DataFrame vs. Pandas (vs. Excel...), e.g. to refer to previous row

[lungben]

This may be helpful for you:

Create lead and lag variable in DataFrame

Yep, you could do something like: using ShiftedArrays v = lead(price) .- 2 .* price .+ lag(price) which avoids unnecessary allocations. I think it works best on Julia 0.7 due to recent improvements on missing data handling by @nalimilan, but if you don’t think you’ll encounter performance issues it should be usable already. To integrate this functionality in DataFrames, I guess the easiest is to add ShiftedArrays as a DataFrames dependency (ShiftedArrays is a small pure Julia package) and ree…