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>The <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 INDEX</a> pulled back last week, and it may continue to fall for another 1-2 weeks.</li>
<li>Make sure you read the <strong>Market Reversal Matrix - Charts Analysis</strong> section below: we are introducing a possibile new Premium Service using our trend prediction models in algorithmic trading format.</li>
<li>The price support area to buy the Nikkei 225 would be between 39800 and 39300, this coming week (or the next).</li>
</ul>


The Nikkei 225 INDEX pulled back last week, and it may continue to fall for another 1-2 weeks.
Make sure you read the Market Reversal Matrix - Charts Analysis section below: we are introducing a possibile new Premium Service using our trend prediction models in algorithmic trading format.
The price support area to buy the Nikkei 225 would be between 39800 and 39300, this coming week (or the next).


EQD | Where/When Will the Nikkei Index Reach a Bottom And Bounce?