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)

ASX200 Tactical Outlook Ahead of April 21 Adhoc Index Rebalance

NIFTY INDEX Tactical Outlook: Primary Downtrend Resumption

ASX200 Index Tactical Outlook Ahead of Australia’s Unemployment Data

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

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
Alpha Sources: Taiwan (+2.6 Short IR) and Australia (+2.7) remain dominant. Korea (+1.9) shows tentative stabilization after last week's dip.</li>
<li>
Sector Warning: Zero positive IR across all sectors in both windows. Alpha generation is purely a country-selection story — sector rotation offers no edge.</li>
<li>
Tactical: Overweight Taiwan/Australia on sustained decay; underweight India (Long/Short IR: −2.1/−1.9). Tech/Semis breakdown (−1.2 Short IR) confirmed for second consecutive week. </li>
</ul>



Alpha Sources: Taiwan (+2.6 Short IR) and Australia (+2.7) remain dominant. Korea (+1.9) shows tentative stabilization after last week's dip.

Sector Warning: Zero positive IR across all sectors in both windows. Alpha generation is purely a country-selection story — sector rotation offers no edge.

Tactical: Overweight Taiwan/Australia on sustained decay; underweight India (Long/Short IR: −2.1/−1.9). Tech/Semis breakdown (−1.2 Short IR) confirmed for second consecutive week. 


iShares MSCI All Country Asia ex-Japan ETF (AAXJ US)

iShares MSCI All Country Asia ex-Japan ETF

Taiwan Stock Exchange Weighted Index (TWSE INDEX)

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

S&P/ASX 200

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