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

Fast Retailing (9983 JP)Tactical Setup:  Buy-This-Dip

Fast Retailing (9983) | Buying Opportunity Ahead of Q2 Results

Fast Retailing (9983) | Japan Delivers as Tariffs Start to Impact

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/profiles/mark-chadwick-b029e12b-877a-4796-9fc2-726aa7084ed5" target="_blank" data-smartkarma-citation="accounts:10765" rel="noopener">Mark Chadwick</a> highlighted <a href="https://www.smartkarma.com/entities/fast-retailing-co-ltd" target="_blank" data-smartkarma-citation="entities:751:1" rel="noopener">Fast Retailing (9983 JP)</a> 's outlook in 2 recent insights, before and after Q2 earnings: his DCF model for this stock suggests roughly a +13% upside.</li>
<li>This week the stock rallied from the crash at the start of the week, closing a bit higher than the previous week (it had closed 1 week down, CC=-1).</li>
<li>Assuming the stock may rally further from here, pushed by good Q2 results, let's have a look to our model to analyze some profit targets.</li>
</ul>



Mark Chadwick highlighted Fast Retailing (9983 JP) 's outlook in 2 recent insights, before and after Q2 earnings: his DCF model for this stock suggests roughly a +13% upside.
This week the stock rallied from the crash at the start of the week, closing a bit higher than the previous week (it had closed 1 week down, CC=-1).
Assuming the stock may rally further from here, pushed by good Q2 results, let's have a look to our model to analyze some profit targets.


Fast Retailing (9983 JP) Profit Targets After Q2 Results