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 | KOSPI 200 Index WEEKLY Rising: How Far Can It Go?

EQD | KOSPI 200 Index WEEKLY: Rising After a Brief Pullback

EQD | KOSPI 200 Index WEEKLY Trend Analysis

MRM Research

Quantitative Research

Event-Driven

Korea Stock Exchange KOSPI 200 / Event-Driven

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>The <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)</a> has been (mildly) falling for 4 weeks, it may be now ready to resume its multi-month uptrend.</li>
<li>Friday July 7th would be a good time to enter this LONG trade at support prices between 337 and 333 (ideal range; it's riskier below 333).</li>
<li>Hedge your bets in case the market keeps falling more next week and the following (it shouldn't... but it can).</li>
</ul>


The Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY) has been (mildly) falling for 4 weeks, it may be now ready to resume its multi-month uptrend.
Friday July 7th would be a good time to enter this LONG trade at support prices between 337 and 333 (ideal range; it's riskier below 333).
Hedge your bets in case the market keeps falling more next week and the following (it shouldn't... but it can).


EQD | KOSPI 200 Index WEEKLY: Time to Go LONG?