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12 '20
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…