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).

Quantitative Researcher

Toyota Motor (7203 JP) Tactical View:  Privatization Momentum Builds — Ready to Rally?

Toyota Motor (7203 JP) Outlook Amid Uncertainty Over Toyota Industries Privatization Bid

Toyota (7203 JP) Tactical Outlook Following Toyota Industries (6201 JP) Privatization Rumors

Toyota Industries (6201 JP): A Rumoured Privatisation with Several Unknowns

Toyota Industries (6201) - SURPRISE! It's a TOYODA Takeover Proposal (Good Governance May Not Win)

MRM Research

Quantitative Research

Equity Derivatives

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<li>
<a href="https://www.smartkarma.com/entities/toyota-motor-corp" target="_blank" data-smartkarma-citation="entities:73:1" rel="noopener">Toyota Motor (7203 JP)</a> expects U.S. tariffs, material costs and a weak(er) dollar to dent profits.  The automaker estimated the levies directly costing it 180 billion yen in April/May.</li>
<li>The stock fell after the company reported its fiscal-fourth-quarter results on Thursday. Guidance for the coming year came in lower than expected, with tariffs taking a bite out of profits.</li>
<li>In a <a href="https://www.smartkarma.com/insights/toyota-7203-jp-tactical-outlook-following-toyota-industries-6201-jp-privatization-rumors" target="_blank" rel="noopener">previous insight</a> we flagged the stock as overbought; those model targets remain valid. <strong>Here, we analyze updated support to gauge the pullback's potential depth.</strong>
</li>
</ul>



Toyota Motor (7203 JP) expects U.S. tariffs, material costs and a weak(er) dollar to dent profits.  The automaker estimated the levies directly costing it 180 billion yen in April/May.
The stock fell after the company reported its fiscal-fourth-quarter results on Thursday. Guidance for the coming year came in lower than expected, with tariffs taking a bite out of profits.
In a previous insight we flagged the stock as overbought; those model targets remain valid. Here, we analyze updated support to gauge the pullback's potential depth.



Toyota (7203 JP) Post-Earnings Outlook Amid ¥180B Estimated U.S. Tariff Cost