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) Tactical Outlook: Maybe Soon Is Time to BUY...

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Global Markets Tactical Outlook: Week of August 4 – August 8

Global Markets Tactical Outlook: Week of July 28 – August 1

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>After an explosive rally in the first part of the year <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> started to sputter in mid-May and has been downtrending since.</li>
<li>
<a href="https://www.smartkarma.com/entities/byd-co-ltd-h" target="_blank" data-smartkarma-citation="entities:20962:1" rel="noopener">BYD</a> was starting to be oversold at the end of last week, as shown in our latest <a href="https://www.smartkarma.com/compose/insight/197392/Global%20Markets%20Tactical%20Outlook%20WEEKLY" target="_blank" rel="noopener">Global Markets Tactical Outlook WEEKLY</a> insight, but this week started a relief rally.</li>
<li>However, the current trend pattern is NOT BULLISH according to our model, the stock could fall again after a 1-2 weeks bounce. Profit target: <strong>116-123</strong> price zone.</li>
</ul>


After an explosive rally in the first part of the year BYD (1211 HK) started to sputter in mid-May and has been downtrending since.

BYD was starting to be oversold at the end of last week, as shown in our latest Global Markets Tactical Outlook WEEKLY insight, but this week started a relief rally.
However, the current trend pattern is NOT BULLISH according to our model, the stock could fall again after a 1-2 weeks bounce. Profit target: 116-123 price zone.


BYD (1211 HK)'s Current Relief Rally May Lead to Another Pullback