diff --git a/Q-Q Plot/Mean-SD.R b/Q-Q Plot/Mean-SD.R
new file mode 100644
index 0000000..101cd26
--- /dev/null
+++ b/Q-Q Plot/Mean-SD.R	
@@ -0,0 +1,21 @@
+## 일간/주간 수익률 - 표준편차 비교
+
+avg = NULL; avg2 = NULL
+sd = NULL; sd2 = NULL
+g <- c("2-A", "2-B1", "2-B2", "2-C", "3-A")
+
+for (i in 1:5) {
+  avg <- c(avg, mean(money[,9][money$Group==g[i]]))
+  avg2 <- c(avg2, mean(money2[,6][money2$Group==g[i]]))
+  sd <- c(sd, sd(money[,9][money$Group==g[i]]))
+  sd2 <- c(sd2, sd(money2[,6][money2$Group==g[i]]))
+}
+
+windows(width=9, height=5)
+par(mfrow=c(1,2))
+plot(avg, sd, names=g, main="일간 수익률 평균-표준편차",
+  xlim=c(-0.010,0.010), ylim=c(0,0.100))
+  text(x=avg, y=sd, label=g, pos=3, adj=1, cex=1)
+plot(avg2, sd2, names=g, main="주간 수익률 평균-표준편차",
+  xlim=c(-0.03,0.03), ylim=c(0,0.100))
+  text(x=avg2, y=sd2, label=g, pos=3, adj=1, cex=1)
diff --git a/Q-Q Plot/QQ Plot.R b/Q-Q Plot/QQ Plot.R
new file mode 100644
index 0000000..568a057
--- /dev/null
+++ b/Q-Q Plot/QQ Plot.R	
@@ -0,0 +1,42 @@
+## 일일수익률 QQ Plot ##
+
+money <- read.csv("longshort_150118.csv", header=T, na.strings=".")
+summary(money[,-c(2,3,5,6,7)])
+
+attach(money[,-c(2,3,5,6,7)])
+
+library(lattice)
+
+windows(width=7, height=5)
+xyplot(수익률~rank(수익률)|Group,
+  main="주식선물 일간수익률 Q-Q Plot (20140421~20150116)",
+  panel=function(x,y) {
+    panel.xyplot(x,y)
+    panel.abline(h=mean(y), col="red")
+    panel.abline(h=0, lty=3)
+  }
+)
+
+detach(money)
+
+
+## 주간수익률 QQ Plot ##
+
+money2 <- read.csv("longshort_150118_2.csv", header=T, na.strings=".")
+summary(money2)[,c(1,2,5,6,7)]
+
+attach(money2[,c(1,2,5,6,7)])
+
+library(lattice)
+
+windows(width=7, height=5)
+xyplot(수익률~rank(수익률)|Group, abline=c(h=0),
+  main="주식선물 주간수익률 Q-Q Plot (20140421~20150116)",
+  panel=function(x,y){
+    panel.xyplot(x,y)
+    panel.abline(h=mean(y), col="red")
+    panel.abline(h=0, lty=3)
+  }
+)
+
+detach(money2)
diff --git a/README.md b/README.md
index 1ae9530..a04102f 100644
--- a/README.md
+++ b/README.md
@@ -1,7 +1,12 @@
 # Investment-Monitoring-Modules
 Someday these will be an integrated trading system, but not now. So I am sad.
 
-# R_Monte_Carlo_Simulation (2018.3.28)
+## R_Monte_Carlo_Simulation (2018.3.28)
+A simulation by the Monte Carlo method
 
-# Boxplot.R (2018.1.11)
+## Boxplot (2018.1.11)
 Drawing boxplots divided by groups and months for monitoring multi-strategy investment performance
+
+## Q-Q Plot (2015.1)
+Drawing Q-Q plots for monitoring daily/weekly investment performance  
+Drawing scatterplot of mean and stadard error