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

Lead Shorts, Where to Cover and Re Set Longs.

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">S&amp;P 500 INDEX</a> rally that started in October 2022 is currently encountering some turbulence, possibly due to various factors including the recent US credit downgrade by Fitch.</li>
<li>The current WEEKLY pullback may be an opportunity to accumulate LONG position, buy&amp; hold trade.</li>
<li>The price area to buy where is between 4540 and 4332: probability of the uptrend resuming from there is between 50% and 75% based on current pattern readings.</li>
</ul>


The S&amp;P 500 INDEX rally that started in October 2022 is currently encountering some turbulence, possibly due to various factors including the recent US credit downgrade by Fitch.
The current WEEKLY pullback may be an opportunity to accumulate LONG position, buy&amp; hold trade.
The price area to buy where is between 4540 and 4332: probability of the uptrend resuming from there is between 50% and 75% based on current pattern readings.


Coca Cola Bottling Co. Consolidated (COKE US)

EQD | SPX INDEX WEEKLY Supports After US Credit Downgrade