Barclays CapitalEmail: email@example.comTel: Japan +81 3 4530 2263
BarCap’s Portfolio WebBench is designed to provide pretrade transaction cost estimates, while the Single Stock Environment tool allows traders to preview the impact, risk and completion horizon of execution strategies. TradeGauge is Barclays Capital’s automated, global execution performance analysis system for equity trades. Orders can be viewed in aggregate, filtered by category, or examined on an individual level for detailed analysis.
Asset classes and markets
Barclays Capital offers TCA products including browserbased pre-, intra-, and post-trade transaction-cost analysis tools for equities, exchange-traded funds, options and futures across the Americas, EMEA, and Asia Pacific.
Portfolio WebBench Live allows clients to monitor their transaction costs in real time against multiple benchmarks. Slippage can be measured relative to benchmarks including VWAP, arrival price, open, close, low, high, quote, previous close, full day VWAP, arrival last, interval end price, interval + X end price, market impact adjusted, participation rate, opportunity cost, alpha adjusted, as well as clientdefined custom benchmarks.
Reports can be delivered in a variety of formats on demand, intra-day or at predefined intervals, via a variety of channels and can be configured by separate traders within the same organisation.
Barclays Capital’s electronic sales trading team provides clients with advice and expertise on their long-term strategy usage as well as performance analyses in the broader context of their investment objectives.
Portfolio WebBench and Single Stock Environment provide a set of pre-trade analytics tools including access to auction data, construction and rebalancing optimisation tools, market impact cost estimates, fundamental and statistical risk factor analysis, optimal hedging strategy creation, liquidity screening, optimal trade scheduling, real-time single stock and portfolio performance analysis and streamlined risk bids.
Near-term improvements will focus on execution venue quality and toxicity reporting, custom outlier capabilities, and new user-friendly post-trade analytics tools.