BNP Paribas Quant Forum in Tokyo 2025

Amid rising market volatility and shifting economic dynamics, the 6^th Annual QIS Forum in Tokyo brought together financial leaders to explore how quantitative strategies are reshaping investment approaches.

Welcoming over 100 delegates from banks, securities firms, asset managers, and insurance companies, the forum provided a dynamic platform for meaningful discussions and strategic insights. Under this year’s theme, ‘Quantitative Investing Strategies at the Frontier: Navigating Market Turbulence with Precision,’ participants explored how QIS is evolving in response to today’s complex environment.

Highlights included a macroeconomic outlook by Ryutaro Kono, Chief Japan Economist, and a credit market analysis from Mana Nakazora, Vice Chairperson, Global Markets Japan, Chief Credit Strategist/Chief ESG Strategist, offering timely perspectives to help investors navigate a wide range of market scenarios.

Using QIS in challenging markets

Investors face rising uncertainty – from erratic policy shifts, geopolitical risks, to unstable inflation expectations or growing concerns over fiscal sustainability. Asset allocation models need to adapt. Quantitative investment strategies can offer a wide toolkit to help investors build more resilient portfolios including the design of more reliable safe havens against equity or bond volatility, protecting against episodes of crowded trade unwinds or capturing new trends in interest rates or foreign exchange markets. Dispersion was also discussed as a useful addition to a portfolio of defensive overlay strategies.

Dispersion, a strategy that benefits when individual stock returns deviate from the broader market, can offer a cost-effective defensive approach. BNP Paribas QIS Lab’s research highlights its microeconomic and statistical drivers, making it a potentially useful addition to defensive portfolios.
Julien Turc, Head of QIS Lab, BNP Paribas.

The QIS Forum in Tokyo was particularly timely, offering a great opportunity to discuss the role quantitative investment strategies can play in adapting traditional asset allocation models to a new set of challenges including risks over the dollar outlook, rising concerns over investor crowding or questionable stock-bond diversification benefits in the future.
Vincent Berthelemy, Head of Asset Allocation & QIS Strategy, BNP Paribas

Our leadership in QIS has made BNP Paribas a top player in Japan. Hosting the 6th annual QIS Forum was an honor—our sessions provided actionable insights on portfolio management, performance enhancement, and risk mitigation in volatile markets, leveraging Markets 360 and QIS Lab expertise. We also explored innovative solutions to address risks that traditional diversification struggles to mitigate.
Tomoyuki Mori, Managing Director, Head of Equity Derivatives Sales, Global Markets Japan, BNP Paribas

BNP Paribas’ QIS lab continues to pioneer systematic strategies, from factor investing to advanced asset allocation. For deeper insights, explore the lab’s latest white paper, ‘Following trends, one brick at a time ‘.