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)

Nikkei 225 (NKY INDEX) Outlook as Review Period for March Index Rebalance Enters Final Weeks

Ohayo Japan | Japan's 40-Year Bond Yield Hits Record High Above 4% on Fiscal Outlook Fears

Japan Morning Connection: Market Holding Breath to See if JP Bond Rout Continues

Japan Morning Connection: Micron Breakout Keeps Mood for Memory Names Buoyant

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>At the end of last week our quant model signaled the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 (NKY INDEX)</a> was <strong>overbought</strong> (82% prob. of reversal). This week the index started to pullback.</li>
<li>Escalating Japanese Government Bond concernsare worrying investors. Our model did not know what the catalyst was going to be but signaled the potential for a pullback <strong>before the news</strong>.</li>
<li>Now in this insight we will evaluate where could be a good area to buy again the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 (NKY INDEX)</a> .</li>
</ul>


At the end of last week our quant model signaled the Nikkei 225 (NKY INDEX) was overbought (82% prob. of reversal). This week the index started to pullback.
Escalating Japanese Government Bond concernsare worrying investors. Our model did not know what the catalyst was going to be but signaled the potential for a pullback before the news.
Now in this insight we will evaluate where could be a good area to buy again the Nikkei 225 (NKY INDEX) .


Nikkei 225 (NKY INDEX) Outlook Amid Escalating Japanese Government Bond Concerns