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

US Banks - Weekly Balance Sheets Post 13 June Are Out, Strong C&I, Low LLR, LDR Up, CP Growth High

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/nvidia-corp" target="_blank" data-smartkarma-citation="entities:5891:1" rel="noopener">NVIDIA Corp (NVDA US)</a>  stock keeps climbing towards an hypothetical 5 trillion $ market cap, as the artificial intelligence (AI) trade accelerates.</li>
<li>Unconfirmed rumors say <a href="https://www.smartkarma.com/entities/nvidia-corp" target="_blank" data-smartkarma-citation="entities:5891:1" rel="noopener">NVIDIA</a> has acquired CentML, a machine learning startup that provides an optimization platform to enhance the efficiency and cost-effectiveness of AI model training and deployment.</li>
<li>After 5 weeks up in a row and a furious, vertical rally, <strong>the stock begins to appear OVERBOUGHT, according to our model.</strong>
</li>
</ul>



NVIDIA Corp (NVDA US)  stock keeps climbing towards an hypothetical 5 trillion $ market cap, as the artificial intelligence (AI) trade accelerates.
Unconfirmed rumors say NVIDIA has acquired CentML, a machine learning startup that provides an optimization platform to enhance the efficiency and cost-effectiveness of AI model training and deployment.
After 5 weeks up in a row and a furious, vertical rally, the stock begins to appear OVERBOUGHT, according to our model.



NVIDIA (NVDA US) At All-Time High Acquires CentML: Weekly Tactical Outlook (June 30 – July 4)