Patrick Beaudan

Northern Trust Corporation

50 South LaSalle Street

Chicago, IL 60603

United States

Emotomy

580 California Street

San Francisco, CA 94104

United States

http://www.emotomy.com

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 10,326

SSRN RANKINGS

Top 10,326

in Total Papers Downloads

5,055

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Ideas:
“  Machine learning applied to investment management  ”

Scholarly Papers (15)

1.

Telling the Good from the Bad and the Ugly: How to Evaluate Backtested Investment Strategies

Number of pages: 19 Posted: 30 Oct 2013
Patrick Beaudan
Northern Trust Corporation
Downloads 1,435 (14,326)
Citation 2

Abstract:

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back-test, historical simulation, probability of back-test over-fitting, investment strategy, optimization, Sharpe ratio, minimum back-test length, performance degradation

2.

Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-Based Trading Strategies

Number of pages: 78 Posted: 04 Feb 2019 Last Revised: 14 Mar 2019
Patrick Beaudan and Shuoyuan He
Northern Trust Corporation and Tulane University - A.B. Freeman School of Business
Downloads 1,137 (20,405)

Abstract:

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Trading Strategy, Active Investing, Dual Momentum, Machine Learning, Logistic Regression, Trend-Following

3.

A Cheat Sheet for Algorithmic Trading of Investment Portfolios

Number of pages: 18 Posted: 23 Aug 2013
Patrick Beaudan
Northern Trust Corporation
Downloads 591 (50,772)

Abstract:

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algorithmic trading, portfolio trading, margin, leverage, trading costs, long short strategies, asset allocation

4.

A Tactical Approach to Managing Interest Rate Risk in Investment Portfolios

Number of pages: 9 Posted: 14 May 2013 Last Revised: 21 Jun 2013
Patrick Beaudan
Northern Trust Corporation
Downloads 289 (118,063)

Abstract:

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interest rates, portfolio alloations, dynamic, quantitative investment strategy, risk parity

5.

A Modified Moving Average for Financial Trading Algorithms

Number of pages: 11 Posted: 05 Aug 2015
Patrick Beaudan
Northern Trust Corporation
Downloads 287 (118,896)

Abstract:

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C11, C61, C63

6.

Family Connections: Tying Up Volatility and Momentum with the Octane Indicator

Number of pages: 11 Posted: 04 Jun 2013
Patrick Beaudan
Northern Trust Corporation
Downloads 232 (147,591)

Abstract:

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Momentum indicator, RSI, Relative Strength Indicator, Risk Parity, Octane Indicator, Sharpe ratio, Sortino Ratio

7.

Tactical Trading of Bonds Using Interest Rate Indices

Number of pages: 24 Posted: 05 Sep 2015
Patrick Beaudan
Northern Trust Corporation
Downloads 184 (183,174)

Abstract:

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Tactical trading, Trading indicators, Relative Strength Indicator, Interest Rate Hedging, Tactical trading of bonds, Bond trading, Risk parity, Beta investing, Bond indices, Trading bond indices

8.

A Cheat Sheet for Financial Planning Computations

Number of pages: 14 Posted: 25 Feb 2014 Last Revised: 07 Mar 2014
Patrick Beaudan
Northern Trust Corporation
Downloads 181 (185,836)
Citation 1

Abstract:

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financial planning, financial goals analysis

9.

Beta Investing in Periods of Rising Interest Rates

Number of pages: 29 Posted: 14 Aug 2015
Patrick Beaudan
Northern Trust Corporation
Downloads 157 (210,024)

Abstract:

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Permanent Portfolio, Risk Parity, Modern Portfolio Theory, Beta Investing, Smart Beta, Asset Allocation Theory, Asset Allocation Portfolios, Tactical Asset Allocation, Global Asset Allocation, Harry Browne's Long-Term Investment Strategy

10.

A Risk Weighted Approach Designed to Manage Bond Exposures in a Low Interest Rate Environment

Number of pages: 28 Posted: 05 Aug 2013
Patrick Beaudan
Northern Trust Corporation
Downloads 150 (218,174)

Abstract:

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Risk parity, volatility weighted portfolio allocation, bond risk, permanent portfolio, all weather portfolio

11.

Cholesterol and Volatility

Number of pages: 10 Posted: 17 May 2013
Patrick Beaudan
Northern Trust Corporation
Downloads 96 (302,906)

Abstract:

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volatility, sharpe ratio, sortino ratio, investment risk

12.

Developing an Appreciation for Risk

Number of pages: 8 Posted: 17 May 2013
Patrick Beaudan
Northern Trust Corporation
Downloads 93 (309,190)

Abstract:

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investment risk, volatility, investment performance statistics

13.

Right-Brain Left-Brain Investing

Number of pages: 7 Posted: 16 May 2013
Patrick Beaudan
Northern Trust Corporation
Downloads 81 (336,690)

Abstract:

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investment due diligence, multi-manager, investment risk

14.

Mind Games

Number of pages: 10 Posted: 17 May 2013
Patrick Beaudan
Northern Trust Corporation
Downloads 76 (349,393)

Abstract:

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risk analysis, manager due diligence, multi-manager portfolio construction, performance analysis

15.

Capturing Market Returns: Taking an X-Ray of Your Money Manager

Number of pages: 10 Posted: 17 May 2013
Patrick Beaudan
Northern Trust Corporation
Downloads 66 (377,316)

Abstract:

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investment risk, financial statistics, market capture statistics, manager due diligence, quantitative investment analysis