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)

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>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> reached quite oversold levels, closing the week at 8851. According to our model is <strong>very</strong> oversold.</li>
<li>What many wonders is if this sell-off is going to be short-lived, or maybe the war in Iran may suddenly look about to end this coming week.</li>
<li>Our analysis can only evaluate how deeply oversold the index is, keeping in mind that although the model includes all wars and crisis of the past, a crash is possible.</li>
</ul>


The S&amp;P/ASX 200 (AS51 INDEX) reached quite oversold levels, closing the week at 8851. According to our model is very oversold.
What many wonders is if this sell-off is going to be short-lived, or maybe the war in Iran may suddenly look about to end this coming week.
Our analysis can only evaluate how deeply oversold the index is, keeping in mind that although the model includes all wars and crisis of the past, a crash is possible.


S&P/ASX 200 Outlook - Iran War Update: Very Oversold, Can It Bounce This Coming Week?