FTB-C000237 / Statistical method

Rolling Extreme

Rolling Extreme is a maximum or minimum recomputed over a moving observation window.

Also known aswindow extreme

Intermediate 2 linked topicsPublished

Definitions

In plain terms

As each new observation arrives, the oldest eligible one can leave and a new high or low can enter.

Technical

A reproducible rolling extreme fixes window endpoints, minimum periods, ties, missing values, and session ordering.

Scope

It is not an expanding all-history record unless the window itself expands.

Examples

  • A Fintech Builder lesson can compute or identify Rolling Extreme only after declaring its inputs, timing, and edge-case rules.

Common misconceptions

  • It is not an expanding all-history record unless the window itself expands.

Concept relationships

Prerequisites

Related

Required by

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D04-F03-A01 Important
  • D07-F02-A03 Important

Evidence and governance

  1. New 52-Week Highs and Lows for Exchanges StockCharts ChartSchool · secondary methodology

    Supports: preferred label, short definition, technical definition

    Limits: Provider symbols and eligibility rules may differ from another data vendor's point-in-time universe.

Reviewed by
fintech-builder-batch-005
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
published
Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.