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)

NIFTY50/ NEXT50 Index Rebalance Preview: Announcement Today After Market Close

NIFTY Family Index Rebalance: Over US$1.7bn to Trade Across Indices

NIFTY MIDCAP150 Index Rebalance Preview: 15 Potential Changes in March

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>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> on August 10th announced the removal of <a href="https://www.smartkarma.com/entities/wipro-ltd" target="_blank" data-smartkarma-citation="entities:15360:1" rel="noopener">Wipro Ltd (WPRO IN)</a> and added <a href="https://www.smartkarma.com/entities/bombay-stock-exchange" target="_blank" data-smartkarma-citation="entities:23694:1" rel="noopener">Bombay Stock Exchange (BSE IN)</a>. </li>
<li>
<a href="https://www.smartkarma.com/insights/nifty50-next50-index-rebalance-preview-announcement-today-after-market-close" target="_blank" rel="noopener">The flow and impact is estimated to be big</a> according to <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a>. We applied our model research to the NIFTY to analyze the current trend and potential upcoming reversals.</li>
<li>The NIFTY Index is mildly overbought at the moment, this week may give way to a reversal.</li>
</ul>


The NIFTY Index (NIFTY INDEX) on August 10th announced the removal of Wipro Ltd (WPRO IN) and added Bombay Stock Exchange (BSE IN). 

The flow and impact is estimated to be big according to Brian Freitas. We applied our model research to the NIFTY to analyze the current trend and potential upcoming reversals.
The NIFTY Index is mildly overbought at the moment, this week may give way to a reversal.


NIFTY50 Tactical Outlook Post Index Rebalance