| { | |
| "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 | |
| } |
| { | |
| "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 | |
| } |