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Using pandas I can compute
pandas.stats.moments.rolling_meanpandas.stats.moments.ewmaBut how do I compute a weighted moving average (WMA) as described in wikipedia http://en.wikipedia.org/wiki/Exponential_smoothing … using pandas?
Is there a pandas function to compute a WMA?
No, there is no implementation of that exact algorithm. Created a GitHub issue about it here:
https://github.com/pydata/pandas/issues/886
I’d be happy to take a pull request for this– implementation should be straightforward Cython coding and can be integrated into
pandas.stats.moments