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).

Quantitative Researcher

EQD | Here Is Why the S&P500 MONTHLY Rally Could Continue in December

EQD | A Quick US/Global Equities Correction IS Possible Soon (...a Really OVERSOLD VIX...)

EQD | Nikkei 225 (NKY) Forecast for October: Not So Good...

EQD | Nikkei 225 MONTHLY Rally May Be Finally Coming

EQD | If the Nikkei Begins to Rally, Where Will It Encounter Resistance?

Battle Lines Drawn As BABA Builds Out First/Last-Mile Capacity; But Who Will Fund 75+ Bn CNY CapEx?

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei</a> closed the month of October down, 4 months down in a row (CC=-4), very OVERSOLD MONTHLY. The 30600 support indicated in our last MONTHLY insight did hold somehow. </li>
<li>We think the Nikkei could continue to rally in November, but this explosive, fast rally, at one point will have to retrace back, before it can continue up. </li>
<li>The index could rally for 2 months, into December. The target prices for the end of the rally are near 34000.</li>
</ul>


The Nikkei closed the month of October down, 4 months down in a row (CC=-4), very OVERSOLD MONTHLY. The 30600 support indicated in our last MONTHLY insight did hold somehow. 
We think the Nikkei could continue to rally in November, but this explosive, fast rally, at one point will have to retrace back, before it can continue up. 
The index could rally for 2 months, into December. The target prices for the end of the rally are near 34000.


EQD | Nikkei 225 (NKY)'s November Rally: How Far Can It GO?