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 | SPX WEEKLY Rally Is About to Stop (Temporarily), Then Continue Into April

Battle Lines Drawn As BABA Builds Out First/Last-Mile Capacity; But Who Will Fund 75+ Bn CNY CapEx?

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>The <a href="https://www.smartkarma.com/entities/s-p-500-index" target="_blank" data-smartkarma-citation="entities:22886:1" rel="noopener">SPX </a> has been rallying for 4 months, rising &gt;+24%, is is OVERBOUGHT but we see the current pullback as a BUY opportunity.</li>
<li>The index could pullback another 1-2 weeks before it restarts the rally.</li>
<li>Price areas to buy are between 5069 and 5000, lower prices may indicate a deeper correction is unfolding (lasting up to 3 weeks down in total).</li>
</ul>


The SPX  has been rallying for 4 months, rising &gt;+24%, is is OVERBOUGHT but we see the current pullback as a BUY opportunity.
The index could pullback another 1-2 weeks before it restarts the rally.
Price areas to buy are between 5069 and 5000, lower prices may indicate a deeper correction is unfolding (lasting up to 3 weeks down in total).


EQD | S&P500 WEEKLY Pull Back: BUY the Dip

S&P 500 INDEX

EQD | S&P500 WEEKLY Pull Back: BUY the Dip