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) Top Trades Highlight Bearish Bias Among HK Option Traders

JD.com (9618 HK) Top Option Trades: Bullish Butterfly Stands Out Amond Bearish Sentiment

BYD (1211 HK) Outlook Under Pressure as Sales Momentum Fades

BYD (1211 HK): Authorities Halting Severe Competition Throughout Industry and Industry Chain

BYD (1211 HK) Outlook: Near-Term Upside Still Possible, but Rally Looks Stretched...

HSTECH Index Rebalance: BYD (1211 HK) To Replace China Literature (772 HK) As Trade Hits US$6bn

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As reported by <a href="https://www.smartkarma.com/profiles/ming-lu" target="_blank" data-smartkarma-citation="accounts:2496" rel="noopener">Ming Lu</a>, Chinese regulators are pushing back against <a href="https://www.smartkarma.com/entities/byd-co-ltd-h" target="_blank" data-smartkarma-citation="entities:20962:1" rel="noopener">BYD (1211 HK)</a>’s dominance, which has strained smaller domestic EV competitors. Read his latest BYD insight for more details.</li>
<li>
<a href="https://www.smartkarma.com/insights/byd-1211-hk-outlook-near-term-upside-still-possible-but-rally-looks-stretched" target="_blank" rel="noopener">In a recent insight</a>we signaled <a href="https://www.smartkarma.com/entities/byd-co-ltd-h" target="_blank" data-smartkarma-citation="entities:20962:1" rel="noopener">BYD</a> was tactically overbought. The stock fell rapidly right after.
</li>
<li>The stock is currently mildly oversold according to our WEEKLY model: it could fall a bit more, but if this week closes in negative territory there could be a rebound.</li>
</ul>


As reported by Ming Lu, Chinese regulators are pushing back against BYD (1211 HK)’s dominance, which has strained smaller domestic EV competitors. Read his latest BYD insight for more details.

In a recent insightwe signaled BYD was tactically overbought. The stock fell rapidly right after.

The stock is currently mildly oversold according to our WEEKLY model: it could fall a bit more, but if this week closes in negative territory there could be a rebound.


BYD (1211 HK) Outlook Following Regulatory Pushback on Market Dominance