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 4Q24 Results Signal Multi-Year Market Share Gains; Margin Strength; Sustainable Industry Growth

TSMC (2330.TT; TSM.US): 4Q24 Results and 1Q25 Guidance; CoWoS Grows 45% CAGR; Setup of 10 Fabs WW.

NVIDIA's >5x YoY "Singapore" Revenue Growth Is A Red Flag

Japan Banks - Near End of Negative Rates BOJ, Deposits with BOJ to See Big Yield Rise, Not Only JGBs

MRM Research

Quantitative Research

Quantitative Analysis

Taiwan Semiconductors and semiconductor equipment / Quantitative Analysis

<ul>
<li>
<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> logged record quarterly profits, but some tactical considerations stemming from our WEEKLY model analysis suggest the stock is short-term OVERBOUGHT.</li>
<li>Both the Time Model and the Price Model are indicating the stock does not have much room to go higher before a possible pullback, maybe 1-2 more weeks, target 1143.</li>
<li>The pullback will be an opportunity to buy at slightly discounted prices, rather than pile in at the highest possible price. The long-term outlook is bullish, buy-the dip. </li>
</ul>



Taiwan Semiconductor (TSMC) (2330 TT) logged record quarterly profits, but some tactical considerations stemming from our WEEKLY model analysis suggest the stock is short-term OVERBOUGHT.
Both the Time Model and the Price Model are indicating the stock does not have much room to go higher before a possible pullback, maybe 1-2 more weeks, target 1143.
The pullback will be an opportunity to buy at slightly discounted prices, rather than pile in at the highest possible price. The long-term outlook is bullish, buy-the dip. 


TSMC (2330.TT) Posted Record Profits, But Our Model Flashes "OVERBOUGHT": Should You Wait to Invest?