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

EQD | S&P/ASX 200 Index Option Strategy -Combining Record Low Volatility with Buy-The-Dip

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>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 INDEX</a> it's currently trending up quite well, since October 2023. The current rally picked up some steam from July 2024 and is quite steady. </li>
<li>The index started to pull back 2 weeks ago and has closed 2 consecutive weeks down and this week started with a Monday down Close.</li>
<li>Our models show a clear opportunity to buy this dip and ride the index uptrend back to &gt;3% profit target, roughly a 3-weeks movement according to our forecast.</li>
</ul>


The S&amp;P/ASX 200 INDEX it's currently trending up quite well, since October 2023. The current rally picked up some steam from July 2024 and is quite steady. 
The index started to pull back 2 weeks ago and has closed 2 consecutive weeks down and this week started with a Monday down Close.
Our models show a clear opportunity to buy this dip and ride the index uptrend back to &gt;3% profit target, roughly a 3-weeks movement according to our forecast.


EQD | ASX 200 Presents a High-Probability Buy-The-Dip Opportunity