Lukso

About Marcin

Lukso designs and backtests rules-based quantitative strategies. He holds an MS in Quantitative Finance and leads research for systematic asset allocation at StrategyIndex.io.

With a focus on evidence-based investing, Marcin's work bridges the gap between complex academic literature and practical application for everyday investors. He specializes in tactical asset allocation, momentum investing, and risk-parity portfolios adapted for European investors using UCITS ETFs.

Prior to StrategyIndex.io, Marcin spent years analyzing financial markets and developing algorithmic models to identify persistent market anomalies and risk premia.

Research Focus

• Tactical Asset Allocation: Evaluating absolute and relative momentum systems to improve risk-adjusted returns and reduce drawdowns.
• Factor Investing: Analyzing the persistence of value, size, quality, and momentum premiums in modern markets.
• UCITS ETF Implementation: Translating US-centric models into practical, tax-efficient portfolios for European investors.
• Portfolio Robustness: Testing investment models across multiple decades and macroeconomic regimes to ensure out-of-sample reliability.