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

EQD | The HSI Rebound Can Reach Higher Prices in August

EQD | The HSI Is Ripe For A Rally In August (IF July's Close Is Negative)

EQD | HSI May Pull Back, Levels to BUY For Rally Continuation In September

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

Hang Seng Index (HSI) Rebalance: Meh (Or Will We Ever Get to 100 Stocks?)

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>In a <a href="https://www.smartkarma.com/insights/eqd-hsi-may-pull-back-levels-to-buy-for-rally-continuation-in-september" target="_blank" rel="noopener">previous insight</a> we have postulated that a pullback may be behind the corner for the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index (HSI INDEX).</a>
</li>
<li>We said the pullback could come the week after the insight was published, or the following week (i.e. this week). Last week closed up, the index could retrace this week.</li>
<li>In this insight we want to update the levels to buy LONG for this week, to benefit from a highly probable continuation of the rally in September.</li>
</ul>


In a previous insight we have postulated that a pullback may be behind the corner for the Hang Seng Index (HSI INDEX).

We said the pullback could come the week after the insight was published, or the following week (i.e. this week). Last week closed up, the index could retrace this week.
In this insight we want to update the levels to buy LONG for this week, to benefit from a highly probable continuation of the rally in September.


EQD | (Updated) Support Levels to BUY For HSI Index Rally Continuation In September