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

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MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>In our previous <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> insight <a href="https://www.smartkarma.com/insights/fast-retailing-9983-jp-tactical-outlook-turning-oversold-potential-buy-ahead-of-sep-25-rebalance" target="_blank" rel="noopener">we identified a potential BUY opportunity</a> ahead of the September 25 rebalance, but the rally failed to materialize. </li>
<li>
The stock at the moment is oversold, according to our quantitative model, so we would like to review its tactical outlook in this insight.</li>
<li>
Right now, the stock is the most oversold of all the Asian stocks we track, probability of WEEKLY reversal stands at 72%, after last week's Close.</li>
</ul>


In our previous Fast Retailing (9983 JP) insight we identified a potential BUY opportunity ahead of the September 25 rebalance, but the rally failed to materialize. 

The stock at the moment is oversold, according to our quantitative model, so we would like to review its tactical outlook in this insight.

Right now, the stock is the most oversold of all the Asian stocks we track, probability of WEEKLY reversal stands at 72%, after last week's Close.


Fast Retailing (9983 JP) Tactical Outlook: Waiting for A Rally