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

Apple's $4 Trillion Milestone: What Challenges Lie Ahead in 2025?

MRM Research

Quantitative Research

Quantitative Analysis

<ul>
<li>
<a href="https://www.smartkarma.com/entities/apple-inc" target="_blank" data-smartkarma-citation="entities:666:1" rel="noopener">Apple (AAPL US)</a> has been downtrending for the past 4 weeks, reaching deeply oversold levels on both our TIME and PRICE quantitative models. Our models are flashing a BUY signal.</li>
<li>On January 30th <a href="https://www.smartkarma.com/entities/apple-inc" target="_blank" data-smartkarma-citation="entities:666:1" rel="noopener">Apple (AAPL US)</a> will release its quarterly earnings: despite the stock’s current underperformance, most analysts remain optimistic about Apple’s future.</li>
<li>Recently, US President's Trump announced that Apple was planning a “massive investment” in the U.S. This was part of Trump’s initiative to accelerate major corporate investments in the country.</li>
</ul>



Apple (AAPL US) has been downtrending for the past 4 weeks, reaching deeply oversold levels on both our TIME and PRICE quantitative models. Our models are flashing a BUY signal.
On January 30th Apple (AAPL US) will release its quarterly earnings: despite the stock’s current underperformance, most analysts remain optimistic about Apple’s future.
Recently, US President's Trump announced that Apple was planning a “massive investment” in the U.S. This was part of Trump’s initiative to accelerate major corporate investments in the country.


It's AAPL A BUY? Oversold Models Indicate So, Ahead of Quarterly Earnings