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 200 Volatility Rises: Market Down Amid US Tariffs and S&P 500 Futures Plunge

Chart of the Day: Implied Volatility Soars Globally, US and Bitcoin Hit Hardest

Tariff Risk Returns: Market Signals and Asia’s Volatility Momentum

S&P/​​​​ASX Index Rebalance (Mar 2025): SIG Is the BIG One; Changes Galore Across Indices

S&P/​​​​​​​​​ASX Index Rebalance Preview: Changes Stable as Adds Outperform Deletes Bigly

Sigma Healthcare (SIG AU): Shareholders Approve Merger; Passives Could Start Buying in Two Weeks

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> has suffered a continuous sell-off for the past 3 weeks. The index is deeply oversold, our model predicts an imminent reversal.</li>
<li>The reversal could lift the index to the 8091-8208 price area, but the index may start to fall again after that.</li>
<li>As posted by <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> there has been 7 changes 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</a> (index rebalance), read his insight for further details on this.</li>
</ul>


The S&amp;P/ASX 200 (AS51 INDEX) has suffered a continuous sell-off for the past 3 weeks. The index is deeply oversold, our model predicts an imminent reversal.
The reversal could lift the index to the 8091-8208 price area, but the index may start to fall again after that.
As posted by Brian Freitas there has been 7 changes for the S&amp;P/ASX 200 (index rebalance), read his insight for further details on this.


S&amp;P/ASX 200 지수 전망 리밸런싱 이후

S&P/ASX 200

S&amp;P/ASX 200 지수 전망 리밸런싱 이후

S&P/ASX 200 지수 전망 리밸런싱 이후