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

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Fast Retailing (9983 JP) Tactical Outlook: Exit or Hedge Your Position

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

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> dived to 46544 on Tuesday, after peaking at 48.5k last week. It was ultra-overbought.</li>
<li>
This correction offers an opportunity to re-enter the rally (or enter the rally, if you missed it), but don't be too eager to enter early.</li>
<li>
The <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei</a> could correct easily for 2,3 or even 4 weeks when this pattern is encountered, according to our TIME MODEL. 43.5k may be the right area, details in insight.
</li>
</ul>


The Nikkei 225 (NKY INDEX) dived to 46544 on Tuesday, after peaking at 48.5k last week. It was ultra-overbought.

This correction offers an opportunity to re-enter the rally (or enter the rally, if you missed it), but don't be too eager to enter early.

The Nikkei could correct easily for 2,3 or even 4 weeks when this pattern is encountered, according to our TIME MODEL. 43.5k may be the right area, details in insight.



Nikkei 225 (NKY) Tactical Setup: BUY The Bottom, Not the Dip!