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Barclays CapitalElectronic Trading Services
Contact:Electronic Sales Trading Desk212-526-1130ETS@barclayscapital.comLast updated: 10/21/09 16:37:30
Barclays Capital is a full-service provider of electronic trading services. Offerings include BARX Equities algorithmic trading strategies, analytics, DMA capabilities, RealTick and more.
Name Of Service
Electronic Trading Services
What types of algorithms does your firm provide?
In addition to benchmark and tactical strategies (VWAP, TWAP, With Volume, Pegging, Sweep, etc.), Barclays Capital offers dynamic strategies that continuously monitor the market and switch modes in reaction to changes in stock price, liquidity, time, or other variables. A robust custom algorithm framework is also available to build strategies per client request.
What types of orders are offered around your algorithms?
Limit order, Market order, Constraints, Ability to speed up or slow down at different constraints, Discretion, Pegging, Single-stock, Market on open, Market on close, Reserve, Stop market, Stop limit, Probing - Crossing Order Type
What are the average fill rates for the algorithms?
Over 90% of orders sent to BARX Equities algorithmic trading strategies are fully executed. Exact fill rates will depend on order characteristics and strategy selection.
What are your latest algorithm offerings to be released and/or what new algorithms are you working on?
New offerings will include portfolio trading algorithms, cross-asset class execution, and innovative liquidity-seeking strategies. Barclays Capital continually enhances all of its trading algorithms to improve benchmark performance and maximize access to liquidity.
Approximate category breakdown of clients
Broker/Dealers: 10%, Hedge Funds: 30%, Mutual Funds: 60%, Proprietary trading desks: NA
Is pre or post trade analysis available?
Pre-trade analysis is available for single stock and portfolio orders through our SSE (Single Stock Environment) and Portfolio WebBench applications. TradeGauge is Barclays Capital's industry leading product for TCA and post-trade analysis.
Once algorithms are calculated, which direct-access technology does your firm provide?
Barclays Capital has a proprietary Smart Router that intellegently accesses both on- and off-exchange liquidity. BARX algorithms use the Smart Router when sending orders out to the market.
Do you offer a front end? If so, what features are included?
API, FIX interface, Aggregation, Blotter, Order routing, Market Data, Position Management, Risk Management, Basket Trading, Program Trading, Options Trading, Charting, TOM integration, Trade Allocation systems integration, Futures Trading, Swaps Trading, Broker Neutral, Conditional Orders, Analytics, Staging and access to crossing networks
Do you offer report-generation capabilities?
Do you offer algorithms in other asset classes? If so which asset classes?
Equity options algorithms are available, including Vol Trader, which works stock simultaneously with the option.
Are your algorithms available internationally? If so, which markets?
BARX Equities algorithmic trading strategies cover all major markets across North America, Europe and Asia.