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 | SPX MONTHLY Proxy Supports for APAC Markets

APAC WEEKLY Monitor: Current MRM Supports and Probabilities Re-Cap

EQD | KOSPI 200 Index's Decisive Week: New WEEKLY LONG Supports

EQD | Hang Seng Index (HSI) WEEKLY Looking for Short-Term Direction

EQD | Hang Seng Index (HSI) WEEKLY Deep-But-Brief Pullback

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>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> closed down last week (CC=-1), briefly touching OVERSOLD territory, it may close higher this week. </li>
<li>The HSI trend pattern currently identified with the Market Reversal Matrix (MRM) is quite bullish, on average.</li>
<li>
Support levels to go LONG are between 19367 (Q2/Median) and Q3 at 19021.</li>
</ul>


The Hang Seng Index (HSI) closed down last week (CC=-1), briefly touching OVERSOLD territory, it may close higher this week. 
The HSI trend pattern currently identified with the Market Reversal Matrix (MRM) is quite bullish, on average.

Support levels to go LONG are between 19367 (Q2/Median) and Q3 at 19021.


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