Equity-Linked Strategies
Our Equity-Linked Strategies team generates investment ideas covering convertibles, derivatives, event-driven and cross-asset strategies using fundamental, capital structure and relative value frameworks across the US equity and credit markets. This team is a rare combination of top academics with practical trading experience that have deep expertise in quantitative/statistical volatility analysis and cross-market investment ideas and frameworks. We have market-leading capabilities in portfolio optimisation and hedging, tactically bridging fundamental ideas with trading functions.

Quantitative Equity Strategies
Barclays Capital has developed a distinctive set of quantitative research products that add unique value and perspective in investment decisions. The Quantitative Equity Strategies team has created a unique multi-factor model Return Optimised Quantitative Strategies – ROQSSM which seeks to predict how stocks will move across the Russell 1000. The data is comprehensive, legacy free, and also free of forward look-ahead bias. The team engages in significant ongoing research of quantitative drivers of stock returns, adding coverage beyond Russell 1000 to include Russell 2000 and Europe.

POINT® Risk Modelling
POINT® is a multi-currency, multi-asset platform with a wide array of advanced portfolio analytics tools including the global risk model and optimiser, hybrid performance attribution, scenario analysis, and market exposure reporting. Security coverage includes fixed income and equities. Derivatives coverage includes futures, options on futures, interest-rate swaps, swaptions, CMOs, CDS, and CDX. From basic reporting functionality to advanced analytical models, POINT® helps portfolio managers understand portfolio performance and risk with advanced mortgage valuation models.

Quantitative Portfolio and Trading Analytics
Our Quantitative Analytics team conducts in-depth market microstructure research on the markets, from liquidity analysis to market impact cost and risk modelling. Our team consults with clients to deliver quantitative investment strategies and algorithms for trading strategies. They also build models and assemble customised hedging, tracking and investment portfolios.