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

EQD | China Mobile (941 HK) - Four Option Strategies for the Extended Bull Run.

China Mobile (941 HK) Pullback Offers a Tactical Re-Entry Opportunity

Pullback In Sight for Weak China Mobile (0941 HK)

Mmg Limited 1208.HK - It's Got It All - Copper, EV's, and AI!

BUY: First Pacific Company (142 HK): Right Stock Trapped in the Wrong Market

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MRM Research

Quantitative Research

Quantitative Analysis

Hong kong Telecom services / Quantitative Analysis

<ul>
<li>In <a href="https://www.smartkarma.com/insights/pullback-in-sight-for-weak-china-mobile-0941-hk" target="_blank" rel="noopener">our previous, recent insight</a> about <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> we correctly predicted a pullback was about to happen (it happened right after we published the insight).</li>
<li>We said "The stock should end its pull back between 72.85 and 72.25, it can be bought again from these levels. " Actually the pullback ended much earlier (at 74.90).</li>
<li>Then the stock took off furiously, but (tactical consideration, if you were planning to go LONG) it may be too late to enter. Our models say it is WEEKLYoverbought.</li>
</ul>


In our previous, recent insight about China Mobile (941 HK) we correctly predicted a pullback was about to happen (it happened right after we published the insight).
We said "The stock should end its pull back between 72.85 and 72.25, it can be bought again from these levels. " Actually the pullback ended much earlier (at 74.90).
Then the stock took off furiously, but (tactical consideration, if you were planning to go LONG) it may be too late to enter. Our models say it is WEEKLYoverbought.


China Mobile (941 HK) Skyrockets- Is It Too Late to Jump In?