Rolling statistics of series of two random variables

[Chemcy]

• PROD, rolling mean of X * Y: 1/window * sum(x*y)
• COV, rolling covariance of X, Y, PROD - mean(X) * mean(Y)
• CORR, rolling correlation of X, Y, COV / (std(X) * std(Y))
• SLOPE, rolling estimation of slope of regression: y = inteception + slope * x + \epsilon, COV / var(X)
• INTERCEPT, rolling estimation of intercept of regression: y = inteception + slope * x + \epsilon, ...
• BETA, rolling estimation of y = \beta * x + \epsilon