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

Nasdaq 100 (NDX INDEX) Poised for Rebound After 4-Week Slump

Nasdaq 100 (NDX INDEX) Outlook: Is The Bear Market Over or Not?

Ohayo Japan | Wall Street Slips as Tech Drags, Trade War Fears Loom

MRM Research

Quantitative Research

Equity Derivatives

Nasdaq-100 Stock Index / Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nasdaq-100-stock-index" target="_blank" data-smartkarma-citation="entities:26197:1" rel="noopener">Nasdaq-100 INDEX</a> started to pull back last week, this is the second week down in a row and the index is <strong>very oversold</strong> according to our tactical model.</li>
<li>The DAILY model signals extreme oversold conditions, a reversal is imminent. The WEEKLY model is also oversold but still leaves room for further downside...</li>
<li>A possible scenario is a DAILY bounce (1 or 2 days up) followed by more WEEKLY downside (another 1-2 weeks down). This insight wil analyze only the WEEKLY model.</li>
</ul>


The Nasdaq-100 INDEX started to pull back last week, this is the second week down in a row and the index is very oversold according to our tactical model.
The DAILY model signals extreme oversold conditions, a reversal is imminent. The WEEKLY model is also oversold but still leaves room for further downside...
A possible scenario is a DAILY bounce (1 or 2 days up) followed by more WEEKLY downside (another 1-2 weeks down). This insight wil analyze only the WEEKLY model.


Nasdaq-100 Stock Index

Where Is the Nasdaq 100 Headed Next?