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 / NSE Volatility Update / 04-Mar-24 to 08-Mar-24

EQD / NSE Volatility Update / 26-Feb-24 to 01-Mar-24

EQD / NSE Volatility Update / 19-Feb-24 to 23-Feb-24

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>The NIFTY Index this week suddenly stopped its rally and started to correct. </li>
<li>This week should close down and the next week may be also down, but if it is the odds are great for a LONG trade.</li>
<li>Re-Enter the rally at prices between 21800 and 21150, this week or the next.</li>
</ul>


The NIFTY Index this week suddenly stopped its rally and started to correct. 
This week should close down and the next week may be also down, but if it is the odds are great for a LONG trade.
Re-Enter the rally at prices between 21800 and 21150, this week or the next.


NIFTY Index

EQD | NIFTY Down: Where to BUY WEEKLY