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 Will Pullback Within 1-3 Weeks

EQD | Nikkei 225 WEEKLY Lift Off: Can It Go Higher?

EQD | Nikkei 225 - MONTHLY Rally Trajectory Analysis + Resistance Targets

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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 (NKY INDEX)</a> closed the week down (CC=-2) at 32307.86, it's OVERSOLD, WEEKLY and MONTHLY. </li>
<li>Our hypothesis is that this pullback is about to end (it could last maybe another week, or maybe it's already over...), and will be followed by higher prices.</li>
<li>Go LONG the Nikkei 225 in the support area between 31000 and 32000, this coming week.</li>
</ul>


The Nikkei 225 (NKY INDEX) closed the week down (CC=-2) at 32307.86, it's OVERSOLD, WEEKLY and MONTHLY. 
Our hypothesis is that this pullback is about to end (it could last maybe another week, or maybe it's already over...), and will be followed by higher prices.
Go LONG the Nikkei 225 in the support area between 31000 and 32000, this coming week.


Nikkei 225

EQD | Nikkei 225 WEEKLY Analysis