Back
Managed Futures
Logista Fund LP - AlphaMaven Performance Update
November 2023 - Managed Futures
Logista Fund LP is a regulated discretionary energy trading commodity fund with a primary focus on trading spread-options on crude oil and natural gas, not their price. Logista treats spread-options volatility as an asset class. Andrew Serotta, who has over 25 years of trading experience, is Logista's founder and CIO.
CSO (calendar spread-options) and ARB options (the WTI and Brent differential) is Logista's focus. The portfolio is approximately delta neutral to limit price exp