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

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

Investors Are Max Long Stocks & Bearish Commodities

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

MRM Research

Quantitative Research

Quantitative Analysis

United states Metals and mining / Quantitative Analysis

<ul>
<li>
<a href="https://www.smartkarma.com/entities/gold" target="_blank" data-smartkarma-citation="entities:22870:1" rel="noopener">Gold (GOLD COMDTY)</a> has been pulling back for 2 weeks, this week was slightly up at the Close on Tuesday 31st of December, but it could close the week down.</li>
<li>In a <a href="https://www.smartkarma.com/insights/eqd-gold-s-rally-leaves-latecomers-behind-why-you-should-wait-for-the-next-move" target="_blank" rel="noopener">previous insight</a> in mid-December, we advised holding off on entering a LONG position in <a href="https://www.smartkarma.com/entities/gold" target="_blank" data-smartkarma-citation="entities:22870:1" rel="noopener">Gold</a> and waiting for a more favorable opportunity. Now the time may be right.</li>
<li>If this WEEKLY Close for Gold is negative (or if Gold reaches an oversold support before Friday), the odds for a rally would start to look quite good.</li>
</ul>



Gold (GOLD COMDTY) has been pulling back for 2 weeks, this week was slightly up at the Close on Tuesday 31st of December, but it could close the week down.
In a previous insight in mid-December, we advised holding off on entering a LONG position in Gold and waiting for a more favorable opportunity. Now the time may be right.
If this WEEKLY Close for Gold is negative (or if Gold reaches an oversold support before Friday), the odds for a rally would start to look quite good.


Gold May Be Ready to Restart Its Rally