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

RBI Rate Decision: Impact on Nifty 50 and NSE Banks, Insights and Strategies

NSE NIFTY50/ Vol Update / SEBI Intervenes Stalling Expiry Day Shift. IVs Pushed to 1Yr Lows.

Market Movers: Key Dates at a Glance (7 - 13 April)

Market Movers: Key Dates at a Glance (March 24-30)

NSE NIFTY50/ Vol Update / Expiry Day Shifted to Mondays - Expect Major Changes in Vol Dynamics

NIFTY Tactical Outlook: Profit Target Is About To Be Reached, What's Next?

Nifty Index Options Weekly (Mar 17 – 21): A Familiar Rally Pattern—We Outline a Hedge

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> had rallied quite hard the week before last week, then stalled last week, however its looks like maybe is changing in its trend structure, maybe a breakout...</li>
<li>However the breakout may have to wait a bit more, as the NIFTY is overbought WEEKLY according to our model: before the uptrend resumes, there will be a pullback.</li>
<li>Last: as written by <a href="https://www.smartkarma.com/companies/acegama-advisors" target="_blank" data-smartkarma-citation="companies:30807" rel="noopener">AceGama Advisors</a> the WEEKLY options expiry will be moved from Thursday to Monday, starting in April 2025, impacting the market. Read their insight for detailed analysis.</li>
</ul>


The NIFTY Index had rallied quite hard the week before last week, then stalled last week, however its looks like maybe is changing in its trend structure, maybe a breakout...
However the breakout may have to wait a bit more, as the NIFTY is overbought WEEKLY according to our model: before the uptrend resumes, there will be a pullback.
Last: as written by AceGama Advisors the WEEKLY options expiry will be moved from Thursday to Monday, starting in April 2025, impacting the market. Read their insight for detailed analysis.


NIFTY Outlook: Possible Breakout as Options Expiry Moves to Monday