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

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

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

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>If 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 INDEX)</a> closes the month of April up (i.e. above 16541.42), <a href="https://www.smartkarma.com/insights/eqd-nikkei-s-downtrend-could-continue-in-may-but-the-bottom-is-near" target="_blank" rel="noopener">our previous forecast</a> will change (read the insight below for the detailed analysis).</li>
<li>The index performed an impressive bounce from the support levels (16050) we indicated in our previous insight, it is very overbought (WEEKLY model) and may close April up.</li>
<li>A continuation of the WEEKLY uptrend is in doubt, this week, while the MONTHLY situation is more complex. </li>
</ul>


If the Hang Seng Index (HSI INDEX) closes the month of April up (i.e. above 16541.42), our previous forecast will change (read the insight below for the detailed analysis).
The index performed an impressive bounce from the support levels (16050) we indicated in our previous insight, it is very overbought (WEEKLY model) and may close April up.
A continuation of the WEEKLY uptrend is in doubt, this week, while the MONTHLY situation is more complex. 


EQD | HSI Closing April Up Changes Our Forecast!