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

EQD | S&P/ASX 200 Option Strategy -  Today's All-Time-High Calls for Proactive Hedging

2025 Essential Calendar for Option Traders in Asia: Key Dates & Insights

MRM Research

Quantitative Research

Quantitative Analysis

Australia Consumer discretionary / Quantitative Analysis

<ul>
<li>The <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> last week closed up, reached an 8566.90 all time high peak on Jan 31st, then began a sharp pullback this Monday.</li>
<li>The pullback has just begun, but has already reached the WEEKLY OVERSOLD area (50% probability of reversal) according to out PRICE model</li>
<li>If the pullback continues this week or the next, we see it as a<strong> strong BUY opportunity, the index's uptrend can continue after the pullback.</strong>
</li>
</ul>


The S&amp;P/ASX 200 (AS51 INDEX) last week closed up, reached an 8566.90 all time high peak on Jan 31st, then began a sharp pullback this Monday.
The pullback has just begun, but has already reached the WEEKLY OVERSOLD area (50% probability of reversal) according to out PRICE model
If the pullback continues this week or the next, we see it as a strong BUY opportunity, the index's uptrend can continue after the pullback.



S&P/ASX 200 Flashes a Strong Tactical BUY Signal

Australia Consumer Discretionary

S&P/ASX 200 Flashes a Strong Tactical BUY Signal