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

How Chip Tariffs Shake up Samsung’s HBM Pricing Play Based on Fresh Local Intel

Global Markets Tactical Outlook WEEKLY: August 11 – August 15

Samsung Electronics (005930 KS) Tactical Outlook After Disappointing Earnings

Global Markets Tactical Outlook: Week of August 4 – August 8

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 rallying for quite a while in the last few weeks, and we have been bullish on the stock since the start of the year. </li>
<li>At the moment the stock is very overbought according to our model, we see potential for a pullback, possibly something larger than a buy the dip.</li>
<li>A 2 or even a 3 weeks correction should not be ruled out at this stage, 64700 is the limit support zone we are looking at, the short profit target.</li>
</ul>



Samsung Electronics (005930 KS) has been rallying for quite a while in the last few weeks, and we have been bullish on the stock since the start of the year. 
At the moment the stock is very overbought according to our model, we see potential for a pullback, possibly something larger than a buy the dip.
A 2 or even a 3 weeks correction should not be ruled out at this stage, 64700 is the limit support zone we are looking at, the short profit target.


Samsung Electronics (005930 KS) Tactical Outlook : New Rally After Large Pullback?