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 "Landing Area" For The KOSPI 200 Is In Sight

MRM Research

Quantitative Research

Quantitative Analysis

South korea Financials / Quantitative Analysis

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">KOSPI 200 INDEX</a> in the last 2 weeks has been modestly drifting downwards, after a brief recovery rally. </li>
<li>The 2 main possible scenarios for the next 2-3 weeks in our view are either a <strong>rally</strong>, or a <strong>mini-crash</strong> (keep reading and we will explain why).</li>
<li>At the moment our models are not signaling an oversold scenario, however that could change as this coming week begins. </li>
</ul>


The KOSPI 200 INDEX in the last 2 weeks has been modestly drifting downwards, after a brief recovery rally. 
The 2 main possible scenarios for the next 2-3 weeks in our view are either a rally, or a mini-crash (keep reading and we will explain why).
At the moment our models are not signaling an oversold scenario, however that could change as this coming week begins. 


EQD | KOSPI 200 Time to Crash? or Time to Bounce?