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

Japan - New Loan Officer Survey Is Positive for Lending Growth, for Banks, Underlying Economy

Japan Banks - Net Interest Income, Credit Cost, Trading Gains, All Support Profit

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

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

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

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<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> said in a Tokyo stock exchange filing on Saturday that it is exploring the possibility of investing in a potential buyout of key supplier Toyota Industries.</li>
<li>Bloomberg reported Friday that <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>  Chairman Akio Toyoda and his family proposed acquiring <a href="https://www.smartkarma.com/entities/toyota-industries-corp" target="_blank" data-smartkarma-citation="entities:4500:1" rel="noopener">Toyota Industries (6201 JP)</a>  in a possible 6 trillion yen ($42 billion) transaction.</li>
<li>The stocks of both companies were rising on Monday, this insight focus on tactical positioning on <strong>Toyota Motor:</strong><strong>the stock appears very OVERBOUGHT according to our models</strong>.</li>
</ul>



Toyota Motor (7203 JP) said in a Tokyo stock exchange filing on Saturday that it is exploring the possibility of investing in a potential buyout of key supplier Toyota Industries.
Bloomberg reported Friday that Toyota Motor (7203 JP)  Chairman Akio Toyoda and his family proposed acquiring Toyota Industries (6201 JP)  in a possible 6 trillion yen ($42 billion) transaction.
The stocks of both companies were rising on Monday, this insight focus on tactical positioning on Toyota Motor:the stock appears very OVERBOUGHT according to our models.


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