​Equity Decline, Higher Vol Regime Drives Interest In Cross-Asset Trend Following Strategies

The spike in volatility and consistent decline in spot in Europe since the beginning of the year has coincided with an increase in AUM in cross-asset trend following systematic products.Rob McGlinchey spoke with Nomura’s Eric Bensoussan on increased interest in the firm’s Cross-Asset Momentum products and separately, what impact recent market moves will have on autocallable issuance in Europe in 2016.