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 Capital markets / Quantitative Analysis

<ul>
<li>
<a href="https://www.smartkarma.com/entities/bitcoin-usd" target="_blank" data-smartkarma-citation="entities:25895:1" rel="noopener">Bitcoin (XBTUSD CURNCY)</a>  has been pulling back for 2 weeks, and could fall for another week, strong support will be found after the 3rd WEEKLY close down.</li>
<li>From a price perspective, our model indicates that Bitcoin has currently 53% probability of WEEKLY reversal from the 93.5k support area, and strong support at 87568 (75%).</li>
<li>If the cryptocurrency starts to rally, it could go could to 98186 (75% probability of reversal). Higher prices are certainly possible but the resistance is strong ater 98186 (read on...).</li>
</ul>



Bitcoin (XBTUSD CURNCY)  has been pulling back for 2 weeks, and could fall for another week, strong support will be found after the 3rd WEEKLY close down.
From a price perspective, our model indicates that Bitcoin has currently 53% probability of WEEKLY reversal from the 93.5k support area, and strong support at 87568 (75%).
If the cryptocurrency starts to rally, it could go could to 98186 (75% probability of reversal). Higher prices are certainly possible but the resistance is strong ater 98186 (read on...).


Will Bitcoin Hold Above $90K? Key Support Levels to Watch This Week

United States Capital Markets

Will Bitcoin Hold Above $90K? Key Support Levels to Watch This Week