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

TSMC 1H25 Revenue up 37% YoY. Upside to Full Year Outlook. AI and CoWoS Revenue Double in 2025.

TSMC. Full Steam Ahead Despite Tariff Threats & China Bans. For Now.

What TSMC’s 1Q25 Results Reveal About the Future of Chipmaking in the U.S. (Structural Long)

Asian Equities: Growth at Reasonable Price After This Dislocation

Taiwan Tech Weekly: TSMC 1Q25 Results & The 2nm Frontline; Mediatek Vs. TSMC Valuation; PC 1Q25 Data

MRM Research

Quantitative Research

Equity Derivatives

Taiwan Semiconductor (TSMC) / Equity Derivatives

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<a href="https://www.smartkarma.com/entities/taiwan-semiconductor-manufacturing-company" target="_blank" data-smartkarma-citation="entities:11230:1" rel="noopener">Taiwan Semiconductor (TSMC) (2330 TT)</a> has lost nearly 30% of its value since its mid-January peak—half of that decline occurred by early March, prior to Trump’s tariff announcement. </li>
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The stock is very oversold, although it bounced off its lows last week, and reached 903 this Monday. This insight will analyze how far this rebound can go.
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<li>Earnings will be reported on April 17. Our model suggests the stock has room to move in either direction—the results will be the catalyst. Check out our targets.
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Taiwan Semiconductor (TSMC) (2330 TT) has lost nearly 30% of its value since its mid-January peak—half of that decline occurred by early March, prior to Trump’s tariff announcement. 

The stock is very oversold, although it bounced off its lows last week, and reached 903 this Monday. This insight will analyze how far this rebound can go.

Earnings will be reported on April 17. Our model suggests the stock has room to move in either direction—the results will be the catalyst. Check out our targets.



TSMC (2330.TT) Tactical Outlook Before 1Q25 Earnings Release