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 Set for a Modest Rally from Current Lows

EQD | Nifty Index Options Weekly (February 10 – 14): Tactical Hedge into Weak Seasonals

EQD | February Macro Vol Roadmap – Stay Alert to Trend Change in 2nd Half of Month

EQD | Nifty Index Options Weekly (Jan 24 – 31): Second Longest Decline Since 2007

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>It has been a 5-months journey for 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> , from its last peak in September 2024, to its current lows. </li>
<li>Our WEEKLY model indicates a (mildly) OVERSOLD state (Friday at Close, 22929). If the index pulls back a bit more, it's a BUY but keep reading...</li>
<li>Our tactical short-term model has found limited upside for the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY</a> at the moment, so the long-waited restart of the uptrend may be a bit bumpy. </li>
</ul>


It has been a 5-months journey for the NIFTY Index (NIFTY INDEX) , from its last peak in September 2024, to its current lows. 
Our WEEKLY model indicates a (mildly) OVERSOLD state (Friday at Close, 22929). If the index pulls back a bit more, it's a BUY but keep reading...
Our tactical short-term model has found limited upside for the NIFTY at the moment, so the long-waited restart of the uptrend may be a bit bumpy. 


NIFTY Poised to Reignite Its Uptrend, But Faces Short-Term Obstacles