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

The Pullback Finally Begins; SPX and NDX Testing 2-Month Supports; Market Dynamics Shifting

Upgrading Materials to Market Weight; Rotation into Commodity Sectors; SPX/NDX Holding Above Support

Gold Breaking Out Above 3.5-Year Resistance as the U.S. Dollar (DXY) And Treasury Yields Roll Over

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>The S&amp;P500 has been falling for 3 weeks and 6 days, it is very oversold.</li>
<li>The current Market Reversal Matrix pattern suggests a high probability LONG trade for this coming week and the next.</li>
<li>The support price area where to enter LONG is the 4950-4900 but also higher prices between 5000 and 4950 could be a good entry point, although a bit riskier.</li>
</ul>


The S&amp;P500 has been falling for 3 weeks and 6 days, it is very oversold.
The current Market Reversal Matrix pattern suggests a high probability LONG trade for this coming week and the next.
The support price area where to enter LONG is the 4950-4900 but also higher prices between 5000 and 4950 could be a good entry point, although a bit riskier.


EQD | S&P500 Futures (ES) Deeply Oversold WEEKLY, Reversal (Probably) Imminent

S&P 500 INDEX

EQD | S&P500 Futures (ES) Deeply Oversold WEEKLY, Reversal (Probably) Imminent