Quantitative Researcher, MRM Research

Nico Rosti

I have been working for +17 years as a quantitative researcher, offering my investment research insights to investors through two private companies I have founded (Retracement Levels Ltd. and QUANTRADING AG); more recently I worked as a 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 research 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 have created an original proprietary process (called the "Market Reversal Matrix" or "MRM") that makes 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 and supervised by humans. This approach is very labour-intensive but produces forecasts that have a clearly understandable/explainable rationale (no black-boxes).

Quantitative Researcher

EQD | HSI Closing April Up Changes Our Forecast!

EQD | Hang Seng Down: How Low Can the Pullback Go?

EQD | Is the HSI Correction Going to Continue? (Yes, For 1-2 Weeks)

EQD | The Hang Seng Index's Crucial Fork Is at the End of March

EQD | HSI Closed the Week Modestly Up: A Pullback Is Possible Next Week

2024 High Conviction Idea: The Case for a Rotation Out of Japan into Hong Kong - Part 2

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>The <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">HSI INDEX</a> is currently down for the 2nd week in a row and it is quite oversold on a WEEKLY basis.</li>
<li>A temporary reversal could come as soon as this week or next week, but we don't think this will mark a restart of the previous rally.</li>
<li>Look at the 16250-16050 area to go LONG, this is the area where the index most likely will print a temporary bottom.</li>
</ul>


The HSI INDEX is currently down for the 2nd week in a row and it is quite oversold on a WEEKLY basis.
A temporary reversal could come as soon as this week or next week, but we don't think this will mark a restart of the previous rally.
Look at the 16250-16050 area to go LONG, this is the area where the index most likely will print a temporary bottom.


EQD | Hang Seng Down: Upcoming Bounce May Not Mean Rally Continuation