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

Kospi200: Elevated Returns, Historical Extremes and Optionality Opportunity

KOSPI 200: Event-Driven Strategies into the July 10 BoK Decision

MRM Research

Quantitative Research

Equity Derivatives

Korea Stock Exchange KOSPI 200 / Equity Derivatives

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>As reported by <a href="https://www.smartkarma.com/profiles/gaudenz-schneider" target="_blank" data-smartkarma-citation="accounts:66501" rel="noopener">Gaudenz Schneider</a> , South Korea left interest rates unchanged on July 11th, but significant uncertainty from US Tariffs policies pose a challenge for its economy.
</li>
<li>In our previous <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200</a>'s insight we flagged an <a href="https://www.smartkarma.com/insights/kospi-200-tactical-warning-overbought" target="_blank" rel="noopener">'overbought warning'</a>, yet the index extended its rally for four more weeks, closing at 428 — near its all-time highs (449).</li>
<li>The index is now off the chart on our time model and approaching the upper limit of our SHORT price model. A WEEKLY pullback is imminent, but may be short-lived.</li>
</ul>


As reported by Gaudenz Schneider , South Korea left interest rates unchanged on July 11th, but significant uncertainty from US Tariffs policies pose a challenge for its economy.

In our previous KOSPI 200's insight we flagged an 'overbought warning', yet the index extended its rally for four more weeks, closing at 428 — near its all-time highs (449).
The index is now off the chart on our time model and approaching the upper limit of our SHORT price model. A WEEKLY pullback is imminent, but may be short-lived.


KOSPI 200 Tactical Outlook Amid Renewed Uncertainty from US Tariff Risks