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 (2330.TT; TSM.US): Rapidus Plans to Build a Second Fab to Begin 1.4nm Volume Production in 2029

TSMC (2330.TT; TSM.US): Retired Sr. VP Joins Intel; U.S. Fab Impact; Arizona Earnings Decline.

TSMC (2330.TT; TSM.US): Is It Possible TSMC' Output Reach a 50:50 Ratio Between the U.S. And Taiwan?

MRM Research

Quantitative Research

Equity Derivatives

TSMC (Taiwan Semiconductor Manufacturing) / Equity Derivatives

TSMC (Taiwan Semiconductor Manufacturing) (2330 TT)

TSMC (Taiwan Semiconductor Manufacturing)

<ul>
<li>
<a href="https://www.smartkarma.com/entities/taiwan-semiconductor-manufacturing-company" target="_blank" data-smartkarma-citation="entities:11230:1" rel="noopener">TSMC (Taiwan Semiconductor Manufacturing) (2330 TT)</a> delivered stellar returns this year, but after peaking in early November and pulling back all month, we see downside risk persisting.</li>
<li>We hypothesize the current rally may be a bear rally. If correct, our models indicate TSMC has nearly depleted this rebound and downside risk looms.</li>
<li>If we are wrong, TSMC could continue this rally to 1483-1581, the details as always are discussed in the insight.</li>
</ul>



TSMC (Taiwan Semiconductor Manufacturing) (2330 TT) delivered stellar returns this year, but after peaking in early November and pulling back all month, we see downside risk persisting.
We hypothesize the current rally may be a bear rally. If correct, our models indicate TSMC has nearly depleted this rebound and downside risk looms.
If we are wrong, TSMC could continue this rally to 1483-1581, the details as always are discussed in the insight.


TSMC (2330 TT) Tactical Outlook After November's Pullback: Further Downside Risk Remains