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 | The Nikkei 225 Rally Can Continue But Resistance Is Near...

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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 INDEX</a> is initiating a pullback that should be a buy-the-dip opportunity. </li>
<li>The first buyable area for a LONG trade, this week, is 39600 and 39300 (this week) and down to 38100 (next week).</li>
<li>The index should restart its rally after the pullback, and there is a good chance the pullback won't last for more than 1-2 weeks.</li>
</ul>


The Nikkei 225 INDEX is initiating a pullback that should be a buy-the-dip opportunity. 
The first buyable area for a LONG trade, this week, is 39600 and 39300 (this week) and down to 38100 (next week).
The index should restart its rally after the pullback, and there is a good chance the pullback won't last for more than 1-2 weeks.


EQD | Nikkei 225 Pullback: Buy-The-Dip Opportunity