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

SoftBank (9984 JP) Tactical Outlook: Extremely Oversold After -11% Plunge

Japan Morning Connection: Softbank Numbers Smash Estimates, but Selling NVDA Sours Market Overall

Softbank Group (9984 JP): 1H FY03/26 flash update

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/softbank-group-corp" target="_blank" data-smartkarma-citation="entities:315:1" rel="noopener">Softbank Group (9984 JP)</a> is <strong>swinging wildly</strong>. On Nov 11, the stock sank -13% after it said it had sold its entire stake in <a href="https://www.smartkarma.com/entities/nvidia-corp" target="_blank" data-smartkarma-citation="entities:5891:1" rel="noopener">NVIDIA (NVDA US)</a>  for $5.83 billion.</li>
<li>The stock also posted record Q2 earnings on Nov 12, but closed the day down -3.46% (after a strong rally from the 21k bottom). Most gains come from OpenAI investment.</li>
<li>For sure it's not easy to hold this stock at the moment, this insight will analyze the next 2-3 weeks' outlook, support and resistance, according to our quantitative model.</li>
</ul>



Softbank Group (9984 JP) is swinging wildly. On Nov 11, the stock sank -13% after it said it had sold its entire stake in NVIDIA (NVDA US)  for $5.83 billion.
The stock also posted record Q2 earnings on Nov 12, but closed the day down -3.46% (after a strong rally from the 21k bottom). Most gains come from OpenAI investment.
For sure it's not easy to hold this stock at the moment, this insight will analyze the next 2-3 weeks' outlook, support and resistance, according to our quantitative model.


SoftBank (9984 JP) Tactical Outlook: What's Next After NVDA Exit, Wild Swings, and Strong Earnings?