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 | Nikkei 225 (NKY) Rising but for How Long?

EQD | Nikkei 225 (NKY) MONTHLY Trajectories Analysis

EQD | Nikkei 225 (NKY) Enters WEEKLY OVERBOUGHT Resistance Area

EQD | Nikkei 225 (NKY) MONTHLY Trajectories

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MRM Research

Quantitative Research

Event-Driven

<ul>
<li>The Nikkei 225 index closed up last week and it has a good probability to rise further this week: the MRM tool has identified the current pattern as "bullish".</li>
<li>
<strong>Resistance targets</strong> are located <strong>past 33500</strong>, the index could reach that target this week.</li>
<li>If the index rises for 3 weeks or more, it could breakout from the previous resistance range around 33700, and reach targets past 34000.</li>
</ul>


The Nikkei 225 index closed up last week and it has a good probability to rise further this week: the MRM tool has identified the current pattern as "bullish".

Resistance targets are located past 33500, the index could reach that target this week.
If the index rises for 3 weeks or more, it could breakout from the previous resistance range around 33700, and reach targets past 34000.


Sumitomo Mitsui Financial Group (8316 JP)

EQD | Nikkei 225 (NKY) WEEKLY Resistance Targets