Managed Futures
May 2020 - Rosetta Analytics Launches RL One Strategy
May 2020 - Managed Futures
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Rosetta Analytics has launched RL One, a new reinforcement learning-driven investment strategy that aims to produce positive returns in any market environment. The strategy has been funded by a US institutional investor.
RL One is a long/short strategy that generates returns through deep reinforcement learning, a category of machine learning that reacts and learns from its environment by determining which decision will result in the highest risk/reward trade-off. The reinforcement learning model predicts optimal long or short exposure to the S&P 500 Index on a market-close to market-close basis. This exposure could range from 100 per cent long to 100 per cent short. These predictions are then implemented with unleveraged long or short positions in the S&P 500 Index E-mini futures.
As a next-generation quantitative investment manager, Rosetta Analytics uses proprietary advanced artificial intelligence models, such as deep learning and deep reinforcement learning, to create robust and scalable active investment strategies.
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