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

Improving Market Dynamics; Outlook Remains Bullish; MSCI EAFE, ACWI Ex-US, Europe to Join the Party?

Continue to Ride the Trend Higher; Upgrading Discretionary to Overweight; Overweight Mid/Small-Caps

Buy the Pullback Again; S&P 500, Nasdaq 100, Russell 2000 Testing Confluence of Support

MRM Research

Quantitative Research

Quantitative Analysis

<ul>
<li>The <a href="https://www.smartkarma.com/entities/united-states-treasury" target="_blank" data-smartkarma-citation="entities:22878:1" rel="noopener">10 Yr US Treasury (GT10 GOVT)</a> has been rising for 4 weeks now, while the  <strong>CBOT 10-Year T-Note Futures (ZN) have been falling for 3 weeks.</strong>
</li>
<li>US 10 Year Treasuries Yields are currently in an uptrend, but our models indicate soon there will be a (temporary) pullback.</li>
<li>The pullback may offer an <strong>opportunity for US Treasuries buyers, to enter/re-enter at a better price</strong>. </li>
</ul>


The 10 Yr US Treasury (GT10 GOVT) has been rising for 4 weeks now, while the  CBOT 10-Year T-Note Futures (ZN) have been falling for 3 weeks.

US 10 Year Treasuries Yields are currently in an uptrend, but our models indicate soon there will be a (temporary) pullback.
The pullback may offer an opportunity for US Treasuries buyers, to enter/re-enter at a better price. 


US 10-Year Treasuries OVERSOLD: Where to Enter LONG for a Potential Rally