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

Samsung Electronics (005930 KS) Tactical Outlook : New Rally After Large Pullback?

BYD (1211 HK)'s Current Relief Rally May Lead to Another Pullback

Global Markets Tactical Outlook WEEKLY: August 18 – August 22

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

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

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

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>A quick synoptic look at the tactical setups for the indices, stocks, commodities and bonds we cover, for the week August 11 - August 15.</li>
<li>
<strong>OVERBOUGHT at the WEEKLY Close</strong>: <a href="https://www.smartkarma.com/entities/nvidia-corp" target="_blank" data-smartkarma-citation="entities:5891:1" rel="noopener">NVIDIA Corp (NVDA US)</a>, <a href="https://www.smartkarma.com/entities/meta-platforms-inc-class-a-facebook" target="_blank" data-smartkarma-citation="entities:665:1" rel="noopener">Meta (META US)</a> , <a href="https://www.smartkarma.com/entities/samsung-electronics-pref-shares" target="_blank" data-smartkarma-citation="entities:23591:1" rel="noopener">Samsung Electronics (005935 KS)</a> , <a href="https://www.smartkarma.com/entities/softbank-group-corp" target="_blank" data-smartkarma-citation="entities:315:1" rel="noopener">Softbank Group (9984 JP)</a> ,</li>
<li>
<strong>OVERSOLD at the WEEKLY Close</strong>: <a href="https://www.smartkarma.com/entities/byd-co-ltd-h" target="_blank" data-smartkarma-citation="entities:20962:1" rel="noopener">BYD (1211 HK)</a> , <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index (NIFTY INDEX)</a> </li>
</ul>


A quick synoptic look at the tactical setups for the indices, stocks, commodities and bonds we cover, for the week August 11 - August 15.

OVERBOUGHT at the WEEKLY Close: NVIDIA Corp (NVDA US), Meta (META US) , Samsung Electronics (005935 KS) , Softbank Group (9984 JP) ,

OVERSOLD at the WEEKLY Close: BYD (1211 HK) , NIFTY Index (NIFTY INDEX) 


TSMC (Taiwan Semiconductor Manufacturing) (2330 TT)

TSMC (Taiwan Semiconductor Manufacturing)

Global Markets Tactical Outlook WEEKLY: August 11 – August 15