Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

Event-Driven

The Nikkei-225 Stock Average is a price-weighted average of 225 top-rated Japanese companies listed in the First Section of the Tokyo Stock Exchange. The Nikkei Stock Average was first published on May 16, 1949, where the average price was ¥176.21 with a divisor of 225. 

<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?

Korea Stock Exchange KOSPI 200 / Event-Driven

The KOSPI 200 Index is a capitalization-weighted index of 200 Korean stocks which make up 93% of the total market value of the Korea Stock Exchange. The index was developed with a base value of 100 as of January 3, 1990.

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>The <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200 INDEX</a> started a modest pullback and is entering a BUY area, but it could fall further this coming week, caution is advised.</li>
<li>The support levels to buy are between 383-371, this coming week.</li>
<li>Alternatively buy the Close, if the WEEKLY Close is negative, next Friday.</li>
</ul>


The KOSPI 200 INDEX started a modest pullback and is entering a BUY area, but it could fall further this coming week, caution is advised.
The support levels to buy are between 383-371, this coming week.
Alternatively buy the Close, if the WEEKLY Close is negative, next Friday.


EQD | KOSPI 200 Sell-Off Could Accelerate This Week, But It's A BUY

The Hang Seng Index is a free-float capitalization-weighted index of a selection of companies from the Stock Exchange of Hong Kong. The components of the index are divided into four subindices: Commerce and Industry, Finance, Utilities, and Properties. The index was developed with a base level of 100 as of July 31, 1964.

<ul>
<li>After an explosive rally in April, the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index</a> has been in a downtrend since mid-May, many are wondering where the index is headed next.</li>
<li>July 2024, based on our seasonal pattern analysis, does not have a great chance to close higher (it could, but the odds are not good). </li>
<li>If the index goes down in the next 2 weeks, buy the 17600-17300 price area.</li>
</ul>


After an explosive rally in April, the Hang Seng Index has been in a downtrend since mid-May, many are wondering where the index is headed next.
July 2024, based on our seasonal pattern analysis, does not have a great chance to close higher (it could, but the odds are not good). 
If the index goes down in the next 2 weeks, buy the 17600-17300 price area.


<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> rallied last week, and closed the week up.</li>
<li>Although slightly overbought, our models are not pointing to a SHORT opportunity here.</li>
<li>If the index pulls back this coming week, it may be a good idea to BUY, in order to take advantage of a possible reprise of the rally.</li>
</ul>


The Nikkei 225 Index rallied last week, and closed the week up.
Although slightly overbought, our models are not pointing to a SHORT opportunity here.
If the index pulls back this coming week, it may be a good idea to BUY, in order to take advantage of a possible reprise of the rally.


EQD | The Nikkei's Rally May Be About To Restart

<ul>
<li>After 3 weeks up in a row the <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200</a> is ripe for a pullback. </li>
<li>The reversal is probably going to begin this coming week.</li>
<li>If the index goes higher, look at 391 resistance targets to initiate SHORT trades or to cover your LONGs.</li>
</ul>


After 3 weeks up in a row the KOSPI 200 is ripe for a pullback. 
The reversal is probably going to begin this coming week.
If the index goes higher, look at 391 resistance targets to initiate SHORT trades or to cover your LONGs.


EQD | The KOSPI 200 Is Ready to Pullback (Again)

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).