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

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>Quick trading idea:  <a href="https://www.smartkarma.com/entities/s-p-500-index" target="_blank" data-smartkarma-citation="entities:22886:1" rel="noopener">S&amp;P 500 INDEX</a> DAILY is <strong>overbought</strong>. Has been closing up for 7 days in a row, soon there will be a DAILY reversal (lasting =&gt; 1 day).</li>
<li>The ideal area to go short is the price area above yesterday's Close (6021.63).</li>
<li>Alternatively <strong>go SHORT today at the Close</strong>. The interactive chart for the SPX DAILY can be freely accessed <a href="https://www.qantrading.com/quantcharts/Americas/SPX_DAILY/SPX_DAILY.html" target="_blank" rel="noopener">here</a>.</li>
</ul>


Quick trading idea:  S&amp;P 500 INDEX DAILY is overbought. Has been closing up for 7 days in a row, soon there will be a DAILY reversal (lasting =&gt; 1 day).
The ideal area to go short is the price area above yesterday's Close (6021.63).
Alternatively go SHORT today at the Close. The interactive chart for the SPX DAILY can be freely accessed here.


EQD | Flash: S&P500 - State Of The Odds DAILY (Overbought!)