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

[ETP 2025/25] WTI Wavers on Israel-Iran Tensions, While Henry Hub Rebounds on Demand Revival

Global Commodities: The unintended consequences of destabilizing Iran

MRM Research

Quantitative Research

Equity Derivatives

<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> reached extreme levels amid the Iran war; our models flagged a &gt;89% reversal probability at the end of last week. <strong>Short-term tactical view: OVERBOUGHT.</strong>
</li>
<li>The long-term price may be higher than now, so any pullback may be a good occasion to BUY.</li>
<li>This insight briefly discuss possible entry points, a couple of scenarios.</li>
</ul>



Crude Oil (CL1 COM COMDTY) reached extreme levels amid the Iran war; our models flagged a &gt;89% reversal probability at the end of last week. Short-term tactical view: OVERBOUGHT.

The long-term price may be higher than now, so any pullback may be a good occasion to BUY.
This insight briefly discuss possible entry points, a couple of scenarios.


Crude Oil Tactical View After US Strikes on Iran