quantopian/zipline — pull request #118 by ehebert (2013-03-28 20:34:25+00:00)
Title: ENH: Adds an exponentially weighted moving average transform

http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average

Condensing of @rday's PR https://github.com/quantopian/zipline/pull/68

@rday, if you have a chance, can you take a look at this and make sure that I didn't clobber anything?