Portfolio Trading & Index Group

Scotiabank's Portfolio Trading business combines trading expertise and quantitative tools with multiple liquidity sources to provide our institutional clients with "performance driven" results. The group leverages both sophisticated trading systems and an extensive suite of proprietary tools to deliver an efficient and seamless execution. Our technology platform allows traders to dynamically adjust, monitor and measure executions in real-time and is fully supported by a team of financial engineers and programmers. Our algorithmic architecture has been developed and managed in-house to reflect the ever-changing demands of today's rapidly evolving markets.

In addition to trading, Scotiabank's Index Group provides clients with the framework to make informed decisions around major index events. Our "Top Ranked" Index Strategist provides clients with trade ideas for most Canadian and select International Indices. Our products and services include weekly publications, comprehensive quarterly index reviews and a special topic series that examines different trends in indexing.

Understanding the Investment Process

Pre-Trade

  • Supports flexible connectivity channels
  • Identifies and establishes client goals, constraints and benchmarks
  • Produces Pre-Trade Analyics, including proprietary risk measures and market impact calculations

Implementation

  • Formulates and executes robust trading strategy
  • Access multiple liquidity sources: intelligent algo selection, dark pools, DMA and blocks where appropriate
  • Measures & monitors performance and risk in real-time

Post-Trade

  • Provides comprehensive post-trade reports to create trading performance scorecards
  • Execution results are compared to various client selected benchmarks
  • Efficient and reliable settlement cycle

Scotiabank's Portfolio Trading Engine is our most advanced quantitative trading tool that dynamically optimizes trading schedules to help reduce overall risk with a view to minimize opportunity cost and provide more predictable outcomes. Use SPort today to better control and manage execution parameters and optimize performance. Find out more about SPort.

Contacts

For further information, please contact:

Portfolio Trading | Global Equity Trading | Scotia Capital Inc.

40 King Street West, 68th floor, Toronto, Ontario, Canada M5H 3Y2
Toll Free: 877.706.3292
portfolio.trading@scotiabank.com

Chad Reed, CFA
Director and Head,
Portfolio Trading
T: 416.863.7598  M: 416.817.4747

Scott Macdonald
T: 416.863.2839  M: 647.502.1577

Bilal Ijaz
, CFA
T: 416.863.7748  M: 416.564.9177

Andrew Moffatt, CFA, FRM
T: 416.863.7181  M: 647.278.6844