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).

My proprietary models can be accessed directly at www.qantrading.com

Quantitative Researcher

MRM Research

Quantitative Research

Equity Derivatives

<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 in an a prolonged uptrend for several weeks, 1-week pullbacks have been buy-the-dips opportunities so far.</li>
<li>Last week Gold closed down, a modest 1-week pullback, it may be an opportunity to buy but we want to show you where is the ideal support zone to buy.</li>
<li>In this insight we will also identify also profit targets, in case gold keeps rallying from here, so that you know how far the rally can go.</li>
</ul>



Gold (GOLD COMDTY) has been in an a prolonged uptrend for several weeks, 1-week pullbacks have been buy-the-dips opportunities so far.
Last week Gold closed down, a modest 1-week pullback, it may be an opportunity to buy but we want to show you where is the ideal support zone to buy.
In this insight we will also identify also profit targets, in case gold keeps rallying from here, so that you know how far the rally can go.


Gold (GOLD COMDTY) Outlook And Profit Targets