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)

S&P/​​​​​​​​​ASX Index Rebalance Preview (Dec 25): Changes Across Indices as Positioning Picks Up

Light & Wonder (LNW AU): Index Implications of NASDAQ Delisting & ASX Primary Listing

S&P/​​​​ASX Index Rebalance (Sep 2025): New Methodology & The Many Changes

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>
November 21st marks the close of the review period for the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> December rebalance. Changes will be announced on December 5th. 
</li>
<li>Implementation of changes begins December 19th, read <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a>' recent insight to learn about the 7 possible modifications to the ASX 200.
</li>
<li>Passive tracker flows can significantly move markets around index rebalance dates. In this insight, we leverage our models to identify critical support and resistance zone (the index is very OVERSOLD).</li>
</ul>



November 21st marks the close of the review period for the S&amp;P/ASX 200 (AS51 INDEX) December rebalance. Changes will be announced on December 5th. 

Implementation of changes begins December 19th, read Brian Freitas' recent insight to learn about the 7 possible modifications to the ASX 200.

Passive tracker flows can significantly move markets around index rebalance dates. In this insight, we leverage our models to identify critical support and resistance zone (the index is very OVERSOLD).


S&P/ASX 200 Outlook Ahead of Dec25 Index Rebalance