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

Hang Seng Index (HSI INDEX) Top Trades: Recent Option Flow Reveals Strategic Positioning

Hong Kong Single Stock Options Weekly (June 23 – 27): Breadth Snaps Back and Option Volumes Surge

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>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</a> has been rallying since <a href="https://www.smartkarma.com/insights/hsi-tactical-outlook-buy-this-dip" target="_blank" rel="noopener">our last BUY recommendation</a>. However the rally may be temporarily stalling.</li>
<li>The index is not overbought according to our model, around 50% probability of WEEKLY reversal - it could go higher.</li>
<li>If the index closes this week down, it could be a buy opportunity, depending on the price reached (if the pullback is mild is probably better to hold/wait).</li>
</ul>


The Hang Seng Index has been rallying since our last BUY recommendation. However the rally may be temporarily stalling.
The index is not overbought according to our model, around 50% probability of WEEKLY reversal - it could go higher.
If the index closes this week down, it could be a buy opportunity, depending on the price reached (if the pullback is mild is probably better to hold/wait).


Hang Seng Index

HSI INDEX Tactical Outlook