Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher, Algorithmic Trader and former Portfolio Manager at Capital Theory Investment Management, LLC, a CTA based in Austin, Texas (USA), where I developed and ran automated algorithmic trading strategies for the US Futures and Options markets. 

My work is focused on the statistical study of the "persistence of trends" and "mean reversion" effects in global Equities, Futures, Indexes, Bonds and FX Spot markets. I make extensive use of probabilistic Bayesian models to predict short-term (1 day to few weeks) trend reversals.

I do not use any AI/machine learning processes in my work: all models and algorithms are built by humans. This approach is very labour-intensive but produces forecasts that have a clearly understandable/explainable rationale (no black-boxes).

Quantitative Researcher

Global Commodities: 2025 Outlook: bullish on gold for third year; supply-constrained base metals ...

MRM Research

Quantitative Research

Event-Driven

<ul>
<li>
<a href="https://www.smartkarma.com/entities/gold" target="_blank" data-smartkarma-citation="entities:22870:1" rel="noopener">Gold (GOLD COMDTY)</a> rebounded higher this week, after 2 weeks down, <strong>it is already getting  overbought according to our WEEKLY model, the remaining upside appears limited</strong>.</li>
<li>If you are actively trading Gold, in this insight we will analyze the current Gold patterns and show you why i<strong>t may be too late to enter the trade here</strong>.</li>
<li>A better opportunity to enter LONG may come after another 1 or 2 weeks, when the market should pull back again.</li>
</ul>



Gold (GOLD COMDTY) rebounded higher this week, after 2 weeks down, it is already getting  overbought according to our WEEKLY model, the remaining upside appears limited.
If you are actively trading Gold, in this insight we will analyze the current Gold patterns and show you why it may be too late to enter the trade here.
A better opportunity to enter LONG may come after another 1 or 2 weeks, when the market should pull back again.


EQD | Gold’s Rally Leaves Latecomers Behind: Why You Should Wait for the Next Move