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

Bank of Japan’s Rate Decision on Sept 19: Does Timing Signal the Outcome?

Index Changes and Rate Cuts: Key Events in September 2025

S&P/ASX 200 (AS51 Index) Ahead of 12 Aug RBA Decision: Markets Divided, but I Vote for a 35bps Cut

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> reached 44790 on Wednesday, this is the 3rd week up in a row for the index, this market is OVERBOUGHT.</li>
<li>The outlook remains bullish, the forecast is for a pullback, followed by another leg up.</li>
<li>This insight's goal is to help you figure out where to cover your LONG <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225</a> positions, and where to add more LONG positions during the pullback.</li>
</ul>


The Nikkei 225 (NKY INDEX) reached 44790 on Wednesday, this is the 3rd week up in a row for the index, this market is OVERBOUGHT.
The outlook remains bullish, the forecast is for a pullback, followed by another leg up.
This insight's goal is to help you figure out where to cover your LONG Nikkei 225 positions, and where to add more LONG positions during the pullback.


'Toppish' Nikkei 225's Outlook: Where to Cover, Where to Buy