Patents by Inventor John A. Hudock

John A. Hudock has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Regime-based asset allocation via adaptive risk premium
    Patent number: 8412609
    Abstract: A method for identifying a regime-based asset allocation via an adaptive risk premium (ARP) involves receiving a financial data; receiving financial parameters; generating an ARP; determining risk regimes; calculating an expected return and a covariance matrix of assets; calculating a number of calculated weights for each risk regime; determining a current risk regime; determining a number of asset weights of a current portfolio; adjusting the asset weights of the current portfolio to match the calculated weights for the current risk regime; calculating a momentum, volatility, and a correlation (MVC) for each of the asset classes of the current portfolio; ranking each asset class of the current portfolio; adjusting the first adjusted asset weights of the current portfolio; determining one of the second adjusted asset weights for the current portfolio; and generating an investment portfolio based on one of the second adjusted asset weights for the current portfolio.
    Type: Grant
    Filed: September 24, 2010
    Date of Patent: April 2, 2013
    Assignee: Quantitative Management Associates LLC
    Inventors: Theodore James Lockwood, John A. Hudock
  • REGIME-BASED ASSET ALLOCATION VIA ADAPTIVE RISK PREMIUM
    Publication number: 20120078811
    Abstract: A method for identifying a regime-based asset allocation via an adaptive risk premium (ARP) involves receiving a financial data; receiving financial parameters; generating an ARP; determining risk regimes; calculating an expected return and a covariance matrix of assets; calculating a number of calculated weights for each risk regime; determining a current risk regime; determining a number of asset weights of a current portfolio; adjusting the asset weights of the current portfolio to match the calculated weights for the current risk regime; calculating a momentum, volatility, and a correlation (MVC) for each of the asset classes of the current portfolio; ranking each asset class of the current portfolio; adjusting the first adjusted asset weights of the current portfolio; determining one of the second adjusted asset weights for the current portfolio; and generating an investment portfolio based on one of the second adjusted asset weights for the current portfolio.
    Type: Application
    Filed: September 24, 2010
    Publication date: March 29, 2012
    Inventors: Theodore James Lockwood, John A. Hudock