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)

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

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

HK Connect Flows Weekly (Apr 30th): Alibaba, China Mobile, CNOOC, Tencent, Xiaomi, CCB, Cig Shanghai

HK Connect Flows Weekly (Apr 24th): China Mobile, CCB, ICBC, CNOOC, Pop Mart Intl, Tencent

MRM Research

Quantitative Research

Equity Derivatives

China Resources Land / Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/china-resources-land-ltd" target="_blank" data-smartkarma-citation="entities:418:1" rel="noopener">China Resources Land (1109 HK)</a> is among the stocks that will be subject to significant passive selling flows at the end of May, according to recent insights by <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/insights/hk-connect-flows-weekly-apr-30th-alibaba-china-mobile-cnooc-tencent-xiaomi-ccb-cig-shanghai" target="_blank" rel="noopener">Connect flows data</a> posted by <a href="https://www.smartkarma.com/profiles/ke-yan-cfa-frm" target="_blank" data-smartkarma-citation="accounts:9" rel="noopener">Ke Yan</a> suggests mainland investors are quietly rotating out of China Resources Land (1109 HK) ahead of the rebalance, front-running the forced passive selling.  </li>
<li>The stock hasn't visibly broken down yet (5 weeks straight up), our model predicts a high-prob reversal from this week, with support at HK$31.10–30.54 found after 2 weeks.</li>
</ul>



China Resources Land (1109 HK) is among the stocks that will be subject to significant passive selling flows at the end of May, according to recent insights by Brian Freitas .

Connect flows data posted by Ke Yan suggests mainland investors are quietly rotating out of China Resources Land (1109 HK) ahead of the rebalance, front-running the forced passive selling.  
The stock hasn't visibly broken down yet (5 weeks straight up), our model predicts a high-prob reversal from this week, with support at HK$31.10–30.54 found after 2 weeks.


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