I am having trouble understanding how the following ewm()
function is working from trial and reading the docs, can anyone help explain?
I am trying to use the following line to exponentially weight correlation within each rolling window.
df['col'].ewm(alpha=0.02, min_periods=10).corr(df['col2'])
My question is: Does this exponentially weight within windows of 10 rows on a rolling basis? if not, how can this be done?