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) Tactical Setup: BUY The Bottom, Not the Dip!

Nikkei 225 (NKY) Outlook After Surprise Nov 5 Rebalance

Cross-Market Outlook: US Vs Asia — Who’s Overbought, Who’s Oversold?(Nov 4, 2025)

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> has reached eye-popping valuations, a 20% rally from the end of June into early October (40k to 48k).</li>
<li>Our forecast is always short-term, 3-5 weeks horizon, so we cannot say if the index will continue to rally in 2026, but right now it's <strong>OVERBOUGHT</strong>.</li>
<li>We expect a pullback soon, <strong>you can buy the pullback</strong>, we discuss the support areas in the insight.</li>
</ul>


The Nikkei 225 (NKY INDEX) has reached eye-popping valuations, a 20% rally from the end of June into early October (40k to 48k).
Our forecast is always short-term, 3-5 weeks horizon, so we cannot say if the index will continue to rally in 2026, but right now it's OVERBOUGHT.
We expect a pullback soon, you can buy the pullback, we discuss the support areas in the insight.


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