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 | NIFTY's Uncertainty: The Rally Could Pause for 1 More Week

EQD | NIFTY's Rally Resistance Targets Approaching: Reversal?

EQD | NIFTY Rising But SHORT Trade Possible From Friday...

Battle Lines Drawn As BABA Builds Out First/Last-Mile Capacity; But Who Will Fund 75+ Bn CNY CapEx?

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>Last week at Close the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> was OVERBOUGHT, this week it became quickly OVERSOLD, bouncing off from a price area near the Inner Fence support  levels for CC=-1.</li>
<li>Another week down is possible but we see strong support in the 21250-20800 price area.</li>
<li>Should that support area be reached, it would be a good opportunity to re-enter this index's Bull market.</li>
</ul>


Last week at Close the NIFTY Index was OVERBOUGHT, this week it became quickly OVERSOLD, bouncing off from a price area near the Inner Fence support  levels for CC=-1.
Another week down is possible but we see strong support in the 21250-20800 price area.
Should that support area be reached, it would be a good opportunity to re-enter this index's Bull market.


EQD | NIFTY Pullback Already OVERSOLD: Prepare for WEEKLY LONG Trade