Logica Capital October 2020 Commentary: Volatility Events

Logica Capital commentary for the month ended October 30, 2020, discussing the 2020 volatility events.Q3 2020 hedge fund letters, conferences and moreLogica Absolute Return – Up/Down Convexity – No CorrelationLogica Tail Risk – Max Downside Convexity – Negative CorrelationOctober 2020 Performance*Logica Absolute Return -1.25%Logica Tail Risk -0.90% S&P 500 -2.49%VIX +11.7 ptsYear To Date Performance*Logica Absolute Return +16.9%Logica Tail Risk +19.6% S&P 500 +2.5%Returns are Gross of fees to illustrate strategy performance.*Logica Absolute Return Fund, LP returned -1.56% (net) for October 2…

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HEDGE accordingly