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

 

SYSTEMATIC

TRANSPARENT

POSTIVE ASYMMETRY

QUANTITATIVE

PROCESS DRIVEN

THE NEXT GENERATION OF QUANTITATIVE INVESTMENT MANAGERS HAS ARRIVED...

 

CONTACT LEVITAS CAPITAL

Suite 1131, 223 Liverpool St

Darlinghurst NSW 2010 Australia

+61 2 80764909

 

TEAM

Michael Fagan – Portfolio Positioning / Director 
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 / Director
For the past 15 years, Michael has been the CEO and CIO of Lanterne Strategic Investors. An Australian hedge fund specialising in Australian and regional 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. Michael is a former associate director of Macquarie Equities and BT Australia co-founded Impact 20/80 and 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.


David Sarkis – Quant Research and Modelling / Director
David is an equity derivative specialist with over 25 years of financial industry across Australia, Japan and Hong Kong. David's most recent role was CIO of Sliver Tree Investment Management Hong Kong specialising in merger arbitrage, equity derivative and convertibles trading. David also held the roles of Head of Equity Portfolio Management at Standard Chartered Bank and Head of Derivative Trading at Daiwa Capital Markets. David is a specialist in statistics, financial modelling and advanced programming.


Trevor Easterbrook – Portfolio Development / Director
Trevor joined the team in Nov 2015 and brings over 25 years of financial market experience. He is an equity derivatives specialist, having worked at Bankers Trust London and Sydney as an equity derivative market maker, 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. 

 

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