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

BYD (1211 HK): Leverage Softening Fundamentals with Short Calls

JD.com (9618 HK / JD US): Top Option Trades Reveal Strong Bearish Sentiment

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

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>A tactical snapshot of the Asian indices and stocks we cover.</li>
<li>
<strong>Multiple Asian stocks we track are flashing oversold signals</strong>—creating tactical long setups worth considerin.</li>
<li>We find <strong>no overbought stocks or indices in Asia at present</strong>. US equities show the same pattern, indicating a synchronized global market pullback</li>
</ul>


A tactical snapshot of the Asian indices and stocks we cover.

Multiple Asian stocks we track are flashing oversold signals—creating tactical long setups worth considerin.
We find no overbought stocks or indices in Asia at present. US equities show the same pattern, indicating a synchronized global market pullback


TSMC (Taiwan Semiconductor Manufacturing) (2330 TT)

TSMC (Taiwan Semiconductor Manufacturing)

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

Hang Seng Index

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