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 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

ASX200 Tactical Outlook Ahead of April 21 Adhoc Index Rebalance

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

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

A High-Return Year for Asia Ex-Japan: What Drove Performance?

MRM Research

Quantitative Research

Quantitative Analysis

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

iShares MSCI All Country Asia ex-Japan ETF

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<li>
Performance: Korea and Taiwan are the top risk-adjusted performers. India and China A are the primary detractors. Australia and Taiwan are the leaders in positive alpha decay, indicating strengthening trends. </li>
<li>
Risk: Flagged India and the entire sector spectrum (specifically Communication Services and Real Estate) for persistent negative IR across both windows. Tech/Semis sector's has significant negative decay.</li>
<li>
Tactical: overweight high-momentum/high-IR regions (Taiwan, Australia) while maintaining an underweight stance on chronic underperformers (India).</li>
</ul>



Performance: Korea and Taiwan are the top risk-adjusted performers. India and China A are the primary detractors. Australia and Taiwan are the leaders in positive alpha decay, indicating strengthening trends. 

Risk: Flagged India and the entire sector spectrum (specifically Communication Services and Real Estate) for persistent negative IR across both windows. Tech/Semis sector's has significant negative decay.

Tactical: overweight high-momentum/high-IR regions (Taiwan, Australia) while maintaining an underweight stance on chronic underperformers (India).


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