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 (NKY) Outlook After Surprise Nov 5 Rebalance

Nikkei 225 (NKY) Tactical Outlook: Flying Too High...

Nikkei 225 Index Rebalance: 🚨Ibiden (4062 JP) To Replace Nidec (6594 JP) 🚨

[Japan Special] Ibiden (4062) Replaces Nidec (6594) In Nikkei 225 on Accounting - A VERY BIG DEAL

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
Japan's Q3 GDP shrank 1.8% vs forecast 2.5% (annualised), while consumption slowed to 0.1%. This is the first contraction in six quarter.
</li>
<li>
The cause is the drop in exports in the face of U.S. tariffs, automakers in particular plummeted, following a period of hiking exports before tariffs came into effect.</li>
<li>We've consistently flagged 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> as overbought. This tactical short-term analysis pinpoints critical support (and resistance, but we think the index may fall).</li>
</ul>



Japan's Q3 GDP shrank 1.8% vs forecast 2.5% (annualised), while consumption slowed to 0.1%. This is the first contraction in six quarter.


The cause is the drop in exports in the face of U.S. tariffs, automakers in particular plummeted, following a period of hiking exports before tariffs came into effect.
We've consistently flagged the Nikkei 225 (NKY INDEX) as overbought. This tactical short-term analysis pinpoints critical support (and resistance, but we think the index may fall).


Nikkei 225 (NKY) Tactical Outlook After Japan's Economy Contracts on Tariff Hit