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RL One

Rosetta Analytics
A deep reinforcement learning-based investment strategy
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April 2020 - Rosetta Analytics Betting On AI To Deliver Alpha

posted by RL One
4yrs ago 128

To see the entire post click here.


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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ALL ALPHAMAVEN CONTENT IS FOR INFORMATIONAL PURPOSES ONLY. CONTENT POSTED BY MEMBERS DOES NOT NECESSARILY REFLECT THE OPINION OR BELIEFS OF ALPHAMAVEN AND HAS NOT ALWAYS BEEN INDEPENDENTLY VERIFIED BY ALPHAMAVEN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. THIS IS NOT A SOLICITATION FOR INVESTMENT. THE MATERIAL PROVIDED HEREIN IS FOR INFORMATIONAL PURPOSES ONLY. IT DOES NOT CONSTITUTE AN OFFER TO SELL OR A SOLICITATION OF AN OFFER TO BUY ANY INTERESTS OF ANY FUND OR ANY OTHER SECURITIES. ANY SUCH OFFERINGS CAN BE MADE ONLY IN ACCORDANCE WITH THE TERMS AND CONDITIONS SET FORTH IN THE INVESTMENT'S PRIVATE PLACEMENT MEMORANDUM. PRIOR TO INVESTING, INVESTORS ARE STRONGLY URGED TO REVIEW CAREFULLY THE PRIVATE PLACEMENT MEMORANDUM (INCLUDING THE RISK FACTORS DESCRIBED THEREIN), THE LIMITED PARTNERSHIP AGREEMENT AND THE SUBSCRIPTION DOCUMENTS, TO ASK SUCH QUESTIONS OF THE INVESTMENT MANAGER AS THEY DEEM APPROPRIATE, AND TO DISCUSS ANY PROSPECTIVE INVESTMENT IN THE FUND WITH THEIR LEGAL AND TAX ADVISERS IN ORDER TO MAKE AN INDEPENDENT DETERMINATION OF THE SUITABILITY AND CONSEQUENCES OF AN INVESTMENT.