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

Hong Kong Single Stock Options Weekly (Aug 11 – 15): Market Breadth Expands, Options Activity Grows

Hang Seng Index (HSI) Rebalance Preview: Inclusion Candidates for Sep25

Xiaomi (1810.HK) Q2 Earnings: Setup Features Low Volatility and Recent Underperformance

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> has highlighted in his August 18th's insight the details of what to expect in the upcoming, September 5, index rebalance 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 (HSI INDEX)</a> .</li>
<li>The HSI started a modest pullback this week, outlook for the index remains bullish, this insight will try to determine both buy-the-dip and profit targets areas for the coming weeks.</li>
<li>
<strong>We have attached at the end of the insight an Excel file with all our price and time model's data 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 INDEX</a></strong>. Check it out.</li>
</ul>



Brian Freitas has highlighted in his August 18th's insight the details of what to expect in the upcoming, September 5, index rebalance for the Hang Seng Index (HSI INDEX) .
The HSI started a modest pullback this week, outlook for the index remains bullish, this insight will try to determine both buy-the-dip and profit targets areas for the coming weeks.

We have attached at the end of the insight an Excel file with all our price and time model's data for the HSI INDEX. Check it out.


Hang Seng Index (HSI) Outlook Ahead of Sep25 Rebalance