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

S&P/ASX 200 Outlook Following Proposed Index Rule Review

S&P/​​​​ASX 200 Tactical Outlook Post-Index Rebalance Announcement

Quiddity Leaderboard ASX Sep25: Update with New Important Market Consultation Implications

S&P/ASX Indices: Proposed Methodology Changes & The BIG September Rebalance

GMO Internet (4784) - Squeeze-Able So Squeezing, Offering Likely Gets Pulled - AVOID LIKE THE PLAGUE

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As reported by <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> and <a href="https://www.smartkarma.com/profiles/janaghan-jeyakumar-cfa" target="_blank" data-smartkarma-citation="accounts:3173" rel="noopener">Janaghan Jeyakumar</a>, there are potential methodology changes for the S&amp;P/ASX family of indices in sight, read their insights for more details.</li>
<li>If approved, the changes could take effect with the September index review and could bring in signficant reshaping for the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a>.</li>
<li>In our previous <a href="https://www.smartkarma.com/insights/s-p-asx-200-tactical-outlook-post-index-rebalance-announcement" target="_blank" rel="noopener">insight</a> on June 9th we signaled how the ASX 200 was overbought. The index close last week down. This insight discusses our new forecast and outlook.</li>
</ul>


As reported by Brian Freitas and Janaghan Jeyakumar, there are potential methodology changes for the S&amp;P/ASX family of indices in sight, read their insights for more details.
If approved, the changes could take effect with the September index review and could bring in signficant reshaping for the S&amp;P/ASX 200 (AS51 INDEX).
In our previous insight on June 9th we signaled how the ASX 200 was overbought. The index close last week down. This insight discusses our new forecast and outlook.


제안된 지수 규정 검토에 따른 S&amp;P/ASX 200 전망

S&P/ASX 200

제안된 지수 규정 검토에 따른 S&amp;P/ASX 200 전망

제안된 지수 규정 검토에 따른 S&P/ASX 200 전망