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

Industrial Bank Of Korea (024110 KS) Vs. Woori Financial (316140 KS): Pair Trade Signal

Charted Insights on India-UK Free Trade Agreement

NIFTY 50 Tactical Outlook (Post-Easter Targets)

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

OPEC+ Pushes for Market Share, How India Can Benefit?

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>In our <a href="https://www.smartkarma.com/insights/nifty-50-tactical-outlook-post-easter-targets" 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 we highlighted rally targets in the 24039-24496 zone. The index reached 24589 last week, double-topped this week, then closed the week down at 24008. </li>
<li>The index was ultra-overbought according to our <a href="https://qantrading.com/quantcharts/AsiaPacific/NIFTY50_WEEKLY/NIFTY50_WEEKLY.html" target="_blank" rel="noopener">WEEKLY model</a>, the pullback was overdue. <strong>This pullback is a buy opportunity</strong>.</li>
<li>
<strong>This insight discusses key support zones to buy and profit taking targets for the rally</strong>.</li>
</ul>


In our previousNIFTY Index insight we highlighted rally targets in the 24039-24496 zone. The index reached 24589 last week, double-topped this week, then closed the week down at 24008. 
The index was ultra-overbought according to our WEEKLY model, the pullback was overdue. This pullback is a buy opportunity.

This insight discusses key support zones to buy and profit taking targets for the rally.


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