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)

Korea’s Mandatory Treasury Share Cancellation Situation Creates New Passive Flow Dynamics

MRM Research

Quantitative Research

Equity Derivatives

Korea Stock Exchange KOSPI 200 / Equity Derivatives

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>
<a href="https://www.smartkarma.com/profiles/sanghyun-park" target="_blank" data-smartkarma-citation="accounts:354" rel="noopener">Sanghyun Park</a> recently posted a comprehensive insight regarding South Korea's move toward forcing firms to cancel treasury shares. I invite you to read it if you haven't yet.</li>
<li>The <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200</a> index passive flows will probably be deeply impacted by this legal reform, we could see this happening soon, before the December KOSPI 200 reshuffle.</li>
<li>Since funds moves could start any time, here is a quantitative-model-based analysis of the most probable trends, with a short-term focus (next 3-4 weeks).</li>
</ul>



Sanghyun Park recently posted a comprehensive insight regarding South Korea's move toward forcing firms to cancel treasury shares. I invite you to read it if you haven't yet.
The KOSPI 200 index passive flows will probably be deeply impacted by this legal reform, we could see this happening soon, before the December KOSPI 200 reshuffle.
Since funds moves could start any time, here is a quantitative-model-based analysis of the most probable trends, with a short-term focus (next 3-4 weeks).


KOSPI 200 Tactical Outlook As Treasury Share Cancellations Impact Passive Flows