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)

Commonwealth Bank of Australia (CBA AU) In Oversold Territory: Options Strategy on Reversal Range

CBA (CBA AU): FY 2025 Results Drive Sharp Intraday Moves - Insights for Options Traders

CBA (CBA AU) Vs. Bank of Queensland (BOQ AU): Quant Signal Flags Trading Opportunity

MRM Research

Quantitative Research

Equity Derivatives

Commonwealth Bank of Australia / Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/commonwealth-bank-of-australia" target="_blank" data-smartkarma-citation="entities:14:1" rel="noopener">Commonwealth Bank of Australia (CBA AU)</a>’s shares have surged &gt;80% since November2023, outpacing its underlying profit growth and dividend yields. Passive‐index ETF reallocations are the primary driver of this rally.</li>
<li>
<strong>A Reuters poll forecasts the RBA will cut rates by 25 bps to 3.60% on July 8</strong>—with further cuts likely into year‐end. This will compress NIMs, a key earnings driver for CBA. </li>
<li>This insight marks the start of our coverage for <a href="https://www.smartkarma.com/entities/commonwealth-bank-of-australia" target="_blank" data-smartkarma-citation="entities:14:1" rel="noopener">CBA</a>: the stock closed this week down (CC -1) reaching oversold levels, it can bounce but the rally potential appears limited.</li>
</ul>



Commonwealth Bank of Australia (CBA AU)’s shares have surged &gt;80% since November2023, outpacing its underlying profit growth and dividend yields. Passive‐index ETF reallocations are the primary driver of this rally.

A Reuters poll forecasts the RBA will cut rates by 25 bps to 3.60% on July 8—with further cuts likely into year‐end. This will compress NIMs, a key earnings driver for CBA. 
This insight marks the start of our coverage for CBA: the stock closed this week down (CC -1) reaching oversold levels, it can bounce but the rally potential appears limited.


オーストラリア・コモンウェルス銀行（CBA AU）の見通し：過剰なパッシブ投資流入と純金利（NIM）の圧力の中