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).

My proprietary models can be accessed directly at www.qantrading.com

Quantitative Researcher

Global Markets Tactical Outlook: Week of July 21 – July 25

Global Markets Tactical Outlook: Week of July 28 – August 1

Global Markets Tactical Outlook: Week of August 4 – August 8

Global Markets Tactical Outlook: Week of June 30 – July 4

Global Markets WEEKLY Tactical Outlook: July 7 to July 11

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>A quick synoptic look at the tactical models for some key indices, stocks, commodities and bonds we cover, for the week July 14 - July 19.</li>
<li>The most noticeable highlights are: all US markets and stocks we cover sold off last week, apart from <a href="https://www.smartkarma.com/entities/amazon-com-inc" target="_blank" data-smartkarma-citation="entities:409:1" rel="noopener">Amazon.com (AMZN US)</a> , <a href="https://www.smartkarma.com/entities/alphabet-inc-cl-c" target="_blank" data-smartkarma-citation="entities:11369:1" rel="noopener">Alphabet (GOOG US)</a> and <a href="https://www.smartkarma.com/entities/nvidia-corp" target="_blank" data-smartkarma-citation="entities:5891:1" rel="noopener">NVIDIA Corp (NVDA US)</a> </li>
<li>In Asia, <a href="https://www.smartkarma.com/entities/byd-co-ltd-h" target="_blank" data-smartkarma-citation="entities:20962:1" rel="noopener"><strong>BYD (1211 HK)</strong></a><strong> is very oversold</strong>, and <a href="https://www.smartkarma.com/entities/fast-retailing-co-ltd" target="_blank" data-smartkarma-citation="entities:751:1" rel="noopener">Fast Retailing (9983 JP)</a> is also oversold. <a href="https://www.smartkarma.com/entities/gold" target="_blank" data-smartkarma-citation="entities:22870:1" rel="noopener">Gold (GOLD COMDTY)</a> and <a href="https://www.smartkarma.com/entities/crude-oil" target="_blank" data-smartkarma-citation="entities:22869:1" rel="noopener">Crude Oil (CL1 COM COMDTY)</a> start to be overbought.</li>
</ul>


A quick synoptic look at the tactical models for some key indices, stocks, commodities and bonds we cover, for the week July 14 - July 19.
The most noticeable highlights are: all US markets and stocks we cover sold off last week, apart from Amazon.com (AMZN US) , Alphabet (GOOG US) and NVIDIA Corp (NVDA US) 
In Asia, BYD (1211 HK) is very oversold, and Fast Retailing (9983 JP) is also oversold. Gold (GOLD COMDTY) and Crude Oil (CL1 COM COMDTY) start to be overbought.


TSMC (Taiwan Semiconductor Manufacturing) (2330 TT)

TSMC (Taiwan Semiconductor Manufacturing)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Global Markets Tactical Outlook: Week of July 14 – July 19

Hang Seng Index

Global Markets Tactical Outlook: Week of July 14 – July 19