Quantitative Researcher, MRM Research

Nico Rosti

I have been working for +17 years as a quantitative researcher, offering my investment research insights to investors through two private companies I have founded (Retracement Levels Ltd. and QUANTRADING AG); more recently I worked as a 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 research 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 have created an original proprietary process (called the "Market Reversal Matrix" or "MRM") that makes 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 and supervised 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/ASX200 WEEKLY LONG Supports Reset, Ready for Bounce?

EQD | S&P/ASX200 Going Down... (Approaching Support to Go LONG)

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> started to go up again after just 1 week down, now starting the 2nd week up, we want to evaluate how far it can go. </li>
<li>There are a number of Q2 resistance levels just above the 7600 price area for the next 2 weeks, so if the index goes up there it will be overbought.</li>
<li>This pattern is bullish, you need to wait for at least 3 or 4 weeks up in a row before going SHORT, unless you love to take risks...</li>
</ul>


The S&amp;P/ASX 200 INDEX started to go up again after just 1 week down, now starting the 2nd week up, we want to evaluate how far it can go. 
There are a number of Q2 resistance levels just above the 7600 price area for the next 2 weeks, so if the index goes up there it will be overbought.
This pattern is bullish, you need to wait for at least 3 or 4 weeks up in a row before going SHORT, unless you love to take risks...


S&P/ASX 200

EQD | ASX200 Rally: How Much Higher?