Pan-Asia Tactical Market Calls (Quant-Driven), MRM Research

Nico Rosti

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 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

Pan-Asia Radar: What's Outperforming MSCI AC Asia Ex-JP (AAXJ US), What's Crowding | Apr 13–Apr 17

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

MRM Research

Quantitative Research

Quantitative Analysis

Laos Consumer discretionary / Quantitative Analysis

<ul>
<li>
Decay Analysis: Compared Long IR vs. Short IR to spot momentum acceleration (Taiwan +1.9, Korea +0.9) versus alpha erosion (India -1.5, Comm Svcs -1.2).</li>
<li>
Leaders/Laggards Analysis: Short IR values identified performance leaders (Korea at 3.0, Taiwan at 2.7) and laggards (India at -3.1, Comm Svcs at -1.9). India/China A/Real Estate  remain chronic underperformers.</li>
<li>
Tactical Tilts: favor high-momentum, tech-heavy markets, avoid deteriorating sectors / regions.</li>
</ul>



Decay Analysis: Compared Long IR vs. Short IR to spot momentum acceleration (Taiwan +1.9, Korea +0.9) versus alpha erosion (India -1.5, Comm Svcs -1.2).

Leaders/Laggards Analysis: Short IR values identified performance leaders (Korea at 3.0, Taiwan at 2.7) and laggards (India at -3.1, Comm Svcs at -1.9). India/China A/Real Estate  remain chronic underperformers.

Tactical Tilts: favor high-momentum, tech-heavy markets, avoid deteriorating sectors / regions.


Hong Kong Exchanges and Clearing (388 HK)

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