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 Rally Resistance Targets Approaching: Reversal?

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

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>The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> was supposed to continue its rally but has stalled a bit this week.</li>
<li>This modest pullback could be a buy-the-dip opportunity, based on our WEEKLY models reading.</li>
<li>The price support area to buy is between the Last WEEKLY Close and  21229.</li>
</ul>


The NIFTY Index was supposed to continue its rally but has stalled a bit this week.
This modest pullback could be a buy-the-dip opportunity, based on our WEEKLY models reading.
The price support area to buy is between the Last WEEKLY Close and  21229.


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