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

HSI Tactical Outlook: Maybe It Is a Large Pullback...

Alibaba Drops 8%: What Friday’s U.S. Sell-Off Means for Hong Kong Stocks

BHP (BHP AU/US) And Woodside (WDS AU/US) Slide as U.S. Sell-Off Spills Into Australian Stocks

Hang Seng Index (HSI) Profit Targets: Has The Rally Topped?

HSI: Extended Run Faces Hurdles, Hedge Strategies Recommended

Hong Kong Single Stock Options Weekly (Sept 15 – 19): Caution Signs Emerge as HSI Stretches Higher

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As suggested in our <a href="https://www.smartkarma.com/insights/hang-seng-index-hsi-profit-targets-has-the-rally-topped" target="_blank" rel="noopener">previous insight</a>, the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index (HSI INDEX)</a> rally was at risk of pulling back: a small correction began last week.</li>
<li>The big question now: is this just a minor 1-week pullback (a buy-the-dip opportunity)? or a larger pullback, possibly directed towards 23k?</li>
<li>This insight discusses the various tactical scenarios, including profit targets for a continuation of the rally from here.</li>
</ul>


As suggested in our previous insight, the Hang Seng Index (HSI INDEX) rally was at risk of pulling back: a small correction began last week.
The big question now: is this just a minor 1-week pullback (a buy-the-dip opportunity)? or a larger pullback, possibly directed towards 23k?
This insight discusses the various tactical scenarios, including profit targets for a continuation of the rally from here.


Hang Seng Index (HSI) Tactical Outlook: Small Pulback or Large Pullback?