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) Options: Unpacking the Top Trades of the Week

JD.com (9618 HK): Top Trades and Strategic Insights from HKEX Options Trading

Meituan (3690 HK) Options: Unpacking the Top Trades of the Week

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

HSTECH Index Rebalance Preview: BYD (1211 HK) Could Replace China Literature (772 HK); Huge Trade

Midea Group (300 HK): Cornerstone Lock-Up Expiry and Upcoming Index Flows

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<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> has been rallying hard since its 309.80 bottom in early april, the stock closed at 465.20 last Friday, a +50% rally! Probably well deserved.</li>
<li>This insight analyzes the short-term tactical outlook on a WEEKLY time period basis. Our model finds that the stock is currently very overbought, however some upside is still possible.
</li>
<li>
You may want to consider hedging your bets with some puts (probably cheap at this point), 1-2 weeks expiry, to protect against a (probably mild), upcoming pullback.</li>
</ul>



BYD (1211 HK) has been rallying hard since its 309.80 bottom in early april, the stock closed at 465.20 last Friday, a +50% rally! Probably well deserved.
This insight analyzes the short-term tactical outlook on a WEEKLY time period basis. Our model finds that the stock is currently very overbought, however some upside is still possible.


You may want to consider hedging your bets with some puts (probably cheap at this point), 1-2 weeks expiry, to protect against a (probably mild), upcoming pullback.


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