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)

HDFC Bank (HDFCB IN): Underperformance Turns into an Overweight Signal

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (16 Feb 2026)

Long HDFC Bank (HDFCB IN) Vs. Short Axis Bank (AXSB IN): Statistical Arbitrage in Indian Banks

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (5 Jan '26)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (28 Dec)

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/hdfc-bank-ltd-4b6b7a92-9087-468d-9dbe-ab169e77f014" target="_blank" data-smartkarma-citation="entities:558:1" rel="noopener">HDFC Bank (HDFCB IN)</a> 's Q3 results met expectations, with encouraging credit growth from easing rates and CRR releases. Deposit mobilization, CASA growth, and lower funding costs remain critical profitability drivers.</li>
<li>Asset quality remained pristine with low NPA accretion and mid-20 bps slippages excluding agriculture. The bank provisioned INR 5 billion for agricultural inspection; net credit costs were ~37 bps.</li>
<li>Our model says <a href="https://www.smartkarma.com/entities/hdfc-bank-ltd-4b6b7a92-9087-468d-9dbe-ab169e77f014" target="_blank" data-smartkarma-citation="entities:558:1" rel="noopener">HDFC Bank</a> is oversold, this could be a good time for a LONG trade. <a href="https://www.smartkarma.com/profiles/gaudenz-schneider" target="_blank" data-smartkarma-citation="accounts:66501" rel="noopener">Gaudenz Schneider</a> recently published a <a href="https://www.smartkarma.com/insights/long-hdfc-bank-hdfcb-in-vs-short-axis-bank-axsb-in-statistical-arbitrage-in-indian-banks" target="_blank" rel="noopener">statarb trade proposing LONG HDFC vs SHORT Axis Bank</a>.</li>
</ul>



HDFC Bank (HDFCB IN) 's Q3 results met expectations, with encouraging credit growth from easing rates and CRR releases. Deposit mobilization, CASA growth, and lower funding costs remain critical profitability drivers.
Asset quality remained pristine with low NPA accretion and mid-20 bps slippages excluding agriculture. The bank provisioned INR 5 billion for agricultural inspection; net credit costs were ~37 bps.
Our model says HDFC Bank is oversold, this could be a good time for a LONG trade. Gaudenz Schneider recently published a statarb trade proposing LONG HDFC vs SHORT Axis Bank.


HDFC Bank (HDFCB IN) Tactical Outlook After Q3 Earnings Call Release