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India-Specific Regime Detection Helpers
Provides tools to adjust regime detection for the specific dynamics of the Indian markets, such as F&O expiry days and NSE holidays.
Structs§
- Expiry
VolFilter - A filter that suppresses volatility spikes on expiry days.
Functions§
- is_
likely_ nse_ expiry - Detects if a given date is a standard NSE Weekly Expiry.