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 Fund
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.
Company Details
- Founded
- -
- Address
- 223 Liverpool St, Suite 1131,australia
- Industry
- Investment Management
- NAICS
-
Other Financial Investment ActivitiesPortfolio ManagementAll Other Financial Investment ActivitiesTrust, Fiduciary, and Custody ActivitiesMiscellaneous Financial Investment Activities
- Website
- levitascapital.com.au
- Keywords
- Quantitative Analysis, Algorithmic Trading Systems, Volatility Markets, Equity Derivatives.
- HQ
- Darlinghurst, NSW
Levitas Capital Questions
Levitas Capital's website is levitascapital.com.au
Levitas Capital's LinkedIn profile is https://au.linkedin.com/company/levitas-capital
Levitas Capital's industry is
Investment Management
Levitas Capital's top competitors are
Trading Alpha,
River1 Asset Management,
Stockhorn Capital,
Cmt Capital Markets Trading,
Noax Capital,
Life Trading,
Arfima Financial Solutions,
Teks Capital,
Causality Group,
Arfima Trading.
Levitas Capital's categories are Investment Management
Levitas Capital's founding year is 2013
