Quantitative Researcher, MRM Research

Nico Rosti

I have been working for +17 years as a quantitative researcher, offering my investment research insights to investors through two private companies I have founded (Retracement Levels Ltd. and QUANTRADING AG); more recently I worked as a 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 research 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 have created an original proprietary process (called the "Market Reversal Matrix" or "MRM") that makes 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 and supervised by humans. This approach is very labour-intensive but produces forecasts that have a clearly understandable/explainable rationale (no black-boxes).

Quantitative Researcher

Clearing up Confusion About Bringing Back Short Selling in Korea

MRM Research

Quantitative Research

Event-Driven

Korea Stock Exchange KOSPI 200 / Event-Driven

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>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> is falling for the second week in a row, but the pullback is modest so far.</li>
<li>This pullback is probably just another occasion to buy at better prices, however some more pullback may be in store between here and the end of the week.</li>
<li>The support area where we think a LONG trade has good probability of success based on our models is between 356 and 350.</li>
</ul>


The KOSPI 200 INDEX is falling for the second week in a row, but the pullback is modest so far.
This pullback is probably just another occasion to buy at better prices, however some more pullback may be in store between here and the end of the week.
The support area where we think a LONG trade has good probability of success based on our models is between 356 and 350.


EQD | KOSPI 200 WEEKLY Bottom May Be Behind the Corner