This opening session will set the scene for the day ahead, examining Neudata's proprietary data to look at trends and recent themes across the APAC alternative data sector.

The US and China continue to be locked in intense competition on trade and tech. US policy will use tariffs and non-tariff barriers to rewire global supply chains and maintain tech leadership. In response, China aims to enhance global trade relationships and double down on tech investment to secure its place in the AI revolution. This session will explore whether the key for Beijing to turn challenges into opportunities, lies in rebalancing the economy and the establishment of a sound tech ecosystem, to support productivity and investability in the coming decade.

This session will examine the evolving regulatory landscape governing data flows, focusing on the latest legal developments and their impact on funds and data providers.

In this showcase session hear from some of the industry's newest providers, as they share the datasets and product launches set to take the world of alternative data by storm. Ensure you're keeping on top of all the latest updates and case studies to inform your future data acquisition strategy.

With Asia at the forefront of the global shift to non-cash payments, transaction data offers a powerful lens into evolving consumer behavior. This session will explore the key signals emerging from this data, uncovering trends, opportunities, and the broader implications for investors and businesses navigating this rapidly transforming landscape.

This presentation unveils how non-traditional data streams—from satellite imagery to supply chain relationship mapping—expose Chinese suppliers' strategic repositioning under the Trump II tariffs. By analysing digital footprints of Chinese manufacturers, we demonstrate three survival archetypes: supply chain rewires, distribution channel migration, and for some suppliers, the economy of staying put. The findings arm fund managers with analytical tools to navigate tariff-induced supply chain turbulence.

As investment managers navigate an ever-expanding array of data sources, extracting meaningful insights can be challenging. LLMs offer robust capabilities, but their limitations in managing complex, dynamic databases are increasingly evident. This session will explore how Agentic AI, a framework that integrates adaptive, task-specific agents, addresses the challenges of data overload, enhances decision-making and uncovers alpha in an evolving investment landscape.

As AI continues to disrupt, the rise of technologies like DeepSeek and ChatGPT is reshaping how investors and data providers leverage machine learning. This session explores the evolving relationship between AI and alternative data - how it enhances investment strategies, challenges traditional data processes and forces firms to rethink their competitive edge.

This presentation introduces P-Trees, a new class of tree-based models for analyzing unbalanced panels of asset returns. P-Trees enhance high-dimensional sorting with economic interpretability, advancing the efficient frontier beyond standard test assets and generating alphas unexplained by benchmark models. They also create traded factors that outperform traditional pricing models and capture asset return complexity with sparsity, delivering strong out-of-sample Sharpe ratios without overfitting.

Quantitative investors are constantly seeking new and differentiated datasets to power their models. From alternative data to structured financial information, this session will explore the most in-demand data types, how quants assess their value and the challenges of sourcing, integrating and maintaining an edge.