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: A Rally May Be Underway

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

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

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

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

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

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>In our <a href="https://www.smartkarma.com/insights/byd-1211-hk-tactical-outlook-maybe-soon-is-time-to-buy" target="_blank" rel="noopener">previous insight from September 2</a> we suggested if <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> reached 102 could have been a good BUY signal. </li>
<li>It took a bit more than a couple of week for the stock to <strong>bottom at 102.80</strong> (this week), then <strong>rally 10%  to 113.50</strong>. Impressive, but....</li>
<li>... it could be a Bear rally, so in this insight we will try to assess <a href="https://www.smartkarma.com/entities/byd-co-ltd-h" target="_blank" data-smartkarma-citation="entities:20962:1" rel="noopener">BYD</a> upside potential, and suggest some tactical positioning for the next few weeks.</li>
</ul>


In our previous insight from September 2 we suggested if BYD (1211 HK) reached 102 could have been a good BUY signal. 
It took a bit more than a couple of week for the stock to bottom at 102.80 (this week), then rally 10%  to 113.50. Impressive, but....
... it could be a Bear rally, so in this insight we will try to assess BYD upside potential, and suggest some tactical positioning for the next few weeks.


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