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

EQD | S&P/ASX200 Index Stuck, But Could Bounce Soon

EQD | S&P/ASX200 Directionless or Downtrending?

EQD | SP/ASX200 Index: Will It Break Out of Its Range?

Gravity Works As WeWork Doesn't; Now Plan B

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>The <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> closed down last week (CC=-1), this week is rising again, we analyze the new, reset resistance levels to see how far it can go.</li>
<li>Our <a href="https://www.smartkarma.com/insights/eqd-sp-asx200-index-will-it-break-out-of-its-range" target="_blank" rel="noopener">previous, recent insight</a> discussed the fact that the index has been locked in a range for 2 years, an uptrend may be unfolding but it must breach 7600.</li>
<li>The current trend pattern is bearish, the index won't rise more than 2-3 weeks, and it would probably go not very far: 7300-7400 should be the limit</li>
</ul>


The S&amp;P/ASX 200 (AS51 INDEX) closed down last week (CC=-1), this week is rising again, we analyze the new, reset resistance levels to see how far it can go.
Our previous, recent insight discussed the fact that the index has been locked in a range for 2 years, an uptrend may be unfolding but it must breach 7600.
The current trend pattern is bearish, the index won't rise more than 2-3 weeks, and it would probably go not very far: 7300-7400 should be the limit


EQD | S&P/ASX200 Index Looking Bearish: Resistance Levels Reset