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

NIFTY INDEX Outlook: Back in an Uptrend - Where To Buy This Dip

NIFTY Index Outlook (With an Eye on Zomato’s Passive Selling Starting...)

Nifty Index Options Weekly (Apr 07 – 11): Volatility Spikes, Skew Steepens, Hedges Reassessed

NSE NIFTY50/ Vol Update / Risk Premia Catches up with Global Counterparts in Spite of Truncated Week

Foshan Haitian Flavouring A/H Listing - Strong Brand but Sales Have Been Slowing Down

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The strong rebound from the crash low signals resilience in the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a>, and notably, the index appears to be staging a short-term breakout from its recent downtrend.
</li>
<li>Is this the start of a rally? It's hard to say, given the current economic uncertainty—however, our model suggests the index could extend its gains for another week.</li>
<li>The rally should be limited, a good profit target according to our model is between 24039 and 24496.
</li>
</ul>


The strong rebound from the crash low signals resilience in the NIFTY Index, and notably, the index appears to be staging a short-term breakout from its recent downtrend.

Is this the start of a rally? It's hard to say, given the current economic uncertainty—however, our model suggests the index could extend its gains for another week.
The rally should be limited, a good profit target according to our model is between 24039 and 24496.



NIFTY 50 Tactical Outlook (Post-Easter Targets)