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 | A NIFTY WEEKLY Rally From Here: How Far Can It Go?

EQD | Nifty 50 – Option Strategy for Bulls and Bears

EQD / NSE Vol Update / US Elections & FOMC Event-Risk Push Vol Regime into High & Up State

EQD | The NIFTY Potential Upside From Here

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>Our <a href="https://www.smartkarma.com/insights/eqd-the-nifty-potential-upside-from-here" target="_blank" rel="noopener">last insight</a> predicted quite precisely what happened to the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> during the last 3 weeks (our forecast was a 3-5 weeks rally, around +4%/+5% higher).</li>
<li>After 3 weeks up in a row, last week the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY</a> pulled back - <strong>the question obviously now is: would this be a good time to enter/re-enter the trade LONG</strong>?</li>
<li>The answer, as always, lies in our Market Reversal Matrix models, keep reading to find out...</li>
</ul>


Our last insight predicted quite precisely what happened to the NIFTY Index during the last 3 weeks (our forecast was a 3-5 weeks rally, around +4%/+5% higher).
After 3 weeks up in a row, last week the NIFTY pulled back - the question obviously now is: would this be a good time to enter/re-enter the trade LONG?
The answer, as always, lies in our Market Reversal Matrix models, keep reading to find out...


Adani Ports & Special Economic Zone (ADSEZ IN)

NIFTY Index

EQD | Is the NIFTY A BUY Here?