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)

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

NIFTY INDEX Tactical Outlook: Primary Downtrend Resumption

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

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

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

MRM Research

Quantitative Research

Equity Derivatives

iShares MSCI All Country Asia ex-Japan ETF / Equity Derivatives

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

iShares MSCI All Country Asia ex-Japan ETF

<ul>
<li>
Decay Analysis: Australia (+3.9) and Taiwan (+1.4) show the strongest positive momentum. Tech/Semis (-1.0) and Industrials (-0.8) show the most significant performance exhaustion.</li>
<li>
All listed sectors are currently generating negative IR vs. AAXJ in both windows (2yr/26w), suggesting a highly concentrated benchmark performance or significant cap-weighted drag from the broader indices.</li>
<li>
Tactical: Prioritize high-momentum/high-IR regions (Taiwan/Australia) for overweights, and persistent negative IR regions (India) for underweights.</li>
</ul>



Decay Analysis: Australia (+3.9) and Taiwan (+1.4) show the strongest positive momentum. Tech/Semis (-1.0) and Industrials (-0.8) show the most significant performance exhaustion.

All listed sectors are currently generating negative IR vs. AAXJ in both windows (2yr/26w), suggesting a highly concentrated benchmark performance or significant cap-weighted drag from the broader indices.

Tactical: Prioritize high-momentum/high-IR regions (Taiwan/Australia) for overweights, and persistent negative IR regions (India) for underweights.


パンアジア・レーダー：MSCI AC Asia Ex-JP (AAXJ US)を上回るパフォーマンスを示している銘柄、混雑している銘柄 | 4月6日～4月10日