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

NIFTY50 Index Outlook Amid Ongoing Rebalance Review

RBI Rate Decision on 6 Aug: Nifty 50’s Historic Moves Matched by Options Market

Softbank Group (9984 JP) Results on 7 Aug: Expected Move and Option Insights

Nifty 50 Tactical Outlook After RBI's Steep Rate Cut

Nifty 50 and the RBI Rate Decision: History Has a Pattern

Nifty Index Options Weekly (May 26 – 30): Rally Pauses, Vol Holds at Elevated Levels

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> rally may stop briefly, for 1 or 2 weeks. At the moment the index hast started a very mild pullback, after closing higher for 2 consecutive weeks.</li>
<li>Usually the rally does not last more than 3 weeks when this pattern is encountered although there has been occasions where it lasted 7 weeks.</li>
<li>Two scenarios lie ahead: (1) if this week closes higher, expect a near-term pullback; or (2) if it closes lower—possibly continuing into next week—the rally may resume afterward.</li>
</ul>


The NIFTY Index rally may stop briefly, for 1 or 2 weeks. At the moment the index hast started a very mild pullback, after closing higher for 2 consecutive weeks.
Usually the rally does not last more than 3 weeks when this pattern is encountered although there has been occasions where it lasted 7 weeks.
Two scenarios lie ahead: (1) if this week closes higher, expect a near-term pullback; or (2) if it closes lower—possibly continuing into next week—the rally may resume afterward.


NIFTY Index at a Crossroads: Two-Week Tactical Outlook