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 | S&P/ASX200 Going Down... (Approaching Support to Go LONG)

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> closed last week down at 7421.20 (CC=-1). The index was rallying in the previous weeks, but then pulled back before reaching the previous all time highs.</li>
<li>The next strong support for a LONG trade is 7288 (Q3 support), but there is a risk of a slide to lower levels, so hedge your LONG trades.</li>
<li>This looks like a temporary correction (buy-the-dip opportunity to add LONG positions, or to re-enter LONG at better prices).</li>
</ul>


The S&amp;P/ASX 200 INDEX closed last week down at 7421.20 (CC=-1). The index was rallying in the previous weeks, but then pulled back before reaching the previous all time highs.
The next strong support for a LONG trade is 7288 (Q3 support), but there is a risk of a slide to lower levels, so hedge your LONG trades.
This looks like a temporary correction (buy-the-dip opportunity to add LONG positions, or to re-enter LONG at better prices).


EQD | S&P/ASX200 WEEKLY LONG Supports Reset, Ready for Bounce?