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

Nico Rosti

Pan-Asia Tactical Market Calls (Quant-Driven)

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/toyota-motor-corp" target="_blank" data-smartkarma-citation="entities:73:1" rel="noopener">Toyota Motor (7203 JP)</a> has been going nowhere since July 2025 and before that it dropped from its highest peak. Long-term bullish, but short term we expect a pullback.</li>
<li>Our model shows that the current trend pattern for <a href="https://www.smartkarma.com/entities/toyota-motor-corp" target="_blank" data-smartkarma-citation="entities:73:1" rel="noopener">Toyota Motor (7203 JP)</a> is not bullish, usually the stock pulls back after 2 weeks up, i.e. end of this week.</li>
<li>We propose this analysis of the pullback as an opportunity to buy at higher prices, or otherwise to hedge your holdings, if you want to tactically optimize returns.</li>
</ul>



Toyota Motor (7203 JP) has been going nowhere since July 2025 and before that it dropped from its highest peak. Long-term bullish, but short term we expect a pullback.
Our model shows that the current trend pattern for Toyota Motor (7203 JP) is not bullish, usually the stock pulls back after 2 weeks up, i.e. end of this week.
We propose this analysis of the pullback as an opportunity to buy at higher prices, or otherwise to hedge your holdings, if you want to tactically optimize returns.


Toyota Motor (7203 JP) Tactical Outlook: Awaiting Imminent Pullback

Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/toyota-motor-corp" target="_blank" data-smartkarma-citation="entities:73:1" rel="noopener">Toyota Motor (7203 JP)</a> vs. <a href="https://www.smartkarma.com/entities/suzuki-motor-corp" target="_blank" data-smartkarma-citation="entities:732:1" rel="noopener">Suzuki Motor (7269 JP)</a> price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long Suzuki and short Toyota targets a 9% return.</li>
<li>
Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.</li>
</ul>



Context: The Toyota Motor (7203 JP) vs. Suzuki Motor (7269 JP) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Suzuki and short Toyota targets a 9% return.

Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.


Long Toyota (7203 JP) Vs. Short Suzuki (7269 JP): Statistical Arbitrage, 9% Mean-Reversion Upside

Asia Pac IPO & Placement Research, China biotech, Aequitas Research

Ke Yan, CFA, FRM

Asia Pac IPO & Placement Research, China biotech

IPOs and Placements coverage across Asia Pacific

Aequitas Research

We cover all listing across the Asia Pacific along with follow-up placements. As of Dec 2020, our team had covered 539 IPOs with a hit rate of 73.5% and 685 placements with a hit rate of 66.8%.

We combine fundamental bottom-up views with our proprietary quantitative framework to provide a holistic coverage across new listings and placements. Our coverage includes pre-IPO notes before the deal is launched, follow-up analysis once the deal is live and post-listing trading analysis as well.

Quantitative Analysis

<ul>
<li>We analyzed the changes in margin trading positions of JPX stocks as of Dec 12th. The aggregated net margin trading position is USD19,648m.</li>
<li>We tabulate league tables for top/bottom net long/short of margin trading by value, net margin buy as multiple of ADT.</li>
<li>We highlight net margin buy/sell changes in Ci Medical, Toyoda Gosei, SoftBank, Toyota Motor, Lasertec, Skylark, Nintendo, Kawasaki Heavy Industries, Mitsubishi UFJ Financial, Tokyo Electron, Ci Medical, Toyoda Gosei.</li>
</ul>


We analyzed the changes in margin trading positions of JPX stocks as of Dec 12th. The aggregated net margin trading position is USD19,648m.
We tabulate league tables for top/bottom net long/short of margin trading by value, net margin buy as multiple of ADT.
We highlight net margin buy/sell changes in Ci Medical, Toyoda Gosei, SoftBank, Toyota Motor, Lasertec, Skylark, Nintendo, Kawasaki Heavy Industries, Mitsubishi UFJ Financial, Tokyo Electron, Ci Medical, Toyoda Gosei.


JPX Margin Trading Weekly (Dec 12th): Ci Medical, Toyoda Gosei, SoftBank, Toyota Motor, Lasertec

Head of Research, IPOs & Placements, Aequitas Research

Sumeet Singh

Head of Research, IPOs & Placements

Equity Capital Markets

SBI Shinsei Bank / Equity Capital Markets

<ul>
<li>
<a href="https://www.smartkarma.com/entities/sbi-shinsei-bank-ltd" target="_blank" data-smartkarma-citation="entities:16897:1" rel="noopener">SBI Shinsei Bank (8303 JP)</a>, a Japanese financial institution, raised around US$2.1bn in its Japan listing.</li>
<li>SBI Shinsei Bank (SBISB) is a Japanese financial institution providing a range of financial products and services to both individual and institutional customers.</li>
<li>We looked at the company’s past performance in our earlier note. In this note, we talk about the trading dynamics.</li>
</ul>



SBI Shinsei Bank (8303 JP), a Japanese financial institution, raised around US$2.1bn in its Japan listing.
SBI Shinsei Bank (SBISB) is a Japanese financial institution providing a range of financial products and services to both individual and institutional customers.
We looked at the company’s past performance in our earlier note. In this note, we talk about the trading dynamics.


SBI Shinsei Bank IPO Trading - Strong Demand, Peers Mini-Rally Will Help

<ul>
<li>
Context: After three consecutive up weeks, <a href="https://www.smartkarma.com/entities/toyota-motor-corp" target="_blank" data-smartkarma-citation="entities:73:1" rel="noopener">Toyota (7203 JP)</a> / <a href="https://www.smartkarma.com/entities/toyota-motor-corp-spon-adr" target="_blank" data-smartkarma-citation="entities:8245:1" rel="noopener">Toyota ADR (TM US)</a> now screens as overbought, with quantitative models signaling a high probability of a trend reversal.</li>
<li>
Trade Idea: Elevated implied volatility (82–83rd percentile) makes short call strategies attractive. Selling near-term calls captures rich premium while aligning with downside risk.</li>
<li>
Why Read: This Insight highlights a timely opportunity where technical overbought signals and historically rich IV converge — ideal for investors seeking a tactical setup.</li>
</ul>



Context: After three consecutive up weeks, Toyota (7203 JP) / Toyota ADR (TM US) now screens as overbought, with quantitative models signaling a high probability of a trend reversal.

Trade Idea: Elevated implied volatility (82–83rd percentile) makes short call strategies attractive. Selling near-term calls captures rich premium while aligning with downside risk.

Why Read: This Insight highlights a timely opportunity where technical overbought signals and historically rich IV converge — ideal for investors seeking a tactical setup.


Toyota (7203 JP // TM US) Hits Overbought: Rich Options for Tactical Shorts

Japan

Toyota Motor Corporation manufactures, sells, leases, and repairs passenger cars, trucks, buses, and their related parts worldwide. The Company also operates financing services through their subsidiaries. Toyota Motor builds homes, produces pleasure boats, and develops intelligent transportation systems including radar cruise control and electronic toll collection systems.

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Toyota Motor (7203 JP)