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

TSMC 2Q25: A Number of Very Positive Messages, Plus a Major Contradiction on 4Q25 Revenue

TSMC (2330.TT; TSM.US): FX Could Make an Impact; Full Year USD Revenue Raised to ~30% YoY.

TSMC Q225. Surfing The AI Tidal Wave With Style

MRM Research

Quantitative Research

Equity Derivatives

TSMC (Taiwan Semiconductor Manufacturing) / Equity Derivatives

TSMC (Taiwan Semiconductor Manufacturing) (2330 TT)

TSMC (Taiwan Semiconductor Manufacturing)

<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> and <a href="https://www.smartkarma.com/profiles/william-keating" target="_blank" data-smartkarma-citation="accounts:1806" rel="noopener">William Keating</a> , <a href="https://www.smartkarma.com/entities/taiwan-semiconductor-manufacturing-company" target="_blank" data-smartkarma-citation="entities:11230:1" rel="noopener">Taiwan Semiconductor (2330 TT)</a> is currently in very good shape, for multiple reasons, I invite you to read their insights. </li>
<li>
The problem is: the stock closed at 1155 on Friday, blowing past through the roof of what our model has identified as a very extremely overbought "Tails" move.</li>
<li>
<a href="https://www.smartkarma.com/insights/tsmc-2330-tt-outlook-bullish-after-shareholders-meetings" target="_blank" rel="noopener">We said BUY in June</a>, and know market euphoria can defy models when sentiment takes over, but our tools consistently flag overstretched conditions — a clear caution to late-stage buyers!</li>
</ul>


As reported by Patrick Liao and William Keating , Taiwan Semiconductor (2330 TT) is currently in very good shape, for multiple reasons, I invite you to read their insights. 

The problem is: the stock closed at 1155 on Friday, blowing past through the roof of what our model has identified as a very extremely overbought "Tails" move.

We said BUY in June, and know market euphoria can defy models when sentiment takes over, but our tools consistently flag overstretched conditions — a clear caution to late-stage buyers!


TSMC (2330.TT) Outlook Post Strong Q2: Our Model Says "EXTREME OVERBOUGHT CONDITION"