Luiz P. Gressmann
I'm a physics student interested in theoretical astrophysics, quantitative finance, factor investing, and computational methods for data-driven modelling. I'm particularly interested in compact objects such as neutron stars and intend to pursue research in this area as part of my bachelor's thesis.
Alongside my studies, I work on personal projects in quantitative finance and computational physics. My current finance project, which is still in progress, investigates robust allocation strategies for evidence-based equity factors in developed markets. Using Python, I am building a rolling out-of-sample backtesting framework to compare different portfolio-allocation methods under realistic investment constraints. The long-term objective is to evaluate how factor exposures accessible through exchange-traded funds can be combined into a robust privately investable portfolio.
This website is a work in progress. Additional content, projects and academic material will be added over time. If you have any questions or suggestions, please feel free to contact me.