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

The HSI PUT: Hedging Strategies for an Overextended Rally

Hang Seng Index FAF Calculation Change: Buy The Dip!

MRM Research

Quantitative Research

Quantitative Analysis

<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> started a stron uptrend in 2024 and rallied &gt;40%, peaking in early October. From there it started to downtrend and digest the previous big move. </li>
<li>If you have a look at 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>WEEKLY chart below you can see we have traced an hypothetical trendline that could match the QUANTCHART WEEKLY supports area.</li>
<li>
The index is at a critical juncture: the long-term uptrend could restart from here, so this could be a good opportunity to re-enter or to add positions to LONG holdings.</li>
</ul>


The Hang Seng Index started a stron uptrend in 2024 and rallied &gt;40%, peaking in early October. From there it started to downtrend and digest the previous big move. 
If you have a look at the Hang Seng Index WEEKLY chart below you can see we have traced an hypothetical trendline that could match the QUANTCHART WEEKLY supports area.

The index is at a critical juncture: the long-term uptrend could restart from here, so this could be a good opportunity to re-enter or to add positions to LONG holdings.


HSI to Find Strong Support Between 18.8K and 17.5K: Long-Term Uptrend Set to Restart

Financials

HSI to Find Strong Support Between 18.8K and 17.5K: Long-Term Uptrend Set to Restart