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 - MONTHLY Rally Trajectory Analysis + Resistance Targets

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

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

Ohayo Japan | Stocks Tumble; Japan Resilient in Face of Tragedy

EQD | The Nikkei Will Pullback Within 1-3 Weeks

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 INDEX</a> experienced a 1-week explosive rally, last week, reaching nearly +6.6% higher than the previous week's Close.</li>
<li>The index is now very overbought, can it continue to rise next week? and and how much higher can it go?</li>
<li>Go SHORT in the 36000-38350 price area, but the trade is not without risk.</li>
</ul>


The Nikkei 225 INDEX experienced a 1-week explosive rally, last week, reaching nearly +6.6% higher than the previous week's Close.
The index is now very overbought, can it continue to rise next week? and and how much higher can it go?
Go SHORT in the 36000-38350 price area, but the trade is not without risk.


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