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: Correcting After the Run — Where to Step In

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

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> this week has resumed its uptrend after a brief, shallow setback in mid-November.</li>
<li>This insight will analyze our Gold Futures Dec 25 model to determine profit targets that could be reached in the next 3 weeks (in December 2025).</li>
<li>Range: Gold could reach again previous highs, in December, while if it goes down it could reach the 3933 support zone.</li>
</ul>



Gold (GOLD COMDTY) this week has resumed its uptrend after a brief, shallow setback in mid-November.
This insight will analyze our Gold Futures Dec 25 model to determine profit targets that could be reached in the next 3 weeks (in December 2025).
Range: Gold could reach again previous highs, in December, while if it goes down it could reach the 3933 support zone.


GOLD Tactical Outlook: Profit Targets for December 2025