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 KOSPI 200 Is Ready to Pullback (Again)

EQD | KOSPI 200 WEEKLY Bounce: Rally or Not?

EQD | KOSPI 200 WEEKLY Buy-The-Dip Opportunity

MRM Research

Quantitative Research

Event-Driven

Korea Stock Exchange KOSPI 200 / Event-Driven

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>This is an update to our previous insight published on April 22nd: "<a href="https://www.smartkarma.com/insights/eqd-kospi-200-weekly-bounce-rally-or-not" target="_blank" rel="noopener">EQD | KOSPI 200 WEEKLY Bounce: Rally or Not?</a>".</li>
<li>The <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200 INDEX </a> has performed a nearly +6% rally in the last 3 weeks, closing up 3 weeks in a row (CC=+3).</li>
<li>We have something to say about this pattern that was identified 3 weeks and ago and so we wanted to post this insight to explicit our view.</li>
</ul>


This is an update to our previous insight published on April 22nd: "EQD | KOSPI 200 WEEKLY Bounce: Rally or Not?".
The KOSPI 200 INDEX  has performed a nearly +6% rally in the last 3 weeks, closing up 3 weeks in a row (CC=+3).
We have something to say about this pattern that was identified 3 weeks and ago and so we wanted to post this insight to explicit our view.


Korea Stock Exchange KOSPI 200

EQD | KOSPI 200 Ready to Pullback