How to efficiently calculate a moving Standard Deviation

Question

Below you can see my C# method to calculate Bollinger Bands for each point (moving average, up band, down band).

As you can see this method uses 2 for loops to calcu

Answer 1

Most important information has already been given above --- but maybe this is still of general interest.

A tiny Java library to calculate moving average and standard deviation is available here: https://github.com/tools4j/meanvar

The implementation is based on a variant of Welford's method mentioned above. Methods to remove and replace values have been derived that can be used for moving value windows.

Disclaimer: I am the author of the said library.