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

Global Commodities: (Mis)Pricing of the risk

Local Tops for 10-Year Treasury Yield, DXY, and Crude Oil; All Major Indexes Breaking Out. Bullish

S&P 500, Nasdaq 100 Testing Bull Flag Supports; Bullish Breadth Divergences; Buy the Pullback

MRM Research

Quantitative Research

Quantitative Analysis

United arab emirates Oil, gas and consumable fuels / Quantitative Analysis

<ul>
<li>
<a href="https://www.smartkarma.com/entities/crude-oil" target="_blank" data-smartkarma-citation="entities:22869:1" rel="noopener">Crude Oil (CL1 COM COMDTY)</a> has been pulling back last week, and this week started with another drop (in sync with falling US stocks).</li>
<li>The commodity may be reaching soon a a support area with a high probability of reversal. There are various conflicting forecasts for Oil, our forecast is only short-term. </li>
<li>Our Crude Oil model indicates the 74-70 support area as oversold, a reversal of the trend may begin from there, the trend could continue higher afterwards.</li>
</ul>



Crude Oil (CL1 COM COMDTY) has been pulling back last week, and this week started with another drop (in sync with falling US stocks).
The commodity may be reaching soon a a support area with a high probability of reversal. There are various conflicting forecasts for Oil, our forecast is only short-term. 
Our Crude Oil model indicates the 74-70 support area as oversold, a reversal of the trend may begin from there, the trend could continue higher afterwards.


Crude Oil: A Buying Opportunity Could Be Near