title: Rolling window correlation calculations for different time step in pandas
body: <p>I have a DataFrame with returns for different securities across a few year. I would like to calculate correlations in  100 day windows for the last day of every month.</p>
  
  <pre><code>rolcor = pd.rolling_corr(df2,window=100,pairwise = True)
  
  Date            Sec1          Sec2          Sec3          Sec4    ....
  ...
  2006-01-24      0.000595     -0.009683     -0.004044      0.020969   ....
  2006-01-25      0.013976      0.024152     -0.001015      0.019122   ....
  2006-01-26      0.011730      0.008323      0.026423     -0.006254   ....
  2006-01-27      0.020290      0.000000      0.014851      0.004196   ....
  2006-01-30      0.046875      0.018937      0.000000      0.007660   ....
  2006-01-31     -0.049118     -0.014852     -0.006829     -0.005529   ....
  ....
  </code></pre>
  
  <p><code>pd.rolling_corr</code> does the calculations, but  they're done for all data points in the original DataFrame while I need only for the last day of each month. Any suggestions how to do it?</p>