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

EQD | HSI Closed the Week Modestly Up: A Pullback Is Possible Next Week

EQD | Hang Seng Down: Upcoming Bounce May Not Mean Rally Continuation

EQD | HSI Closing April Up Changes Our Forecast!

EQD | The Hang Seng Index's Turning Point

2024 High Conviction Idea: The Case for a Rotation Out of Japan into Hong Kong - Part 2

EQD | HSI Short-Sellers Prepare for a Rally in February

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index</a> is at a turning point: investors want to know if the current rally can continue into April.</li>
<li>Our MONTHLY seasonal matrix model indicates that to see the index rallying in April, usually we should have a negative close in March, so this week will be crucial. </li>
<li>Buy between 16281 and 15924 to ride the continuation of the rally in April.</li>
</ul>


The Hang Seng Index is at a turning point: investors want to know if the current rally can continue into April.
Our MONTHLY seasonal matrix model indicates that to see the index rallying in April, usually we should have a negative close in March, so this week will be crucial. 
Buy between 16281 and 15924 to ride the continuation of the rally in April.


EQD | The Hang Seng Index's Crucial Fork Is at the End of March