diff --git a/maths/moving_average.py b/maths/moving_average.py
new file mode 100644
index 000000000000..0d67b2dcabdc
--- /dev/null
+++ b/maths/moving_average.py
@@ -0,0 +1,21 @@
+from typing import List
+
+
+def moving_average(values: List[float], window: int) -> List[float]:
+    """
+    Compute the moving average of a list of numbers with a given window size.
+
+    >>> moving_average([1, 2, 3, 4, 5], 2)
+    [1.5, 2.5, 3.5, 4.5]
+    >>> moving_average([10, 20, 30], 3)
+    [20.0]
+    >>> moving_average([1, 2], 3)
+    Traceback (most recent call last):
+        ...
+    ValueError: Window size cannot be larger than list length.
+    """
+    if window > len(values):
+        raise ValueError("Window size cannot be larger than list length.")
+    return [
+        sum(values[i : i + window]) / window for i in range(len(values) - window + 1)
+    ]