Pan-Asia Tactical Market Calls (Quant-Driven), MRM Research

Nico Rosti

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): Management Upbeat on Growth

HDFC Bank (HDFCB IN) Vs. Union Bank Of India (UNBK IN): Pair Trade in Indian Banks Targeting 8%

Four New Statistical Arbitrage Opportunities in Asia-Pac

HDFC Bank (HDFCB IN) Set to Report Q2 Results Ahead of Diwali Break

Long ICICI (ICICIBC IN), Short HDFC (HDFCB IN): Fresh Statistical Arbitrage Signal in Indian Banks

ICICI Bank (ICICIBC IN / IBN US) Earnings Preview: Strong Track Record Points to Post-Result Gains

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>Despite good earnings results, <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> does not seem to be going anywhere. The stock did rally for the past 3 weeks but after the earnings stayed flat.</li>
<li>Our quantitative probabilistic model indicates <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> usually does not rally for more than 4 weeks when this pattern is encountered (we are in the 4th week, this week). </li>
<li>From a price perspective, our model shows a mildly overbought stock, confirming the slow pace. The pullback should be short-lived (1-2 weeks), but it's imminent.</li>
</ul>


Despite good earnings results, HDFC Bank (HDFCB IN) does not seem to be going anywhere. The stock did rally for the past 3 weeks but after the earnings stayed flat.
Our quantitative probabilistic model indicates HDFC Bank usually does not rally for more than 4 weeks when this pattern is encountered (we are in the 4th week, this week). 
From a price perspective, our model shows a mildly overbought stock, confirming the slow pace. The pullback should be short-lived (1-2 weeks), but it's imminent.


HDFC Bank (HDFCB IN) Tactical Outlook: Time to Lock In Gains