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Barclays Mix'n'Match

Published in Automated Trader Magazine Issue 16 Q1 2010

Toby Bayliss and Andy White, at Sanford C. Bernstein, illustrate the use of multiple complementary algorithms to work a substantial hypothetical buy order in Barclays in the immediate aftermath of the US president’s announcement of his vision for the banking industry.

Toby Bayliss

Toby Bayliss

Andy White

Andy White

The Scenario: It is January 22nd 2010 and a trader at an agency brokerage has recently been handed a substantia

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