diff --git a/doc/source/api.rst b/doc/source/api.rst
index 5cad519102794..b53a134485c25 100644
--- a/doc/source/api.rst
+++ b/doc/source/api.rst
@@ -81,6 +81,27 @@ Standard moving window functions
    rolling_apply
    rolling_quantile
 
+Standard expanding window functions
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+.. currentmodule:: pandas.stats.moments
+
+.. autosummary::
+   :toctree: generated/
+
+   expanding_count
+   expanding_sum
+   expanding_mean
+   expanding_median
+   expanding_var
+   expanding_std
+   expanding_corr
+   expanding_cov
+   expanding_skew
+   expanding_kurt
+   expanding_apply
+   expanding_quantile
+
 Exponentially-weighted moving window functions
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
diff --git a/doc/source/computation.rst b/doc/source/computation.rst
index 6351905caf4bc..40114415c6fa7 100644
--- a/doc/source/computation.rst
+++ b/doc/source/computation.rst
@@ -192,7 +192,7 @@ accept the following arguments:
   - ``window``: size of moving window
   - ``min_periods``: threshold of non-null data points to require (otherwise
     result is NA)
-  - ``freq``: optionally specify a :ref: `frequency string <timeseries.alias>`
+  - ``freq``: optionally specify a :ref:`frequency string <timeseries.alias>`
     or :ref:`DateOffset <timeseries.offsets>` to pre-conform the data to.
     Note that prior to pandas v0.8.0, a keyword argument ``time_rule`` was used
     instead of ``freq`` that referred to the legacy time rule constants
@@ -288,6 +288,79 @@ columns using ``ix`` indexing:
    @savefig rolling_corr_pairwise_ex.png width=4.5in
    correls.ix[:, 'A', 'C'].plot()
 
+Expanding window moment functions
+---------------------------------
+A common alternative to rolling statistics is to use an *expanding* window, 
+which yields the value of the statistic with all the data available up to that 
+point in time. As these calculations are a special case of rolling statistics, 
+they are implemented in pandas such that the following two calls are equivalent:
+
+.. ipython:: python
+
+   rolling_mean(df, window=len(df), min_periods=1)[:5]
+
+   expanding_mean(df)[:5]
+
+Like the ``rolling_`` functions, the following methods are included in the 
+``pandas`` namespace or can be located in ``pandas.stats.moments``.
+
+.. csv-table::
+    :header: "Function", "Description"
+    :widths: 20, 80
+
+    ``expanding_count``, Number of non-null observations
+    ``expanding_sum``, Sum of values
+    ``expanding_mean``, Mean of values
+    ``expanding_median``, Arithmetic median of values
+    ``expanding_min``, Minimum
+    ``expanding_max``, Maximum
+    ``expanding_std``, Unbiased standard deviation
+    ``expanding_var``, Unbiased variance
+    ``expanding_skew``, Unbiased skewness (3rd moment)
+    ``expanding_kurt``, Unbiased kurtosis (4th moment)
+    ``expanding_quantile``, Sample quantile (value at %)
+    ``expanding_apply``, Generic apply
+    ``expanding_cov``, Unbiased covariance (binary)
+    ``expanding_corr``, Correlation (binary)
+    ``expanding_corr_pairwise``, Pairwise correlation of DataFrame columns
+
+Aside from not having a ``window`` parameter, these functions have the same 
+interfaces as their ``rolling_`` counterpart. Like above, the parameters they 
+all accept are:
+
+  - ``min_periods``: threshold of non-null data points to require. Defaults to 
+    minimum needed to compute statistic. No ``NaNs`` will be output once 
+    ``min_periods`` non-null data points have been seen.
+  - ``freq``: optionally specify a :ref:`frequency string <timeseries.alias>`
+    or :ref:`DateOffset <timeseries.offsets>` to pre-conform the data to.
+    Note that prior to pandas v0.8.0, a keyword argument ``time_rule`` was used
+    instead of ``freq`` that referred to the legacy time rule constants
+
+.. note::
+
+   The output of the ``rolling_`` and ``expanding_`` functions do not return a 
+   ``NaN`` if there are at least ``min_periods`` non-null values in the current 
+   window. This differs from ``cumsum``, ``cumprod``, ``cummax``, and 
+   ``cummin``, which return ``NaN`` in the output wherever a ``NaN`` is 
+   encountered in the input.
+
+An expanding window statistic will be more stable (and less responsive) than 
+its rolling window counterpart as the increasing window size decreases the 
+relative impact of an individual data point. As an example, here is the 
+``expanding_mean`` output for the previous time series dataset:
+
+.. ipython:: python
+   :suppress:
+
+   plt.close('all')
+
+.. ipython:: python
+
+   ts.plot(style='k--')
+
+   @savefig expanding_mean_frame.png width=4.5in
+   expanding_mean(ts).plot(style='k')
+
 Exponentially weighted moment functions
 ---------------------------------------