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

NIFTY 50 Tactical View: Risk-Off Scenario Before Sep-30 Rebalance + Tariffs Impact

NIFTY 50 Tactical Outlook: Quantifying Downside Risk and Strategic Re-Entry Zones

NIFTY 50 Tactical Outlook: Indecision May Lead to Pullback

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> has been falling for 5 straight weeks: it is extremely oversold, according to our model.
</li>
<li>The index should rebound this week, or the next, in any case the downside should be limited at this point.
</li>
<li>A rally could bring the index back to 25398, but we are witnessing a BEARISH pattern at the moment, so any rebound rally will be short-lived.</li>
</ul>


The NIFTY Index has been falling for 5 straight weeks: it is extremely oversold, according to our model.

The index should rebound this week, or the next, in any case the downside should be limited at this point.

A rally could bring the index back to 25398, but we are witnessing a BEARISH pattern at the moment, so any rebound rally will be short-lived.


NIFTY 50 Index Outlook: Rebound Rally in Sight? (Profit Targets)