: Measures the excess return per unit of volatility. A ratio above 1.0 is generally considered acceptable.

Using log returns instead of raw price differences ensures stationarity in statistical modeling.

Algorithmic Trading A-z With Python- Machine Le... ((better)) Jun 2026

: Measures the excess return per unit of volatility. A ratio above 1.0 is generally considered acceptable.

Using log returns instead of raw price differences ensures stationarity in statistical modeling. Algorithmic Trading A-Z with Python- Machine Le...