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

China Mobile (941 HK): Expected Move on Profit Announcement and Option Insights

Ping An Insurance (2318 HK): 2024 Earnings, Divergence Between Option-Implied And Historic Move

Tencent (700 HK): Expected Move on Profit Announcement and Option Insights

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/china-mobile-ltd" target="_blank" data-smartkarma-citation="entities:27:1" rel="noopener">China Mobile (941 HK)</a> is about to release its 2024 results and as argued by <a href="https://www.smartkarma.com/profiles/gaudenz-schneider" target="_blank" data-smartkarma-citation="accounts:66501" rel="noopener">Gaudenz Schneider</a> in his latest insight the stock usually displays minimal post-earnings volatility.</li>
<li>Our model shows room for higher prices, up to 86.95, but this needs to happen very quickly because the stock may pullback after the end of this week.</li>
<li>The stock is in a bullish pattern according to our model, it should continue to rally after the pullback, if results are good, so this is a tactical opportunity.</li>
</ul>



China Mobile (941 HK) is about to release its 2024 results and as argued by Gaudenz Schneider in his latest insight the stock usually displays minimal post-earnings volatility.
Our model shows room for higher prices, up to 86.95, but this needs to happen very quickly because the stock may pullback after the end of this week.
The stock is in a bullish pattern according to our model, it should continue to rally after the pullback, if results are good, so this is a tactical opportunity.


China Mobile (941 HK) Pre-Earnings Forecast and Outlook