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

Nvidia: Jan-25 Beat, Apr-25 Beat, Blackwell Demand Is “extraordinary“, Gross Margins Will Improve

NVIDIA Q425 Beats, Raises, Market Yawns, Then Vomits. A Lake Wobegon Moment Perhaps?

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/nvidia-corp" target="_blank" data-smartkarma-citation="entities:5891:1" rel="noopener">NVIDIA Corp (NVDA US)</a> will release its earnings at the end of today's US session. This insight offers a quick view of possible support and resistance for derivatives traders.</li>
<li>The stock is currently mildly oversold, aroud 50% probability of reversal according to our quantitative PRICE model and about 78% probability of reversal according to our quantitative TIME model.</li>
<li>
<strong>WEEKLY TACTICAL TARGETS</strong>: buy below 125 (with room to go to 92 if the earnings are disappointing) and sell above 147 (the limit should be 161). </li>
</ul>



NVIDIA Corp (NVDA US) will release its earnings at the end of today's US session. This insight offers a quick view of possible support and resistance for derivatives traders.
The stock is currently mildly oversold, aroud 50% probability of reversal according to our quantitative PRICE model and about 78% probability of reversal according to our quantitative TIME model.

WEEKLY TACTICAL TARGETS: buy below 125 (with room to go to 92 if the earnings are disappointing) and sell above 147 (the limit should be 161). 


NVIDIA (NVDA US) Support and Resistance Targets Post-Earnings