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

Banking on Success: A Long-Short Strategy for Nifty Banks

HDFC Bank - Recuperation Progressing Well

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/hdfc-bank-ltd-4b6b7a92-9087-468d-9dbe-ab169e77f014" target="_blank" data-smartkarma-citation="entities:558:1" rel="noopener">HDFC Bank (HDFCB IN)</a> is one of those few stocks that were nearly unaffected by the recent market turmoil (-5.7% pullback, peak to bottom and now at new highs).</li>
<li>
<a href="https://www.smartkarma.com/insights/time-to-buy-hdfc-bank-hdfcb-in" target="_blank" rel="noopener">Our insight in January 14th 2025</a> signaled a strong buy opportunity, the stock rallied +13% from there.</li>
<li>Now the stock has reached its previous all time highs, and may become overbought. Long-term outlook remains positive, but a short-term pullback is possible in the next 2 weeks.</li>
</ul>



HDFC Bank (HDFCB IN) is one of those few stocks that were nearly unaffected by the recent market turmoil (-5.7% pullback, peak to bottom and now at new highs).

Our insight in January 14th 2025 signaled a strong buy opportunity, the stock rallied +13% from there.
Now the stock has reached its previous all time highs, and may become overbought. Long-term outlook remains positive, but a short-term pullback is possible in the next 2 weeks.


Time to Sell HDFC Bank? Stock Nears Record High and Slightly Overbought