Managed Futures
April 2020 - Rosetta Analytics Betting On AI To Deliver Alpha
April 2020 - Managed Futures
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The incorporation of artificial intelligence into a systematic investment management program is usually a component part; the investment manager will still have a significant input into the creation of the model.
Chicago-based Rosetta Analytics goes all in. It has developed an AI which builds the trading signal and then makes the trading decision itself and there’s no input from the humans.
Those humans are Rosetta Co-Founders Julia Bonafede and Angelo Calvello. Bonafede was previously President of Wilshire Consulting; she launched the firm’s OCIO and risk consulting business. Calvello Co-Founded Switzerland-based Blue Diamond Asset Management, a hedge fund that trades equity volatility. They launched Rosetta Analytics in 2016 and started work on building the AI that began managing a separate account for a large U.S endowment in 2017.
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