Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher, Algorithmic Trader and former 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 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 make 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 by humans. This approach is very labour-intensive but produces forecasts that have a clearly understandable/explainable rationale (no black-boxes).

Quantitative Researcher

EQD | S&P/ASX200 Directionless or Downtrending?

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MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 INDEX</a> is trading below the Q3 WEEKLY support at 7072 (OVERSOLD). It closed down 2 weeks in a row (CC=-2) and this week is also down (CC=-3).</li>
<li>As previously discussed the index is stuck in a range since August 2021, but from a short-term tactical viewpoint it could bounce soon, still remaining in range.</li>
<li>Current support range is 7072-6900, there is a good chance to see a bounce from this area within 2 weeks.</li>
</ul>


The S&amp;P/ASX 200 INDEX is trading below the Q3 WEEKLY support at 7072 (OVERSOLD). It closed down 2 weeks in a row (CC=-2) and this week is also down (CC=-3).
As previously discussed the index is stuck in a range since August 2021, but from a short-term tactical viewpoint it could bounce soon, still remaining in range.
Current support range is 7072-6900, there is a good chance to see a bounce from this area within 2 weeks.


EQD | S&P/ASX200 Index Stuck, But Could Bounce Soon