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

Long Honda (7267 JP) Vs. Short Subaru (7270 JP): Japan Auto Stat Arb Opportunity Targeting 5%

Toyota (7203 JP) Up 3.2% Today: Tactical Bearish Option Strategies as Pullback Looms

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (3 Nov)

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> has been going nowhere since July 2025 and before that it dropped from its highest peak. Long-term bullish, but short term we expect a pullback.</li>
<li>Our model shows that the current trend pattern for <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> is not bullish, usually the stock pulls back after 2 weeks up, i.e. end of this week.</li>
<li>We propose this analysis of the pullback as an opportunity to buy at higher prices, or otherwise to hedge your holdings, if you want to tactically optimize returns.</li>
</ul>



Toyota Motor (7203 JP) has been going nowhere since July 2025 and before that it dropped from its highest peak. Long-term bullish, but short term we expect a pullback.
Our model shows that the current trend pattern for Toyota Motor (7203 JP) is not bullish, usually the stock pulls back after 2 weeks up, i.e. end of this week.
We propose this analysis of the pullback as an opportunity to buy at higher prices, or otherwise to hedge your holdings, if you want to tactically optimize returns.


Toyota Motor (7203 JP) Tactical Outlook: Awaiting Imminent Pullback