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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EQD | Is It Time for a NIFTY Index Pullback?

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MRM Research

Quantitative Research

Event-Driven

<ul>
<li>7 weeks up in a row and very overbought, the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> could pullback from its highs this week and/or the next.</li>
<li>A pullback to the 21008-20542 support area could be an occasion to enter LONG, profitable if the index rebounds from there and continues to rally into January.</li>
<li>The potential pullback appears to be a short-lived retracement down, based on MRM pattern readings. </li>
</ul>


7 weeks up in a row and very overbought, the NIFTY Index could pullback from its highs this week and/or the next.
A pullback to the 21008-20542 support area could be an occasion to enter LONG, profitable if the index rebounds from there and continues to rally into January.
The potential pullback appears to be a short-lived retracement down, based on MRM pattern readings. 


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