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Backport PR #36753 on branch 1.1.x

@simonjayhawkins simonjayhawkins added the Window rolling, ewma, expanding label Oct 9, 2020
@simonjayhawkins simonjayhawkins added this to the 1.1.4 milestone Oct 9, 2020
@simonjayhawkins simonjayhawkins merged commit 9c50e7c into pandas-dev:1.1.x Oct 9, 2020
@simonjayhawkins simonjayhawkins deleted the auto-backport-of-pr-36753-on-1.1.x branch October 9, 2020 13:12
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