volatility-trading
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Unable to pass in trading periods
Every estimator can accept a parameter trading_periods
(probably should be named annual_trading_days), however when calling it in on the of the VolatilityEstimator
methods, there is no way to pass that parameter through. This will cause issues for markets such as FX, crypto and basically anything other than U.S. Equities.
Simple solution is to allow it to be passed through as an option parameter.