The Colombian power market is hydro-dominated since 67% of the power produced comes from hydro-power sources. In addition, it has thermal power from natural gas and coal, and in the last years, alternative energy sources such as wind and solar have been introduced, although so far their share is...

We test the out-of-sample trading performance of model-free reinforcement learning (RL) agents and compare them with the performance of equally-weighted portfolios and traditional mean-variance (MV) optimization benchmarks. By dividing European and U.S. indices constituents into factor datasets,...