1.0.1   Added an external function BulletSimulateLst() that simulates a portfolio for
               a given allocation of fixed weights. This function returns a list containing:
               (i) dcgMtx: a matrix for normalized prices; (ii) alloc: a numeric vector for
               allocation of fixed weights; (iii) sd: daily standard deviation of portfolio;
               (iv) meanRet: daily average return of portfolio; (v) sharpe: annualized Sharpe
               ratio; and (vi) cumRet: cumulative return of portfolio. Todo: Why does the
               function BulletGetHistZoo() returns monthly data instead of daily? The Sharpe
               ratio is calculated incorrectly if the data is NOT daily.