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 | The HSI Rally: Go LONG Now or Wait?

EQD | If The Hang Seng Index Falls Further...

EQD | Hang Seng Index Option Strategy - A Contrarian View on the Skew

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

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

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 continue our coverage of 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 our <a href="https://www.smartkarma.com/insights/eqd-updated-support-levels-to-buy-for-hsi-index-rally-continuation-in-september" target="_blank" rel="noopener">previous insight</a> we theorized a continuation of the rally in September. </li>
<li>So far the index is following the path outlined (pullback, then rally). What is going to happen in the next few weeks, if September closes up?</li>
<li>Broadly speaking we see a potential continuation of the rally in October, but there may be some resistance in the short-term.</li>
</ul>


We continue our coverage of the Hang Seng Index : in our previous insight we theorized a continuation of the rally in September. 
So far the index is following the path outlined (pullback, then rally). What is going to happen in the next few weeks, if September closes up?
Broadly speaking we see a potential continuation of the rally in October, but there may be some resistance in the short-term.


Hang Seng Index

EQD | HSI September Rally: What's Next?