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

Korea FSS Releases Final Guidelines for Short Selling Compliance: Trading Implications

MRM Research

Quantitative Research

Equity Derivatives

Korea Stock Exchange KOSPI 200 / Equity Derivatives

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>After a large sell-off, similar to other major global markets, the <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200 INDEX</a> last week rebounded and closed strongly up. In this insight we want to evaluate what's next.</li>
<li>According to our pattern models, at the moment the index is not overbought yet, so in theory the index could rise higher, this week.</li>
<li>Pay attention when the index reaches the <strong>385 price area</strong>, from there the index could start to encounter some <strong>resistance</strong>.</li>
</ul>


After a large sell-off, similar to other major global markets, the KOSPI 200 INDEX last week rebounded and closed strongly up. In this insight we want to evaluate what's next.
According to our pattern models, at the moment the index is not overbought yet, so in theory the index could rise higher, this week.
Pay attention when the index reaches the 385 price area, from there the index could start to encounter some resistance.


EQD | KOSPI 200 Rising With Room to Go Higher (This Week Only)