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

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

China Mobile (941 HK) Poised for Pullback: A Tactical Low-Cost Options Play With High Upside

Zomato/Eternal: The BIG Passive Selling Starts

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

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

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>As reported by <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> , one of the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index (NIFTY INDEX)</a> 's component (Zomato: <a href="https://www.smartkarma.com/entities/eternal-limited" target="_blank" data-smartkarma-citation="entities:28820:1" rel="noopener">Eternal (ETERNAL IN)</a> ) will be subject to big passive selling beginning on Tuesday.</li>
<li>Let's have a look at the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index (NIFTY INDEX)</a> to evaluate the tactical outlook according to our model.</li>
<li>Since our <a href="https://www.smartkarma.com/insights/nifty-index-outlook-back-in-an-uptrend-where-to-buy-this-dip" target="_blank" rel="noopener">last BUY recommendation in a previous insight in early May</a>, the index has made some progress uptrending, let's see if the rally can continue...</li>
</ul>


As reported by Brian Freitas , one of the NIFTY Index (NIFTY INDEX) 's component (Zomato: Eternal (ETERNAL IN) ) will be subject to big passive selling beginning on Tuesday.
Let's have a look at the NIFTY Index (NIFTY INDEX) to evaluate the tactical outlook according to our model.
Since our last BUY recommendation in a previous insight in early May, the index has made some progress uptrending, let's see if the rally can continue...


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