The Meb Faber Show

In Episode 144 we welcome Marty Bergin. Marty begins by going through his background, the history of Dunn Capital and the relationship he had with Bill Dunn, the founder of Dunn Capital. That relationship opened the door for Marty to ultimately work or Bill, and to later become the owner of the firm as part of a transition plan. Next, Meb asks Marty to describe trend following as it relates to Dunn. Marty describes that trend following is pretty basic, but there’s magic in how you develop a portfolio with the strategy. At Dunn, Marty and his team rely on an adaptive trend-following system. From a portfolio management perspective, they look for markets with enough volume to trade in 55 markets across commodities, currencies, interest rates, bonds, equities, and volatility with an equal allocation of risk buckets for each market they trade. Meb follows that with a question about how it all fits together on a high level. Marty explains the program is not restricted in any way, and multiple methods are used for d