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

Tactical Alert: Undervalued Stocks Poised to Rally This Week

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As you all know <a href="https://www.smartkarma.com/entities/china-mobile-ltd" target="_blank" data-smartkarma-citation="entities:27:1" rel="noopener">China Mobile (941 HK)</a> has strategically ramped up its ownership in <a href="https://www.smartkarma.com/entities/hkbn-ltd" target="_blank" data-smartkarma-citation="entities:289:1" rel="noopener">HKBN Ltd (1310 HK)</a>  aiming at full control/takeover, while navigating regulatory approvals and competitive bids.</li>
<li>The stock suffered a pretty big drop in the last 2 weeks, especially last week, when it reached 85.1. This week the stock started a small recovery rally.</li>
<li>Our model finds <a href="https://www.smartkarma.com/entities/china-mobile-ltd" target="_blank" data-smartkarma-citation="entities:27:1" rel="noopener">China Mobile</a><strong> oversold </strong>(short-term) but we cannot rule out a further drop to/below 83.2 (Q3 support), <strong>the current pattern is bearish: brief rally then down again.</strong>
</li>
</ul>


As you all know China Mobile (941 HK) has strategically ramped up its ownership in HKBN Ltd (1310 HK)  aiming at full control/takeover, while navigating regulatory approvals and competitive bids.
The stock suffered a pretty big drop in the last 2 weeks, especially last week, when it reached 85.1. This week the stock started a small recovery rally.
Our model finds China Mobile oversold (short-term) but we cannot rule out a further drop to/below 83.2 (Q3 support), the current pattern is bearish: brief rally then down again.



China Mobile (941 HK): Tactical Outlook as HKBN Deal Unfolds