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

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

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>In a <a href="https://www.smartkarma.com/insights/eqd-the-hsi-is-ripe-for-a-rally-in-august-if-july-s-close-is-negative" target="_blank" rel="noopener">previous insight</a> we forecasted a rally for 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> in August. The picture has not changed, a positive close above 17344.60 is still possible.</li>
<li>Looking at our MRM SHORT WEEKLY model for the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">HSI</a> we can see that it has not yet reached overbought levels, so it could rise further in the next weeks. </li>
<li>Conversely a SHORT trade will be possible from the levels we will indicate below.</li>
</ul>


In a previous insight we forecasted a rally for the Hang Seng Index in August. The picture has not changed, a positive close above 17344.60 is still possible.
Looking at our MRM SHORT WEEKLY model for the HSI we can see that it has not yet reached overbought levels, so it could rise further in the next weeks. 
Conversely a SHORT trade will be possible from the levels we will indicate below.


EQD | The HSI Rebound Can Reach Higher Prices in August