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 // TM US) Hits Oversold: Your High-Potential Options Strategy

Toyota (7203 JP) Surges 14% — A Contrarian Option Strategy

Bank of Japan’s Rate Decision on 31 July: Market Calm, Watch for Tail Risk

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

JPX Margin Trading Weekly (Jun 13th): Softbank, Fast Retailing, Ihi, Advantest, Toyota Motor

Hedge Long TOYOTA (7203 JP) With OPTIONS!

JPX Margin Trading Weekly (Jun 6th): Advantest, Sbi Sumishin Net Bank, Toyota Industries

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>We continue our coverage of <a href="https://www.smartkarma.com/entities/toyota-motor-corp" target="_blank" data-smartkarma-citation="entities:73:1" rel="noopener">Toyota Motor</a>. In our <a href="https://www.smartkarma.com/insights/toyota-motor-7203-jp-outlook-amid-uncertainty-over-toyota-industries-privatization-bid" target="_blank" rel="noopener">last insight</a> we flagged overbought conditions and a likely pullback—Toyota declined as expected. Our model now flashes an “upcoming rebound” signal.
</li>
<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 falling for 3 weeks. At the end of last week our WEEKLY model flagged the stock as "very oversold": 83% probability of WEEKLY reversal.</li>
<li>We cannot say if this rebound will become a rally, at the moment: uncertainty around the stock persists, and this particular pattern usually sees more selling, after the bounce.
</li>
</ul>


We continue our coverage of Toyota Motor. In our last insight we flagged overbought conditions and a likely pullback—Toyota declined as expected. Our model now flashes an “upcoming rebound” signal.


Toyota Motor (7203 JP) has been falling for 3 weeks. At the end of last week our WEEKLY model flagged the stock as "very oversold": 83% probability of WEEKLY reversal.
We cannot say if this rebound will become a rally, at the moment: uncertainty around the stock persists, and this particular pattern usually sees more selling, after the bounce.



Toyota Motor (7203 JP) Tactical Outlook: Uncertainty Persists, But Rebound Likely