Window Functions And Rolling Statistics

Powerful data structures for data analysis, time series, and statistics

Unique: Uses efficient algorithms (Welford's algorithm for variance, cumulative sum for mean) to compute rolling statistics in O(n) time instead of O(n*window_size); supports both fixed-size and time-based windows

vs others: More efficient than manual rolling window loops; supports time-based windows (e.g., '7D') unlike NumPy; simpler than writing custom Cython for specialized indicators