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

TSMC (2330.TT; TSM.US): Holds Shareholders’ Meeting on June 3rd.

TSMC (2330.TT) Outlook After Intel 18A Setback

TSMC (2330.TT; TSM.US): TSMC’s Arizona Subsidiary Sent a Letter in Response to the U.S. Authorities.

TSMC (2330.TT; TSM.US): Xiaomi Launch "Surge O1" With 3nm.

MRM Research

Quantitative Research

Equity Derivatives

Taiwan Semiconductor (TSMC) / Equity Derivatives

<ul>
<li>As reported by <a href="https://www.smartkarma.com/profiles/patrick-liao" target="_blank" data-smartkarma-citation="accounts:29986" rel="noopener">Patrick Liao</a> ,<a href="https://www.smartkarma.com/entities/taiwan-semiconductor-manufacturing-company" target="_blank" data-smartkarma-citation="entities:11230:1" rel="noopener">Taiwan Semiconductor (TSMC) (2330 TT)</a> held its shareholders meetings on June 3rd, read the insight for the details.</li>
<li>The bottom lines emerging from the meeting are: no fear of tariffs, no fear of appreciation of the NT dollar, no fear of having their tech stolen in foreogn-based factories.</li>
<li>The stock rallied from June 3rd, closing at 998 on Thursday. <strong>Our model say the stock is not yet overbought, could rally higher. </strong>
</li>
</ul>


As reported by Patrick Liao ,Taiwan Semiconductor (TSMC) (2330 TT) held its shareholders meetings on June 3rd, read the insight for the details.
The bottom lines emerging from the meeting are: no fear of tariffs, no fear of appreciation of the NT dollar, no fear of having their tech stolen in foreogn-based factories.
The stock rallied from June 3rd, closing at 998 on Thursday. Our model say the stock is not yet overbought, could rally higher. 



TSMC (2330.TT) Outlook: Bullish After Shareholders Meetings