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