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

Nico Rosti

Senior Quantitative Strategist at Aethon Capital (crypto fund).

Quantitative Researcher, Algorithmic Trader and former Portfolio Manager at Capital Theory Investment Management, LLC (Austin, TX - USA). 

I specialize in systematic, short-term forecasting for US and Pan-Asian Stocks and Indexes. My methodology is centered on proprietary quantitative modeling (statistical study of trend persistence and mean reversion effects), leveraging probabilistic Bayesian models to predict tactical shifts over a 1-day to few-week horizon.

All models are explicitly human-built—no AI/machine learning—to eliminate black-box risk. This intensive, non-automated approach ensures that every Tactical Market Call is supported by a clear, explainable rationale.

Pan-Asia Tactical Market Calls (Quant-Driven)

Nikkei 225 Index Rebalance Preview (Sep 2026): Potential Adds, Deletes, Capping & Other Changes

JPX Margin Trading Weekly (Aug 28th): Kioxia, Seikoh Giken, Mitsubishi UFJ Financial, Advantest

JPX Margin Trading Weekly (Aug 21st): Kioxia, Mitsubishi UFJ Financial, Taiyo Yuden, Lasertec

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>By the end of this week we should know the changes for the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 (NKY INDEX)</a> rebalance. We already know that <a href="https://www.smartkarma.com/entities/advantest-corp" target="_blank" data-smartkarma-citation="entities:18107:1" rel="noopener">Advantest Corp (6857 JP)</a> will be capped.</li>
<li>As we know from <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> research since Advantest's weighting must drop from roughly 12.2% down toward the 10% threshold, the required scale of supply hitting the market is significan.</li>
<li>Advantest's core business is experiencing a massive fundamental surge due to high-performance AI semiconductor testing demand, so the structural "passive selloff" is battling strong "fundamental buying" from active institutional investors.</li>
</ul>


By the end of this week we should know the changes for the Nikkei 225 (NKY INDEX) rebalance. We already know that Advantest Corp (6857 JP) will be capped.
As we know from Brian Freitas research since Advantest's weighting must drop from roughly 12.2% down toward the 10% threshold, the required scale of supply hitting the market is significan.
Advantest's core business is experiencing a massive fundamental surge due to high-performance AI semiconductor testing demand, so the structural "passive selloff" is battling strong "fundamental buying" from active institutional investors.


Advantest Corp (6857 JP) Tactical Outlook Ahead of Nikkei 225 Rebalance Announcement