ArithmeticMean is the basic form of calculating an average.

CalculateAmountWithFee returns a calculated fee included amount on fee.

CalculateFee returns a simple fee on amount.

CalculateNetProfit returns net profit.

CalculatePercentageDifference returns the percentage of difference between multiple time periods.

CalculatePercentageGainOrLoss returns the percentage rise over a certain period.

CalmarRatio is a function of the average compounded annual rate of return versus its maximum drawdown.

CompoundAnnualGrowthRate Calculates CAGR.

DecimalArithmeticMean is the basic form of calculating an average.

DecimalCalmarRatio is a function of the average compounded annual rate of return versus its maximum drawdown.

DecimalCompoundAnnualGrowthRate Calculates CAGR.

DecimalFinancialGeometricMean is a modified geometric average to assess the negative returns of investments.

DecimalGeometricMean is an average which indicates the central tendency or typical value of a set of numbers by using the product of their values The geometric average can only process positive numbers.

DecimalInformationRatio The information ratio (IR) is a measurement of portfolio returns beyond the returns of a benchmark, usually an index, compared to the volatility of those returns.

DecimalPopulationStandardDeviation calculates standard deviation using population based calculation.

DecimalPow is lovely because shopspring decimal cannot handle ^0.x and instead returns 1.

DecimalSampleStandardDeviation standard deviation is a statistic that measures the dispersion of a dataset relative to its mean and is calculated as the square root of the variance.

DecimalSharpeRatio returns sharpe ratio of backtest compared to risk-free.

DecimalSortinoRatio returns sortino ratio of backtest compared to risk-free.

FinancialGeometricMean is a modified geometric average to assess the negative returns of investments.

GeometricMean is an average which indicates the central tendency or typical value of a set of numbers by using the product of their values The geometric average can only process positive numbers.

InformationRatio The information ratio (IR) is a measurement of portfolio returns beyond the returns of a benchmark, usually an index, compared to the volatility of those returns.

PopulationStandardDeviation calculates standard deviation using population based calculation.

RoundFloat rounds your floating point number to the desired decimal place.

SampleStandardDeviation standard deviation is a statistic that measures the dispersion of a dataset relative to its mean and is calculated as the square root of the variance.

SharpeRatio returns sharpe ratio of backtest compared to risk-free.

SortinoRatio returns sortino ratio of backtest compared to risk-free.

ErrInexactConversion is returned when a decimal does not convert to float exactly.

ErrNoNegativeResults is returned when no negative results are allowed.

ErrPowerDifferenceTooSmall when values are too close when calculating the exponent value, it returns zero.