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).

Quantitative Researcher

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

Banking on Success: A Long-Short Strategy for Nifty Banks

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> is navigating a mix of positive growth indicators and emerging regulatory challenges but average 12-month target is ₹2,194, with estimates ranging from ₹1,627 to ₹2,793.</li>
<li>Consensus rating: predominantly "Buy" from major brokerages, including ICICI Securities and Motilal Oswal, citing strong loan growth and stable asset quality.</li>
<li>The stock’s strong fundamentals and growth outlook remain intact, but momentum has stalled in recent weeks following <a href="https://www.smartkarma.com/insights/time-to-buy-hdfc-bank-hdfcb-in" target="_blank" rel="noopener">the sharp rally we correctly anticipated from January 14, 2025</a>.</li>
</ul>



HDFC Bank (HDFCB IN) is navigating a mix of positive growth indicators and emerging regulatory challenges but average 12-month target is ₹2,194, with estimates ranging from ₹1,627 to ₹2,793.
Consensus rating: predominantly "Buy" from major brokerages, including ICICI Securities and Motilal Oswal, citing strong loan growth and stable asset quality.
The stock’s strong fundamentals and growth outlook remain intact, but momentum has stalled in recent weeks following the sharp rally we correctly anticipated from January 14, 2025.


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