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)

GOLD Tactical Outlook: Model-Driven Long Bias Initiated

Gold Miners ETF (GDX US) March Rebalance: 4 Adds and US$5.1bn Trade

Is Gold Broken? Consolidation Despite Geopolitical Escalation

MRM Research

Quantitative Research

Equity Derivatives

VanEck Gold Miners ETF/USA / Equity Derivatives

<ul>
<li>The scheduled <a href="https://www.smartkarma.com/entities/vaneck-gold-miners-etf-usa" target="_blank" data-smartkarma-citation="entities:32924:1" rel="noopener">VanEck Gold Miners ETF/USA (GDX US)</a> index rebalance at today’s US close may be the immediate catalyst for potential terminal selling or a "flush-out" event.</li>
<li>We have analyzed recovery targets from the current 80.85 anchor, noting the P50 (85.6) as the primary mean-reversion objective.</li>
<li>The current price (80.85) is an extreme outlier, trading significantly below the MAX limit that was set by our model at 93.26. <strong>Gold is VERY oversold.</strong>
</li>
</ul>


The scheduled VanEck Gold Miners ETF/USA (GDX US) index rebalance at today’s US close may be the immediate catalyst for potential terminal selling or a "flush-out" event.
We have analyzed recovery targets from the current 80.85 anchor, noting the P50 (85.6) as the primary mean-reversion objective.
The current price (80.85) is an extreme outlier, trading significantly below the MAX limit that was set by our model at 93.26. Gold is VERY oversold.



Gold Miners ETF (GDX US) Tactical Outlook At March Rebalance