Past performance is not necessarily indicative of future results. The potential for profit is accompanied by the risk of loss.
PHILOSOPHY
We are committed to disciplined
investment management and
putting customers first.
Over time, all markets exhibit trends which can be identified and profitably exploited by applying an evidence-based systematic approach.
We believe disciplined data-driven investment management strategies developed using scientific methodologies are superior to discretionary strategies in the long-run.
Investors’ interests are fully aligned with ours. We do not charge a management fee and are invested alongside our clients in the same strategy (15% AUM is proprietary).
RESEARCH DRIVEN
The scientific process, applied to
financial data, guides all of our
methodologies
We foster a firm culture of constant improvement through rigorous self-scrutiny and relentless pursuit of innovation.
Our Research Team is comprised of 5 dedicated professionals (three Ph.D.’s), supported by a database engineer, an IT architect and coders.
We maintain a highly disciplined research process utilizing an advanced simulation platform developed in-house. R&D efforts are primarily focused on new alpha generation techniques and enhanced risk control processes.
STRATEGY
WMA is a diversified, 100%
systematic, trend following
program.
The World Monetary and Agriculture (“WMA”) program is a quantitative, statistical and 100% systematic strategy that extracts profits from up and down trends, with no long or short bias.
WMA is a fully diversified program encompassing a portfolio of equity, fixed income, currency, energy, metal, agricultural and volatility futures markets.
The WMA program utilizes a dynamic risk-management methodology that gears portfolio value at risk to current market conditions and recalibrates this target daily.
45 years of Dunn Capital: A profile by CTAIntelligence
William Dunn knows how to stick to a plan, even under the most adverse circumstances.
21 November 2019. About 15 years ago, the founder of Dunn Capital Management, the Florida-based CTA, was enjoying his lifelong passion of skiing with his wife when he took a bad fall and broke most of his ribs. When the snow patrol arrived and checked on his condition, they offered him two choices: get dragged down on a sled or sit on the back of a snowmobile.
Neither option sounded very enticing. “It’s gonna hurt like hell,” a patrolman told him. A third option was for Dunn to try to get down the slope himself. Already in his 70s, however, that was not something for the faint of heart. But Dunn had already made up his mind. “That’s fine,” he said, “I’ll ski down myself.” And so he did.
The ski accident was not the only time Dunn has defied expectations and refused to give up in the face of a tough situation.