plot_hist_fit

MonteCarlo.plot_hist_fit(bins=None)

Plot a histogram of historical monthly returns and overlay the fitted theoretical PDF.

Uses the currently selected distribution (self.distribution) and its resolved parameters to draw the probability density function.

Parameters:

binsint, default None: Number of histogram bins. If None, matplotlib will choose automatically.

Returns:

Examples

>>> import matplotlib.pyplot as plt

>>> pf = ok.Portfolio(["SP500TR.INDX"])
>>> pf.dcf.set_mc_parameters(distribution="norm")
>>> pf.dcf.mc.plot_hist_fit()
>>> plt.show()