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. ----- 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 . ----- 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. 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 Copyright © 2025 – CMC AG – All Rights Reserved Privacy Policy Disclaimer