Top Traders Unplugged16 Feb 2022

ALO02: Properly Diversifying a $1.6Trillion Portfolio ft. Sebastien Page

Alan Dunne is joined today by Sebastien Page to discuss how price shocks affect correlations, approaches to strategic asset allocation, how to position portfolios for the years ahead, the current outlook for equities their various sectors, investing in a rising interest rate environment, responding to unexpected regime shifts in the markets, defining and achieving utility maximisation, the merits and drawbacks of mean variance analysis, how to properly diversify a portfolio, the durability of treasury bonds, lessons from research on high performance individuals and teams, achieving a state of ‘flow’, and how to simplify complex financial topics.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

In this episode, we discuss:

Ever-changing market correlations
Strategic asset allocation
Responding to interest rate changes
Achieving utility maximisation
Mean variance analysis
Portfolio diversification
Treasury bonds
High performance teams
Simplifying complexity

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Follow Alan on Twitter.

Follow Sebastien on LinkedIn & read his book.

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Episode TimeStamps:

00:00 - Intro

03:52 - Sebastien’s journey into the investment management industry

07:45 - How Sebastien’s book came about

09:39 - Current view on the markets

13:37 - How to position portfolios for the year ahead and beyond

18:41 - The current outlook for equities and the sectors within

19:43 - Investing in a rising interest rate environment

24:06 - Responding to unexpected regime shifts in the markets

27:04 - Approaches to strategic asset allocation

33:24 - Defining and achieving utility maximisation

37:48 - The merits and drawbacks of mean variance analysis

41:49 - Using scenario analysis

47:41 - Distributions during different market regimes

55:12 - How to properly diversify a portfolio

58:51 - The durability of treasury bonds

01:05:18 - Lessons from research on high performance individuals and teams

01:07:58 - Achieving a state of ‘flow’

01:10:58 - Simplifying complex financial topics

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:

1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here

3. Other Resources that can help you

And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here

Disclaimer

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