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.

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.

PercentageChange returns the percentage change between two numbers, x is reference value.

PercentageDifference returns difference between two numbers as a percentage of their average.

PercentageDifferenceDecimal returns the difference between two decimal values as a percentage of their average.

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.