2025.03.26 meeting notes

TODO

• plot without market bound still doesnt work

wrong figure was logged to tensorboard

• optimal strat plot shows questionable results

wrong metric was displayed, reward instead of last wealth

• relax the action space from $[-10,10]$ to either $(-\infty ,+\infty )$ or $[-20,20]$ or $[-10\_000,+10\_000]$

[-1_000, 1_000]

• try different experiments where $T$ is twice num_steps

test_double_T

• when running parallell envs try to shuffle the starting point to cover more of the episode length
• pump up the num_steps numbers
• train model on $T=128$ with $H=0.45,0.55$ with big num_steps_eval number (5_000)
• plot the sharpe ratio on the training eval plot with a new y axis on the right to scale it properly

done

• plot market bound for different time horizons and different hurst parameters

done

• make a grid plot of fbm opt strats

done

• recreate the sharpe ratio against hurst parameter plot for the optimal strategy

done

Notes

FBM on $[0,1]$ interval