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

Bank of Japan’s Rate Decision on 31 July: Market Calm, Watch for Tail Risk

Nikkei 225 Index Outlook: Key Buy Targets To Watch

Bank of Japan’s Rate Decision on Sept 19: Does Timing Signal the Outcome?

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 (NKY INDEX)</a> bounced this week, after 2 weeks down, after previously reaching a peak at 40852, the area above 41k has been a strong barrier since 2024.</li>
<li>Our model says the current Nikkei 225 trend could rise to 41k, or even above 41k.</li>
<li><strong>The index's latest 2-week pullback was shallow and did not even reach our model's Q2 support level, this is a bullish behavior (buy the dip).</strong></li>
</ul>


The Nikkei 225 (NKY INDEX) bounced this week, after 2 weeks down, after previously reaching a peak at 40852, the area above 41k has been a strong barrier since 2024.
Our model says the current Nikkei 225 trend could rise to 41k, or even above 41k.
The index's latest 2-week pullback was shallow and did not even reach our model's Q2 support level, this is a bullish behavior (buy the dip).


Nikkei 225 Index Outlook: Bullish, Possibly Directed Past 41k