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

Dividends, Volatility, and Profits: HSI and HSCEI Heavyweights Reveal Results, 17 - 21 March

Market Movers: Key Dates at a Glance (March 17-21)

BYD US$5.2bn Placement - Large Only in Absolute Size, past Deals Have Done Well

BYD (1211 HK) Placement: Continuing to Power Up

Japan Post Bank (7182 JP): Another BIG Offering of US$4bn Expected; Overhang Will Be Removed

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As recently written by <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> and <a href="https://www.smartkarma.com/profiles/sumeet-singh" target="_blank" data-smartkarma-citation="accounts:4" rel="noopener">Sumeet Singh</a> , <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> is placing new shares on the market at at a price range of HK$333-345/share.</li>
<li>The stock today dropped to roughly 340 and it's oversold WEEKLY according to our models. Buying here, at this price, should bear fruit in coming weeks. <strong>More details below</strong>.</li>
<li>We cannot yet predict the profit targets because our model needs the WEEKLY Close for this week, to do that. We will update this information when it becomes available.</li>
</ul>


As recently written by Brian Freitas and Sumeet Singh , BYD (1211 HK) is placing new shares on the market at at a price range of HK$333-345/share.
The stock today dropped to roughly 340 and it's oversold WEEKLY according to our models. Buying here, at this price, should bear fruit in coming weeks. More details below.
We cannot yet predict the profit targets because our model needs the WEEKLY Close for this week, to do that. We will update this information when it becomes available.


BYD (1211 HK) Placement: Tactical Buy Opportunity in Key Support Zone