The Olympic Pavilion was first built by Philip Astley in 1806 where he staged his 'Feats of Horsemanship'. In 1831 it was taken over by the first female theatre manager in London, Eliza Vestris. Madame Vestris wanted to try out some new design ideas, so she and her business partner, Maria Foote began with a programme of four pieces including Olympic Revels. While her licence only allowed her to present extravaganzas and burlesques, Vestris took rehearsal and the quality of performance of the entire company extremely seriously. She also went to enormous expense to produce realistic, accurate sets years ahead of practitioners such as Charles Kean. She gathered a talented company around her which included the actor John Liston. In 1839, Vestris gave her last performance at the Olympic before moving on to the Theatre Royal, Covent Garden.