Logica Capital August 2020 Commentary: Scaling S&P Puts And Calls

Logica Capital commentary for the month ended August 2020, discussing scaling S&P puts and calls from their portfolio.Q2 2020 hedge fund letters, conferences and moreLogica Absolute Return – Up/Down Convexity – No CorrelationLogica Tail Risk – Max Downside Convexity – Negative CorrelationAugust 2020 Performance*Logica Absolute Return -1.30%Logica Tail Risk -2.66% S&P 500 +6.98%VIX +1.95 ptsYear To Date Performance*Logica Absolute Return +19.68%Logica Tail Risk +19.88% S&P 500 +9.65%Returns are Gross of fees to illustrate strategy performance.*Logica Absolute Return Fund, LP returned -1.41% (…

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HEDGE accordingly