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

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MRM Research

Quantitative Research

Equity Derivatives

Korea Stock Exchange KOSPI 200 / Equity Derivatives

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>Lee Jae-myung's is projected to win the Presidential Elections in South Korea. The Democratic Party of Korea candidate said he wants to revive the economy and stabilize the stock market.</li>
<li>At the moment of writing (around midnight Singapore time) the <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200 INDEX</a>'s <strong>reaction is positive</strong>, the futures are rising towards the most recent, last week highs (363).</li>
<li>This is a quick review of <a href="https://www.smartkarma.com/insights/kospi-200-tactical-outlook-after-index-rebalancing" target="_blank" rel="noopener">our most recent KOSPI 200's tactical setups</a>, in light of the political news coming out of the polls.</li>
</ul>


Lee Jae-myung's is projected to win the Presidential Elections in South Korea. The Democratic Party of Korea candidate said he wants to revive the economy and stabilize the stock market.
At the moment of writing (around midnight Singapore time) the KOSPI 200 INDEX's reaction is positive, the futures are rising towards the most recent, last week highs (363).
This is a quick review of our most recent KOSPI 200's tactical setups, in light of the political news coming out of the polls.


KOSPI 200 Update: Market Moves After Lee Jae-Myung’s Victory