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: Bottoming, But Wait to Buy The Dips...

Selective Volatility Picks Emerge Across HSI Stocks

BYD (1211 HK) Earnings on 30 Oct: Options Price in Larger-Than-Usual Move

BYD (1211 HK) Tactical Outlook: Rally or Bear Rally?

BYD (1211 HK) Tactical Outlook: Maybe Soon Is Time to BUY...

BYD (1211 HK): Flat Sales Volume in August and Lower Margin in 1H25

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> is currently in a position from where it could rally. Our <a href="https://www.smartkarma.com/insights/byd-1211-hk-tactical-outlook-rally-or-bear-rally" target="_blank" rel="noopener">previous insight</a> suggested a possible bottoming area around 100.9 but the stock never reached that low.</li>
<li>This week the stock rallied to 114.7, then pulled back. <strong>If the stock is temporarily bottoming, it could rally past 115 and up to 130 from here. </strong>
</li>
<li>According to our TIME MODEL the duration of the rally could be up to 3-4 weeks (2-3 more weeks up from here).</li>
</ul>



BYD (1211 HK) is currently in a position from where it could rally. Our previous insight suggested a possible bottoming area around 100.9 but the stock never reached that low.
This week the stock rallied to 114.7, then pulled back. If the stock is temporarily bottoming, it could rally past 115 and up to 130 from here. 

According to our TIME MODEL the duration of the rally could be up to 3-4 weeks (2-3 more weeks up from here).


BYD (1211 HK) Tactical Outlook: A Rally May Be Underway