Logica Fund ("LF") was launched in December 2011 and was trading a single long / short US strategy. The fund changed its strategy to the current starting in August 2014. LF's goal is to achieve absolute returns with minimal risk rather than outperform a specific benchmark.
To meet its objectives, LF allocates across a diverse set of equity and options strategies seeking the optimal risk/return profile. Those strategies include Statistical Arbitrage/Quant, Relative Value Equity, Dispersion, and Volatility Arbitrage Strategies, among others. LF places the investments through independent managers in addition to existing in-house strategies, all operating under the LF umbrella. LF employs a proprietary allocation strategy, based on quantitative analysis , qualitative research and due diligence, that seeks to identify value added traders or strategies for an allocation, as well as derive the most optimal amount of portfolio allocation to such strategy/trader based upon various metrics, including exposures, risk/reward profile, and volatility.