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

BYD (1211 HK): Vehicle Deliveries Up by 40% in 2024

China Consumption Weekly (9 Dec 2024): BYD, Geely, Li Auto, Seres, Xiaomi, Arawana

BYD (1211 HK): Quick Note – Preparing for Price War in 2025

MRM Research

Quantitative Research

Quantitative Analysis

Hong kong Automobiles / Quantitative Analysis

<ul>
<li>
<a href="https://www.smartkarma.com/entities/byd-co-ltd-h" target="_blank" data-smartkarma-citation="entities:20962:1" rel="noopener">BYD (1211 HK)</a> has experienced a significant surge in recent days, primarily due to investor anticipation surrounding the company's imminent announcement of its autonomous-driving strategy. </li>
<li>On Monday, at its Shenzhen headquarters, BYD is expected to unveil plans to integrate self-driving technology into its more affordable vehicle models, aiming to make autonomous-driving features a reality.</li>
<li>However, our models indicate a severe OVERBOUGHT WEEKLY state, and that means that the stock has already priced in any possible good news that could come on Monday.</li>
</ul>



BYD (1211 HK) has experienced a significant surge in recent days, primarily due to investor anticipation surrounding the company's imminent announcement of its autonomous-driving strategy. 
On Monday, at its Shenzhen headquarters, BYD is expected to unveil plans to integrate self-driving technology into its more affordable vehicle models, aiming to make autonomous-driving features a reality.
However, our models indicate a severe OVERBOUGHT WEEKLY state, and that means that the stock has already priced in any possible good news that could come on Monday.


While TSLA US Is Falling, BYD (1211HK) Is Rising (Maybe a Bit Too Fast!)