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

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>We have discussed before the fact that the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225</a> is currently in a trendless state, and affected by wild swings. </li>
<li>It appears that the index is now starting to try to build an uptrend from the August 2024's bottom (see WEEKLY chart below).</li>
<li>This insight is focused on finding out how far the current 2-weeks rally could go from here.</li>
</ul>


We have discussed before the fact that the Nikkei 225 is currently in a trendless state, and affected by wild swings. 
It appears that the index is now starting to try to build an uptrend from the August 2024's bottom (see WEEKLY chart below).
This insight is focused on finding out how far the current 2-weeks rally could go from here.


EQD | Nikkei 225 Tentatively Trending Up, Some Room to Go Higher (But Not Much...)