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).

My proprietary models can be accessed directly at www.qantrading.com

Quantitative Researcher

Asian Stocks Tactical Outlook (Week Nov 24 – Nov 28)

Asian Stocks Tactical Outlook (Week Nov 17 – Nov 21)

MRM Research

Quantitative Research

Equity Derivatives

TSMC (Taiwan Semiconductor Manufacturing) / Equity Derivatives

TSMC (Taiwan Semiconductor Manufacturing) (2330 TT)

TSMC (Taiwan Semiconductor Manufacturing)

<ul>
<li>A tactical snapshot of the Asian and US indices and stocks we cover.</li>
<li>Many Asian and US stocks are getting overbought. Wednesday's Fed meeting is a potential volatility trigger, consider hedging or short exposure.</li>
<li>
<a href="https://www.smartkarma.com/entities/china-mobile-ltd" target="_blank" data-smartkarma-citation="entities:27:1" rel="noopener">China Mobile (941 HK)</a>, <a href="https://www.smartkarma.com/entities/toyota-motor-corp" target="_blank" data-smartkarma-citation="entities:73:1" rel="noopener">Toyota Motor (7203 JP)</a> , <a href="https://www.smartkarma.com/entities/amazon-com-inc" target="_blank" data-smartkarma-citation="entities:409:1" rel="noopener">Amazon (AMZN US)</a> are the only stocks a bit oversold, possibly worth considering for LONG trades, at the moment.</li>
</ul>


A tactical snapshot of the Asian and US indices and stocks we cover.
Many Asian and US stocks are getting overbought. Wednesday's Fed meeting is a potential volatility trigger, consider hedging or short exposure.

China Mobile (941 HK), Toyota Motor (7203 JP) , Amazon (AMZN US) are the only stocks a bit oversold, possibly worth considering for LONG trades, at the moment.


Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Asian and US Stocks Tactical Outlook Before Fed Meeting