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

EQD | HSI Closing April Up Changes Our Forecast!

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

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

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

EQD | The Hang Seng Index's Turning Point

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</a> has been rising for 2 weeks but the uptrend seems slow and weak. The rally may have stalled, a pullback may be behind the corner.</li>
<li>Based on our MONTHLY seasonal studies for the HSI, the index has a extremely high chance to close April in negative territory.</li>
<li>You can go SHORT now, or during this coming week if the index keeps rising, target the 17000 to 17300 areas.</li>
</ul>


The Hang Seng Index has been rising for 2 weeks but the uptrend seems slow and weak. The rally may have stalled, a pullback may be behind the corner.
Based on our MONTHLY seasonal studies for the HSI, the index has a extremely high chance to close April in negative territory.
You can go SHORT now, or during this coming week if the index keeps rising, target the 17000 to 17300 areas.


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