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 | Kospi 200 (KOSPI2) - Identifying Option Opportunities Amid Political Turmoil

EQD | Global Option Implied Volatility - From Nifty 50 to Bitcoin, Plus BTC-Bond Special

EQD | S&P/ASX 200 Index Option Strategy -Combining Record Low Volatility with Buy-The-Dip

EQD | The "Landing Area" For The KOSPI 200 Is In Sight

EQD | Global Option Implied Volatility - Kospi 200, Hang Seng, Nifty 50

EQD | Hang Seng (HSI Index) - Most Popular Option Strategies, Long Vola with Bearish Bias

EQD | Global Option Implied Volatility - Opportunities in Nifty 50, Nasdaq, ASX 200, FTSE 100, SMI

MRM Research

Quantitative Research

Event-Driven

Korea Stock Exchange KOSPI 200 / Event-Driven

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>Our <a href="https://www.smartkarma.com/insights/eqd-the-landing-area-for-the-kospi-200-is-in-sight" target="_blank" rel="noopener">previously posted</a> view on an upcoming <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200</a>'s rally has not been changed by the attempted political coup. The market pulled back a bit, no big deal.</li>
<li>The index is in the process of bottoming, as we will see from the analysis of our QUANTCHARTS / models.</li>
<li>Even if the index suddenly crashes, we have identified an area for support in that event (keep reading).</li>
</ul>


Our previously posted view on an upcoming KOSPI 200's rally has not been changed by the attempted political coup. The market pulled back a bit, no big deal.
The index is in the process of bottoming, as we will see from the analysis of our QUANTCHARTS / models.
Even if the index suddenly crashes, we have identified an area for support in that event (keep reading).


EQD | The KOSPI 200 Forecast (After The Attempted Coup)