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

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 225 INDEX</a> has rebounded strongly in the past 2 weeks, there is a chance that it starts to pull back this week.</li>
<li>This insight will try to evaluate what support levels could be good to buy, assuming the index resumes its uptrend after the pullback. </li>
<li>The index could fall for 1 or 2 weeks, the current pullback pattern is bullish (i.e. buy-the-dip).</li>
</ul>


The Nikkei 225 INDEX has rebounded strongly in the past 2 weeks, there is a chance that it starts to pull back this week.
This insight will try to evaluate what support levels could be good to buy, assuming the index resumes its uptrend after the pullback. 
The index could fall for 1 or 2 weeks, the current pullback pattern is bullish (i.e. buy-the-dip).


EQD | What If The Nikkei 225 Pulls Back This Week? (Buy Here)