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: Waiting for A Rally

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Nikkei 225 Index Rebalance Preview (Sep 2025): Potential Adds, Deletes, PAF, Capping & Other Changes

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>In his recent insight, <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> stated that <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 CPAF will stay the same at the September 25 Nikkei 225 Index rebalance.</li>
<li>The stock is turning oversold—not yet extreme, but notable. Historically, this short-term downtrend pattern often reversed after two weeks of declines; we are now in the second consecutive week lower.</li>
<li>Monitor the 47150 support level: the stock is trading at 47810 at the moment of writing, if it goes at or below 47150 it will start to be clearly oversold.
</li>
</ul>


In his recent insight, Brian Freitas stated that Fast Retailing (9983 JP)'s CPAF will stay the same at the September 25 Nikkei 225 Index rebalance.
The stock is turning oversold—not yet extreme, but notable. Historically, this short-term downtrend pattern often reversed after two weeks of declines; we are now in the second consecutive week lower.
Monitor the 47150 support level: the stock is trading at 47810 at the moment of writing, if it goes at or below 47150 it will start to be clearly oversold.



Fast Retailing (9983 JP) Tactical Outlook: Turning OVERSOLD, Potential BUY Ahead of Sep-25 Rebalance