Proprietary Research

Levant Capital Management LLC’s proprietary research methodologies have been developed over the past 17 years. Our money management policies combined with our research capability is only part of what makes Levant a truly unique investment manager for institutional clients. We also believe that clients deserve transparency in the investment management services we provide. The firm recognizes that the competitive nature of proprietary issues must be balanced with reasonable and acceptable disclosure to clients.

Our research methodology uses technical analysis, fundamental analysis and money management policies. The firm employs this methodology with a discretionary technical trading style. Our objective is to identify acceptable risk-adjusted opportunities based on client needs. The following is a brief illustration of our research methodology:

Research Methodology

Reserach Methodology

Levant Capital Management deals in large listed instruments. These markets can accommodate substantial amounts of capital entering and exiting positions. Levant operates in some of the world’s most liquid markets.

Instrument

Exchange Listed

Instrument Value

Daily Volume

Daily Turnover

E-mini S&P 500

CME

$62,000

2,900,000

$179 billion

30 Year U.S. Treasury Bond

CBOT

$114,500

400,000

$45 billion

Crude Oil

NYMEX

$130,000

300,000

$39 billion

Gold

COMEX

$96,000

200,000

$19 billion

Total

      

$282 billion

Data as of July 20, 2008. The front month futures contract was used in the preparation of this data table.

Our specialization in managed futures is supported by recent drivers in the commodity markets, among them:

  • Hedge funds with $1.5 trillion AUM
  • Commodity trading advisors with $200 billion AUM
  • Historically low interest rates
  • Market participants can easily leverage capital
  • Futures are exchange listed and regulated
  • Both long and short opportunities
  • High energy prices
  • Driven by BRICs (Brazil, Russia, India and China) countries
  • Global access to marketplace
  • Record trading volumes; high liquidity
  • Easy access to capital

The global economy has structurally changed over the past two decades. Supply chains have never been more efficient than today. The real-time economy has highly specialized activities being outsourced globally. This high efficiency has left businesses and markets susceptible to temporary shocks. With few real buffers, the world’s economy experiences periodic supply and demand imbalances. These imbalances provide viable trading opportunities.