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

KOSPI 200 - Upcoming BOK Rate Decision: Navigating Market Moves and Profit Opportunities

The KOSPI 200's Rally: Profit Targets, Where to BUY

Global Option Implied Volatility - Opportunities in S&P/ASX 200, KOSPI 200, Nikkei 225, FTSE 100.

Korea Short Selling Comeback: How Pre-Registering Accounts Will Affect the Trading Scene

HSI, Nikkei 225, NIFTY 50, Kospi 200, ASX 200, CSI 300: Year-End Trends and Holiday Market Moves!

MRM Research

Quantitative Research

Quantitative Analysis

South korea Financials / Quantitative Analysis

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>The <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200 INDEX</a> has interrupted its rally in July 2024 and it may appear ready to restart rallying, however in the very short term we have 2 possible scenarios.</li>
<li>SCENARIO 1: the index may rally a bit higher, towards 356, but it would be quite overbought, like &gt;85% probability of reversal.</li>
<li>SCENARIO 2: the index could pullback at the beginning of the next week (or before this week's end),  and then, after a modest pullback, start a longer-term uptrend.</li>
</ul>


The KOSPI 200 INDEX has interrupted its rally in July 2024 and it may appear ready to restart rallying, however in the very short term we have 2 possible scenarios.
SCENARIO 1: the index may rally a bit higher, towards 356, but it would be quite overbought, like &gt;85% probability of reversal.
SCENARIO 2: the index could pullback at the beginning of the next week (or before this week's end),  and then, after a modest pullback, start a longer-term uptrend.


The KOSPI Is Not Out of the Woods: WEEKLY Overbought Model Suggests an Impending Pullback

South Korea Financials

The KOSPI Is Not Out of the Woods: WEEKLY Overbought Model Suggests an Impending Pullback