Log-normal distributions are very common in quant finance. They're used as many believe they more closely model stock behavior than other distributions. Some folks have asked how to take log prices and I realized we didn't have any materials on that. I decided to write a quick example notebook showing how to take log returns, and threw in some log-normality testing while we're in there.
The notebook includes a computation to check what percentage of your universe is log-normally distributed at any point in time.
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