whatsnew

Author: jreback

doc/source/whatsnew/v0.23.0.txt

@@ -380,7 +380,7 @@ Performance Improvements
 - 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 :func:`DataFrame.median` with ``axis=1`` when bottleneck is not installed (:issue:`16468`)
-
+- Improved performance of pairwise ``.rolling()`` and ``.expanding()`` with ``.cov()`` and ``.corr()`` operations (:issue:`17917`)
 
 .. _whatsnew_0230.docs: