83 min listen
ALO02: Properly Diversifying a $1.6Trillion Portfolio ft. Sebastien Page
ALO02: Properly Diversifying a $1.6Trillion Portfolio ft. Sebastien Page
ratings:
Length:
76 minutes
Released:
Feb 16, 2022
Format:
Podcast episode
Description
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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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 https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (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 https://www.toptradersunplugged.com/Ultimate (here).
And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here).
Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (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 https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast.
Follow Alan on https://twitter.com/alanjdunne (Twitter).
Follow Sebastien on https://www.linkedin.com/in/sebastien-page/ (LinkedIn) & https://www.amazon.com/Beyond-Diversification-Every-Investor-Allocation/dp/1260474879 (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
----
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. https://www.toptradersunplugged.com/resources/ebooks/ (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! https://www.toptradersunplugged.com/resources/market-trends/ (Click
----
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 https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (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 https://www.toptradersunplugged.com/Ultimate (here).
And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here).
Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (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 https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast.
Follow Alan on https://twitter.com/alanjdunne (Twitter).
Follow Sebastien on https://www.linkedin.com/in/sebastien-page/ (LinkedIn) & https://www.amazon.com/Beyond-Diversification-Every-Investor-Allocation/dp/1260474879 (read his book).
----
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
----
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. https://www.toptradersunplugged.com/resources/ebooks/ (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! https://www.toptradersunplugged.com/resources/market-trends/ (Click
Released:
Feb 16, 2022
Format:
Podcast episode
Titles in the series (100)
TTU25: Why a Mechanical, Long-Term Trend Approach is Best ft. Scot Billington – 1of2 by Top Traders Unplugged