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

July Short Selling Resumption in Korea: Local Market Info & Trading Considerations

FSS Head's Aggressive Remarks for Value-Up at NY Event, Incl. Short Selling Resumption Late June

MRM Research

Quantitative Research

Event-Driven

Korea Stock Exchange KOSPI 200 / Event-Driven

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>After 3 weeks up in a row the <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> is ripe for a pullback. </li>
<li>The reversal is probably going to begin this coming week.</li>
<li>If the index goes higher, look at 391 resistance targets to initiate SHORT trades or to cover your LONGs.</li>
</ul>


After 3 weeks up in a row the KOSPI 200 is ripe for a pullback. 
The reversal is probably going to begin this coming week.
If the index goes higher, look at 391 resistance targets to initiate SHORT trades or to cover your LONGs.


EQD | The KOSPI 200 Is Ready to Pullback (Again)