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 : New Rally After Large Pullback?

Samsung 2Q25: Poor Quarter, Poor Outlook for 2H25, Management Bullish on HBM / Foundry Catch Up

SK Hynix: Good 2Q, Positive Messages but No 2026 Guidance Means that Market’s Doubts Will Remain

AI Servers: The Big System Designers / Assemblers in Taiwan

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<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> 2Q earnings have been somehow disappointing for investors.</li>
<li>We don’t dissect the earnings details, as market reactions—regardless of headlines—almost always fall within the behavioral range defined by our model.</li>
<li>
<strong>What we see right now is FEAR:</strong> <a href="https://www.smartkarma.com/entities/samsung-electronics-co-ltd" target="_blank" data-smartkarma-citation="entities:191:1" rel="noopener">Samsung Electronics</a> was rallying hard, reached the tails area in our model, then retreated back sharply after the earnings.</li>
</ul>



Samsung Electronics (005930 KS) 2Q earnings have been somehow disappointing for investors.
We don’t dissect the earnings details, as market reactions—regardless of headlines—almost always fall within the behavioral range defined by our model.

What we see right now is FEAR: Samsung Electronics was rallying hard, reached the tails area in our model, then retreated back sharply after the earnings.


Samsung Electronics (005930 KS) Tactical Outlook After Disappointing Earnings