This paper analyzes the use of Reinforcement Learning in trading Agricultural ETFs. The first section of the paper examines the performance of using a naive trading strategy to be used in a later comparison with Reinforcement Learning strategies. Here, returns were very volatile, with agents...

The authors examine an optimized Markowitz efficient portfolio by applying a quantitative trading strategy to the S&P 500 sector exchanged-traded funds (ETFs). First, they implement a pattern-matching trading system, which extracts the underlying trends based on dynamic time warping. They then...