Patrick Beaudan

Belvedere Advisors LLC

CEO

2 Embarcadero Center

San Francisco, CA 94111

United States

http://www.beladv.com

Emotomy

2 Embarcadero Center

San Francisco, CA 94111

United States

http://www.emotomy.com

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 11,972

SSRN RANKINGS

Top 11,972

in Total Papers Downloads

3,895

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
Belvedere Advisors LLC
Downloads 1,309 (14,176)
Citation 2

Abstract:

Loading...

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

2.

A Cheat Sheet for Algorithmic Trading of Investment Portfolios

Number of pages: 18 Posted: 23 Aug 2013
Patrick Beaudan
Belvedere Advisors LLC
Downloads 518 (52,211)

Abstract:

Loading...

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

3.

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
Belvedere Advisors LLC and Tulane University - A.B. Freeman School of Business
Downloads 362 (80,618)

Abstract:

Loading...

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

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
Belvedere Advisors LLC
Downloads 274 (109,654)

Abstract:

Loading...

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
Belvedere Advisors LLC
Downloads 255 (118,170)

Abstract:

Loading...

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
Belvedere Advisors LLC
Downloads 213 (141,236)

Abstract:

Loading...

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
Belvedere Advisors LLC
Downloads 156 (186,666)

Abstract:

Loading...

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
Belvedere Advisors LLC
Downloads 146 (197,252)
Citation 1

Abstract:

Loading...

financial planning, financial goals analysis

9.

Beta Investing in Periods of Rising Interest Rates

Number of pages: 29 Posted: 14 Aug 2015
Patrick Beaudan
Belvedere Advisors LLC
Downloads 145 (198,366)

Abstract:

Loading...

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
Belvedere Advisors LLC
Downloads 141 (202,835)

Abstract:

Loading...

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
Belvedere Advisors LLC
Downloads 85 (290,288)

Abstract:

Loading...

volatility, sharpe ratio, sortino ratio, investment risk

12.

Developing an Appreciation for Risk

Number of pages: 8 Posted: 17 May 2013
Patrick Beaudan
Belvedere Advisors LLC
Downloads 84 (292,375)

Abstract:

Loading...

investment risk, volatility, investment performance statistics

13.

Right-Brain Left-Brain Investing

Number of pages: 7 Posted: 16 May 2013
Patrick Beaudan
Belvedere Advisors LLC
Downloads 74 (315,146)

Abstract:

Loading...

investment due diligence, multi-manager, investment risk

14.

Mind Games

Number of pages: 10 Posted: 17 May 2013
Patrick Beaudan
Belvedere Advisors LLC
Downloads 71 (322,420)

Abstract:

Loading...

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
Belvedere Advisors LLC
Downloads 62 (346,207)

Abstract:

Loading...

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