 different holidays)</span>
    <span class="n">df_full</span><span class="o">.</span><span class="n">ffill</span><span class="p">(</span><span class="n">inplace</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>

    <span class="c1"># Generating the log returns of each series</span>
    <span class="n">df_full</span> <span class="o">=</span> <span class="n">generate_lg_return</span><span class="p">(</span><span class="n">df_full</span><span class="p">)</span>

    <span cla