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 Option Implied Volatility - Opportunities in S&P/ASX 200, KOSPI 200, Nikkei 225, FTSE 100.

Tencent (700 HK): Top Trades: Strategies That Stand Out

Tencent - 27 Feb Options Expiry: Potentially Volatile Session Due to 500 Strike Open Interest

KOSPI 200 - Upcoming BOK Rate Decision: Navigating Market Moves and Profit Opportunities

Eqd | S&P/ASX 200 (AS51 INDEX) - RBA Decision: Will the Anticipated Rate Cut Drive the Market?

EQD | Westpac Banking (WBC AU) - Expected Move on Profit Announcement and Option Insights

MRM Research

Quantitative Research

Quantitative Analysis

South korea Consumer discretionary / Quantitative Analysis

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>The <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200 (KOSPI2 INDEX EQUITY)</a> had been in a downtrend since June 2024 and only recently started to rally again for periods longer than 1 week. </li>
<li>We don't know if the index is back to Bull Market mode, but if it is the rallies will followed by brief pullbacks, and these are opportunities to buy.</li>
<li>At the moment the <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200</a> is <strong>overbought</strong>, we are not saying it cannot go a bit higher but the upside should be somehow limited.</li>
</ul>


The KOSPI 200 (KOSPI2 INDEX EQUITY) had been in a downtrend since June 2024 and only recently started to rally again for periods longer than 1 week. 
We don't know if the index is back to Bull Market mode, but if it is the rallies will followed by brief pullbacks, and these are opportunities to buy.
At the moment the KOSPI 200 is overbought, we are not saying it cannot go a bit higher but the upside should be somehow limited.


The KOSPI 200's Rally: Profit Targets, Where to BUY