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

Fast Retailing (9983 JP) Tactical Outlook: Exit or Hedge Your Position

Cross-Market Outlook: US Vs Asia — Who’s Overbought, Who’s Oversold?

Nikkei 225 (NKY) Outlook After Surprise Nov 5 Rebalance

Nikkei 225 Index Rebalance: 🚨Ibiden (4062 JP) To Replace Nidec (6594 JP) 🚨

[Japan Special] Ibiden (4062) Replaces Nidec (6594) In Nikkei 225 on Accounting - A VERY BIG DEAL

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>A look at our probabilistic tactical models for US and Asian Equities: comparing which stocks are overbought and which ones are oversold.</li>
<li>Most of the U.S. and Asian stocks we track are overbought, with <strong>Asian markets showing the strongest overbought conditions. </strong>
</li>
<li>
<a href="https://www.smartkarma.com/entities/meta-platforms-inc-class-a-facebook" target="_blank" data-smartkarma-citation="entities:665:1" rel="noopener">Meta (META US)</a>  and the <a href="https://www.smartkarma.com/entities/shanghai-shenzhen-csi-300-index" target="_blank" data-smartkarma-citation="entities:22906:1" rel="noopener">CSI 300 Index (SHSZ300)</a>  offer <strong>bargain-hunting opportunities for tactical investors.</strong>
</li>
</ul>


A look at our probabilistic tactical models for US and Asian Equities: comparing which stocks are overbought and which ones are oversold.
Most of the U.S. and Asian stocks we track are overbought, with Asian markets showing the strongest overbought conditions. 


Meta (META US)  and the CSI 300 Index (SHSZ300)  offer bargain-hunting opportunities for tactical investors.



TSMC (Taiwan Semiconductor Manufacturing) (2330 TT)

TSMC (Taiwan Semiconductor Manufacturing)

Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Cross-Market Outlook: US Vs Asia — Who’s Overbought, Who’s Oversold?(Nov 4, 2025)