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Quantitative Portfolio Strategy

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Quantitative Portfolio Strategy

For over two decades, the Barclays Quantitative Portfolio Strategy (QPS) team has provided clients with quantitative insights into all aspects of the investment process across asset classes, including fixed income, equity, foreign exchange and hedge funds.

Senior members of our QPS team have decades of experience working together as a team for over 25 years, publishing:

  • QPS FICC since 1990
  • QPS Analytics since 2008
  • QPS Equity since 2012

Extensive analysis spanning major steps of the investment process

Four investment steps: Asset allocation, benchmark customisation, choice of investment style, risk budgeting

Our QPS team produces unique content that is:

  • Objective – no subjective views. Analysis is based on proprietary empirical studies or models
  • Practical – realistic, implementable findings in response to questions from practitioners
  • Academically recognised – published in key industry journals (Journal of Portfolio Management, Journal of Fixed Income, Journal of Alternative Investments)
  • Broad in nature – covering all major asset classes and aimed at a variety of institutional investors.

QPS also hosts Advisory Councils in New York and London, which provide an opportunity for two-way dialogue with large institutional investors.

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Barclays Liquidity Cost Score

Our Liquidity Cost Score (LCS) is an objective, quantitative bond-level liquidity measure based on two-way quotes from Barclays traders. LCS measures the cost of an immediate, institutional-size, round-trip transaction, and is expressed as a percentage of the bond’s price. We compute LCS for more than 22,000 fixed-income securities with a total outstanding amount of US50trn, covering a broad range of asset classes.

Systematic Investing in Credit

Published in December 2020, this book by the Quantitative Portfolio Strategy team, based on years of innovative research, is one of the first to help facilitate inclusion of systematic strategies in credit portfolio management.

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Cover of Systematic Investing in Credit
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Thematic insights

Read some of the latest highlights from Barclays’ Research analysts across Credit, Equity, Macro and Quantitative Portfolio Strategy.

Barclays Live

Barclays Live is our comprehensive, award-winning1 client portal delivering world-class, cross-asset content to our institutional clients on desktop, tablet and phone.

Learn more about Barclays Live

1 Barclays Live was consistently voted #1 for Web-Based Analytical Tools by Institutional Investor’s annual All-America Fixed-Income Research survey 2008 - 2018.

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Related information

Equity Research 

Provides event analysis and deep dives into stock ideas and sector themes spanning more than 1,500 stocks under coverage across the Americas and Europe.

Credit Research 

Offers strategy and fundamental research with thematic views, trade ideas and Premier Events across a wide range of credit products and geographies.

Macro Research 

Delivers integrated short- and long-term economics, rates, FX, commodities and public policy insights across developed and emerging economies.

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