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.
MAINT: Use pandas built-in for mean return.
Working sortino ratio.
fixup for mean when we add a fake result
Remove return cont now that we use rolling mean.
Information Ratio.

Needs full comments before merge.