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).

Quantitative Researcher

AIA Group & HDFC Bank: Big Hitters Lose Momentum

Banking on Success: A Long-Short Strategy for Nifty Banks

HDFC Bank - Recuperation Progressing Well

Axis Top Picks for the Month of December 2024

MRM Research

Quantitative Research

Quantitative Analysis

<ul>
<li>
<a href="https://www.smartkarma.com/entities/hdfc-bank-ltd-4b6b7a92-9087-468d-9dbe-ab169e77f014" target="_blank" data-smartkarma-citation="entities:558:1" rel="noopener">HDFC Bank (HDFCB IN)</a> has corrected &gt; 13% from its recent peak in mid-December. Our quantitative models indicate a deeply oversold state.</li>
<li>The stock has been down for 2 weeks and has reached &gt;75% probability of WEEKLY trend reversal, according to our models.</li>
<li>If you are already holding this stock, this could be a good opportunity to buy/accumulate, if you want to hold it long-term. A bounce should come pretty soon.</li>
</ul>



HDFC Bank (HDFCB IN) has corrected &gt; 13% from its recent peak in mid-December. Our quantitative models indicate a deeply oversold state.
The stock has been down for 2 weeks and has reached &gt;75% probability of WEEKLY trend reversal, according to our models.
If you are already holding this stock, this could be a good opportunity to buy/accumulate, if you want to hold it long-term. A bounce should come pretty soon.


Time to Buy HDFC Bank (HDFCB IN)