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

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

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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> fell for longer than expected <a href="https://www.smartkarma.com/insights/byd-1211-hk-outlook-following-regulatory-pushback-on-market-dominance" target="_blank" rel="noopener">since our last insight was published</a>. We said that if BYD was going to fall below 120, the trend would become bearish.</li>
<li>The stock did not fall a lot, it briefly reached below our 120 support level (75% probability of reversal), <strong>but has been down for 5 weeks. It is oversold</strong>.</li>
<li>
<strong>The big question now is: can BYD recover and start to trend up again?</strong> Or are we going to see a small bounce from oversold levels, followed by lower prices?</li>
</ul>



BYD (1211 HK) fell for longer than expected since our last insight was published. We said that if BYD was going to fall below 120, the trend would become bearish.
The stock did not fall a lot, it briefly reached below our 120 support level (75% probability of reversal), but has been down for 5 weeks. It is oversold.

The big question now is: can BYD recover and start to trend up again? Or are we going to see a small bounce from oversold levels, followed by lower prices?


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