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

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

BHP (BHP AU) Annual Results: Options Market Bets on Post-Earnings Upside

The Month Ahead: Key Events in August 2025

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

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

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The Australian Earnings Season will begin in early August. 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> suffered a minor setback last week, closed the week down but it's already rallying higher.</li>
<li>Our profit target for this rally is 8824 (Q2 resistance target). It could go a bit higher than that but we think it will not reach Q3 resistance at 8996.</li>
<li>If for some reason the index returns below last week's Close, the next support level to watch is 8605 (Q2). </li>
</ul>


The Australian Earnings Season will begin in early August. The S&amp;P/ASX 200 (AS51 INDEX) suffered a minor setback last week, closed the week down but it's already rallying higher.
Our profit target for this rally is 8824 (Q2 resistance target). It could go a bit higher than that but we think it will not reach Q3 resistance at 8996.
If for some reason the index returns below last week's Close, the next support level to watch is 8605 (Q2). 


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