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Managed Futures
Rosetta Analytics RL One - AlphaMaven Performance Report
June 2024 - Managed Futures
RL One uses Rosetta’s proprietary reinforcement learning model to determine the optimal long or short allocation of risk capital to the S&P 500 Index. It implements its decisions by taking unleveraged long or short positions in S&P 500 E-mini futures and cash. The strategy has been deployed with client capital since May 2020.