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

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

Softbank Group (9984 JP) Outlook (Pre-Earnings Price Range Forecast)

NIFTY50 Index Rebalance Preview: Forecast Changes, Impact, Positioning

NIFTY Index at a Crossroads: Two-Week Tactical Outlook

Nifty 50 Tactical Outlook After RBI's Steep Rate Cut

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As outlined by <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> , the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> 's September rebalance ends July 31st, the announcement of the changes will take place end August and implemented on September 29th.</li>
<li>The index has been pulling back for 3 weeks, it's oversold according to our model, 75% probability of reversing up this week.</li>
<li>Lower support limit would be 24319, while a rally could take the index to 25642 across a couple of weeks.<strong> The rally won't last more than 2 weeks probably.</strong>
</li>
</ul>


As outlined by Brian Freitas , the NIFTY Index 's September rebalance ends July 31st, the announcement of the changes will take place end August and implemented on September 29th.
The index has been pulling back for 3 weeks, it's oversold according to our model, 75% probability of reversing up this week.
Lower support limit would be 24319, while a rally could take the index to 25642 across a couple of weeks. The rally won't last more than 2 weeks probably.



NIFTY50 Index Outlook Amid Ongoing Rebalance Review