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

RBA Rate Watch: Navigating ASX 200, Banks, and Resources

BHP (BHP AU/US) And Woodside (WDS AU/US) Slide as U.S. Sell-Off Spills Into Australian Stocks

Long Macquarie (MQG AU) Vs. Short ANZ (ANZ AU): Statistical Spread Hits Trigger Zone in Aussie Banks

S&P/ASX 200: Profit Targets After Sep-25 Rebalance Methodology Finalized

S&P/ASX 200 Tactical Outlook Ahead of Sep-25 Rebalance

Global Markets Tactical Outlook WEEKLY: September 1 – September 5

Global Markets Tactical Outlook WEEKLY: August 25 – August 29

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As <a href="https://www.smartkarma.com/insights/s-p-asx-200-profit-targets-after-sep-25-rebalance-methodology-finalized" target="_blank" rel="noopener">previously forecasted</a>, 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> ended its rally at the end of August/early September.</li>
<li>The index has corrected for the past 3 weeks and is now very <strong>oversold</strong> according to our models.</li>
<li>In the last 3 days the index has been showing some momentum, this insight will try to target potential profit targets for the next 2-3 weeks.</li>
</ul>


As previously forecasted, the S&amp;P/ASX 200 (AS51 INDEX) ended its rally at the end of August/early September.
The index has corrected for the past 3 weeks and is now very oversold according to our models.
In the last 3 days the index has been showing some momentum, this insight will try to target potential profit targets for the next 2-3 weeks.


S&P/ASX 200 Tactical Outlook: Rally Is Restarting