None Table of Contents 1  Generate Lognormal distribution 2  Lognormal is not normal! 3  Single day expected return 3.1  Based on lognormal assumption 3.2  Based on normality assumption 4  Compounded return 4.1  Based on lognormal assumption 4.2  If normality assumed 5  Conclusions Generate Lognormal distribution Suppose we have lognormal returns: from scipy.stats import shapiro, lognorm from pingouin import qqplot from seaborn import histplot logn…

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