[R-SIG-Finance] help with chart.Histogram of PerformanceAnalytics ?
zadig_1 at excite.com
Wed Apr 1 20:48:20 CEST 2015
Sorry for the dump question, my statistics knowledge is limited My questions is how to interpret chart.Histogram diagram ? What is best to maximize returns and minimize risk of my backtesting ?
My line is :
chart.Histogram(returns,methods = c("add.normal","add.density","add.centered","add.rug","add.risk","add.qqplot"))
- add.normal : should be regular bell curve , fat tail,skewed, leptokurtic, mesokurtic, platykurtic ?
- add.density : should be regular bell curve , fat tail,skewed, leptokurtic, mesokurtic, platykurtic ?
- add.risk: Is it better it be far from peak of the curves or close? What is the difference between Var and ModVar ? Should they be close to each other, left, right of each other ?
- add.qqplot: which shape is the best, all look the same to me?
I had seen also R histogram help and related web site http://zoonek2.free.fr/UNIX/48_R/03.html
I attach pdf file but if you cant see it there are similar examples on internet :
Thanks for reading
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