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 | ULTRAOVERBOUGHT APAC Markets, SHORT Targets

MRM Research

Quantitative Research

Event-Driven

<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 currently up 3 weeks and OVERBOUGHT, a correction is expected very soon, probably this week. </li>
<li>The pullback is an opportunity to add LONG positions, the area to enter LONG is 7400-7300. </li>
<li>If the rally continues after the pullback, it can continue into the end of January.</li>
</ul>


The S&amp;P/ASX 200 INDEX is currently up 3 weeks and OVERBOUGHT, a correction is expected very soon, probably this week. 
The pullback is an opportunity to add LONG positions, the area to enter LONG is 7400-7300. 
If the rally continues after the pullback, it can continue into the end of January.


EQD | S&P/ASX200 Pullback This Week: Where to Re-Enter LONG?