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 Pullback Already OVERSOLD: Prepare for WEEKLY LONG Trade

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

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

EQD | NIFTY WEEKLY Pullback: Where to Re-Enter LONG?

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> closed up last week (CC=+1), it is not overbought yet but it could become so at the end of this week (Friday).</li>
<li>Resistance begins at 22280/22800, these are the price areas from where SHORT trades can be initiated (target: 1 weeks reversal, close trade at Close).</li>
<li>Covering LONG holdings with Covered CALLs is also possible, Strikes should be =&gt;22800.</li>
</ul>


The NIFTY Index closed up last week (CC=+1), it is not overbought yet but it could become so at the end of this week (Friday).
Resistance begins at 22280/22800, these are the price areas from where SHORT trades can be initiated (target: 1 weeks reversal, close trade at Close).
Covering LONG holdings with Covered CALLs is also possible, Strikes should be =&gt;22800.


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