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

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

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As predicted in our <a href="https://www.smartkarma.com/insights/nikkei-225-index-outlook-bullish-possibly-directed-past-41k" target="_blank" rel="noopener">July 15th insight</a>, 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> rallied past 41k (reached near 44k) and now, as predicted by our latest <a href="https://qantrading.com/quantcharts/Heatmaps/rev_prob_heat_map_WEEKLY.html" target="_blank" rel="noopener">WEEKLY HEAT MAP</a>, went down.</li>
<li>The index reached a low of 42724 this week, it is only mildly oversold so far, probability of reversal is around 52% at the moment.</li>
<li>
Key support levels to watch are 42577 (Q2) and 41606 (Q3). A file with all our PRICE/TIME model dataset for the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225</a> is attached at the end, for your reference. </li>
</ul>


As predicted in our July 15th insight, the Nikkei 225 (NKY INDEX) rallied past 41k (reached near 44k) and now, as predicted by our latest WEEKLY HEAT MAP, went down.
The index reached a low of 42724 this week, it is only mildly oversold so far, probability of reversal is around 52% at the moment.

Key support levels to watch are 42577 (Q2) and 41606 (Q3). A file with all our PRICE/TIME model dataset for the Nikkei 225 is attached at the end, for your reference. 


Nikkei 225 Index Outlook: Key Buy Targets To Watch