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{
  "return": "log(price_t / price_t-1)",
  "volatility_normalization": "return / ewm_volatility",
  "vol_span": 60,
  "bucket_method": "quantile",
  "bucket_edge_fit_period": "train_period_only",
  "num_buckets": 101,
  "clip_value": 5.0
}