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)

China Resources Land (1109 HK) Tactical Outlook: Passive Selling May Accelerate Now

CK Asset Holdings (1113 HK) Tactical Outlook: Dividend Yield Compresses Ahead of Passive Outflows

China Construction Bank H (939 HK) Tactical Setup Ahead of US$5bn+ Passive Selling Flow in May

Global Index Float Methodology Change: HK Stocks with Big Passive Sells

CATL (3750 HK): Implications of Potential US$5bn Offering

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/bank-of-china-ltd-h" target="_blank" data-smartkarma-citation="entities:656:1" rel="noopener">Bank Of China Ltd (H) (3988 HK)</a> is among the stocks that will be subject to significant passive selling flows at the end of May, according to <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas.</a>
</li>
<li>
<a href="https://www.smartkarma.com/entities/bank-of-china-ltd-h" target="_blank" data-smartkarma-citation="entities:656:1" rel="noopener">Bank Of China Ltd (H) (3988 HK)</a>'s pullback last week is trivially small relative to the expected selling pressure. Our model's down-path analogues suggest the real move hasn't started yet.</li>
<li>Our model's path analogues point to a probable landing zone of HK$4.97–4.88 over the next 3 weeks, with tail risk toward HK$4.6 if forced selling clusters around the rebalance date.</li>
</ul>



Bank Of China Ltd (H) (3988 HK) is among the stocks that will be subject to significant passive selling flows at the end of May, according to Brian Freitas.


Bank Of China Ltd (H) (3988 HK)'s pullback last week is trivially small relative to the expected selling pressure. Our model's down-path analogues suggest the real move hasn't started yet.
Our model's path analogues point to a probable landing zone of HK$4.97–4.88 over the next 3 weeks, with tail risk toward HK$4.6 if forced selling clusters around the rebalance date.


Bank Of China (3988 HK) Tactical Outlook: Passive Selling Still Early Ahead of May Rebalance

Bank of China

Bank Of China (3988 HK) Tactical Outlook: Passive Selling Still Early Ahead of May Rebalance