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

Samsung Electronics (005930 KS) Tactical Outlook Amid Rumored Phase 2 Buyback Confirmation

Breaking Down the Moving Parts in Samsung’s Third-Leg Buyback Play

Samsung Electronics: Share Buyback of 3.9 Trillion Won

Chips News: GPU, CPU in China. Qualcomm Going to Samsung Maybe, Microsoft Accelerator Delayed.

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/profiles/douglas-kim" target="_blank" data-smartkarma-citation="accounts:342" rel="noopener">Douglas Kim</a> and <a href="https://www.smartkarma.com/profiles/sanghyun-park" target="_blank" data-smartkarma-citation="accounts:354" rel="noopener">Sanghyun Park</a> have discussed <a href="https://www.smartkarma.com/entities/samsung-electronics-co-ltd" target="_blank" data-smartkarma-citation="entities:191:1" rel="noopener">Samsung Electronics (005930 KS)</a>'s 3.9 Trillion Won Share Buyback Plan announced on July 8th. Read the details in their insights.</li>
<li><strong>Our <a href="https://www.smartkarma.com/insights/samsung-electronics-005930-ks-outlook-as-foundry-spin-off-gains-momentum" target="_blank" rel="noopener">latest insight maintained our BUY recommendation:</a> the stock rallied during the following 2 weeks, reaching 64,700, then was <a href="https://www.smartkarma.com/insights/global-markets-weekly-tactical-outlook-july-7-to-july-11" target="_blank" rel="noopener">marked as "very overbought" in our latest Global Tactical Weekly view</a>.</strong></li>
<li>The stock started to pull back last Friday, after reaching extremely overbought levels (64700). This insight presents a tactical view for <a href="https://www.smartkarma.com/entities/samsung-electronics-co-ltd" target="_blank" data-smartkarma-citation="entities:191:1" rel="noopener">Samsung Electronics</a> direction, for the next 2-3 weeks. </li>
</ul>



Douglas Kim and Sanghyun Park have discussed Samsung Electronics (005930 KS)'s 3.9 Trillion Won Share Buyback Plan announced on July 8th. Read the details in their insights.
Our latest insight maintained our BUY recommendation: the stock rallied during the following 2 weeks, reaching 64,700, then was marked as "very overbought" in our latest Global Tactical Weekly view.
The stock started to pull back last Friday, after reaching extremely overbought levels (64700). This insight presents a tactical view for Samsung Electronics direction, for the next 2-3 weeks. 


Samsung Electronics (005930 KS) Outlook After 3.9 Trillion Won Buyback Plan Announcement