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)

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

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

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

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

Kingboard Laminates (1888 HK): New High; Global Index Inclusion; RV Trade

MRM Research

Quantitative Research

Equity Derivatives

China Construction Bank / Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/china-construction-bank-h" target="_blank" data-smartkarma-citation="entities:45:1" rel="noopener">China Construction Bank H (939 HK)</a> is part of a list of stocks that will be <a href="https://www.smartkarma.com/insights/global-index-float-methodology-change-hk-stocks-with-big-passive-sells" target="_blank" rel="noopener">subject to passive selling flows at the end of May</a>, 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>This insight analyzes <a href="https://www.smartkarma.com/entities/china-construction-bank-h" target="_blank" data-smartkarma-citation="entities:45:1" rel="noopener">China Construction Bank H</a>'s currently overbought price (relative to our quantitative model targets), identifying tactical setups to navigate the expected passive selling ahead of the May rebalance.</li>
<li>Passive trackers with a known end-May exit obligation have a clear timing incentive to front-run their own rebalance: sell now at elevated prices before market impact erodes execution quality.</li>
</ul>



China Construction Bank H (939 HK) is part of a list of stocks that will be subject to passive selling flows at the end of May, according to Brian Freitas 
This insight analyzes China Construction Bank H's currently overbought price (relative to our quantitative model targets), identifying tactical setups to navigate the expected passive selling ahead of the May rebalance.
Passive trackers with a known end-May exit obligation have a clear timing incentive to front-run their own rebalance: sell now at elevated prices before market impact erodes execution quality.


Industrial and Commercial Bank of China (1398 HK)

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