From 678deb74675d4752d30717af5298e6c709c013b5 Mon Sep 17 00:00:00 2001
From: Kangrok Kim <kimpro1010@gmail.com>
Date: Sat, 22 Jun 2019 20:24:53 +0900
Subject: [PATCH 1/4] Create QQ Plot.R

---
 Q-Q Plot/QQ Plot.R | 42 ++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 42 insertions(+)
 create mode 100644 Q-Q Plot/QQ Plot.R

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)

From dd7f4d3b0e3192cf950de6bcaa56bfd116a84d6b Mon Sep 17 00:00:00 2001
From: Kangrok Kim <kimpro1010@gmail.com>
Date: Sat, 22 Jun 2019 20:28:29 +0900
Subject: [PATCH 2/4] Create Mean-SD.R

---
 Q-Q Plot/Mean-SD.R | 21 +++++++++++++++++++++
 1 file changed, 21 insertions(+)
 create mode 100644 Q-Q Plot/Mean-SD.R

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)

From 14e6ba332f273e942d394b6c8ce8311bd6fca2cf Mon Sep 17 00:00:00 2001
From: Kangrok Kim <kimpro1010@gmail.com>
Date: Sat, 22 Jun 2019 20:37:47 +0900
Subject: [PATCH 3/4] Update README.md

---
 README.md | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 1ae9530..53ea197 100644
--- a/README.md
+++ b/README.md
@@ -2,6 +2,11 @@
 Someday these will be an integrated trading system, but not now. So I am sad.
 
 # 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

From c1a89ebd4086678fb2f5b9ec3c87727cc521402f Mon Sep 17 00:00:00 2001
From: Kangrok Kim <kimpro1010@gmail.com>
Date: Sun, 15 Mar 2020 23:49:17 +0900
Subject: [PATCH 4/4] Update README.md

---
 README.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/README.md b/README.md
index 53ea197..a04102f 100644
--- a/README.md
+++ b/README.md
@@ -1,12 +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 (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)
+## Q-Q Plot (2015.1)
 Drawing Q-Q plots for monitoring daily/weekly investment performance  
 Drawing scatterplot of mean and stadard error