ss="c1"># Dropping the price or log returns columns depending on preference</span>
    <span class="k">if</span> <span class="n">lg_only</span><span class="p">:</span>
        <span class="n">df_full</span> <span class="o">=</span> <span class="n">df_full</span><span class="p">[</span><span class="n">df_full</span><span class="o">.</span><span class="n">columns</span><span class="o">.</span><span class="n">drop</span><span class="p">(</span>
            <span class="nb">list</span><span class="p">(</span><s