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)

NIFTY 50 Tactical Outlook: Overheated? Our Models Say No

NIFTY 50 Tactical Outlook: A Buy Opportunity

Pan-Asian Stocks Tactical Outlook (Week Jan 12 – Jan 16)

Asian Stocks Tactical Outlook (Week Jan 5 – Jan 9)

TSMC (2330 TT) Tactical Outlook Ahead of January Earnings

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>In our <a href="https://www.smartkarma.com/insights/nifty-50-tactical-outlook-a-buy-opportunity" target="_blank" rel="noopener">last NIFTY insight in mid December</a> we identified a BUY opportunity at around 25860, with a target around 26291-26966. The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY</a> bottomed at 25726 and rallied to 26366.</li>
<li>Last week the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index (NIFTY INDEX)</a> pulled back to a support price (25683) that our PRICE MODEL identified as <strong>very oversold (80% probability of LONG reversal)</strong>.</li>
<li>The TIME MODEL is also oversold (70% probability of reversal), so we recently indicated in our  <a href="https://www.smartkarma.com/insights/pan-asian-stocks-tactical-outlook-week-jan-12-jan-16" target="_blank" rel="noopener">Pan-Asian Stocks WEEKLY Tactical Outlook</a> that the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY</a> was a candidate for reversal.</li>
</ul>


In our last NIFTY insight in mid December we identified a BUY opportunity at around 25860, with a target around 26291-26966. The NIFTY bottomed at 25726 and rallied to 26366.
Last week the NIFTY Index (NIFTY INDEX) pulled back to a support price (25683) that our PRICE MODEL identified as very oversold (80% probability of LONG reversal).
The TIME MODEL is also oversold (70% probability of reversal), so we recently indicated in our  Pan-Asian Stocks WEEKLY Tactical Outlook that the NIFTY was a candidate for reversal.


NIFTY 50 Tactical Outlook: Did Recent Volatility Create A Buying Opportunity?