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 | The HSI Rebound Can Reach Higher Prices in August

EQD | HSI May Pull Back, Levels to BUY For Rally Continuation In September

EQD | (Updated) Support Levels to BUY For HSI Index Rally Continuation In September

EQD | Is the HSI Correction Going to Continue? (Yes, For 1-2 Weeks)

EQD | Hang Seng Down: How Low Can the Pullback Go?

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> has been falling in June and July, but our MONTHLY seasonal pattern model indicates the index has a very good chance to close August up.</li>
<li>The condition we need, to forecast that August will be closing up, is to have July closing down, i.e. &lt;17718.61.</li>
<li>The index is WEEKLY OVERSOLD, so the timing to buy will be critical, because you want to get in early, but not too early (and July must close down).</li>
</ul>


The Hang Seng Index has been falling in June and July, but our MONTHLY seasonal pattern model indicates the index has a very good chance to close August up.
The condition we need, to forecast that August will be closing up, is to have July closing down, i.e. &lt;17718.61.
The index is WEEKLY OVERSOLD, so the timing to buy will be critical, because you want to get in early, but not too early (and July must close down).


EQD | The HSI Is Ripe For A Rally In August (IF July's Close Is Negative)