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 Tactical Outlook Amidst Sony Corp’s Financial Group Spin-Off Talks

Bank of Japan's June Policy Decision: A Non-Event for Markets?

Index Treatment of Sony (6758 JP)'s Spinoff of the Financial Services Business

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>Japan PM Ishiba says disagreements remain with US on tariff talk. This is probably the main catalyst that could slow down the current <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 (NKY INDEX)</a> rally.</li>
<li>Our WEEKLY <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225</a> model signals a mildly overbought status, the index could go higher, but will face harder resistance in 1-2 weeks from now.</li>
<li>We don't see the Nikkei pulling back this week, we think it will close this week up.</li>
</ul>


Japan PM Ishiba says disagreements remain with US on tariff talk. This is probably the main catalyst that could slow down the current Nikkei 225 (NKY INDEX) rally.
Our WEEKLY Nikkei 225 model signals a mildly overbought status, the index could go higher, but will face harder resistance in 1-2 weeks from now.
We don't see the Nikkei pulling back this week, we think it will close this week up.


Nikkei 225 Outlook And Profit Targets Amid Uncertainty Over Japan-US Tariff Negotiations