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).

My proprietary models can be accessed directly at www.qantrading.com

Quantitative Researcher

EQD | Hang Seng Index (HSI) WEEKLY Deep-But-Brief Pullback

EQD | Hang Seng Index (HSI) WEEKLY LONG: Support Levels and Probability

EQD | SPX MONTHLY Proxy Supports for APAC Markets

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Taking a Breather

Battle Lines Drawn As BABA Builds Out First/Last-Mile Capacity; But Who Will Fund 75+ Bn CNY CapEx?

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hong Kong Hang Seng Index (HSI INDEX)</a> has been in a downtrend since January 2018. Long-term direction unclear, but the WEEKLY period is mildly OVERSOLD, it may bounce soon.</li>
<li>The case for a LONG trade is valid if the market does not fall &gt; 2 consecutive weeks from June 30th's Close (18916.43). High-probability LONG trades from 17786.</li>
<li>SHORT trade strategy possible but requires patience: if the market rises, it could rise for 2-3 weeks, based on MRM's pattern readings. Better wait and short that scenario, not earlier.</li>
</ul>


The Hong Kong Hang Seng Index (HSI INDEX) has been in a downtrend since January 2018. Long-term direction unclear, but the WEEKLY period is mildly OVERSOLD, it may bounce soon.
The case for a LONG trade is valid if the market does not fall &gt; 2 consecutive weeks from June 30th's Close (18916.43). High-probability LONG trades from 17786.
SHORT trade strategy possible but requires patience: if the market rises, it could rise for 2-3 weeks, based on MRM's pattern readings. Better wait and short that scenario, not earlier.


EQD | Hang Seng Index (HSI) WEEKLY Looking for Short-Term Direction