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

HDFC Bank ("HDFCB"): Separating the Wheat from the Chaff

HDFC Bank Limited:  Record Ownership and Dominance Among EM Financials

HDFC Bank (HDFCB): Management Upbeat on Growth

Time to Sell HDFC Bank? Stock Nears Record High and Slightly Overbought

HDFC Bank Tactical View: Inflection Point or Just a Pause?

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/hdfc-bank-ltd-4b6b7a92-9087-468d-9dbe-ab169e77f014" target="_blank" data-smartkarma-citation="entities:558:1" rel="noopener">HDFC Bank (HDFCB IN)</a> has been rallying strongly since early January 2025, <a href="https://www.smartkarma.com/insights/time-to-buy-hdfc-bank-hdfcb-in" target="_blank" rel="noopener">a rally we predicted back then</a>. After 2 weeks down, the stock this week is rising.</li>
<li>However, according to our model the current uptrend pattern does not lead to long-lasting rallies, but rather to new, short-term corrections.</li>
<li>The time horizon for this rally is 1-2 weeks, when this trend pattern is encountered, so we could expect the stock to rally briefly and then pull back again.</li>
</ul>



HDFC Bank (HDFCB IN) has been rallying strongly since early January 2025, a rally we predicted back then. After 2 weeks down, the stock this week is rising.
However, according to our model the current uptrend pattern does not lead to long-lasting rallies, but rather to new, short-term corrections.
The time horizon for this rally is 1-2 weeks, when this trend pattern is encountered, so we could expect the stock to rally briefly and then pull back again.


HDFC Bank (HDFCB IN) Outlook: Any Rally From Here May End Quickly