- Julia requirement dropped to v1.6(LTS)
- TSFrames (dependency) requirement updated to v0.2.1
- The default mean method for the mean_return( ) function changed to the geometric mean
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Two new functions added:
- drawdowns( ) - calculates the drawdowns and maximum drawdown of an asset(s) or portfolio over time
- cumulative_return( ) - calculates the cumulative return of an asset(s)
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Documentation is updated.