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 WEEKLY Bounce Will Face These Resistance Levels

EQD | HSI WEEKLY Resistance Levels UPDATED

EQD | Hang Seng Index WEEKLY Heavily Oversold: It Can Bounce in 2 Weeks

EQD | Hang Seng Index (HSI) WEEKLY LONG: Support Levels and Probability

EQD | Hang Seng Index (HSI) WEEKLY Weak Bounce: Resistance Analysis

Battle Lines Drawn As BABA Builds Out First/Last-Mile Capacity; But Who Will Fund 75+ Bn CNY CapEx?

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>Our <a href="https://www.smartkarma.com/insights/eqd-hang-seng-index-hsi-weekly-weak-bounce-resistance-analysis" target="_blank" rel="noopener">previous insight</a> correctly predicted the current pullback for the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index (HSI)</a>, now let's analyze MRM WEEKLY support prices, to identify when/where a bounce could begin.</li>
<li>The 17835-17105 support price area is where the index should stop and bounce, however depending on the duration of the pullback the % correction could vary wildly.</li>
<li>If the index is about to bounce, it should bounce this week or the next, if it falls &gt;3 weeks down, it could enter a downward spiral towards 15707.</li>
</ul>


Our previous insight correctly predicted the current pullback for the Hang Seng Index (HSI), now let's analyze MRM WEEKLY support prices, to identify when/where a bounce could begin.
The 17835-17105 support price area is where the index should stop and bounce, however depending on the duration of the pullback the % correction could vary wildly.
If the index is about to bounce, it should bounce this week or the next, if it falls &gt;3 weeks down, it could enter a downward spiral towards 15707.


EQD | Hang Seng Index (HSI) Post-Typhoon WEEKLY Trend Analysis