Turbo boosting the moving method with Iterators (h/t Slender Means)

fastmoving.jl

julia> using Series, MarketData, FactCheck

julia> @time fast = fastmoving(Cl, mean, 60);
elapsed time: 0.305857977 seconds (72646744 bytes allocated)

julia> @time slow = moving(Cl, mean, 60);
elapsed time: 4.925385985 seconds (2079575504 bytes allocated)

julia> @fact fast[end].value => roughly(slow[end].value)
Success :: :(fast[end].value) => :(roughly(slow[end].value))

julia> 4.925385985/0.305857977
16.103506710240225

One last comment (hopefully). You may get a slight-to-moderate speedup from just calling map on the partitions, instead of collect(imap(f, partition(...))). If you're just going to collect the entire IMap right away, you might as well just use map.