i dont like the idea of just using one window, but i dont want to make it too slow either, the idea is to react fast to bursts in vol


so lets add a few more lengths to the rolling annualized vol metric like 20, 60, 120, 200
here's my finger in the air kwanting and they look good
i think that adding a blend of windows will make the estimate less noisy
but we can quickly see that the forecasting accuracy goes down as we increase the rolling window, which makes sense
ill probably just give more weight to the shorter windows but keep the blend, not sure about this one yet
in one side i do want faster, in the other i dont want to add unnecessary churn
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