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

GOLD Tactical Outlook: Profit Targets for December 2025

Gold: Reviewing Five Decades of Bull Markets Against an Overextended Backdrop

COMEX Gold: Trading Gold’s Moment in the Options Market Spotlight

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>After a 9 weeks rally, <a href="https://www.smartkarma.com/entities/gold" target="_blank" data-smartkarma-citation="entities:22870:1" rel="noopener">Gold (GOLD COMDTY)</a> started to pullback, last week, and the pullback continued into this week.</li>
<li>Some market watchers argue US <strong>retail</strong> investors piled into Gold ETFs following the Fed’s late-August shift to rate cuts, potentially fueling the metal’s recent upside exhaustion.</li>
<li>If <a href="https://www.smartkarma.com/entities/gold" target="_blank" data-smartkarma-citation="entities:22870:1" rel="noopener">Gold (GOLD COMDTY)</a> was fueled by retail buying and is now correcting, retail investors will likely chase the dip—a textbook example of herd behavior, potentially driving a rebound.</li>
</ul>


After a 9 weeks rally, Gold (GOLD COMDTY) started to pullback, last week, and the pullback continued into this week.
Some market watchers argue US retail investors piled into Gold ETFs following the Fed’s late-August shift to rate cuts, potentially fueling the metal’s recent upside exhaustion.
If Gold (GOLD COMDTY) was fueled by retail buying and is now correcting, retail investors will likely chase the dip—a textbook example of herd behavior, potentially driving a rebound.


GOLD Tactical Outlook: Correcting After the Run — Where to Step In