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

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MRM Research

Quantitative Research

Event-Driven

<ul>
<li>Although the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 INDEX</a> was rallying strong early in the year, from mid-March the rally started to falter, and after a fake recovery into July, it fell again, lower.</li>
<li>Should the index go lower from last week's Close at 36581.76, the next paragraphs of this insight will indicate what price levels are strong support to buy.</li>
<li>The only doubt we have is that <strong>the index's overall trend does not look good. A correction to 33000 (or lower) is a possibility</strong> - <strong>a negative YEARLY performance</strong>.</li>
</ul>


Although the Nikkei 225 INDEX was rallying strong early in the year, from mid-March the rally started to falter, and after a fake recovery into July, it fell again, lower.
Should the index go lower from last week's Close at 36581.76, the next paragraphs of this insight will indicate what price levels are strong support to buy.
The only doubt we have is that the index's overall trend does not look good. A correction to 33000 (or lower) is a possibility - a negative YEARLY performance.


EQD | The Nikkei 225's Trend Is Not Looking Good