FTB-C000302 / Implementation concept

Rolling Window

Rolling Window is an ordered observation subset whose endpoints move as new data becomes eligible.

Also known asmoving window

Foundation 3 linked topicsPublished

Definitions

In plain terms

A fixed-length window admits a new observation and normally removes the oldest one at each valid step.

Technical

The contract defines length, calendar, endpoints, current-value inclusion, minimum periods, duplicates, and missing observations.

Scope

A rolling window is not necessarily a fixed number of calendar days.

Examples

  • A governed lesson uses Rolling Window only with declared inputs, timing, parameters, and edge-case behavior.

Common misconceptions

  • A rolling window is not necessarily a fixed number of calendar days.

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.

  • D07-F01-A01 Prerequisite
  • D07-F01-A03 Prerequisite
  • D07-F04-A05 Prerequisite

Evidence and governance

  1. Moving Average and Smoothing Methods NIST/SEMATECH · official standard

    Supports: preferred label, short definition, technical definition

    Limits: Forecasting notation and initialization can differ from technical-indicator conventions and must be translated explicitly.

Reviewed by
fintech-builder-batch-006
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.