Pan-Asia Tactical Market Calls (Quant-Driven), MRM Research

Nico Rosti

Pan-Asia Tactical Market Calls (Quant-Driven)

MRM Research

Quantitative Research

Equity Derivatives

CME Micro Bitcoin Futures / Equity Derivatives

<ul>
<li>Bitcoin (BTCUSD) has lost around 52% of its value since the peak at 125k in the end of September 2025 to the 60k bottom last week. Now trading at 69k. </li>
<li>The latest leg of this sell off may be some sort of capitulation, our WEEKLY model is showing that BTCUSD spot has reached extremely oversold levels.</li>
<li>This insight is for those interested in adding a speculative asset to their portfolio, maybe via <a href="https://www.smartkarma.com/entities/cme-micro-bitcoin-futures" target="_blank" data-smartkarma-citation="entities:35354:1" rel="noopener">CME Micro Bitcoin Futures</a> or Bitcoin ETFs.</li>
</ul>


Bitcoin (BTCUSD) has lost around 52% of its value since the peak at 125k in the end of September 2025 to the 60k bottom last week. Now trading at 69k. 
The latest leg of this sell off may be some sort of capitulation, our WEEKLY model is showing that BTCUSD spot has reached extremely oversold levels.
This insight is for those interested in adding a speculative asset to their portfolio, maybe via CME Micro Bitcoin Futures or Bitcoin ETFs.


Bitcoin Tactical View: The Bottom Is Near, BUY Opportunity?

Derivatives and Quantitative Strategist

Gaudenz Schneider

TSE Tokyo Price Index TOPIX / Equity Derivatives

<ul>
<li>Observing implied volatility across 16 markets plus gold provides a picture of falling implied volatility, despite dispersion in market performance.</li>
<li>Several, but not all, markets display moderation from unusual volatility levels to a more balanced implied volatility structure.</li>
<li>The realignment of implied volatility across markets presents potential relative value opportunities.</li>
</ul>


Observing implied volatility across 16 markets plus gold provides a picture of falling implied volatility, despite dispersion in market performance.
Several, but not all, markets display moderation from unusual volatility levels to a more balanced implied volatility structure.
The realignment of implied volatility across markets presents potential relative value opportunities.


EQD | Global Option Implied Volatility – Consistently Declining Volatility Amid Mixed Markets

Canada

Purpose Bitcoin ETF  is an exchange-traded fund incorporated in Canada. The Fund invests in and holds substantially all of its assets in long-term holdings of Bitcoin in order to provide Unitholders with a secure, convenient, lower-cost alternative to a direct investment in Bitcoin.

Price Gauge
52-week Range	0.00 - 0.00
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Purpose Bitcoin ETF (BTCC/B CN)

Bitcoin Tactical View: The Bottom Is Near, BUY Opportunity?

Bitcoin dropped -52% from 125k (peak) to 60k last week, now trading at 69k. The sell-off may be a capitulation, BTCUSD reached extremely oversold...

Nico Rosti

EQD | Global Option Implied Volatility – Consistently Declining Volatility Amid Mixed Markets

Despite varying market performances, implied volatility is generally decreasing across 16 equity markets and gold. The realignment might offer...

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Bitcoin Tactical View: The Bottom Is Near, BUY Opportunity?

​Bitcoin dropped -52% from 125k (peak) to 60k last week, now trading at 69k. The sell-off may be a capitulation, BTCUSD reached extremely oversold...

Nico Rosti

EQD | Global Option Implied Volatility – Consistently Declining Volatility Amid Mixed Markets

​Despite varying market performances, implied volatility is generally decreasing across 16 equity markets and gold. The realignment might offer...

Gaudenz Schneider

Bitcoin dropped -52% from 125k (peak) to 60k last week, now trading at 69k. The sell-off may be a capitulation, BTCUSD reached extremely oversold...

Despite varying market performances, implied volatility is generally decreasing across 16 equity markets and gold. The realignment might offer...