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 | If the Nikkei Begins to Rally, Where Will It Encounter Resistance?

EQD | Nikkei 225 (NKY)'s November Rally: How Far Can It GO?

EQD | Here Is Why the S&P500 MONTHLY Rally Could Continue in December

EQD | Nikkei 225 (NKY) Forecast for October: Not So Good...

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/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 (NKY) INDEX</a> closed last week down at 31259.36. It's currently trading between the Q2 and Q3 WEEKLY support levels and down for 4 months, so it's OVERSOLD.</li>
<li>The index could reverse this week, or fall more into the end of October, but if this week closes down, the odds are very good for a rally in November.</li>
<li>Consider going LONG between here and supports in the 30600-30400 price area, a MONTHLY reversal could last at least 2-4 weeks (a month).</li>
</ul>


The Nikkei 225 (NKY) INDEX closed last week down at 31259.36. It's currently trading between the Q2 and Q3 WEEKLY support levels and down for 4 months, so it's OVERSOLD.
The index could reverse this week, or fall more into the end of October, but if this week closes down, the odds are very good for a rally in November.
Consider going LONG between here and supports in the 30600-30400 price area, a MONTHLY reversal could last at least 2-4 weeks (a month).


EQD | Nikkei 225 MONTHLY Rally May Be Finally Coming