... ... ...
603000.XSHG 7.87 0.317324 -0.010961 3.725108
603019.XSHG 30.23 0.361418 -0.224241 5.138104
603025.XSHG 11.66 0.218515 0.430422 3.672799
603077.XSHG 1.73 0.533894 0.420691 3.374355
603169.XSHG 4.69 0.356167 0.181217 3.487057
603188.XSHG 8.87 0.444898 0.329053 5.423641
603198.XSHG 14.12 0.378378 -0.086755 5.354270
603225.XSHG 14.76 0.263550 0.009216 3.351783
603228.XSHG 37.62 0.348823 -0.011926 3.564823
603328.XSHG 9.36 0.348126 0.443284 4.527496
603355.XSHG 24.03 0.248433 0.246359 7.773907
603369.XSHG 15.35 0.367031 0.297899 4.283518
603377.XSHG 13.05 0.345088 0.570623 3.850093
603444.XSHG 130.32 0.429393 -0.140565 3.138022
603515.XSHG 28.69 0.371453 0.503263 4.353067
603556.XSHG 12.88 0.307847 0.516917 4.668711
603568.XSHG 17.80 0.334249 0.352923 3.349161
603569.XSHG 11.89 0.317254 0.307585 3.973651
603589.XSHG 34.67 0.308361 0.429153 3.556487
603658.XSHG 61.23 0.441138 0.402150 3.697967
603659.XSHG 46.48 0.372229 0.496814 3.853869
603766.XSHG 4.54 0.323000 0.223523 4.034931
603806.XSHG 24.94 0.245993 -0.245098 5.667810
603816.XSHG 35.77 0.422784 0.063339 4.704288
603868.XSHG 36.52 0.357988 0.513164 4.311688
603877.XSHG 17.88 0.327481 0.092167 5.839525
603883.XSHG 62.02 0.441253 0.856333 7.659901
603885.XSHG 14.87 0.535178 0.259361 5.511793
603888.XSHG 14.84 0.351028 0.725941 4.520066
603899.XSHG 28.51 0.333500 0.403333 4.876205
[496 rows x 4 columns], datetime.date(2018, 11, 21): close r_vol r_skew r_kurt
000006.XSHE 5.62 0.614888 2.285349 13.650112
000008.XSHE 4.23 0.379083 0.322230 7.308706
000009.XSHE 5.10 0.668346 0.755695 8.682914
000012.XSHE 4.45 0.344228 0.325398 4.214216
000021.XSHE 6.14 0.360923 -0.153881 4.605605
000025.XSHE 19.48 0.390278 0.975898 6.551074
000027.XSHE 5.64 0.364823 0.486930 4.941186
000028.XSHE 45.46 0.237688 -0.403696 4.509648
000031.XSHE 5.25 0.388671 0.750532 4.280035
000039.XSHE 11.36 0.252163 0.076555 3.757397
000049.XSHE 30.65 0.379644 0.033539 4.144665
000061.XSHE 5.23 0.517378 0.859841 4.947681
000062.XSHE 13.20 0.414193 -0.424627 6.455261
000066.XSHE 5.50 0.358618 0.512398 4.678005
000078.XSHE 3.51 0.479424 0.535244 4.393621
000089.XSHE 7.95 0.189768 -0.049735 3.945323
000090.XSHE 5.51 0.400208 1.246598 8.236368
000156.XSHE 9.22 0.362670 0.174792 4.323837
000158.XSHE 5.50 0.635996 1.222496 7.936911
000400.XSHE 8.97 0.282752 -0.440697 3.483034
000401.XSHE 11.61 0.602692 0.516681 8.093605
000418.XSHE 43.61 0.256191 -0.434193 6.744756
000426.XSHE 5.25 0.293605 0.312367 3.837119
000488.XSHE 6.20 0.259026 0.356508 4.075723
000501.XSHE 10.11 0.199857 0.024785 4.128396
000513.XSHE 33.16 0.367691 0.728875 4.824080
000519.XSHE 7.00 0.330596 0.727459 4.030700
000528.XSHE 6.93 0.247813 0.213661 4.466692
000536.XSHE 2.31 0.466361 -0.008442 3.314876
000541.XSHE 5.50 0.255398 0.095526 4.670283
... ... ... ... ...
603000.XSHG 8.24 0.388307 0.667187 5.181211
603019.XSHG 30.70 0.358417 0.170671 3.452985
603025.XSHG 11.60 0.255161 -0.083249 6.409460
603077.XSHG 1.69 0.431381 -0.111061 3.157955
603169.XSHG 4.68 0.374243 0.197105 3.575801
603188.XSHG 8.58 0.263970 0.159105 5.861162
603198.XSHG 14.07 0.306228 0.151527 3.551178
603225.XSHG 14.62 0.303919 -0.393105 4.329163
603228.XSHG 37.53 0.319152 0.467914 3.470381
603328.XSHG 9.36 0.333771 0.167167 3.100686
603355.XSHG 23.25 0.199395 -0.033173 4.317075
603369.XSHG 15.50 0.329371 -0.055721 4.996476
603377.XSHG 13.53 0.370507 0.695972 7.632197
603444.XSHG 133.28 0.449094 0.132346 4.635311
603515.XSHG 28.51 0.337156 0.165561 3.936916
603556.XSHG 12.64 0.339724 -0.083570 4.533821
603568.XSHG 17.28 0.319837 -0.484284 4.234344
603569.XSHG 13.27 0.386535 1.708631 11.623095
603589.XSHG 34.90 0.248396 0.318510 3.967778
603658.XSHG 59.37 0.370395 -0.184027 5.950886
603659.XSHG 47.23 0.337823 0.336047 3.696357
603766.XSHG 4.47 0.320726 0.000528 3.417324
603806.XSHG 23.98 0.259619 0.059392 4.085893
603816.XSHG 34.17 0.353313 -0.333900 3.471596
603868.XSHG 36.68 0.294960 0.562392 4.547824
603877.XSHG 18.27 0.497966 0.535338 7.720026
603883.XSHG 58.28 0.347138 0.360754 5.703667
603885.XSHG 13.59 0.298159 -0.444241 4.013171
603888.XSHG 14.57 0.323723 0.196636 5.137498
603899.XSHG 27.29 0.330519 -0.617624 3.937518
[496 rows x 4 columns], datetime.date(2018, 11, 28): close r_vol r_skew r_kurt
000006.XSHE 5.33 0.328013 -0.190172 2.989996
000008.XSHE 3.99 0.324071 -0.365549 3.506754
000009.XSHE 4.88 0.421221 0.070063 3.407365
000012.XSHE 4.29 0.290284 -0.172880 3.519734
000021.XSHE 6.20 0.425954 -0.109229 3.228852
000025.XSHE 18.56 0.386156 -0.771453 7.845901
000027.XSHE 5.38 0.262201 0.162512 4.077034
000028.XSHE 44.97 0.226483 -0.049945 3.765442
000031.XSHE 5.04 0.326905 -0.757180 5.646863
000039.XSHE 11.16 0.262384 0.132744 3.556669
000049.XSHE 29.19 0.361331 -0.208237 3.246646
000061.XSHE 5.01 0.391563 0.002515 3.864503
000062.XSHE 12.81 0.333058 0.181255 4.273672
000066.XSHE 5.40 0.328602 0.089716 3.117129
000078.XSHE 3.45 0.468730 0.279442 3.187963
000089.XSHE 7.85 0.169792 0.013695 4.218990
000090.XSHE 5.22 0.286938 -0.345042 3.297525
000156.XSHE 9.81 0.477328 0.357622 6.227417
000158.XSHE 5.23 0.448249 0.189733 3.962774
000400.XSHE 9.02 0.336855 0.109665 6.564546
000401.XSHE 11.51 0.417394 0.033773 4.493857
000418.XSHE 43.81 0.237232 0.005457 3.198031
000426.XSHE 4.85 0.358542 -0.468705 3.927785
000488.XSHE 5.97 0.253620 -0.010122 3.147859
000501.XSHE 9.92 0.211661 -0.460540 4.545760
000513.XSHE 33.02 0.299713 -0.003102 4.532516
000519.XSHE 6.82 0.365407 0.107665 4.512169
000528.XSHE 6.66 0.241745 0.364889 3.393997
000536.XSHE 2.26 0.539626 -0.304876 3.537671
000541.XSHE 5.36 0.296139 -0.020393 3.944303
... ... ... ... ...
603000.XSHG 8.17 0.396041 -0.339200 3.852954
603019.XSHG 30.15 0.318248 0.418311 4.058100
603025.XSHG 11.08 0.267978 -0.343911 4.438963
603077.XSHG 1.67 0.454497 -0.027532 2.544972
603169.XSHG 4.46 0.406739 0.013332 3.953427
603188.XSHG 8.26 0.318692 -0.182996 6.339712
603198.XSHG 13.85 0.260187 0.208987 4.173346
603225.XSHG 13.88 0.311347 -0.359177 4.349326
603228.XSHG 36.88 0.269032 0.176149 3.743495
603328.XSHG 8.97 0.405449 -0.512039 4.074391
603355.XSHG 22.98 0.244984 -0.401691 3.584607
603369.XSHG 14.87 0.290083 0.061249 3.769569
603377.XSHG 13.51 0.472655 1.314478 9.680756
603444.XSHG 130.38 0.465170 -0.075199 3.637055
603515.XSHG 28.51 0.395292 -0.105784 3.999855
603556.XSHG 12.26 0.299101 -0.491179 3.095325
603568.XSHG 17.08 0.335211 -0.237819 3.265358
603569.XSHG 12.57 0.391392 -0.105853 3.187574
603589.XSHG 34.27 0.259955 -0.036966 4.380015
603658.XSHG 58.39 0.353518 0.309555 4.002442
603659.XSHG 48.78 0.381805 0.190218 3.861337
603766.XSHG 4.31 0.346999 -0.054716 3.067606
603806.XSHG 25.39 0.337501 0.346690 3.950790
603816.XSHG 32.32 0.296919 -0.297503 3.347611
603868.XSHG 35.28 0.302025 0.172817 4.980839
603877.XSHG 17.21 0.377160 -0.310862 4.404639
603883.XSHG 58.65 0.253074 0.465160 5.250313
603885.XSHG 13.28 0.315327 -0.050082 5.428984
603888.XSHG 14.22 0.376303 0.007878 2.922363
603899.XSHG 26.53 0.259035 0.073798 4.458876
[497 rows x 4 columns], datetime.date(2018, 12, 5): close r_vol r_skew r_kurt
000006.XSHE 5.67 0.355270 0.547278 5.446647
000008.XSHE 3.97 0.366345 -0.036013 3.224435
000009.XSHE 4.93 0.376006 0.214209 4.967281
000012.XSHE 4.27 0.253368 0.341990 4.027592
000021.XSHE 6.26 0.289087 0.206104 2.981748
000025.XSHE 18.73 0.407255 0.635565 7.015276
000027.XSHE 5.29 0.253877 0.153876 3.206960
000028.XSHE 46.44 0.228435 0.358948 4.552633
000031.XSHE 5.43 0.364335 0.470920 3.809208
000039.XSHE 11.40 0.243274 -0.208165 4.111676
000049.XSHE 29.50 0.341986 0.067283 2.901705
000061.XSHE 4.98 0.353133 -0.039875 5.876909
000062.XSHE 12.62 0.244714 0.059762 5.800390
000066.XSHE 5.52 0.273232 0.030111 3.041844
000078.XSHE 3.43 0.341243 -0.040652 3.534099
000089.XSHE 7.96 0.186221 0.105892 2.807773
000090.XSHE 5.18 0.251952 0.105955 3.174346
000156.XSHE 9.04 0.445001 0.269631 5.563281
000158.XSHE 5.47 0.411951 0.571993 5.416085
000400.XSHE 8.95 0.272963 0.276723 3.837603
000401.XSHE 12.73 0.474800 1.347747 6.597186
000418.XSHE 44.15 0.228246 0.297346 3.667748
000426.XSHE 5.17 0.471128 1.183742 6.859460
000488.XSHE 6.26 0.254622 0.302135 3.868246
000501.XSHE 9.98 0.176609 -0.031954 3.075547
000513.XSHE 33.86 0.295163 0.686929 4.069796
000519.XSHE 6.86 0.340988 0.849866 6.946338
000528.XSHE 6.79 0.226022 0.096417 3.464460
000536.XSHE 2.26 0.412396 -0.027994 3.066377
000541.XSHE 5.33 0.270277 -0.038783 3.192496
... ... ... ... ...
603000.XSHG 8.33 0.387956 0.154513 4.839203
603019.XSHG 29.05 0.322678 -0.564800 4.873037
603025.XSHG 11.08 0.251112 -0.124802 4.193952
603077.XSHG 1.71 0.460467 0.105125 2.099481
603169.XSHG 4.43 0.403978 0.868880 6.658208
603188.XSHG 8.43 0.256325 0.264201 4.353300
603198.XSHG 14.60 0.359667 0.577268 3.997724
603225.XSHG 13.86 0.234980 0.151186 3.838667
603228.XSHG 37.84 0.329926 0.385978 4.047127
603328.XSHG 9.51 0.303932 0.477816 3.227361
603355.XSHG 23.27 0.296756 -0.148815 4.630741
603369.XSHG 15.85 0.327108 0.332238 3.781278
603377.XSHG 12.97 0.391084 0.665182 7.428978
603444.XSHG 134.27 0.398160 0.480785 3.784668
603515.XSHG 28.80 0.311621 -0.245818 3.280193
603556.XSHG 12.57 0.250417 0.340375 4.498870
603568.XSHG 17.42 0.305303 -0.123147 3.384397
603569.XSHG 12.20 0.347451 -0.121451 3.764505
603589.XSHG 36.46 0.317123 0.476624 4.807508
603658.XSHG 61.19 0.367013 -0.316315 4.208677
603659.XSHG 50.39 0.360510 0.931533 5.480593
603766.XSHG 4.41 0.316510 -0.073311 3.475125
603806.XSHG 26.51 0.353832 0.257176 3.701399
603816.XSHG 34.86 0.296579 0.461259 3.692680
603868.XSHG 37.35 0.292481 0.758360 5.317782
603877.XSHG 16.96 0.271539 0.151278 3.853450
603883.XSHG 60.15 0.286636 -0.054846 4.013944
603885.XSHG 13.64 0.368174 0.789441 6.911879
603888.XSHG 14.24 0.342451 0.489924 4.005835
603899.XSHG 27.80 0.222043 0.337459 3.711458
[496 rows x 4 columns], datetime.date(2018, 12, 12): close r_vol r_skew r_kurt
000006.XSHE 5.86 0.516444 0.886003 7.555414
000008.XSHE 3.88 0.244963 -0.079787 3.123323
000009.XSHE 4.76 0.281013 -0.208699 3.528904
000012.XSHE 4.20 0.229528 -0.491980 3.404377
000021.XSHE 6.08 0.298106 -0.281608 3.612628
000025.XSHE 19.46 0.474349 1.231984 6.391538
000027.XSHE 5.31 0.198366 -0.112404 3.857695
000028.XSHE 43.62 0.317528 -0.424925 6.418456
000031.XSHE 5.21 0.326075 -0.136467 3.567879
000039.XSHE 11.03 0.215480 -0.406079 5.160243
000049.XSHE 28.82 0.245130 0.087802 2.788865
000061.XSHE 4.89 0.272105 -0.227905 3.613478
000062.XSHE 12.57 0.196214 0.286012 3.318908
000066.XSHE 5.26 0.248013 -0.169591 3.516168
000078.XSHE 3.18 0.321736 -0.640609 4.251636
000089.XSHE 7.79 0.153542 -0.293073 4.216217
000090.XSHE 5.21 0.309257 0.738557 5.263802
000156.XSHE 8.74 0.275612 -0.336450 4.671226
000158.XSHE 5.41 0.320825 0.145390 3.930939
000400.XSHE 9.40 0.308369 0.332661 5.581945
000401.XSHE 12.89 0.468828 0.537031 5.945279
000418.XSHE 42.00 0.217173 -0.168060 3.731749
000426.XSHE 5.10 0.340942 0.331815 8.474580
000488.XSHE 5.97 0.179020 -0.566188 3.223209
000501.XSHE 9.78 0.178680 -0.368579 4.363738
000513.XSHE 27.83 0.499377 -0.584368 5.530798
000519.XSHE 6.70 0.262414 -0.126134 3.942781
000528.XSHE 6.48 0.220294 -0.192317 4.706082
000536.XSHE 2.17 0.367127 -0.163732 2.394034
000541.XSHE 5.13 0.247663 -0.306836 3.949020
... ... ... ... ...
603000.XSHG 7.70 0.287981 -0.033227 3.297543
603019.XSHG 27.72 0.231956 0.293072 4.205451
603025.XSHG 10.92 0.187248 0.042337 4.535543
603077.XSHG 1.71 0.412794 0.076727 2.644992
603169.XSHG 4.20 0.293148 -0.309846 3.456845
603188.XSHG 8.20 0.336313 0.480067 5.385903
603198.XSHG 14.50 0.249110 0.141960 4.688992
603225.XSHG 13.70 0.189182 0.178705 3.439344
603228.XSHG 37.03 0.249084 0.103179 3.754549
603328.XSHG 9.79 0.352951 0.648924 4.006026
603355.XSHG 22.47 0.182859 -0.128121 5.087562
603369.XSHG 15.64 0.267449 0.195222 5.014949
603377.XSHG 12.98 0.233618 0.091041 4.064520
603444.XSHG 145.25 0.461619 0.430898 4.587647
603515.XSHG 28.68 0.285309 -0.059778 3.595149
603556.XSHG 12.74 0.256782 0.325169 4.755571
603568.XSHG 17.33 0.291257 0.463791 3.796576
603569.XSHG 11.78 0.262452 -0.007342 3.447359
603589.XSHG 34.79 0.247145 0.125883 5.374776
603658.XSHG 53.93 0.536966 -0.761931 7.198678
603659.XSHG 48.49 0.340371 0.184951 4.078611
603766.XSHG 4.45 0.343705 0.091967 5.063900
603806.XSHG 27.00 0.406541 0.951286 5.959613
603816.XSHG 35.15 0.326696 -0.226761 3.220858
603868.XSHG 36.91 0.266276 -0.516237 5.039133
603877.XSHG 17.62 0.387363 0.573876 4.468050
603883.XSHG 57.94 0.367653 0.286334 5.227158
603885.XSHG 12.78 0.282410 -0.649596 5.386136
603888.XSHG 13.84 0.241130 -0.141186 3.826732
603899.XSHG 28.26 0.273658 0.777439 4.968229
[496 rows x 4 columns], datetime.date(2018, 12, 19): close r_vol r_skew r_kurt
000006.XSHE 5.49 0.367867 0.056890 3.517728
000008.XSHE 3.82 0.388756 0.229036 4.314015
000009.XSHE 4.56 0.315503 0.294655 3.730177
000012.XSHE 4.15 0.237625 -0.289169 3.888182
000021.XSHE 5.92 0.277366 0.094690 3.906505
000025.XSHE 18.22 0.305156 -0.236259 3.682334
000027.XSHE 5.28 0.291383 -0.161204 5.124093
000028.XSHE 41.44 0.303394 -0.058582 3.540531
000031.XSHE 5.04 0.299572 -0.134353 3.795073
000039.XSHE 10.88 0.228537 -0.103843 4.204822
000049.XSHE 27.65 0.307052 -0.322605 4.010791
000060.XSHE 3.98 0.237232 0.291885 2.917954
000061.XSHE 5.15 0.476202 0.375645 4.217671
000062.XSHE 12.21 0.223104 -0.129481 4.278762
000066.XSHE 5.03 0.253292 -0.157305 3.809830
000078.XSHE 3.05 0.294228 -0.269852 3.030816
000089.XSHE 7.75 0.195705 0.144890 3.954983
000090.XSHE 4.97 0.266945 0.099754 3.611641
000156.XSHE 8.33 0.248898 -0.156139 3.918146
000158.XSHE 5.10 0.321105 -0.182337 3.439532
000400.XSHE 9.03 0.301756 -0.090535 3.449242
000401.XSHE 12.53 0.357421 -0.155101 2.898993
000418.XSHE 42.17 0.286241 0.068370 4.559556
000426.XSHE 4.96 0.288836 0.329722 4.022366
000488.XSHE 5.78 0.195552 0.187932 3.862490
000501.XSHE 9.61 0.179576 0.226330 4.872799
000513.XSHE 26.41 0.246715 -0.125348 3.370548
000519.XSHE 6.49 0.319129 0.886334 8.445113
000528.XSHE 6.51 0.276365 -0.031872 4.143980
000536.XSHE 1.85 0.529925 -0.458669 4.414174
... ... ... ... ...
601969.XSHG 4.53 0.311624 -0.237101 3.936254
603000.XSHG 7.26 0.313140 0.058683 5.399246
603025.XSHG 10.88 0.227312 -0.087313 3.963124
603077.XSHG 1.68 0.476655 0.044385 2.563680
603169.XSHG 4.02 0.314807 -0.149120 3.766326
603198.XSHG 14.06 0.260634 -0.447607 4.607452
603225.XSHG 13.49 0.216216 -0.063453 4.511393
603228.XSHG 33.69 0.268628 -0.425307 5.405707
603233.XSHG 31.47 0.513512 -0.436315 5.412139
603328.XSHG 9.97 0.383765 0.561240 3.630477
603355.XSHG 21.61 0.260897 0.011859 4.053090
603369.XSHG 14.76 0.255128 -0.341424 3.131894
603377.XSHG 13.50 0.237903 0.522726 6.824829
603444.XSHG 142.36 0.465364 0.329271 4.641592
603515.XSHG 27.61 0.335735 -0.110897 4.759325
603556.XSHG 12.48 0.279456 -0.340503 4.765264
603568.XSHG 17.01 0.314281 -0.686219 5.401889
603569.XSHG 11.07 0.311294 -0.258981 3.501643
603658.XSHG 49.36 0.425678 -0.081392 5.252170
603659.XSHG 46.49 0.377227 -0.235807 5.428801
603766.XSHG 4.39 0.303187 -0.398916 4.104373
603806.XSHG 26.33 0.369001 -0.085832 3.828415
603816.XSHG 31.42 0.421103 -0.124898 4.057657
603866.XSHG 31.88 0.357068 -0.300697 5.977363
603868.XSHG 36.03 0.270992 0.644013 5.832066
603877.XSHG 17.12 0.298500 -0.401142 4.669666
603883.XSHG 50.50 0.403743 -0.033377 4.677245
603885.XSHG 11.86 0.298460 -0.700326 4.974741
603888.XSHG 13.15 0.258814 -0.114498 3.695168
603899.XSHG 28.33 0.326233 0.218724 3.586468
[491 rows x 4 columns], datetime.date(2018, 12, 26): close r_vol r_skew r_kurt
000006.XSHE 5.23 0.304799 -0.888235 4.341931
000008.XSHE 3.98 0.371891 0.466685 4.013286
000009.XSHE 4.44 0.407893 0.119453 4.291285
000012.XSHE 4.04 0.258738 0.122082 3.030549
000021.XSHE 5.78 0.369942 -0.280489 3.506367
000025.XSHE 18.35 0.290403 1.494891 8.792869
000027.XSHE 5.28 0.219281 -0.235167 3.151623
000028.XSHE 41.50 0.239987 0.919839 5.987554
000031.XSHE 4.87 0.272326 -0.142043 3.628411
000039.XSHE 10.50 0.272818 0.045793 5.458137
000049.XSHE 29.65 0.328617 0.614370 3.730924
000060.XSHE 3.87 0.250859 -0.152821 2.968367
000061.XSHE 4.91 0.384589 0.032764 3.020230
000062.XSHE 12.02 0.249437 0.267414 3.801589
000066.XSHE 4.91 0.264736 -0.002071 2.655225
000078.XSHE 3.00 0.331947 -0.114774 4.405624
000089.XSHE 7.79 0.231227 0.788853 6.349772
000090.XSHE 4.73 0.255228 -0.027355 3.510591
000156.XSHE 8.14 0.334716 -0.099399 5.481088
000158.XSHE 4.97 0.436257 0.223382 5.630941
000400.XSHE 9.35 0.383834 0.414382 5.633876
000401.XSHE 12.26 0.450172 0.453055 5.663390
000418.XSHE 40.53 0.274402 0.372551 4.222066
000426.XSHE 4.68 0.323898 -0.334352 3.991253
000488.XSHE 5.69 0.247113 -0.289887 3.448111
000501.XSHE 9.25 0.200922 -0.008631 4.082337
000513.XSHE 25.51 0.303399 -0.137713 4.815160
000519.XSHE 6.28 0.297375 0.240150 3.846099
000528.XSHE 6.21 0.293608 -0.232688 4.213929
000536.XSHE 1.96 0.547618 0.617942 4.894894
... ... ... ... ...
601969.XSHG 4.50 0.331479 -0.391073 4.268454
603000.XSHG 7.41 0.286901 0.508114 4.430130
603025.XSHG 11.06 0.225694 -0.070276 2.600937
603077.XSHG 1.62 0.448894 -0.051567 3.010000
603169.XSHG 4.06 0.293372 0.445850 3.133666
603198.XSHG 13.40 0.277557 -0.035309 4.123058
603225.XSHG 13.26 0.254535 -0.211572 3.855868
603228.XSHG 35.16 0.314990 0.701802 4.330427
603233.XSHG 31.22 0.379821 0.324758 3.793340
603328.XSHG 9.74 0.388767 0.005713 3.620841
603355.XSHG 21.66 0.295248 0.551090 4.963226
603369.XSHG 14.50 0.327920 -0.249556 4.922647
603377.XSHG 13.73 0.449303 0.326703 4.732506
603444.XSHG 145.50 0.452174 0.429682 3.315069
603515.XSHG 27.94 0.349332 0.559317 3.874803
603556.XSHG 13.09 0.395857 0.835717 7.036834
603568.XSHG 17.06 0.302381 0.470628 5.188956
603569.XSHG 10.84 0.333449 -0.525420 4.181345
603658.XSHG 49.14 0.393994 0.339760 3.858859
603659.XSHG 46.33 0.274279 0.027716 4.643161
603766.XSHG 4.17 0.306706 0.504526 3.715321
603806.XSHG 25.96 0.335069 0.061420 4.474135
603816.XSHG 31.42 0.341395 0.405884 3.324315
603866.XSHG 31.37 0.406318 0.025326 4.748035
603868.XSHG 36.70 0.276824 0.443962 3.429448
603877.XSHG 18.19 0.386107 0.762202 4.974763
603883.XSHG 48.69 0.278106 0.274940 4.189892
603885.XSHG 12.50 0.354175 0.830120 4.322332
603888.XSHG 12.97 0.262943 0.408937 4.896961
603899.XSHG 29.39 0.346554 0.459108 5.333513
[491 rows x 4 columns], datetime.date(2019, 1, 4): close r_vol r_skew r_kurt
000006.XSHE 5.26 0.274864 0.018863 3.078021
000008.XSHE 3.91 0.291390 -0.016030 3.246802
000009.XSHE 4.37 0.366907 0.082641 3.659078
000012.XSHE 4.10 0.235046 -0.070970 2.754168
000021.XSHE 5.78 0.314395 -0.121507 4.502673
000025.XSHE 18.82 0.447484 1.340571 8.867430
000027.XSHE 5.18 0.246968 -0.293192 3.042528
000028.XSHE 40.26 0.303320 -0.045174 3.490945
000031.XSHE 4.91 0.265968 0.361343 3.879239
000039.XSHE 10.79 0.311058 0.442393 4.146979
000049.XSHE 29.08 0.352831 -0.235711 3.579298
000060.XSHE 3.99 0.253961 0.289822 2.992018
000061.XSHE 4.76 0.351724 -0.558938 4.504169
000062.XSHE 11.76 0.329685 -0.066389 5.322698
000066.XSHE 4.95 0.372510 0.183913 5.846774
000078.XSHE 3.06 0.284080 0.059975 2.851754
000089.XSHE 7.72 0.206596 0.202587 3.665230
000090.XSHE 4.65 0.265584 0.163870 3.134836
000156.XSHE 8.29 0.258485 -0.020048 3.872918
000158.XSHE 5.19 0.447749 1.607957 8.124669
000400.XSHE 9.85 0.522859 0.586517 5.273193
000401.XSHE 11.50 0.339662 -0.497479 4.268483
000418.XSHE 40.27 0.242762 0.024551 3.885036
000426.XSHE 6.28 0.563527 0.782345 4.695479
000488.XSHE 5.69 0.211695 -0.040826 4.018854
000501.XSHE 9.47 0.207505 0.190485 3.930773
000513.XSHE 25.02 0.313923 -0.097855 3.723178
000519.XSHE 6.86 0.440655 0.872884 5.188909
000528.XSHE 6.06 0.290342 -0.237958 5.318702
000536.XSHE 1.90 0.509002 -0.008766 3.306292
... ... ... ... ...
601969.XSHG 4.39 0.353607 -0.015384 4.949124
603000.XSHG 7.77 0.292910 0.428185 3.724907
603025.XSHG 10.79 0.259115 0.089858 3.885016
603077.XSHG 1.64 0.458956 0.033045 3.011470
603169.XSHG 4.15 0.432354 0.630550 4.290328
603198.XSHG 13.16 0.303873 0.318758 4.955091
603225.XSHG 13.41 0.234776 0.159851 4.803156
603228.XSHG 34.74 0.330760 0.398171 5.177730
603233.XSHG 29.42 0.361113 -0.008879 4.297494
603328.XSHG 9.08 0.421762 0.119318 5.419931
603355.XSHG 21.93 0.295128 0.321265 3.343569
603369.XSHG 13.98 0.368169 0.100917 3.706566
603377.XSHG 13.91 0.514218 0.817816 5.601259
603444.XSHG 144.93 0.414714 0.375819 4.379885
603515.XSHG 26.19 0.434930 0.118282 3.614453
603556.XSHG 13.18 0.319258 0.132272 6.033724
603568.XSHG 16.54 0.342882 -0.082482 4.174083
603569.XSHG 11.15 0.299715 0.233469 3.521217
603658.XSHG 45.93 0.394017 -0.007480 3.093471
603659.XSHG 45.36 0.384966 -0.192686 5.655034
603766.XSHG 4.17 0.318343 0.109439 2.758474
603806.XSHG 26.18 0.429344 0.064743 4.366059
603816.XSHG 30.23 0.408423 0.784984 10.337728
603866.XSHG 31.83 0.440824 0.303519 3.098194
603868.XSHG 34.79 0.306191 0.012314 4.578469
603877.XSHG 17.30 0.362786 -0.081974 5.166739
603883.XSHG 45.82 0.469757 0.545183 5.501131
603885.XSHG 12.19 0.283231 0.331220 3.729036
603888.XSHG 13.21 0.267081 0.679345 4.818393
603899.XSHG 28.10 0.363362 -0.141409 4.252071
[492 rows x 4 columns], datetime.date(2019, 1, 11): close r_vol r_skew r_kurt
000006.XSHE 5.38 0.245033 0.238887 3.626122
000008.XSHE 4.06 0.347930 1.509267 9.994438
000009.XSHE 4.47 0.292611 0.219212 3.427224
000012.XSHE 4.17 0.231823 0.734084 4.733022
000021.XSHE 6.20 0.327619 0.850435 6.457809
000025.XSHE 18.90 0.295769 0.552943 5.643563
000027.XSHE 5.27 0.250410 0.046181 3.914661
000028.XSHE 39.11 0.183823 -1.039225 7.731399
000031.XSHE 4.93 0.248790 -0.287955 3.036370
000039.XSHE 11.37 0.212187 0.261062 3.633200
000049.XSHE 29.79 0.313705 0.241806 3.764182
000060.XSHE 4.02 0.276770 0.065024 4.211249
000061.XSHE 4.87 0.291597 0.107539 3.966207
000062.XSHE 11.88 0.202457 -0.082085 3.113814
000066.XSHE 5.02 0.267545 0.524240 4.325264
000078.XSHE 3.15 0.272053 0.028796 2.413408
000089.XSHE 7.77 0.153728 -0.201874 3.003672
000090.XSHE 4.99 0.300080 0.055603 3.422506
000156.XSHE 8.49 0.238033 0.449572 4.415104
000158.XSHE 5.44 0.354152 0.946445 5.211111
000400.XSHE 10.47 0.587936 0.792256 5.328448
000401.XSHE 12.89 0.375487 1.024936 6.542034
000418.XSHE 43.26 0.298403 0.136491 4.624999
000426.XSHE 6.13 0.711477 0.414963 3.358555
000488.XSHE 5.88 0.234746 1.144778 5.390089
000501.XSHE 9.82 0.192553 0.379773 5.037507
000513.XSHE 26.06 0.317200 0.310658 4.962356
000519.XSHE 6.99 0.373076 -0.007735 3.642165
000528.XSHE 6.04 0.229068 0.460568 4.632144
000536.XSHE 2.11 0.584701 0.562474 4.968290
... ... ... ... ...
601969.XSHG 4.47 0.269351 0.240164 3.398714
603000.XSHG 8.07 0.284498 0.766332 6.160664
603025.XSHG 10.62 0.217967 0.359924 4.143870
603077.XSHG 1.68 0.496142 0.500651 4.513629
603169.XSHG 5.12 1.056969 2.099119 11.167605
603198.XSHG 13.68 0.221868 0.090671 3.543428
603225.XSHG 13.81 0.221706 0.498614 3.711458
603228.XSHG 34.37 0.292795 -0.154114 3.417909
603233.XSHG 29.68 0.254466 0.377448 4.082990
603328.XSHG 10.19 0.423848 0.173420 4.161070
603355.XSHG 22.60 0.275552 0.237087 3.352674
603369.XSHG 15.01 0.303486 0.500752 5.749512
603377.XSHG 13.32 0.337328 0.719091 8.077215
603444.XSHG 151.13 0.330449 0.600747 4.373333
603515.XSHG 27.67 0.268468 -0.533394 5.092821
603556.XSHG 14.28 0.551213 1.710519 12.491781
603568.XSHG 16.63 0.292871 0.071137 4.184796
603569.XSHG 11.26 0.257997 0.156415 4.089511
603658.XSHG 46.38 0.393136 0.455521 5.535471
603659.XSHG 45.48 0.314186 0.142547 6.973883
603766.XSHG 4.20 0.248689 -0.296467 3.563315
603806.XSHG 27.85 0.314917 0.852879 8.941572
603816.XSHG 31.60 0.301481 -0.062591 4.942223
603866.XSHG 32.94 0.326256 0.453807 3.905217
603868.XSHG 36.08 0.303616 0.389588 3.530136
603877.XSHG 16.74 0.477751 0.037238 6.927072
603883.XSHG 46.18 0.387731 0.308514 5.055094
603885.XSHG 12.27 0.262308 0.603553 4.421004
603888.XSHG 13.28 0.207097 0.234662 3.633404
603899.XSHG 27.94 0.249737 0.351352 3.632230
[492 rows x 4 columns], datetime.date(2019, 1, 18): close r_vol r_skew r_kurt
000006.XSHE 5.37 0.346372 0.771691 7.503498
000008.XSHE 3.94 0.359614 -0.651640 6.426081
000009.XSHE 4.43 0.314546 0.605561 5.134140
000012.XSHE 4.21 0.243227 0.185906 3.636152
000021.XSHE 6.14 0.282737 0.164594 4.338282
000025.XSHE 18.67 0.211893 -0.099939 3.876752
000027.XSHE 5.24 0.205981 0.156200 3.027469
000028.XSHE 40.26 0.255597 1.079222 7.857166
000031.XSHE 4.93 0.220734 0.321564 3.511810
000039.XSHE 11.44 0.196453 -0.437507 3.626996
000049.XSHE 28.28 0.267318 -0.530220 5.806089
000060.XSHE 4.15 0.280006 0.365147 3.943368
000061.XSHE 4.81 0.358242 0.320445 6.915958
000062.XSHE 11.64 0.224685 0.101681 4.625814
000066.XSHE 5.14 0.285316 0.441898 4.790438
000078.XSHE 3.22 0.452135 0.576994 5.541412
000089.XSHE 7.99 0.191648 0.568029 3.774061
000090.XSHE 5.03 0.233541 0.218179 3.243857
000156.XSHE 8.50 0.255770 0.322907 3.602679
000158.XSHE 5.40 0.291853 0.059586 2.890225
000400.XSHE 10.56 0.451316 0.342337 3.674827
000401.XSHE 12.67 0.394870 0.411349 4.499676
000418.XSHE 45.62 0.263663 0.619525 5.592791
000426.XSHE 6.27 0.625682 0.215474 3.842608
000488.XSHE 5.95 0.222789 0.752711 5.281651
000501.XSHE 9.87 0.172178 0.050559 3.614891
000513.XSHE 27.97 0.305434 0.528438 6.013243
000519.XSHE 6.81 0.230630 -0.213163 3.570114
000528.XSHE 6.13 0.230398 0.305156 4.168589
000536.XSHE 2.08 0.555597 0.275283 4.452678
... ... ... ... ...
603000.XSHG 8.22 0.222713 0.467107 5.548893
603025.XSHG 10.30 0.236832 -0.119734 3.226345
603056.XSHG 16.04 0.344487 1.730628 8.369291
603077.XSHG 1.68 0.470504 0.337394 2.888532
603169.XSHG 4.70 0.489765 0.974402 8.745549
603198.XSHG 14.01 0.270521 0.856264 4.567764
603225.XSHG 13.69 0.204483 0.212438 3.516047
603228.XSHG 33.46 0.222562 -0.120190 3.219399
603233.XSHG 30.57 0.267720 -0.213026 6.381510
603328.XSHG 9.91 0.326469 0.674883 4.771641
603355.XSHG 22.33 0.247799 0.186860 4.421454
603369.XSHG 16.15 0.352589 0.592339 4.135477
603377.XSHG 13.82 0.270890 1.203104 6.341378
603444.XSHG 153.98 0.321952 0.152036 5.319059
603515.XSHG 28.22 0.319657 0.503126 3.611686
603556.XSHG 13.17 0.236042 -0.055389 4.377794
603568.XSHG 16.42 0.289829 -0.026659 3.436653
603569.XSHG 11.17 0.256933 -0.081544 3.126765
603658.XSHG 50.21 0.348596 0.740369 4.436003
603659.XSHG 44.56 0.302705 0.144224 3.569097
603766.XSHG 4.52 0.305517 1.007654 4.941596
603806.XSHG 27.20 0.289360 0.028071 4.404894
603816.XSHG 33.49 0.344193 0.352257 3.256378
603866.XSHG 34.63 0.333571 -0.018229 5.038528
603868.XSHG 36.62 0.231423 0.294019 4.319590
603877.XSHG 16.86 0.322753 0.935986 6.613199
603883.XSHG 47.69 0.294372 0.610674 3.625971
603885.XSHG 11.99 0.213696 0.155936 4.135918
603888.XSHG 13.23 0.208288 0.391473 3.421514
603899.XSHG 28.06 0.229290 0.367182 4.774566
[492 rows x 4 columns], datetime.date(2019, 1, 25): close r_vol r_skew r_kurt
000006.XSHE 5.27 0.240405 0.077342 4.248876
000008.XSHE 3.87 0.223107 0.072388 2.822548
000009.XSHE 4.28 0.269036 -0.046839 3.028200
000012.XSHE 4.14 0.217289 0.051576 2.944832
000021.XSHE 6.11 0.232654 -0.007817 3.374359
000025.XSHE 18.41 0.172455 0.464603 6.170538
000027.XSHE 5.13 0.206161 -0.247972 2.898985
000028.XSHE 39.17 0.187945 -0.027964 4.132297
000031.XSHE 4.88 0.234903 -0.094353 3.326951
000039.XSHE 11.43 0.180951 0.099924 3.395876
000049.XSHE 28.23 0.194543 0.090140 3.700249
000060.XSHE 4.01 0.238245 -0.209127 2.777589
000061.XSHE 4.93 0.312621 0.218184 3.474603
000062.XSHE 11.62 0.204413 0.137379 3.635070
000066.XSHE 5.44 0.336437 0.492809 3.868901
000078.XSHE 3.13 0.297359 0.234751 3.514584
000089.XSHE 7.87 0.224709 0.489197 4.046486
000090.XSHE 4.89 0.217379 -0.248431 3.004316
000156.XSHE 8.51 0.238488 0.025007 5.164344
000158.XSHE 5.12 0.306131 -0.410165 4.837684
000400.XSHE 10.21 0.313838 0.012777 3.897929
000401.XSHE 12.39 0.245319 -0.677687 3.983184
000418.XSHE 45.65 0.296812 -0.897447 5.393944
000426.XSHE 5.72 0.429538 -0.197257 8.040567
000488.XSHE 5.89 0.220045 0.120184 4.092564
000501.XSHE 9.98 0.205017 -0.182300 3.410134
000513.XSHE 27.31 0.277757 -0.072017 4.150769
000519.XSHE 6.78 0.207265 0.685857 4.817764
000528.XSHE 6.10 0.184388 0.246148 4.670116
000536.XSHE 1.97 0.497561 -0.058122 3.593495
... ... ... ... ...
603000.XSHG 8.85 0.340047 0.608189 5.709070
603025.XSHG 9.67 0.230808 -0.857998 5.495364
603056.XSHG 15.73 0.233638 0.069818 7.220373
603077.XSHG 1.65 0.433269 -0.115784 2.518952
603169.XSHG 4.66 0.354672 0.618440 4.076282
603198.XSHG 14.06 0.307564 0.049708 7.161509
603225.XSHG 12.41 0.312578 0.423279 7.520566
603228.XSHG 34.82 0.255511 0.878455 4.722399
603233.XSHG 30.79 0.279413 0.497200 4.810267
603328.XSHG 9.79 0.277405 0.065946 2.943470
603355.XSHG 22.61 0.244775 0.308114 4.457738
603369.XSHG 16.35 0.340980 0.434077 5.322502
603377.XSHG 14.56 0.660001 1.613792 12.287625
603444.XSHG 151.70 0.279844 -0.035853 3.435411
603515.XSHG 28.60 0.321361 0.269894 3.799612
603556.XSHG 13.14 0.204417 0.041963 4.349020
603568.XSHG 15.62 0.234697 -0.374500 4.234072
603569.XSHG 11.00 0.223508 -0.020652 3.143512
603658.XSHG 50.87 0.350535 0.400900 5.626956
603659.XSHG 47.63 0.294332 0.007590 6.139050
603766.XSHG 4.56 0.231483 0.450478 3.667403
603806.XSHG 27.73 0.327805 0.401986 3.799560
603816.XSHG 34.77 0.422687 0.066566 6.064492
603866.XSHG 35.76 0.384165 -0.071110 3.404587
603868.XSHG 35.81 0.207371 0.091834 4.627778
603877.XSHG 16.40 0.259654 -0.404235 3.874710
603883.XSHG 47.60 0.351899 0.507888 4.352354
603885.XSHG 11.98 0.154262 0.268712 3.043423
603888.XSHG 13.42 0.213065 0.946328 6.742771
603899.XSHG 30.17 0.304378 0.110120 4.710012
[492 rows x 4 columns], datetime.date(2019, 2, 1): close r_vol r_skew r_kurt
000006.XSHE 5.28 0.266211 0.164342 3.716744
000008.XSHE 3.74 0.409806 -0.225029 3.228442
000009.XSHE 4.24 0.365830 -0.693608 6.809618
000012.XSHE 4.15 0.406681 0.364108 6.830760
000021.XSHE 6.03 0.338189 0.003105 3.679689
000025.XSHE 17.28 0.299288 -1.540645 8.980116
000027.XSHE 5.11 0.247087 0.168973 2.977497
000028.XSHE 40.56 0.281420 0.548678 6.980663
000031.XSHE 4.95 0.282800 0.256886 3.741961
000039.XSHE 11.50 0.238917 0.210128 4.026538
000049.XSHE 27.78 0.317486 -0.360759 4.913510
000060.XSHE 4.05 0.277055 0.017270 3.840807
000061.XSHE 4.85 0.435609 -0.391744 5.417006
000062.XSHE 11.81 0.270637 -0.323213 6.455773
000066.XSHE 5.53 0.319519 0.275873 3.111462
000078.XSHE 3.09 0.314945 -0.150862 3.821644
000089.XSHE 8.13 0.227433 0.305236 4.338471
000090.XSHE 4.91 0.266716 -0.262232 3.462591
000156.XSHE 8.53 0.282544 0.086732 3.424076
000158.XSHE 4.88 0.430297 -0.239430 3.832441
000400.XSHE 10.39 0.353002 0.508891 4.335944
000401.XSHE 13.06 0.343686 0.707925 4.603208
000418.XSHE 47.79 0.257640 -0.092705 3.587850
000426.XSHE 6.04 0.489756 0.062524 4.150123
000488.XSHE 5.76 0.226366 -0.319358 3.098502
000501.XSHE 9.76 0.352168 0.298677 5.437487
000513.XSHE 27.99 0.311601 0.380735 3.205300
000519.XSHE 6.47 0.380538 0.482902 6.547121
000528.XSHE 6.22 0.246716 0.069332 3.548322
000536.XSHE 1.79 0.584815 0.102792 4.062781
... ... ... ... ...
603000.XSHG 9.12 0.620316 1.323741 7.148928
603025.XSHG 9.97 0.230022 0.915658 5.028887
603056.XSHG 15.42 0.446049 -0.190757 7.218398
603077.XSHG 1.63 0.463601 -0.040998 2.677298
603169.XSHG 4.00 0.541083 -0.002433 5.252132
603198.XSHG 13.96 0.263773 0.611934 5.943622
603225.XSHG 11.95 0.306200 0.070239 5.257144
603228.XSHG 35.97 0.263424 0.501872 6.786250
603233.XSHG 30.47 0.315141 0.046862 3.585993
603328.XSHG 10.54 0.429972 0.052358 3.928305
603355.XSHG 21.49 0.307169 0.065018 3.698268
603369.XSHG 17.40 0.367775 -0.111022 5.911485
603377.XSHG 14.16 0.422390 0.796978 6.882863
603444.XSHG 148.31 0.354045 -0.146159 4.253867
603515.XSHG 27.75 0.387958 0.144925 4.051941
603556.XSHG 12.56 0.334284 -0.336469 3.851582
603568.XSHG 15.40 0.250218 0.109092 4.106550
603569.XSHG 10.53 0.306834 -0.211285 5.025035
603658.XSHG 54.33 0.442927 0.406047 4.252547
603659.XSHG 48.00 0.349044 0.100881 3.695154
603766.XSHG 4.57 0.384313 -0.182899 3.405976
603806.XSHG 29.62 0.387149 0.347627 4.053263
603816.XSHG 36.51 0.419309 0.561368 4.383485
603866.XSHG 35.69 0.344675 0.027840 3.046531
603868.XSHG 35.98 0.271957 -0.182460 3.237482
603877.XSHG 15.98 0.382619 0.230358 4.231576
603883.XSHG 48.10 0.299823 0.610767 4.970969
603885.XSHG 12.29 0.286467 0.399259 3.657476
603888.XSHG 14.37 0.502260 0.890098 5.909664
603899.XSHG 30.65 0.335399 -0.782927 4.967025
[492 rows x 4 columns], datetime.date(2019, 2, 15): close r_vol r_skew r_kurt
000006.XSHE 5.57 0.273739 0.462940 3.939449
000008.XSHE 3.92 0.265293 0.745782 4.631155
000009.XSHE 4.62 0.360596 0.675272 4.150264
000012.XSHE 4.61 0.494418 1.015511 6.669502
000021.XSHE 6.77 0.375426 0.450000 3.158452
000025.XSHE 18.04 0.227992 1.356363 6.923257
000027.XSHE 5.28 0.205135 0.110179 3.389380
000028.XSHE 42.50 0.229307 0.460179 3.522880
000031.XSHE 5.09 0.244223 0.842115 5.820562
000039.XSHE 11.84 0.231974 0.634990 3.853203
000049.XSHE 31.26 0.433432 1.637174 7.947685
000060.XSHE 4.20 0.244094 0.276400 3.071860
000061.XSHE 5.23 0.338791 0.783875 4.911858
000062.XSHE 12.44 0.273308 1.365517 6.985100
000066.XSHE 5.90 0.334616 0.574902 4.823484
000078.XSHE 3.31 0.358669 0.773164 4.812392
000089.XSHE 8.27 0.220055 0.369324 4.816232
000090.XSHE 5.33 0.439946 1.424870 10.878225
000156.XSHE 8.85 0.196976 0.275994 4.255576
000158.XSHE 5.13 0.277517 0.598377 4.992088
000400.XSHE 10.67 0.279518 0.022833 3.929688
000401.XSHE 13.35 0.275979 0.344015 3.597780
000418.XSHE 49.37 0.291087 -0.072318 3.719883
000426.XSHE 6.42 0.328061 0.713932 4.870456
000488.XSHE 6.08 0.247397 0.474609 4.126751
000501.XSHE 10.24 0.205924 0.924031 4.496291
000513.XSHE 29.62 0.333612 0.846487 5.827935
000519.XSHE 6.83 0.230868 1.145777 5.889185
000528.XSHE 6.38 0.239399 0.306932 3.562735
000536.XSHE 2.28 0.771461 1.417090 8.935770
... ... ... ... ...
603000.XSHG 10.62 0.497802 0.729214 4.278644
603025.XSHG 10.12 0.172332 0.134902 3.069031
603056.XSHG 17.11 0.396812 1.012504 7.257259
603077.XSHG 1.66 0.451809 -0.006252 2.685866
603169.XSHG 4.34 0.418090 0.826223 4.417701
603198.XSHG 14.61 0.247918 0.382913 3.523353
603225.XSHG 12.06 0.170389 0.681056 4.695453
603228.XSHG 37.00 0.249591 -0.201849 3.097703
603233.XSHG 32.39 0.310864 0.774741 4.684098
603328.XSHG 10.75 0.364331 0.166523 4.768564
603355.XSHG 22.85 0.227533 0.450094 4.075397
603369.XSHG 18.47 0.387043 0.393244 4.794908
603377.XSHG 14.63 0.366048 0.565988 6.507895
603444.XSHG 147.12 0.264718 0.624754 5.587134
603515.XSHG 29.83 0.359878 0.417978 3.692358
603556.XSHG 13.78 0.310997 1.426518 9.245380
603568.XSHG 16.10 0.199943 0.935231 5.407177
603569.XSHG 11.18 0.277435 1.088567 4.830033
603658.XSHG 55.11 0.292302 0.510322 4.438238
603659.XSHG 48.16 0.279807 0.113175 4.164285
603766.XSHG 4.63 0.293167 0.222959 3.186523
603806.XSHG 30.46 0.308701 0.381185 3.277142
603816.XSHG 35.90 0.380331 0.260734 4.360001
603866.XSHG 36.49 0.324075 0.648852 3.762995
603868.XSHG 39.87 0.429075 1.258468 7.088588
603877.XSHG 16.43 0.251380 0.491281 5.759525
603883.XSHG 48.85 0.296127 1.189765 6.065997
603885.XSHG 12.60 0.241541 0.021600 5.049782
603888.XSHG 17.00 0.494260 0.778217 5.487187
603899.XSHG 29.68 0.263775 0.022062 4.034107
[492 rows x 4 columns], datetime.date(2019, 2, 22): close r_vol r_skew r_kurt
000006.XSHE 5.72 0.300627 0.201023 4.183504
000008.XSHE 4.02 0.272190 -0.248751 3.950208
000009.XSHE 4.95 0.398957 0.647711 4.413918
000012.XSHE 4.73 0.371737 0.006777 3.445707
000021.XSHE 7.34 0.387085 0.283811 3.466598
000025.XSHE 19.31 0.459286 0.928524 6.871320
000027.XSHE 5.59 0.265661 0.131530 3.023623
000028.XSHE 42.40 0.245979 -0.083355 4.484999
000031.XSHE 5.32 0.273964 0.093007 3.173209
000039.XSHE 12.89 0.327188 0.036944 3.219978
000049.XSHE 32.53 0.352334 0.208632 4.415882
000060.XSHE 4.33 0.237502 0.154129 3.164369
000061.XSHE 5.37 0.351404 -0.054161 3.343485
000062.XSHE 13.29 0.368280 0.683057 6.308816
000066.XSHE 7.02 0.537645 1.014026 5.530455
000078.XSHE 3.48 0.454052 0.911488 6.666575
000089.XSHE 9.29 0.416010 0.819835 6.307871
000090.XSHE 5.71 0.374991 0.361381 3.942559
000156.XSHE 9.32 0.301945 0.422566 4.163892
000158.XSHE 5.36 0.337595 0.248770 3.914193
000400.XSHE 10.80 0.342128 0.375595 4.296401
000401.XSHE 13.41 0.329922 -0.056190 5.758108
000418.XSHE 50.58 0.355973 0.453159 5.526162
000426.XSHE 7.33 0.616544 1.064443 7.213742
000488.XSHE 6.40 0.320971 0.581670 3.979972
000501.XSHE 10.36 0.199120 0.435226 3.476154
000513.XSHE 29.24 0.247497 0.015710 3.569677
000519.XSHE 7.35 0.333441 1.082073 4.752899
000528.XSHE 6.87 0.334933 0.870750 4.963399
000536.XSHE 3.47 0.968231 1.568228 8.439947
... ... ... ... ...
603000.XSHG 14.40 0.610489 1.457406 10.105995
603025.XSHG 10.53 0.282784 0.176739 3.258210
603056.XSHG 17.89 0.397352 0.758007 6.552007
603077.XSHG 1.79 0.601172 0.723967 4.257677
603169.XSHG 5.15 0.814220 2.087836 10.972910
603198.XSHG 14.66 0.280970 -0.085115 4.117582
603225.XSHG 12.41 0.224693 0.409155 4.656441
603228.XSHG 44.20 0.411328 0.750533 6.514639
603233.XSHG 33.83 0.381934 0.341153 4.532698
603328.XSHG 11.38 0.405885 0.428056 3.506189
603355.XSHG 23.37 0.298967 -0.200274 3.334410
603369.XSHG 18.44 0.344732 -0.231212 3.366305
603377.XSHG 14.30 0.350143 1.162660 8.037401
603444.XSHG 145.22 0.248064 -0.323341 4.084401
603515.XSHG 29.70 0.312986 -0.397831 4.061708
603556.XSHG 14.45 0.312353 -0.043846 5.072068
603568.XSHG 17.14 0.294164 0.403505 3.535277
603569.XSHG 11.57 0.285462 0.673654 4.312516
603658.XSHG 55.23 0.406650 -0.140467 3.482121
603659.XSHG 49.60 0.272359 0.257240 4.571198
603766.XSHG 4.91 0.343473 0.044184 3.996628
603806.XSHG 32.46 0.400283 0.399592 4.276131
603816.XSHG 35.16 0.299723 -0.007834 5.272235
603866.XSHG 37.14 0.315990 0.009205 3.968450
603868.XSHG 40.50 0.246891 -0.051508 4.005072
603877.XSHG 16.75 0.244880 0.077193 3.699101
603883.XSHG 54.42 0.443443 1.240957 6.164651
603885.XSHG 13.08 0.289527 0.925001 6.407271
603888.XSHG 21.04 0.745793 0.852086 6.926847
603899.XSHG 30.71 0.292610 -0.007703 3.246203
[492 rows x 4 columns], datetime.date(2019, 3, 1): close r_vol r_skew r_kurt
000006.XSHE 6.12 0.359689 0.257231 3.754840
000008.XSHE 4.67 0.762681 1.735177 10.375355
000009.XSHE 5.28 0.489883 0.528664 3.902365
000012.XSHE 4.97 0.444835 0.495164 5.673759
000021.XSHE 7.45 0.388691 -0.070865 3.936060
000025.XSHE 19.59 0.400534 0.816530 6.947676
000027.XSHE 6.39 0.529807 0.752038 3.618886
000028.XSHE 45.86 0.340980 0.270662 5.410782
000031.XSHE 5.70 0.376259 0.257250 3.990287
000039.XSHE 13.45 0.345949 0.065915 3.306723
000049.XSHE 33.57 0.422216 -0.119103 4.288815
000060.XSHE 4.82 0.559792 0.393865 3.821310
000061.XSHE 5.86 0.485628 0.559297 3.381347
000062.XSHE 13.72 0.422988 0.390795 4.374198
000066.XSHE 6.99 0.495250 0.016885 4.153337
000078.XSHE 4.12 0.663347 0.938822 8.410775
000089.XSHE 9.75 0.443158 0.592848 5.054686
000090.XSHE 5.93 0.359334 0.508944 4.799147
000156.XSHE 10.07 0.408090 0.319860 4.056698
000158.XSHE 5.83 0.517587 0.420595 5.643368
000400.XSHE 10.94 0.417687 -0.317383 3.183784
000401.XSHE 15.60 0.545948 0.901483 4.810221
000418.XSHE 52.27 0.275024 0.614111 4.554237
000426.XSHE 6.50 0.655375 0.791344 4.769578
000488.XSHE 6.75 0.456977 -0.012775 3.975119
000501.XSHE 10.78 0.280405 -0.073619 3.852163
000513.XSHE 33.67 0.480533 0.265559 5.620466
000519.XSHE 7.98 0.563922 0.515150 4.486898
000528.XSHE 7.29 0.491610 0.399598 3.961766
000536.XSHE 3.80 1.021615 -0.341093 5.544324
... ... ... ... ...
603025.XSHG 11.17 0.474326 1.235353 9.422027
603056.XSHG 18.25 0.379466 0.510880 3.702025
603077.XSHG 1.98 0.686848 1.019954 6.635217
603169.XSHG 5.46 0.709353 0.746637 5.929012
603198.XSHG 15.69 0.398020 0.238611 3.657773
603225.XSHG 13.13 0.318121 0.372288 4.492494
603228.XSHG 44.80 0.536646 -0.318784 3.955094
603233.XSHG 33.15 0.399216 0.333979 4.381864
603328.XSHG 11.05 0.388705 -0.599563 3.570801
603355.XSHG 24.16 0.269126 0.341096 2.845950
603369.XSHG 21.61 0.648259 0.240477 5.832112
603377.XSHG 14.72 0.303200 0.394516 5.147347
603444.XSHG 164.33 0.492614 0.844171 6.043078
603515.XSHG 30.76 0.324838 0.021922 4.150107
603556.XSHG 15.11 0.375827 0.149107 4.542178
603568.XSHG 18.09 0.399676 0.212097 3.439412
603569.XSHG 12.18 0.346364 0.267890 4.083638
603658.XSHG 58.55 0.440757 0.037136 4.595883
603659.XSHG 49.64 0.400009 -0.088228 4.581856
603712.XSHG 18.46 0.571116 0.940241 5.721158
603766.XSHG 5.00 0.340066 0.042872 2.700233
603806.XSHG 34.56 0.433141 -0.016701 4.657251
603816.XSHG 37.96 0.371667 0.144118 4.810800
603866.XSHG 36.81 0.310199 -0.075618 3.740040
603868.XSHG 40.68 0.297243 -0.039787 5.158292
603877.XSHG 17.76 0.398141 0.087449 4.114048
603883.XSHG 57.02 0.558413 0.226049 5.237828
603885.XSHG 13.53 0.427976 0.589791 5.114800
603888.XSHG 21.73 0.889619 0.768076 7.990450
603899.XSHG 31.46 0.399622 0.616986 5.348122
[493 rows x 4 columns], datetime.date(2019, 3, 8): close r_vol r_skew r_kurt
000006.XSHE 5.94 0.386516 0.010077 3.815271
000008.XSHE 4.45 0.552713 0.232578 4.424292
000009.XSHE 6.08 0.771170 0.839183 7.766499
000012.XSHE 5.79 0.719077 1.504866 8.440539
000021.XSHE 8.11 0.660553 0.307928 4.351360
000025.XSHE 23.75 1.018299 1.645648 13.902646
000027.XSHE 6.15 0.413624 0.233748 4.420336
000028.XSHE 49.98 0.523940 0.785171 4.861460
000031.XSHE 5.68 0.539820 0.653717 8.449553
000039.XSHE 12.87 0.317265 -0.155376 3.008107
000049.XSHE 33.00 0.510706 0.295942 4.094288
000060.XSHE 4.89 0.536591 0.096374 3.019555
000061.XSHE 5.81 0.430727 -0.115508 3.568959
000062.XSHE 14.03 0.596608 0.919481 8.287517
000066.XSHE 8.33 0.780039 1.088629 5.217979
000078.XSHE 4.49 0.793651 0.819128 6.152085
000089.XSHE 9.08 0.321457 0.063020 3.103613
000090.XSHE 5.86 0.335505 -0.272845 3.606636
000156.XSHE 10.61 0.531423 0.065567 5.337689
000158.XSHE 6.93 0.826703 0.943924 5.484429
000400.XSHE 10.69 0.431114 -0.027984 2.956650
000401.XSHE 15.03 0.417630 -0.101169 3.487586
000418.XSHE 50.26 0.321622 -0.540813 3.365346
000426.XSHE 6.59 0.612054 0.206266 3.549796
000488.XSHE 6.60 0.362825 0.105327 5.489083
000501.XSHE 10.92 0.345334 0.193329 4.311003
000513.XSHE 33.14 0.389642 0.273556 4.557212
000519.XSHE 7.78 0.460651 0.816247 5.693070
000528.XSHE 6.99 0.494060 0.231030 5.109851
000536.XSHE 4.01 1.267402 0.780211 5.507793
... ... ... ... ...
603025.XSHG 11.39 0.394495 0.335303 6.521813
603056.XSHG 18.30 0.415650 0.292609 4.524944
603077.XSHG 2.09 0.670617 0.693498 5.075698
603169.XSHG 5.85 0.789701 1.068208 5.369745
603198.XSHG 15.03 0.335524 0.210605 3.322147
603225.XSHG 14.86 0.606227 0.712861 5.072138
603228.XSHG 44.66 0.411595 -0.029641 3.097177
603233.XSHG 31.68 0.238020 -0.072575 5.759597
603328.XSHG 10.94 0.413248 0.058682 3.540124
603355.XSHG 24.38 0.314526 -0.059026 3.651297
603369.XSHG 21.13 0.467309 0.158031 4.586969
603377.XSHG 14.10 0.363317 0.365922 4.153240
603444.XSHG 161.49 0.368682 -0.235312 3.509657
603515.XSHG 31.90 0.424890 0.994964 6.491925
603556.XSHG 15.68 0.443568 0.391696 4.670771
603568.XSHG 17.52 0.374806 -0.148592 4.825613
603569.XSHG 12.12 0.376845 0.018842 4.100439
603658.XSHG 59.86 0.469257 0.635925 4.205246
603659.XSHG 48.97 0.362596 0.305992 5.018581
603712.XSHG 18.08 0.566860 0.416605 6.346066
603766.XSHG 4.90 0.368313 -0.262458 4.991548
603806.XSHG 33.33 0.420129 -0.625734 4.176550
603816.XSHG 37.00 0.445597 -0.783007 4.354310
603866.XSHG 35.94 0.332946 -0.010036 4.243364
603868.XSHG 39.99 0.380340 0.334538 4.419814
603877.XSHG 17.88 0.420042 0.484051 8.981250
603883.XSHG 58.96 0.480917 0.870276 6.091581
603885.XSHG 12.81 0.262707 -0.082597 3.224878
603888.XSHG 21.65 1.068009 0.753752 5.715846
603899.XSHG 30.29 0.312815 0.407326 4.292191
[494 rows x 4 columns], datetime.date(2019, 3, 15): close r_vol r_skew r_kurt
000006.XSHE 6.38 0.449574 0.386918 4.313488
000008.XSHE 4.48 0.415065 -0.080710 3.532750
000009.XSHE 6.33 0.746597 0.838923 6.519187
000012.XSHE 5.57 0.466747 -0.133034 4.241883
000021.XSHE 7.90 0.554839 -0.137299 4.337431
000025.XSHE 22.60 0.714947 0.835945 7.676011
000027.XSHE 6.36 0.381058 0.030111 3.284162
000028.XSHE 48.69 0.387573 -1.178206 6.608014
000031.XSHE 5.87 0.424094 0.198480 4.395008
000039.XSHE 13.69 0.317641 0.434143 3.604238
000049.XSHE 33.88 0.398559 0.406281 4.794955
000060.XSHE 4.94 0.342899 -0.044667 3.277974
000061.XSHE 5.94 0.394815 -0.153396 3.358244
000062.XSHE 14.12 0.392958 0.115005 3.826176
000066.XSHE 7.49 0.795930 -0.328426 3.314728
000078.XSHE 4.40 0.464560 -0.602989 4.295070
000089.XSHE 9.32 0.269374 -0.175956 3.095456
000090.XSHE 6.13 0.368731 0.308142 3.311920
000156.XSHE 10.37 0.564709 -0.438436 4.197814
000158.XSHE 6.37 0.572708 -0.190708 3.588502
000400.XSHE 11.25 0.573893 0.510307 6.380129
000401.XSHE 16.84 0.529670 0.846910 4.468128
000418.XSHE 54.05 0.318000 0.462681 4.408987
000426.XSHE 6.54 0.463089 0.066604 3.283647
000488.XSHE 6.84 0.357408 -0.129896 3.573282
000501.XSHE 10.99 0.283181 -0.067489 3.292819
000513.XSHE 36.55 0.437993 0.209741 3.267959
000519.XSHE 8.09 0.532175 1.009606 5.920201
000528.XSHE 7.53 0.347106 0.051627 3.576929
000536.XSHE 3.51 0.753268 -0.824441 5.752340
... ... ... ... ...
603025.XSHG 11.26 0.384328 -0.135698 4.123335
603056.XSHG 18.80 0.438871 -0.010472 4.413181
603077.XSHG 2.02 0.466689 -0.129370 2.934538
603169.XSHG 5.54 0.530701 -0.370351 3.815561
603198.XSHG 16.39 0.350291 0.956611 6.790128
603225.XSHG 14.37 0.502514 -0.589883 4.684526
603228.XSHG 45.59 0.520795 -0.351497 3.606852
603233.XSHG 35.56 0.437181 0.759278 5.207644
603328.XSHG 11.13 0.400365 -0.308511 3.553749
603355.XSHG 25.23 0.336110 0.025549 3.402813
603369.XSHG 25.48 0.660307 0.903450 5.154314
603377.XSHG 15.86 0.588213 0.939605 7.144847
603444.XSHG 178.55 0.623224 1.227335 13.491762
603515.XSHG 32.86 0.345888 0.490260 4.392692
603556.XSHG 15.60 0.564698 -0.286459 3.972913
603568.XSHG 18.15 0.378278 0.467407 3.106319
603569.XSHG 12.30 0.350895 0.703893 6.935220
603658.XSHG 63.32 0.360669 0.224859 3.943844
603659.XSHG 56.05 0.538756 0.277645 3.984392
603712.XSHG 18.22 0.467150 0.204082 4.209652
603766.XSHG 4.90 0.361350 -0.263119 3.302882
603806.XSHG 34.53 0.403285 0.503449 4.704855
603816.XSHG 38.45 0.481463 0.782398 5.195335
603866.XSHG 37.99 0.356298 0.270787 3.855698
603868.XSHG 42.24 0.301017 0.007352 4.620545
603877.XSHG 18.55 0.402125 -0.231922 3.647563
603883.XSHG 64.10 0.545054 0.079387 3.862108
603885.XSHG 13.25 0.316820 0.398197 3.382424
603888.XSHG 21.14 0.970098 -0.302904 11.211420
603899.XSHG 32.25 0.330881 0.676807 3.624018
[494 rows x 4 columns], datetime.date(2019, 3, 22): close r_vol r_skew r_kurt
000006.XSHE 6.78 0.592339 1.098438 8.394112
000008.XSHE 4.65 0.425271 0.472398 5.241179
000009.XSHE 7.56 0.606533 0.624718 5.117997
000012.XSHE 5.72 0.368891 0.550110 5.624038
000021.XSHE 10.07 0.780530 2.444931 14.174007
000025.XSHE 22.80 0.403192 0.418679 5.022048
000027.XSHE 6.71 0.376114 1.274848 9.234442
000028.XSHE 50.00 0.298118 -0.106012 4.112623
000031.XSHE 6.23 0.380451 0.331481 5.010139
000039.XSHE 14.00 0.332312 -0.049774 3.752423
000049.XSHE 35.47 0.304529 0.226822 3.510959
000060.XSHE 5.04 0.257497 0.410719 4.324949
000061.XSHE 6.24 0.381410 0.082798 4.326637
000062.XSHE 14.90 0.343882 -0.159830 4.526647
000066.XSHE 10.25 0.937146 2.603830 17.010869
000078.XSHE 4.56 0.405827 0.171288 4.438899
000089.XSHE 9.87 0.304816 0.732947 5.599059
000090.XSHE 6.79 0.413300 0.457495 3.848245
000156.XSHE 13.89 0.564160 1.170497 6.874121
000158.XSHE 6.67 0.460015 0.420857 4.464545
000400.XSHE 11.20 0.293864 -0.196859 3.713175
000401.XSHE 17.05 0.437977 0.474230 4.036339
000418.XSHE 52.87 0.268690 0.606640 5.203046
000426.XSHE 6.61 0.384873 0.156769 3.553725
000488.XSHE 6.91 0.244808 0.200031 3.673736
000501.XSHE 11.65 0.261038 0.199443 3.344811
000513.XSHE 36.40 0.348867 -0.046348 5.003874
000519.XSHE 8.71 0.395428 1.549887 7.970232
000528.XSHE 7.68 0.338016 -0.019756 3.835451
000536.XSHE 3.67 0.688639 1.072497 6.739725
... ... ... ... ...
603025.XSHG 11.62 0.323668 -0.116875 3.917351
603056.XSHG 18.46 0.300855 0.186913 4.642515
603077.XSHG 2.05 0.427163 0.337749 3.215504
603169.XSHG 7.78 0.670529 2.149902 14.629429
603198.XSHG 16.92 0.525792 0.874349 5.916214
603225.XSHG 15.07 0.379313 0.144887 6.267100
603228.XSHG 45.37 0.344325 0.375768 3.763547
603233.XSHG 36.15 0.316377 0.738158 4.926016
603328.XSHG 11.44 0.316460 0.370463 4.510409
603355.XSHG 26.05 0.285017 0.018539 3.269418
603369.XSHG 26.63 0.655566 0.318952 4.570697
603377.XSHG 16.24 0.561793 -0.123470 3.806514
603444.XSHG 204.32 0.565038 1.624019 8.470281
603515.XSHG 33.66 0.346652 0.461112 3.987753
603556.XSHG 15.89 0.270495 0.249902 4.540000
603568.XSHG 18.60 0.369141 0.130291 3.232489
603569.XSHG 15.74 0.762981 2.763255 17.678442
603658.XSHG 65.03 0.396852 0.442660 4.418102
603659.XSHG 55.80 0.335986 -0.247911 3.971358
603712.XSHG 18.98 0.404806 1.281094 8.701476
603766.XSHG 5.27 0.348085 0.911039 5.840403
603806.XSHG 34.48 0.389452 0.285261 4.229287
603816.XSHG 40.14 0.393542 0.792864 4.720918
603866.XSHG 39.38 0.357852 0.286611 3.762811
603868.XSHG 43.74 0.348639 -0.058831 3.976961
603877.XSHG 18.91 0.285983 -0.087249 3.255841
603883.XSHG 61.96 0.440498 -0.038816 3.887018
603885.XSHG 13.97 0.354130 0.619719 4.228831
603888.XSHG 26.66 0.884148 1.394269 8.611973
603899.XSHG 34.22 0.493754 0.411875 3.760192
[494 rows x 4 columns]}
# 把计算出的因子数据写入文件 方便后续调用
import pickle
pkl_file = open('factor_dict.pkl', 'wb')
pickle.dump(factor_dict, pkl_file, 0)
pkl_file.close()
通过上文中的代码，已经获取到了中证500成分股2013-2019的因子数据。
以下分别从因子频率分布、因子百分位走势2个维度展示因子特征。
import pickle
import matplotlib.pyplot as plt
import numpy as np
# 读取因子数据文件
pkl_file = open('factor_dict.pkl', 'rb')
factor_dict = pickle.load(pkl_file)
pkl_file.close()
# print(factor_dict)
import matplotlib.dates as mdate
# 设置字体 用来正常显示中文标签
plt.rcParams['font.sans-serif'] = ['Arial Unicode MS']
# 用来正常显示负号
plt.rcParams['axes.unicode_minus'] = False
market_vol = []
market_skew = []
market_kurt = []
for date in factor_dict:
factor_df = factor_dict[date]
for i in range(0, len(factor_df)):
factor = factor_df.iloc[i]
market_vol.append(factor['r_vol'])
market_skew.append(factor['r_skew'])
market_kurt.append(factor['r_kurt'])
"""
绘制直方图
data:必选参数，绘图数据
bins:直方图的长条形数目，可选项，默认为10
density:是否将得到的直方图向量归一化，可选项，默认为0，代表不归一化，显示频数。normed=1，表示归一化，显示频率。
facecolor:长条形的颜色
edgecolor:长条形边框的颜色
alpha:透明度
"""
# 这个颜色是我把研报的图截图用取色器取出来的，为什么画出来还是有色差？
color = "#1F77B4"
plt.hist(market_vol, bins=40, density=0, facecolor=color, edgecolor=None, alpha=1)
# 显示横轴标签
plt.xlabel("区间")
# 显示纵轴标签
plt.ylabel("频数")
# 显示图标题
plt.title("个股波动率分布")
plt.show()
plt.hist(market_skew, bins=40, density=0, facecolor=color, edgecolor=None, alpha=1)
# 显示横轴标签
plt.xlabel("区间")
# 显示纵轴标签
plt.ylabel("频数")
# 显示图标题
plt.title("个股偏度分布")
plt.show()
plt.hist(market_kurt, bins=40, density=0, facecolor=color, edgecolor=None, alpha=1)
# 显示横轴标签
plt.xlabel("区间")
# 显示纵轴标签
plt.ylabel("频数")
# 显示图标题
plt.title("个股峰度分布")
plt.show()
从以上因子分布三图看出，整个A股市场个股的波动率分布整体上呈现右偏分布；个股的偏度分布，整体偏度水平保持在零附近，呈现较为明显厚尾状态；个股的峰度分布与个股波动率水平类似，分布整体上右偏，且样本内个股的峰度水平大部分大于3，呈现厚尾的现象。
和研报中的三个因子分布图情况和结论相同。
# 显示因子百分位走势
def show_percent_factor_value(factor_dict, factor_name, legend_loc):
# 百分位走势5档颜色 蓝 橙 绿 红 紫
color_list = ['#5698c6', '#ff9e4a', '#60b760', '#e05c5d', '#ae8ccd']
label_list = ['10', '25', 'median', '75', '90']
# 这里需要用每天的因子数据分档，计算出5个折线
y_list = [[], [], [], [], []]
for date in factor_dict:
factor_df = factor_dict[date]
day_factor_values = []
for i in range(0, len(factor_df)):
factor = factor_df.iloc[i]
# 'r_vol', 'r_skew', 'r_kurt'
day_factor_values.append(factor[factor_name])
# 把day_factor_values分为5档
day_factor_values = np.array(day_factor_values)
day_factor_values.sort()
# 研报的5个分位数分别是10 25 50 75 90
q_list = [0.10, 0.25, 0.50, 0.75, 0.90]
for i in range(0, len(q_list)):
# 对应分位数位置
q_index = int(q_list[i] * len(day_factor_values))
# 对应分位数位置的因子值
factor_value = day_factor_values[q_index]
y_list[i].append(factor_value)
# 可以设置生成图片的大小
fig = plt.figure(figsize=(12, 8))
ax = fig.add_subplot(1, 1, 1)
ax.xaxis.set_major_formatter(mdate.DateFormatter('%Y%m%d')) # 设置时间标签显示格式
ax.xaxis.set_major_locator(mdate.DayLocator())
ax.set_title(factor_name + '百分位走势')
for i in range(0, len(y_list)):
yi = y_list[i]
ax.plot(yi, color_list[i], label=label_list[i])
x = np.arange(0, len(factor_dict),50)
x_label = []
for i in range(0,len(factor_dict)):
if i in x:
date = list(factor_dict.keys())[i]
x_label.append(date)
plt.xticks(x, x_label, rotation='vertical')
# 显示具体数值的标注
# for i in range(0, len(y_list)):
# yi = y_list[i]
#
# for a, y in zip(x, yi):
# # print(a,y,y)
# plt.text(a, y, y, ha='center', va='bottom', fontsize=10)
plt.xticks(rotation=360)
# 显示横轴标签
plt.xlabel("TRADE_DT")
# 显示纵轴标签
plt.ylabel("因子值")
# 图例的位置
legend = ax.legend(loc=legend_loc, shadow=False)
plt.show()
# 'r_vol', 'r_skew', 'r_kurt'
show_percent_factor_value(factor_dict, 'r_vol', 'upper left')
show_percent_factor_value(factor_dict, 'r_skew', 'lower left')
show_percent_factor_value(factor_dict, 'r_kurt', 'upper left')
从以上三图看出，个股的波动率在不同的时间维度上变化较大，当市场趋势行情较明显时候，个股波动率水平整体上呈现上升的趋势；个股偏度水平整体较为稳定；个股峰度水平在极端行情下峰度更高，且不同分位数差异更加明显。
和研报中的三个因子百分位走势图情况和结论相同。
def group_df(df, count):
length = int(len(df) / count)
groups = []
for i in range(0, count - 1):
groups.append(df[length * i:length * (i + 1)])
groups.append(df[length * (count - 1):])
return groups
# 展示某因子的分档收益率
def show_factor_level_return_rate(ret_df, factor_dict, factor_name):
# 5档颜色 蓝 橙 绿 红 紫
color_list = ['#5698c6', '#ff9e4a', '#60b760', '#e05c5d', '#ae8ccd']
label_list = ['Q1', 'Q2', 'Q3', 'Q4', 'Q5']
# 这里需要用每天的因子数据分档，计算出5个折线
y_list = [[], [], [], [], []]
# 收益率折线图从0开始
for i in range(0, 5):
yi = y_list[i]
yi.append(0)
pre_date = None
for date in factor_dict:
if type(pre_date) == type(None):
pre_date = date
continue
# pre_date为date的上一个调仓日，这里获取上一个调仓日的因子值
factor_df = factor_dict[pre_date].dropna()
factor_df = factor_df.sort_values(by=factor_name)
# 获取上一个调仓日到本调仓日的收益率
ret = ret_df.loc[pre_date]
factor_df['ret'] = ret
# 把上一个调仓日的因子值分为5档
groups = group_df(factor_df, 5)
for i in range(0, len(groups)):
yi = y_list[i]
# 这里为了简便采用等权重持仓，直接求平均就可以了
current_ret = groups[i]['ret'].mean()
# 累计收益率
sum_ret = yi[len(yi) - 1] + current_ret
yi.append(sum_ret)
pre_date = date
# print(y_list)
fig = plt.figure(figsize=(12, 8))
ax = fig.add_subplot(1, 1, 1)
# ax.xaxis.set_major_formatter(mdate.DateFormatter('%Y%m%d')) # 设置时间标签显示格式
# ax.xaxis.set_major_locator(mdate.DayLocator())
ax.set_title(factor_name + '累计收益率')
for i in range(0, len(y_list)):
yi = y_list[i]
ax.plot(yi, color_list[i], label=label_list[i])
x = np.arange(0, len(factor_dict),50)
x_label = []
for i in range(0,len(factor_dict)):
if i in x:
date = list(factor_dict.keys())[i]
x_label.append(date)
plt.xticks(x, x_label, rotation='vertical')
# 显示横轴标签
plt.xlabel("TRADE_DT")
# 显示纵轴标签
plt.ylabel("收益率")
# 在图上展示具体的值
# for i in range(0, len(y_list)):
# yi = y_list[i]
#
# for a, y in zip(x, yi):
# plt.text(a, y, y, ha='center', va='bottom', fontsize=10)
plt.xticks(rotation=360) # 旋转45度显示
legend = ax.legend(loc='upper left', shadow=False)
plt.show()
# 求每天的收益率
import pandas as pd
ret_df_index = []
ret_df_data = []
for date in factor_dict:
ret_df_index.append(date)
factor_df = factor_dict[date]
close_df = factor_df.T
close_series = close_df.loc['close']
ret_df_data.append(close_series)
ret_df = pd.DataFrame(data=ret_df_data, index=ret_df_index)
# 收盘价的变化率为收益率
ret_df = ret_df.pct_change()
# 上移，转为当期收益率
ret_df = ret_df.shift(-1)
ret_df = ret_df.fillna(0)
# 'r_vol', 'r_skew', 'r_kurt'
show_factor_level_return_rate(ret_df, factor_dict, 'r_vol')
show_factor_level_return_rate(ret_df, factor_dict, 'r_skew')
show_factor_level_return_rate(ret_df, factor_dict, 'r_kurt')
由以上累计收益率5档图看出，偏度$RSkew$因子分档很明显，单调性显著；$RVol$因子分档不明显，峰度$RKurt$因子的区分度比偏度$RSkew$略微弱一些，但好于$RVol$因子。
和研报结论相同。
# 展示某因子的多空收益率（Bull and Bear）
def show_factor_bb_return_rate(ret_df, factor_dict, factor_name):
color = 'red'
label = '多空累计收益'
# 多空收益率
y_list = []
# 收益率折线图从0开始
y_list.append(0)
pre_date = None
for date in factor_dict:
if type(pre_date) == type(None):
pre_date = date
continue
# pre_date为date的上一个调仓日，这里获取上一个调仓日的因子值
factor_df = factor_dict[pre_date].dropna()
factor_df = factor_df.sort_values(by=factor_name)
# 获取上一个调仓日到本调仓日的收益率
ret = ret_df.loc[pre_date]
factor_df['ret'] = ret
# 把上一个调仓日的因子值分为5档
groups = group_df(factor_df, 5)
# Q1组 - Q5组
current_bb_ret = groups[0]['ret'].mean() - groups[4]['ret'].mean()
sum_bb_ret = y_list[len(y_list) - 1] + current_bb_ret
y_list.append(sum_bb_ret)
pre_date = date
# print(y_list)
fig = plt.figure(figsize=(12, 8))
ax = fig.add_subplot(1, 1, 1)
# ax.xaxis.set_major_formatter(mdate.DateFormatter('%Y%m%d')) # 设置时间标签显示格式
# ax.xaxis.set_major_locator(mdate.DayLocator())
ax.set_title(factor_name + '多空累计收益率')
ax.plot(y_list, color, label=label)
x = np.arange(0, len(factor_dict),50)
x_label = []
for i in range(0,len(factor_dict)):
if i in x:
date = list(factor_dict.keys())[i]
x_label.append(date)
plt.xticks(x, x_label, rotation='vertical')
# for label in ax.get_xticklabels():
# label.set_visible(False)
# for label in ax.get_xticklabels()[::50]:
# label.set_visible(True)
plt.xticks(rotation=360) # 旋转45度显示
legend = ax.legend(loc='upper left', shadow=False)
plt.show()
# 'r_vol', 'r_skew', 'r_kurt'
show_factor_bb_return_rate(ret_df, factor_dict, 'r_vol')
show_factor_bb_return_rate(ret_df, factor_dict, 'r_skew')
show_factor_bb_return_rate(ret_df, factor_dict, 'r_kurt')
从以上多空累计收益三图可以看出，偏度$RSkew$因子多空收益最高，也比较稳定，基本上一直在上行，进一步验证了$RSkew$因子的有效性。峰度$RKurt$因子在2013-2014年多空收益在0上下徘徊，和峰度$RKurt$因子分档累计收益图中2013-2014区分度不明显情况相同。
import scipy.stats as st
# 展示某因子的IC
def show_factor_ic(ret_df, factor_dict, factor_name):
color_list = ['#2B4C80', '#B00004']
label_list = ['IC', 'IC均值(12期)']
# 每天的ic
ic_list = []
# ic均值(12期)
ic_ma_list = []
y_list = [ic_list, ic_ma_list]
for date in factor_dict:
# 获取本期因子值
factor_list = factor_dict[date][factor_name]
# for factor in factor_list:
# print(factor)
# 获取本期收益率
ret_list = ret_df.loc[date]
'''
有点后悔，最开始算因子值的时候停牌数据不应该continue 应该设置为NAN
导致现在factor_list长度和ret_list长度不一致了
还得处理一下
'''
new_ret_list = []
for i, v in factor_list.items():
ret = ret_list[i]
new_ret_list.append(ret)
# 计算相关系数ic
ic = st.pearsonr(new_ret_list, factor_list)[0]
ic_list.append(ic)
ic_list = np.array(ic_list)
print("%s ic 小于0的个数占比：%s" % (factor_name, np.sum(ic_list < 0) / len(ic_list)))
for i in range(0, len(ic_list)):
if i < 12:
ic_ma_list.append(np.nan)
continue
ic_ma = np.array(ic_list[i - 12:i]).mean()
ic_ma_list.append(ic_ma)
fig = plt.figure(figsize=(12, 8))
ax = fig.add_subplot(1, 1, 1)
# ax.xaxis.set_major_formatter(mdate.DateFormatter('%Y%m%d')) # 设置时间标签显示格式
# ax.xaxis.set_major_locator(mdate.DayLocator())
ax.set_title(factor_name + "因子ic")
for i in range(0, len(y_list)):
yi = y_list[i]
ax.plot(yi, color_list[i], label=label_list[i])
x = np.arange(0, len(factor_dict),50)
x_label = []
for i in range(0,len(factor_dict)):
if i in x:
date = list(factor_dict.keys())[i]
x_label.append(date)
plt.xticks(x, x_label, rotation='vertical')
plt.xticks(rotation=360) # 旋转45度显示
legend = ax.legend(loc='lower center', shadow=False)
# 绘制Y轴的网格线便于查看IC
plt.grid(axis='y')
plt.show()
# 'r_vol', 'r_skew', 'r_kurt'
show_factor_ic(ret_df, factor_dict, 'r_vol')
show_factor_ic(ret_df, factor_dict, 'r_skew')
show_factor_ic(ret_df, factor_dict, 'r_kurt')
/opt/conda/lib/python3.6/site-packages/ipykernel_launcher.py:41: RuntimeWarning: invalid value encountered in less
r_vol ic 小于0的个数占比：0.5973597359735974
r_skew ic 小于0的个数占比：0.6600660066006601
r_kurt ic 小于0的个数占比：0.66996699669967
从以上IC三图可以看出，偏度$RSkew$因子平均IC基本都小于0，且IC负值占比超过6成，预测能力较好。
偏度$RSkew$因子在中证500指数下2013-2019年IC小于0的个数占比为66%，和研报中中证500的IC统计结果近似。受限于研究的内存和因子构建执行时间，我没有使用全市场数据计算，研报中全市场数据的IC小于0的个数占比未验证。
# 展示某因子的换手率
def show_factor_turnover_rate(factor_dict, factor_name):
y_list = [[], []]
# 收益率折线图从0开始
y_list[0].append(np.nan)
y_list[1].append(np.nan)
pre_date = None
for date in factor_dict:
if type(pre_date) == type(None):
pre_date = date
continue
# pre_date为date的上一个调仓日，这里获取上一个调仓日的因子值
pre_factor_df = factor_dict[pre_date].dropna()
pre_factor_df = pre_factor_df.sort_values(by=factor_name)
# 把上一个调仓日的因子值分为5档
pre_groups = group_df(pre_factor_df, 5)
# 当前调仓日
cur_factor_df = factor_dict[date].dropna()
cur_factor_df = cur_factor_df.sort_values(by=factor_name)
# 把当前调仓日的因子值分为5档
cur_groups = group_df(cur_factor_df, 5)
# 两个调仓日相同的股票
g1_merge = pd.merge(pre_groups[0], cur_groups[0], on=[factor_name])
# 最小分位数换手率
y_list[0].append(1 - len(g1_merge) / len(pre_groups[0]))
# 两个调仓日相同的股票
g5_merge = pd.merge(pre_groups[4], cur_groups[4], on=[factor_name])
# 最小分位数换手率
y_list[1].append(1 - len(g5_merge) / len(pre_groups[4]))
pre_date = date
fig = plt.figure(figsize=(12, 8))
ax = fig.add_subplot(1, 1, 1)
# ax.xaxis.set_major_formatter(mdate.DateFormatter('%Y%m%d')) # 设置时间标签显示格式
# ax.xaxis.set_major_locator(mdate.DayLocator())
ax.set_title(factor_name + "换手率")
# for i in range(0, len(y_list)):
# yi = y_list[i]
# ax.plot(yi, color_list[i], label=label_list[i])
x = np.arange(0, len(factor_dict))
# print(len(x),len(y_list[0]),len(y_list[1]))
ax.scatter(x, y_list[0], label='1分位换手率')
ax.scatter(x, y_list[1], label='5分位换手率')
x = np.arange(0, len(factor_dict),50)
x_label = []
for i in range(0,len(factor_dict)):
if i in x:
date = list(factor_dict.keys())[i]
x_label.append(date)
plt.xticks(x, x_label, rotation='vertical')
plt.xticks(rotation=360)
legend = ax.legend(loc='lower left', shadow=False)
plt.grid(axis='y')
plt.show()
# 'r_vol', 'r_skew', 'r_kurt'
show_factor_turnover_rate(factor_dict, 'r_vol')
show_factor_turnover_rate(factor_dict, 'r_skew')
show_factor_turnover_rate(factor_dict, 'r_kurt')
这里不知道换手率统计的对不对。我只考虑了两个调仓日之间，每个档位更换股票占原股票的比例。偏度$RSkew$因子的换手率比较稳定，基本上每期都要把持仓更换一遍，笑哭😹。看散点分布情况，换手率分布大部分在85%以上，考虑到时间选取和算法的不同，和研报中给出的平均80%换手率也算接近。
本研究从因子分布和因子百分位走势对因子特征做了展示，从累计收益率、多空收益、因子IC、换手率几个角度做实证分析。
总的来说，本研究使用中证500指数2013-2019年的数据选股，对研报中的内容基本上都做了复现，得出结论：三个因子中偏度$RSkew$因子最有效，分组区分度高，比较稳定，收益最高。复现得出的结论基本和研报一致，这篇研报还是挺靠谱的。
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