Logica Capital May 2021 Commentary: How to structure a volatility portfolio

Logica Capital

Logica Capital commentary for the month ended May 2021. Q1 2021 hedge fund letters, conferences and more Logica Absolute Return (LAR) – Upside/Downside Convexity – No Correlation Tactical/dynamic balanced Put/Call allocation – Symmetric Straddle Logica Tail Risk (LTR) – Max Downside Convexity – Strong Negative Correlation Tactical/dynamic downside tilted Put/Call allocation – Ratio Straddle May […]

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