pandas 如何计算与熊猫的滚动相关性？

Question

提问by Arthur Coimbra

I understand how to calculate a rolling sum, std or average. Example:

我了解如何计算滚动总和、标准或平均值。例子：

df['MA10'] = df['Asset1'].rolling(10).mean()

But I don't understand the syntax to calculate the rolling correlation between two dataframes columns: df['Asset1']and df['Asset2']

但我不明白计算两个数据框列之间滚动相关性的语法：df['Asset1']和df['Asset2']

The documentation doesn't provide any example regarding the correlation.

该文档没有提供有关相关性的任何示例。

Any insights?

任何见解？

Thanks!

谢谢！

Answer 1

It's in there, even if hidden a bit:

它就在那里，即使有点隐藏：

df['Asset1'].rolling(10).corr(df['Asset2'])