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

MRM Research

Quantitative Research

Quantitative Analysis

India Consumer discretionary / Quantitative Analysis

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index (NIFTY INDEX)</a> has been rallying up for 2 weeks: our QUANTCHARTS WEEKLY time model indicate there is little room left to go higher (+1 more week).</li>
<li>From the perspective of the WEEKLY price model, the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY</a> has reached overbought levels (75% probability of reversal) during the past week, but it could still go a bit higher.</li>
<li>Even if the index can rally a bit more this week, we suggest you wait for the pullback, before adding more LONG positions (the rally should continue after the pullback).</li>
</ul>


The NIFTY Index (NIFTY INDEX) has been rallying up for 2 weeks: our QUANTCHARTS WEEKLY time model indicate there is little room left to go higher (+1 more week).
From the perspective of the WEEKLY price model, the NIFTY has reached overbought levels (75% probability of reversal) during the past week, but it could still go a bit higher.
Even if the index can rally a bit more this week, we suggest you wait for the pullback, before adding more LONG positions (the rally should continue after the pullback).


NIFTY Index Not Ready to Rally: A Pullback Will Come First