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)

Pan-Asia Alpha Signals: Korea & Taiwan Dominate, India Underperformance Deepens | Mar 23-27

Pan-Asia Radar: What's Outperforming MSCI AC Asia Ex-JP (AAXJ US), What's Crowding | Mar 30–Apr 3

Pan-Asia Radar: What's Outperforming MSCI AC Asia Ex-JP (AAXJ US), What's Crowding | Apr 6–Apr 10

MRM Research

Quantitative Research

Quantitative Analysis

TSMC (Taiwan Semiconductor Manufacturing) (2330 TT)

TSMC (Taiwan Semiconductor Manufacturing)

<ul>
<li>
 Decay Analysis: Significant alpha erosion in India (Decay -1.2) and Comm Svcs (Decay -1.3), signaling a breakdown in risk-adjusted returns.</li>
<li>
 Momentum Identification: Korea (+0.6), Taiwan (+0.6), and Materials (+0.7) appear as areas of improving momentum. Risk Assessment: India, China A, and Japan are persistent underperformers across both timeframes.</li>
<li>
 Synthesis: Tactical tilts favor North Asian Tech/Semis and Materials, avoiding the deteriorating profiles of India and Financials.</li>
</ul>



 Decay Analysis: Significant alpha erosion in India (Decay -1.2) and Comm Svcs (Decay -1.3), signaling a breakdown in risk-adjusted returns.

 Momentum Identification: Korea (+0.6), Taiwan (+0.6), and Materials (+0.7) appear as areas of improving momentum. Risk Assessment: India, China A, and Japan are persistent underperformers across both timeframes.

 Synthesis: Tactical tilts favor North Asian Tech/Semis and Materials, avoiding the deteriorating profiles of India and Financials.


Pan-Asia Alpha Radar | Week 16-21 Mar: Where the Edge Is Moving