AXL Capital Media

The so complex and elusive mathematical modeling of gold prices historically escapes in the short and long term the bases of supply and demand they do not allow themselves to be modeled overtime only by factors such as real inflation, the interest rate, the strength (or weakness) of the dollar registered in the DXY index or by the uncertainty levels of the VIX index. Mostly risk aversion or rejection measured as call and put options is one of the factors that monitor gold prices in the short term. In these times of IoT, big data and digitization, will it be possible to increase knowledge and more accurately model gold prices? Our team of professionals developed a stochastic model that correlates with the real data, adjusts with an R2 of 0.89, follows trends in Gold prices and is robust to the statistical criteria of independence, heteroscedasticity, and non-collinearity of the residuals. . The following graph shows the results of the model vs. the actual monthly data of Gold