- Misc. code refactoring
- Removed all types checks (better performances, and all cases were not covered anyway since ... well, this is Javascript !)
- To balance previous point, improved documentation (remaining is to document the drawdowns module)
- Added computations related to the Sharpe ratio
- Added statistical functions skewness, kurtosis, norminv, normcdf, erf, erfc, with, as usual focus on accuracy/performances
- Misc. code refactoring
- Added Value at Risk, Gain to Pain ratio computations
- Added CAGR, arithmetic returns, cumulative returns computations
- Added internal mean, variance, standard deviation and other computations, using accurate algorithms
- Misc. code refactoring
- Added Pain index, Ulcer index and Conditional drawdowns computations
- Initial commit, with drawdowns-related functions