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