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

Global Markets Tactical Outlook: WEEKLY Recap (Sep 8 – Sep 12)

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>
<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> has been in a downtrend for 4 weeks, but it was only mildly oversold (60% prob. of reversal last Friday, at the Close).</li>
<li>After 4 weeks down, this week the stock re-started its rally, touching 71200 on Tuesday at the Close. </li>
<li>This insight will try to define the short-term profit targets for this rally (spoiler: they are not far, at least from the TIME MODEL perspective...).</li>
</ul>



Samsung Electronics (005930 KS) has been in a downtrend for 4 weeks, but it was only mildly oversold (60% prob. of reversal last Friday, at the Close).
After 4 weeks down, this week the stock re-started its rally, touching 71200 on Tuesday at the Close. 
This insight will try to define the short-term profit targets for this rally (spoiler: they are not far, at least from the TIME MODEL perspective...).


Samsung Electronics (005930 KS): Tactical Outlook and Profit Targets