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

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MRM Research

Quantitative Research

Quantitative Analysis

United states Automobiles / Quantitative Analysis

<ul>
<li>
<a href="https://www.smartkarma.com/entities/tesla-inc" target="_blank" data-smartkarma-citation="entities:20279:1" rel="noopener">Tesla (TSLA US)</a> has been falling for 5 weeks in a row, this would be the sixth. Our quantitative proprietary models indicate <strong>a deeply oversold stock, possibly ready to rally.</strong>
</li>
<li>A new vehicle launch, a long-awaited cheaper EV (sub $30,000) expected this year, plus refreshed Model Y sales, and unsupervised full self-driving could be good catalysts.</li>
<li>Musk’s approval ratings keep sliding daily, but many analysts think that is irrelevant and the stock's growth story remains intact (at least in investors' eyes...). <strong>Time to BUY?</strong>
</li>
</ul>



Tesla (TSLA US) has been falling for 5 weeks in a row, this would be the sixth. Our quantitative proprietary models indicate a deeply oversold stock, possibly ready to rally.

A new vehicle launch, a long-awaited cheaper EV (sub $30,000) expected this year, plus refreshed Model Y sales, and unsupervised full self-driving could be good catalysts.
Musk’s approval ratings keep sliding daily, but many analysts think that is irrelevant and the stock's growth story remains intact (at least in investors' eyes...). Time to BUY?



TSLA: Time to Buy?