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:
Our QPS team produces unique content that is:
QPS also hosts Advisory Councils in New York and London, which provide an opportunity for two-way dialogue with large institutional investors.
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.
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.
Read some of the latest highlights from Barclays’ Research analysts across Credit, Equity, Macro and Quantitative Portfolio Strategy.
Barclays Live is our comprehensive, award-winning1 client portal delivering world-class, cross-asset content to our institutional clients on desktop, tablet and phone.
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.
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.