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): Tactical Outlook Pre-BOJ Rate Decision

S&P Visibility Gap: Fading U.S. Tech Resistance Via ES JUN26 Options to Fund TOPIX Options

Nikkei 225 Index Tactical Outlook Ahead of Next BOJ Rate Decision

Nikkei 225 Index Rebalance: Kioxia, Pan Pacific IN; GS Yuasa, Casio Computer OUT

Nikkei 225 (NKY INDEX) Outlook - Iran War Update: Very Oversold, May Bounce From Thursday

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<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> will rebalance at the close on 31 March. Read <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> insight for detailed <a href="https://www.smartkarma.com/insights/nikkei-225-index-rebalance-kioxia-pan-pacific-in-gs-yuasa-casio-computer-out" target="_blank" rel="noopener">information on the rebalance</a>. Possible high-volatility window for liquidity-driven price movements.</li>
<li>Trump’s decision to call off Iran strikes on March 23 serves as a significant de-escalation catalyst, likely reducing the geopolitical risk premium and supporting equity indices.</li>
<li>The <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">NKY INDEX</a> index has pulled back significantly, it's below the P75 downside band indicating a "stretched" downside velocity, increasing the probability of a reversal.</li>
</ul>


The Nikkei 225 (NKY INDEX) will rebalance at the close on 31 March. Read Brian Freitas insight for detailed information on the rebalance. Possible high-volatility window for liquidity-driven price movements.
Trump’s decision to call off Iran strikes on March 23 serves as a significant de-escalation catalyst, likely reducing the geopolitical risk premium and supporting equity indices.
The NKY INDEX index has pulled back significantly, it's below the P75 downside band indicating a "stretched" downside velocity, increasing the probability of a reversal.


Nikkei 225 (NKY INDEX) Tactical Outlook Ahead of Mar 2026 Rebalance / After US Stopped Iran Strikes