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 Outlook: Indecision May Lead to Pullback

NIFTY 50 Tactical Outlook Amidst Potential Passive Flows From Global Trackers

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

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

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>In our <a href="https://www.smartkarma.com/insights/nifty-50-tactical-view-risk-off-scenario-before-sep-30-rebalance-tariffs-impact" target="_blank" rel="noopener">previous</a><a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> insight published at the end of August we highlighted two possible scenarios before the Sep-30 rebalance: 1) risk-off pullback or 2) small rally. </li>
<li>
Scenario 2), the small rally is what came true, it lasted 3 weeks (we said 2 weeks), but it was a weak rally. The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY</a> however is not very overbought.</li>
<li>3-Week rallies not reaching higher highs usually indicate a weakness in the trend, but this could be a buy opportunity, so let's have a look at our model's BUY zones... </li>
</ul>


In our previousNIFTY Index insight published at the end of August we highlighted two possible scenarios before the Sep-30 rebalance: 1) risk-off pullback or 2) small rally. 

Scenario 2), the small rally is what came true, it lasted 3 weeks (we said 2 weeks), but it was a weak rally. The NIFTY however is not very overbought.
3-Week rallies not reaching higher highs usually indicate a weakness in the trend, but this could be a buy opportunity, so let's have a look at our model's BUY zones... 


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