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: Rally or Bear Rally?

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

BYD (1211 HK) Tactical Outlook: Bottoming, But Wait to Buy The Dips...

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

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

Global Markets Tactical Outlook WEEKLY: August 11 – August 15

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>In our <a href="https://www.smartkarma.com/insights/byd-1211-hk-s-current-relief-rally-may-lead-to-another-pullback" target="_blank" rel="noopener">previous insight</a> we correctly forecasted a short-lived, 2-3 weeks relief rally for <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> , followed by a new downtrend (started this week). </li>
<li>The stock went into OVERSOLD territory according to our model, this week. It's however a bit early to BUY, the stock could fall more.</li>
<li>If <a href="https://www.smartkarma.com/entities/byd-co-ltd-h" target="_blank" data-smartkarma-citation="entities:20962:1" rel="noopener">BYD</a> reaches 102 next week, or the following week, that would be a very good place to BUY. A catalyst could bring the stock back to 140-150.</li>
</ul>


In our previous insight we correctly forecasted a short-lived, 2-3 weeks relief rally for BYD (1211 HK) , followed by a new downtrend (started this week). 
The stock went into OVERSOLD territory according to our model, this week. It's however a bit early to BUY, the stock could fall more.
If BYD reaches 102 next week, or the following week, that would be a very good place to BUY. A catalyst could bring the stock back to 140-150.


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