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

S&P/ASX 200 Tactical Outlook Ahead of Australia's Earnings Season Kickoff

Rio Tinto (RIO AU): Post-Earnings Drop Exceeds Expectations

S&P/ASX 200 (AS51 Index) Ahead of 12 Aug RBA Decision: Markets Divided, but I Vote for a 35bps Cut

Tariff Risk Returns: Market Signals and Asia’s Volatility Momentum

S&P/ASX 200 Outlook Following Proposed Index Rule Review

Quiddity Leaderboard ASX Sep25: Update with New Important Market Consultation Implications

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As reported by <a href="https://www.smartkarma.com/profiles/gaudenz-schneider" target="_blank" data-smartkarma-citation="accounts:66501" rel="noopener">Gaudenz Schneider</a> , the 90-Day pause on country-specific reciprocal tariffs was set to expire on July 9, 2025 and Australia and its Minerals sector might suffer indirectly. </li>
<li>Australia has business with a number of Asian countries, especially China and Japan. Any shock to the growth of other economies in the region could affect 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 INDEX</a>. </li>
<li>This insight will focus on the short-term tactical outlook and possible trend direction for the Australian index for the coming weeks. </li>
</ul>


As reported by Gaudenz Schneider , the 90-Day pause on country-specific reciprocal tariffs was set to expire on July 9, 2025 and Australia and its Minerals sector might suffer indirectly. 
Australia has business with a number of Asian countries, especially China and Japan. Any shock to the growth of other economies in the region could affect the S&amp;P/ASX 200 INDEX. 
This insight will focus on the short-term tactical outlook and possible trend direction for the Australian index for the coming weeks. 
