Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher, Algorithmic Trader and former 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 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 make 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 by humans. This approach is very labour-intensive but produces forecasts that have a clearly understandable/explainable rationale (no black-boxes).

Quantitative Researcher

Global Option Implied Volatility - Opportunities in S&P/ASX 200, KOSPI 200, Nikkei 225, FTSE 100.

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Quantitative Research

Quantitative Analysis

Japan Consumer discretionary / Quantitative Analysis

<ul>
<li>After spending the last few months going nowhere, the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 INDEX</a> may have started to trend up in September 2024, now showing a series of progressively higher WEEKLY highs.</li>
<li>Currently the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225</a> is pulling back (two weeks down in a row at the moment of writing), but this has to be confirmed at the Close, on Friday.</li>
<li>This pullback could be an opportunity to add positions at a favorable price and ride the uptrend to a new high &gt; 40398 (latest high from 2 weeks ago).</li>
</ul>


After spending the last few months going nowhere, the Nikkei 225 INDEX may have started to trend up in September 2024, now showing a series of progressively higher WEEKLY highs.
Currently the Nikkei 225 is pulling back (two weeks down in a row at the moment of writing), but this has to be confirmed at the Close, on Friday.
This pullback could be an opportunity to add positions at a favorable price and ride the uptrend to a new high &gt; 40398 (latest high from 2 weeks ago).


Nikkei 225 Started To Trend Up: Where to Buy the Dip?