ABOUT LEVITAS CAPITAL
Levitas Capital is a quantitative investment manager specialising in equity volatility. The firm was founded in 2013 and is based in Sydney, Australia. The firm launched its flagship ARVIX Fund in 2016.
Levitas Capital develops quantitative models accepting that complex systems such as investment markets can be unpredictable due to the influence of random variables. These models consolidate large volumes of data which are analysed using sophisticated mathematical, statistical and probability methods. This results in an ability to minimise risk exposure and make calculated estimates about the distribution of risk.
Launched in 2016, the Fund uses proprietary quantitative investment models to target absolute returns through both long and short volatility positioning. The investment universe is restricted to listed options and futures over the CBOE Volatility Index (VIX), the world’s leading measure of market expectations of near term equity volatility.
The ARVIX Fund
THE NEXT GENERATION OF QUANTITATIVE INVESTMENT MANAGERS HAS ARRIVED...
CONTACT LEVITAS CAPITAL
Suite 1131, 223 Liverpool St
Darlinghurst NSW 2010 Australia
+61 2 80764909
Trevor Easterbrook– Portfolio Manager
Trevor joined the team in Nov 2015 and brings over 20 years of financial market experience. He is an equity derivatives specialist, having worked at UBS Hong Kong as Head of Equity Derivative sales and as Portfolio Manager at PMA Investment Advisors trading equity volatility and overlays. Trevor’s derivative knowledge brings a wealth of experience for the execution and communication of product strategy and structure to our investors.
Michael Fagan – COO
Michael has more than 20 years of experience in the financial markets. He worked with various derivatives focused hedge funds in Singapore and Geneva, specialising in volatility arbitrage. Prior to that, Michael was a Managing Director with UBS (London), charged with responsibility for trading and structuring equity and debt securities. Michael brings a wealth of experience and knowledge to the firm and he heads the Risk Management Committee that assures compliance with our investment mandates across all investment activities within the firm.
Michael Brookes - CEO
For the past 15years,Michael has been the CEO and CIO of Lanterne Strategic Investors, an Australian hedge fund specialising in AsiaPac equities portfolios. As a co-founder of Lanterne in 2001, Michael was a key innovator in the growth of the Australian hedge fund industry, attracting large institutional investors from Europe, USA, and Asia to invest in the Lanterne long-short strategy. Throughout his 30-year career in Investments, Michael has always been passionate about creating low risk consistent returning portfolios. Lanterne has been awarded multiple funds management awards in both Australia and Asia. Michael recently created The Bright Energy Fund which is dedicated to investing in commercial and industrials renewable energy community assets which generate maximum benefit through social impact on Australian communities.