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 | (Updated) Support Levels to BUY For HSI Index Rally Continuation In September

EQD | The HSI Rally: Go LONG Now or Wait?

EQD | The HSI Is Ripe For A Rally In August (IF July's Close Is Negative)

Hang Seng Index (HSI) Rebalance: Meh (Or Will We Ever Get to 100 Stocks?)

EQD | The HSI Rebound Can Reach Higher Prices in August

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

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>We have correctly forecasted a August rally for the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index</a> in previous insights, <a href="https://www.smartkarma.com/insights/eqd-the-hsi-is-ripe-for-a-rally-in-august-if-july-s-close-is-negative" target="_blank" rel="noopener">here</a> and then <a href="https://www.smartkarma.com/insights/eqd-the-hsi-rebound-can-reach-higher-prices-in-august" target="_blank" rel="noopener">here</a> - the rally is on, but a pullback is coming.</li>
<li>The pullback may come in this week or the next, but it's probably behind the corner, the index can continue higher after the pullback.</li>
<li>In this insight we want to expose what are the levels to buy LONG to benefit from a <strong>highly probable continuation of the rally in September</strong>.</li>
</ul>


We have correctly forecasted a August rally for the Hang Seng Index in previous insights, here and then here - the rally is on, but a pullback is coming.
The pullback may come in this week or the next, but it's probably behind the corner, the index can continue higher after the pullback.
In this insight we want to expose what are the levels to buy LONG to benefit from a highly probable continuation of the rally in September.


EQD | HSI May Pull Back, Levels to BUY For Rally Continuation In September