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)

HSI, HSCEI, HSTECH, HSIII, HSBIO Index Rebalance: US$6.4bn of Flows Post Capping (Dec 2025)

HSI INDEX Tactical Outlook Ahead of December 6 Rebalance

HSCEI Index Rebalance: 3 Changes; Yum China In; Double Add for Innovent Bio

Hang Seng Index (HSI) Rebalance: Innovent Biologics Turns a Profit, Gets Added

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index (HSI INDEX)</a> rally has lost traction since mid-September. The index seems to be approaching a corrective phase.</li>
<li>Our model signaled a modestly overbought state at the end of last week, but the index went down pretty fast this week: it has already breached the median support (25440). </li>
<li>This insight will analyze the model to find support entry zones to play short-term rallies or to take profit from hedges. </li>
</ul>


The Hang Seng Index (HSI INDEX) rally has lost traction since mid-September. The index seems to be approaching a corrective phase.
Our model signaled a modestly overbought state at the end of last week, but the index went down pretty fast this week: it has already breached the median support (25440). 
This insight will analyze the model to find support entry zones to play short-term rallies or to take profit from hedges. 


HSI INDEX Tactical Outlook After the Dec 6 Rebalance