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

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

India's Unexpected 0.5% Rate Cut: Friday’s Market Reaction Breakdown

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> is currently rallying after a modest pullback last week.</li>
<li>The index <strong>went above our model resistance level at 38347 (50% prob. of reversal)</strong>. It's modestly overbought and could go higher.</li>
<li>News can perturbate the trajectory of the index but at the moment the Nikkei seems directed towards higher prices: <strong>39216 is our profit target for this rally, before Jun 27th.</strong>
</li>
</ul>


The Nikkei 225 (NKY INDEX) is currently rallying after a modest pullback last week.
The index went above our model resistance level at 38347 (50% prob. of reversal). It's modestly overbought and could go higher.
News can perturbate the trajectory of the index but at the moment the Nikkei seems directed towards higher prices: 39216 is our profit target for this rally, before Jun 27th.



Nikkei 225 Tactical Outlook Amidst Sony Corp’s Financial Group Spin-Off Talks