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 Index WEEKLY Heavily Oversold: It Can Bounce in 2 Weeks

EQD | Decoding Last Week's HSI Retreat: What Lies Ahead?

EQD | HSI WEEKLY Bounce Will Face These Resistance Levels

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">HSI INDEX</a> has fallen for 2 more weeks since our last insight - current CC is =-5, and Q3 support was breached last week, the index is clearly OVERSOLD.</li>
<li>If the HSI bounces this week, it could be an occasion to go SHORT - take note that the index could take 3 weeks to rally before rolling down again.</li>
<li>The target price area where to enter SHORT trades,to benefit from a continuation of the downtrend is: 17598-18784.</li>
</ul>


The HSI INDEX has fallen for 2 more weeks since our last insight - current CC is =-5, and Q3 support was breached last week, the index is clearly OVERSOLD.
If the HSI bounces this week, it could be an occasion to go SHORT - take note that the index could take 3 weeks to rally before rolling down again.
The target price area where to enter SHORT trades,to benefit from a continuation of the downtrend is: 17598-18784.


EQD | HSI WEEKLY Resistance Levels UPDATED