ENH: Improve headline Sharpe risk calculations.

This could perhaps be labelled BUG, as well.

Change the Sharpe (and algorithm volatiilty) value used to compare
algorithms/backtests so that it is annualized and uses daily returns.

Previously, the Sharpe metric was using the same calculation style
as the fixed size periods, i.e. 3 Month, 6 Month, etc., which can
use the geometric mean when comparing against the risk free.

Change the Sharpe calculation to use the arithmetic mean differenc
against the risk free rate, using daily (non-compounded) values.

Also, use annualized mean returns.
ENH: Approximate stats for the first day of minute emission.

Volatility needs mulitple values to calculate the stddev,
so provide a day with zero returns to base the first day against.
TST: Update answer key with annualized sortino and information.

Include in the Excel answer sheet the sortino and information
metrics using annualized inputs.
ENH: Annualize sortino ratio.

Use annualized values for sortino, so that it is calculated using the
same units as sharpe, etc.
ENH: Annualize information ratio.

Use annualized values for information, so that it is calculated
using the same units as sharpe, etc.
TST: Add annualized alpha and beta to answer key.

Add a column that uses annualized mean returns as the inputs into
alpha and beta.
ENH: Use annualized returns for beta and alpha.

So that the units match the other risk calculations, also
use annualized returns for beat and alpha.

Update answer key to match values calculated on the first day.

Also, update performance tracker test so that the returns used
are fractional instead of > 1, so that the annualized numbers are
more in line with real world values.
Merge branch with annualized cumulative risk metrics.