I am looking for a C# .Net library that provides trade performance analytics similar to R-PerformanceAnalytics. Basic return statistics, draw-downs, risk-adjusted returns, risk (variations), distributional analytics,...
I checked all the general Math/Stats C# libraries and I can certainly whip up analytics from several such libraries but something that covers more specific financial asset return analysis did not come across my search.
Even basic trade analytics such as risk/reward, MAR, MAE/MFE, drawdowns would be helpful, just to generate some quick stats for a side-project.
Edit: I am not interested in a R solution as I am already aware of the R PerformanceAnalytics package. I am looking for a C# library, commercial or open-source.