Take the 2-minute tour ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

This is blowing my mind a little bit, when someone wants to calculate a 30-day moving average of a commodity, do they mean 30 business days, or 30 calendar days? I'm looking for the general consensus, not "you could do it this way or that way".

share|improve this question
1  
lmgtfy.com/?q=moving+average –  wburzyns Dec 3 '11 at 0:24
add comment

closed as not constructive by wburzyns, Dirk Eddelbuettel, Ryogi, Joshua Ulrich, Tal Fishman Dec 6 '11 at 18:50

As it currently stands, this question is not a good fit for our Q&A format. We expect answers to be supported by facts, references, or expertise, but this question will likely solicit debate, arguments, polling, or extended discussion. If you feel that this question can be improved and possibly reopened, visit the help center for guidance.If this question can be reworded to fit the rules in the help center, please edit the question.

1 Answer

Trading days..................

Days where there is pricing information.

Any moving average is a moving average of pricing information. Not the times where there can be no pricing information.

share|improve this answer
add comment

Not the answer you're looking for? Browse other questions tagged or ask your own question.