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).

Quantitative Researcher

Apple Mar-25 Inline, June Slightly Weak as Tariffs Hit Margins, Supplychain Reshuffling Out of China

Apple Supply Chain Monitor: Latest AAPL Results -- Taiwan Suppliers Well Placed for Monday Re-Open

Taiwan Tech Weekly: How Apple Helped TSMC Become #1; Also Morris Chang Comments on TSMC ADR Premium

MRM Research

Quantitative Research

Equity Derivatives

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<a href="https://www.smartkarma.com/entities/apple-inc" target="_blank" data-smartkarma-citation="entities:666:1" rel="noopener">Apple (AAPL US)</a> started a mild pullback after releasing its earnings on May 1st. We think this pullback may be a <strong>BUY opportunity.</strong>
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<li>Some analysts believe <strong>the Trump administration’s tariffs will ultimately prove transitory.</strong> While near-term impacts are surely expected for <a href="https://www.smartkarma.com/entities/apple-inc" target="_blank" data-smartkarma-citation="entities:666:1" rel="noopener">Apple (AAPL US)</a> , they’re probably short-term in nature.</li>
<li>Our model suggests a potential buying opportunity in <a href="https://www.smartkarma.com/entities/apple-inc" target="_blank" data-smartkarma-citation="entities:666:1" rel="noopener">Apple (AAPL US)</a> may be approaching. This insight outlines the tactical considerations behind that view.</li>
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Apple (AAPL US) started a mild pullback after releasing its earnings on May 1st. We think this pullback may be a BUY opportunity.

Some analysts believe the Trump administration’s tariffs will ultimately prove transitory. While near-term impacts are surely expected for Apple (AAPL US) , they’re probably short-term in nature.
Our model suggests a potential buying opportunity in Apple (AAPL US) may be approaching. This insight outlines the tactical considerations behind that view.


APPLE (AAPL US) Post-Earnings Outlook: A Potential Tactical Buy