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

2025 Essential Calendar for Option Traders in Asia: Key Dates & Insights

MRM Research

Quantitative Research

Quantitative Analysis

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nasdaq-100-stock-index" target="_blank" data-smartkarma-citation="entities:26197:1" rel="noopener">Nasdaq-100 Stock Index (NDX INDEX)</a> has closed down for 2 weeks in a row. Our models say another WEEKLY Close down will push the probability of reversal to 80%.
</li>
<li>From a price model perspective the <a href="https://www.smartkarma.com/entities/nasdaq-100-stock-index" target="_blank" data-smartkarma-citation="entities:26197:1" rel="noopener">NDX</a>'s correction has been mild, it did not even reach the 25% probability of reversal so far. Potentially a bullish indication.
</li>
<li>If the <a href="https://www.smartkarma.com/entities/nasdaq-100-stock-index" target="_blank" data-smartkarma-citation="entities:26197:1" rel="noopener">NDX</a> continues to trend down this week, look at the 20388 support price area to start accumulation, the probability of reversal will be &gt;50% past that point. </li>
</ul>


The Nasdaq-100 Stock Index (NDX INDEX) has closed down for 2 weeks in a row. Our models say another WEEKLY Close down will push the probability of reversal to 80%.

From a price model perspective the NDX's correction has been mild, it did not even reach the 25% probability of reversal so far. Potentially a bullish indication.

If the NDX continues to trend down this week, look at the 20388 support price area to start accumulation, the probability of reversal will be &gt;50% past that point. 


Is the Nasdaq100 (NDX INDEX) Correction Over? A Restart of the Uptrend May Be Just Around the Corner