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 IN): Ready for the Rally with Tactical Low-Cost Options

HDFC Bank (HDFCB IN) Set to Report Q2 Results Ahead of Diwali Break

HDFC Bank (HDFCB IN) Tactical Outlook: Time to Lock In Gains

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 in a mild pullback since the end of July. The stock closed up for 2 weeks but has not reached any significative overbought level.</li>
<li>This week <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</a> went down a bit, stayed above the Q1 support level but <strong>this pattern is very bullish, in the past it gave way to long, profitable rallies.</strong>
</li>
<li>We cannot say for sure if the stock will rally up from here, but if it does, consider profit targets north of 1034 (Q3), and it could rally higher.</li>
</ul>



HDFC Bank (HDFCB IN) has been in a mild pullback since the end of July. The stock closed up for 2 weeks but has not reached any significative overbought level.
This week HDFC Bank went down a bit, stayed above the Q1 support level but this pattern is very bullish, in the past it gave way to long, profitable rallies.

We cannot say for sure if the stock will rally up from here, but if it does, consider profit targets north of 1034 (Q3), and it could rally higher.


HDFC Bank (HDFCB IN) Tactical Outlook: Will The Rally Continue?