It would be very very hard to set one up remotely from the UK as Martin says though I do know of someone from another forum who started one from scratch and has run it for years with a succession of managers while she spends at least part of the year in the UK. I have alwsys thought it must be hard but she seems to manage it. She could now get a visa from it if she wanted.

I started one from scratch but was already in Florida having got a visa for a different type of business. Being here makes it a whole lot easier. To go to the embassy with a business plan for a management company to get yourself out here to set one up would be very difficult to do on E2 visa, it is even quite difficult when you buy a small existing one. You could do it on L1 but to do so would need a company in the UK that has been trading for at least a year which has accounts and employees and most importantly can continue to trade while you are here. This I think is what pieman is referring to,