whatsnew

jreback · jreback · commit 6caf821f910d · 2018-01-15T18:38:32.000-05:00
diff --git a/doc/source/whatsnew/v0.23.0.txt b/doc/source/whatsnew/v0.23.0.txt
@@ -338,6 +338,7 @@ Performance Improvements
 - Improved performance of :func:`IntervalIndex.symmetric_difference()` (:issue:`18475`)
 - Improved performance of ``DatetimeIndex`` and ``Series`` arithmetic operations with Business-Month and Business-Quarter frequencies (:issue:`18489`)
 - :func:`Series` / :func:`DataFrame` tab completion limits to 100 values, for better performance. (:issue:`18587`)
+- Improved performance of pairwise ``.rolling()`` and ``.expanding()`` with ``.cov()`` and ``.corr()`` operations (:issue:`17917`)
 
 .. _whatsnew_0230.docs:
 
