Michael Brookes's Contact Details

Michael Brookes's Company Details

Levitas Capital

Darlinghurst, New South Wales, Australia • 2 Employees
Investment Management

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.The Arvix FundLaunched 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.