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

Toyota (7203 JP) Vs. Subaru (7270 JP): Rare Mean-Reversion Setup After Earnings

Softbank Group (9984 JP) Results on 7 Aug: Expected Move and Option Insights

China Mobile (941 HK) Results on 7 Aug: Low Volatility History Faces Test

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> on Thursday announced it expected a<strong> profit hit of nearly $10 billion from US tariffs on cars imported into the USA</strong>.</li>
<li>Toyota cut its full-year profit forecast by 16%, citing rising US tariffs on cars, parts, steel, aluminum, uncertainty in market outlook and supplier impacts.</li>
<li>Our model does not see an overbought state at the moment and the stock was rallying on Friday, <strong>the forecast is: higher prices next week.</strong>
</li>
</ul>



Toyota Motor (7203 JP) on Thursday announced it expected a profit hit of nearly $10 billion from US tariffs on cars imported into the USA.
Toyota cut its full-year profit forecast by 16%, citing rising US tariffs on cars, parts, steel, aluminum, uncertainty in market outlook and supplier impacts.
Our model does not see an overbought state at the moment and the stock was rallying on Friday, the forecast is: higher prices next week.



Toyota Motor (7203 JP) Tactical Outlook After $10B Profit Cut on Tariff Impact