Moving windows

A number of functions are provided to compute moving (also known as rolling) statistics, where the function computes the statistic on a window of data represented by a particular period of time and then slides the window across the data by a specified interval, continually calculating the statistic as long as the window falls first within the dates of the time-series.

With the following functions, pandas provides direct support for rolling windows:

Function	Description
rolling_mean	This is the mean of the values in the window
rolling_std	This is the standard deviation of the values in the window
rolling_var	This is the variance of values
rolling_min	This is the minimum of the values in the window
rolling_max	This is maximum of the values in the window
rolling_cov	This is the covariance of values
rolling_quantile	This is the moving window score at the percentile/sample quantile
rolling_corr	This is the correlation of the values in the window ...