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)

ASX200 Index Tactical Outlook Ahead of Australia’s Unemployment Data

ASX200 Index Adhoc Rebalance: Alkane Resources (ALK) Replaces National Storage REIT (NSR)

Pan-Asia Radar: What's Outperforming MSCI AC Asia Ex-JP (AAXJ US), What's Crowding | Apr 13–Apr 17

ASX200 Index Adhoc Rebalance: 4DMedical (4DX) Replaces Insignia Financial (IFL)

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> will see <a href="https://www.smartkarma.com/entities/national-storage-reit" target="_blank" data-smartkarma-citation="entities:13762:1" rel="noopener">National Storage REIT (NSR AU)</a> deleted and <a href="https://www.smartkarma.com/entities/alkane-resources-ltd" target="_blank" data-smartkarma-citation="entities:19111:1" rel="noopener">Alkane Resources (ALK AU)</a> added on 21 April. Passive trackers moves ongoing, as reported by <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> </li>
<li>Our model flagged the ASX200 as '<strong>overbought</strong>': up 3 weeks, and overextended, well into the "outliers" price targets zone. <strong>We think the index has topped.</strong>
</li>
<li>Downside targets are discussed in the insight, our model sees a bullish buy-the-dip pattern, a brief 1-2 weeks correction followed by higher prices.</li>
</ul>



S&amp;P/ASX 200 (AS51 INDEX) will see National Storage REIT (NSR AU) deleted and Alkane Resources (ALK AU) added on 21 April. Passive trackers moves ongoing, as reported by Brian Freitas 
Our model flagged the ASX200 as 'overbought': up 3 weeks, and overextended, well into the "outliers" price targets zone. We think the index has topped.

Downside targets are discussed in the insight, our model sees a bullish buy-the-dip pattern, a brief 1-2 weeks correction followed by higher prices.


ASX200 Tactical Outlook Ahead of April 21 Adhoc Index Rebalance