Decision Transformer for trading

[ra9hur]

Have tried training a Decision Transformer using trading data. FinRL packages and decision transformer related tutorial from Hugging Face were of great help in the process.

Please check and let me know for any suggestions.

https://github.com/ra9hur/Decision-Transformers-For-Trading

[ven7782]

Thanks for sharing, I will check. The Decision Transformers Vs Mean Variance Optimization Vs Dow Jones Index chart that you shared, is that on training or testing data?

[ven7782]

Can you share the link for decision transformer related tutorial from Hugging Face? I will also check using google. Also how was your experience with FinRL? I am just starting to use it and checking their tutorials.

[ra9hur]

Thanks for sharing, I will check. The Decision Transformers Vs Mean Variance Optimization Vs Dow Jones Index chart that you shared, is that on training or testing data?

Sure.
This is using test data.

[ra9hur]

Can you share the link for decision transformer related tutorial from Hugging Face? I will also check using google. Also how was your experience with FinRL? I am just starting to use it and checking their tutorials.

https://huggingface.co/blog/train-decision-transformers

Found a lot of inconsistencies. Believe, they haven't been updating the repo frequently. However, with a few tweaks here or there, found it to be a lot helpful compared to working with gym-anytrading. Also pre-processing and results analysis code are already available, so we don't have to write code from the ground up ...

[syyunn]

Please check my paper as well directly using FinRL tutorial given RL agents and their sampled trajectories to train Decision Transformer initialized with GPT2 weights: https://arxiv.org/abs/2411.17900