The backbone of Logica's approach to markets is simply that behavioral biases in the decision making of buyers and sellers creates inefficiencies that can be exploited in a systematic fashion. This can be done through alpha generation and/or risk management.


We believe that managing the uncertainty inherent in predictive modeling is a more fruitful exercise than simply attempting to make better predictions.

Please view the links below. We hope you'll find unique perspectives in our white paper, which attempts to reconcile the Sharpe Ratio with what is typically the norm in the investment universe: a negatively skewed distribution of returns. Out of this came the need to create a new metric; a skew-adjusted Sharpe Ratio.

For more insight into the mind of Logica's CIO, Wayne Himselsein, view the Featured Posts links below.

We welcome any and all opportunities to discuss, and debate, our way of viewing the world. This is how we learn.

White Paper

The Illusion of Skill - Evaluating Funds With Skewed Distributions

     The Sharpe Ratio: A Blunt Weapon - Hiding the Risk of Asymmetric Returns

Featured Posts

February 28, 2019

January 31, 2019

November 30, 2018

October 31, 2018

September 29, 2018

August 24, 2018

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“You cannot manage outcomes, you can only manage risks.”

- Peter Bernstein -

© 2020 by Logica

Because of the stay-at-home order and related effects of COVID-19, Logica was unable to meet the original filing deadline for its ADV, and relied on the SEC CV-19 order to file by the extended deadline.

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