D07-F08-A06 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Log Price Transform
How does a positive price series become additive in proportional changes? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
L_t=ln(P_t), P_t>0; log_return=L_t-L_(t-1)
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7