Building AI Trading Systems

About two years ago I wrote a little piece about applying Reinforcement Learning to the markets. It was a project I had worked on for a while in various forms. A few people asked me what became of it. So this post covers some high-level things I've learned. It's more of a rant than an organized post, really. If there is enough interest in this topic I'd be happy to go into more technical detail in future posts, but that's TBD.