Japan EQD 2024

The Multi-Asset, Volatility And Quantitative Investing Forum

December 4 2024, 8:30am – 6:30pm

Tokyo | Asia

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EQDerivatives is responding to market demand and launching the latest forum dedicated to cross-asset volatility, derivatives and quantitative investing education – Japan EQD.

Demand for global cross-asset volatility strategies and quantitative investing solutions in Japan is growing, driven by negative interest rates, yield curve control policy being scrapped and volatility compression. The event is a unique gathering of institutional investors active in multi-asset, quantitative investment and cross-asset derivatives strategies. Attendees will have the opportunity to hear the latest practitioner approaches to portfolio construction implementation of QIS from leading Japanese and international investors, while also networking with leading asset allocator professionals from regional and international pensions, insurers, asset managers, trust banks, family offices, props and regional banks.

Investor Case Study

Gabriel Salinas is a portfolio manager in the multi-asset strategies group at the Teacher Retirement System of Texas, a USD202 billion pension fund serving 2 million active and retired educators across the state. The multi-asset strategies group is responsible for managing systematic quant equity and macro-asset portfolios for the trust. Within the group, Gabriel is a portfolio manager for TRS’s alternative risk premia portfolio, a diversified set of factor premia strategies implemented across equities, bonds, FX, and commodities.  Gabriel also serves on the Trust’s strategic asset allocation working group, conducting research and analysis that helps the board make long term asset allocation decisions. Gabriel received his Ph.D. in Economics from the University of Texas and has worked at TRS since 2017.

Gabriel Salinas

portfolio manager, Teacher Retirement System of Texas

Investor Case Study

Tanuj Dutt is a director within the Strategic Opportunities and Integration (SOI) team at Future Fund, Australia’s Sovereign Wealth Fund. He is responsible for generating data-driven portfolio insights to inform Future Fund’s investment strategy and portfolio construction. Tanuj joined the Future Fund from GIC, where he was instrumental in launching and scaling AlphaScale, GIC’s internal alpha capture strategy that systematically mines alphas from GIC’s internal investment teams.

Tanuj has over 20 years of experience in global multi-asset investment management, spanning both discretionary and quantitative styles. This includes prior roles at Nikko Asset Management, Nuvest Capital (GIC-seeded External Fund Manager), Citi and Citadel. Tanuj holds a Master of Financial Engineering from Nanyang Technological University, a Bachelor of Mechanical Engineering from National University of Singapore, and is a CFA charter holder.

Tanuj Dutt

director, strategic opportunities and integration, Future Fund