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

HSI Index Options Weekly (May 26-30): Choppy Tape, One Strike Rules Them All

KOSPI 200 Tactical Outlook After Index Rebalancing

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>After a 7-week rally 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> last week gave up and close the week down (CC=-1 on our WEEKLY LONG model).</li>
<li>The pullback continued on  Monday, reaching 22668 and in our WEEKLY LONG model this price support zone is <strong>oversold</strong>.</li>
<li>The pullback may continue, so in this insight we are going to offer some perspective on possible support zones where to buy. <strong>We think this setback is a buy opportunity</strong>.</li>
</ul>


After a 7-week rally the Hang Seng Index (HSI INDEX) last week gave up and close the week down (CC=-1 on our WEEKLY LONG model).
The pullback continued on  Monday, reaching 22668 and in our WEEKLY LONG model this price support zone is oversold.
The pullback may continue, so in this insight we are going to offer some perspective on possible support zones where to buy. We think this setback is a buy opportunity.


Hang Seng Index

HSI Tactical Outlook: Buy This Dip