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

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MRM Research

Quantitative Research

Event-Driven

<ul>
<li>After a -5 weeks correction in August, the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> has restarted its Bull run, ongoing from mid-March 2020. Let's have a look to where MRM WEEKLY resistance levels are.</li>
<li>The current pattern is BULLISH, the index could rise easily another 2-3 weeks from here.</li>
<li>Target prices for a reversal (or pullback within the uptrend) are between 19846 -20294</li>
</ul>


After a -5 weeks correction in August, the NIFTY Index has restarted its Bull run, ongoing from mid-March 2020. Let's have a look to where MRM WEEKLY resistance levels are.
The current pattern is BULLISH, the index could rise easily another 2-3 weeks from here.
Target prices for a reversal (or pullback within the uptrend) are between 19846 -20294


EQD | NIFTY Index WEEKLY Resistance Analysis