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

Global Stocks Outlook: Where Is the Bottom for This Crash?

TRUMP'S TARIFFICATION: The Market's Willful Ignorance

MRM Research

Quantitative Research

Equity Derivatives

Nasdaq-100 Stock Index / Equity Derivatives

<ul>
<li>This insight will be different from the usual format: its goal is help those reading our insights and using our models to apply our analysis during a financial crisis.</li>
<li>Take this as a sort of "user manual" to use our models during the Bear Market caused by Trump's Tariffs War.</li>
<li>The <a href="https://www.smartkarma.com/entities/nasdaq-100-stock-index" target="_blank" data-smartkarma-citation="entities:26197:1" rel="noopener">Nasdaq-100 Stock Index (NDX INDEX)</a> WEEKLY will be analyzed to make some clarifications and examples.</li>
</ul>


This insight will be different from the usual format: its goal is help those reading our insights and using our models to apply our analysis during a financial crisis.
Take this as a sort of "user manual" to use our models during the Bear Market caused by Trump's Tariffs War.
The Nasdaq-100 Stock Index (NDX INDEX) WEEKLY will be analyzed to make some clarifications and examples.


Nasdaq 100 (NDX) And Trump's Tariffs War: How To Read Our Insights/Models During A Bear Market/Crash