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

The Drill – Oil down and precious metals UP.. The short USD trade in Geopolitics

The Drill: The commoditization of AI is here

MRM Research

Quantitative Research

Quantitative Analysis

United states Metals and mining / Quantitative Analysis

<ul>
<li>In a <a href="https://www.smartkarma.com/insights/gold-may-be-ready-to-restart-its-rally" target="_blank" rel="noopener">previous insight</a> we predicted that <a href="https://www.smartkarma.com/entities/gold" target="_blank" data-smartkarma-citation="entities:22870:1" rel="noopener">Gold (GOLD COMDTY)</a> was about to rally. Since then, <a href="https://www.smartkarma.com/entities/gold" target="_blank" data-smartkarma-citation="entities:22870:1" rel="noopener">Gold</a> has been rising for 6 consecutive weeks. </li>
<li>Our tactical quantitative models indicate that <a href="https://www.smartkarma.com/entities/gold" target="_blank" data-smartkarma-citation="entities:22870:1" rel="noopener">Gold (GOLD COMDTY)</a> is OVERBOUGHT from a WEEKLY perspective, i.e. we expect a pullback that will last 1 or more weeks.</li>
<li>In this insight we will discuss both how much it can still rise and where to buy if there is a pullback, i.e. the support levels.</li>
</ul>


In a previous insight we predicted that Gold (GOLD COMDTY) was about to rally. Since then, Gold has been rising for 6 consecutive weeks. 
Our tactical quantitative models indicate that Gold (GOLD COMDTY) is OVERBOUGHT from a WEEKLY perspective, i.e. we expect a pullback that will last 1 or more weeks.
In this insight we will discuss both how much it can still rise and where to buy if there is a pullback, i.e. the support levels.


Gold Is Extremely OVERBOUGHT—Don't Buy Now, Pullback on the Horizon!