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

Toyota (7203 JP // TM US) Hits Overbought: Rich Options for Tactical Shorts

Cheap Vs. Rich Volatility: What Cones Reveal in Tencent, HSBC, Meituan & More

Global Markets Tactical Outlook WEEKLY: September 1 – September 5

Global Markets Tactical Outlook WEEKLY: August 11 – August 15

Global Markets Tactical Outlook WEEKLY: August 18 – August 22

Global Markets Tactical Outlook: Week of August 4 – August 8

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>A quick synoptic look at the tactical setups for the indices, stocks, commodities and bonds we cover, for the week August 25 - August 29. .XLSX MODEL DATA FILE ATTACHED.</li>
<li>
<strong>OVERBOUGHT at the WEEKLY Close</strong>: <a href="https://www.smartkarma.com/entities/alphabet-inc-cl-c" target="_blank" data-smartkarma-citation="entities:11369:1" rel="noopener">Alphabet</a>, <a href="https://www.smartkarma.com/entities/s-p-500-index" target="_blank" data-smartkarma-citation="entities:22886:1" rel="noopener">S&amp;P 500 INDEX </a>, <a href="https://www.smartkarma.com/entities/tesla-inc" target="_blank" data-smartkarma-citation="entities:20279:1" rel="noopener">Tesla</a> , <a href="https://www.smartkarma.com/entities/china-mobile-ltd" target="_blank" data-smartkarma-citation="entities:27:1" rel="noopener">China Mobile (941 HK)</a> , <a href="https://www.smartkarma.com/entities/toyota-motor-corp" target="_blank" data-smartkarma-citation="entities:73:1" rel="noopener">Toyota Motor (7203 JP)</a> , <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">ASX 200 INDEX</a> , <a href="https://www.smartkarma.com/entities/shanghai-shenzhen-csi-300-index" target="_blank" data-smartkarma-citation="entities:22906:1" rel="noopener">CSI 300 Index </a>, <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">HSI INDEX</a>.</li>
<li>
<strong>OVERSOLD at the WEEKLY Close</strong>: <a href="https://www.smartkarma.com/entities/meta-platforms-inc-class-a-facebook" target="_blank" data-smartkarma-citation="entities:665:1" rel="noopener">Meta (META US)</a> , <a href="https://www.smartkarma.com/entities/softbank-group-corp" target="_blank" data-smartkarma-citation="entities:315:1" rel="noopener">Softbank Group (9984 JP)</a>.</li>
</ul>


A quick synoptic look at the tactical setups for the indices, stocks, commodities and bonds we cover, for the week August 25 - August 29. .XLSX MODEL DATA FILE ATTACHED.

OVERBOUGHT at the WEEKLY Close: Alphabet, S&amp;P 500 INDEX , Tesla , China Mobile (941 HK) , Toyota Motor (7203 JP) , ASX 200 INDEX , CSI 300 Index , HSI INDEX.

OVERSOLD at the WEEKLY Close: Meta (META US) , Softbank Group (9984 JP).


Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

Global Markets Tactical Outlook WEEKLY: August 25 – August 29

Hang Seng Index

Global Markets Tactical Outlook WEEKLY: August 25 – August 29