Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher, Algorithmic Trader and former Portfolio Manager at Capital Theory Investment Management, LLC, a CTA based in Austin, Texas (USA), where I developed and ran automated algorithmic trading strategies for the US Futures and Options markets. 

My work is focused on the statistical study of the "persistence of trends" and "mean reversion" effects in global Equities, Futures, Indexes, Bonds and FX Spot markets. I make extensive use of probabilistic Bayesian models to predict short-term (1 day to few weeks) trend reversals.

I do not use any AI/machine learning processes in my work: all models and algorithms are built by humans. This approach is very labour-intensive but produces forecasts that have a clearly understandable/explainable rationale (no black-boxes).

My proprietary models can be accessed directly at www.qantrading.com

Quantitative Researcher

MRM Research

Quantitative Research

Equity Derivatives

US Treasury (10 Yr Generic) / Equity Derivatives

<ul>
<li>10Y US Treasury Futures started to rally on Thursday, after the House of Reps approved Trump's Big, Beautiful Bill</li>
<li>The Trump administration has dismissed concerns that the latest bill will harm the nation’s financial standing, even after the U.S. lost its top-tier credit rating last week.</li>
<li>This is a brief insight to try to identify potential profit targets and duration of this rally.</li>
</ul>


10Y US Treasury Futures started to rally on Thursday, after the House of Reps approved Trump's Big, Beautiful Bill
The Trump administration has dismissed concerns that the latest bill will harm the nation’s financial standing, even after the U.S. lost its top-tier credit rating last week.
This is a brief insight to try to identify potential profit targets and duration of this rally.


10Y US Treasury Futures Rally: Tactical Outlook & Key Profit Zones