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 Resistance Levels UPDATED

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

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

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

MRM Research

Quantitative Research

Quantitative Analysis

<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> is approaching WEEKLY OVERSOLD territory, but it is in a clear downtrend, so when it bounces it could be a good occasion to go SHORT.  </li>
<li>The trade can be placed between this week and the next 2 weeks, with this week and the next being the most probable time for the reversal to happen.</li>
<li>Based on MRM WEEKLY model readings, the target price area where to enter the SHORT trade is 18553-19494.</li>
</ul>


The Hang Seng Index is approaching WEEKLY OVERSOLD territory, but it is in a clear downtrend, so when it bounces it could be a good occasion to go SHORT.  
The trade can be placed between this week and the next 2 weeks, with this week and the next being the most probable time for the reversal to happen.
Based on MRM WEEKLY model readings, the target price area where to enter the SHORT trade is 18553-19494.


EQD | HSI WEEKLY Bounce Will Face These Resistance Levels