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)

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MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As recently reported by <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> the review period for 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> March rebalance ends in 4 weeks. The index committee may execute only 2-3 changes.</li>
<li>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> this week started to rally quite strongly and reached quickly the <strong>overbought price zone</strong> identified by our model above 52306 (the index reached 52518 Tuesday).</li>
<li>Trade: <strong>consider selling at the top some of the low-liquidity stocks in the index that may be deleted in March</strong> (refer to <a href="https://www.smartkarma.com/insights/nikkei-225-index-rebalance-preview-mar-2026-potential-adds-deletes-capping-other-changes" target="_blank" rel="noopener">Brian's insight</a>).</li>
</ul>


As recently reported by Brian Freitas the review period for the Nikkei 225 (NKY INDEX) March rebalance ends in 4 weeks. The index committee may execute only 2-3 changes.
The Nikkei 225 (NKY INDEX) this week started to rally quite strongly and reached quickly the overbought price zone identified by our model above 52306 (the index reached 52518 Tuesday).
Trade: consider selling at the top some of the low-liquidity stocks in the index that may be deleted in March (refer to Brian's insight).


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