market-gpt-return-token / preprocess_config.json
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Train MarketGPT return-token model
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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
}