Hong Kong Data Summit 2026
April 23, 2026
AltDating
AltDating Hub - The Tiffin
Our AltDating sessions facilitate interactions between data buyers and sellers via a programme of personalised matchmaking based on your needs.
Slot 1 - 11:50
Slot 2 - 12:05
Slot 3 - 12:20
Slot 4 - 12:35
Slot 5 - 2:25
Slot 6 - 2:40
Slot 7 - 2:55
Slot 8 - 3:10

Registration & networking breakfast
8:10 - 9:10
Exhibition area
Welcome & opening remarks
9:10 - 9:25
The Harbour Stage - Grand Ballroom
As the alternative data market matures globally, Asia Pacific's data ecosystem demands its own lens. This session draws on Neudata's latest research to reassess the APAC alternative data universe — surfacing what has changed, which new dataset categories are gaining traction across the APAC region, and what structural and regulatory forces are driving the shift.

Helena Yu
Head of Asia Research, Neudata
Data versus journalism: Two views on reality
9:25 - 9:45
The Harbour Stage - Grand Ballroom

Robin Harding
Asia Editor, Financial Times
China's AI path and investment applications
9:45 - 10:15
The Harbour Stage - Grand Ballroom

Laura Wang
Chief China Equity Strategist and Asia Chief Investment Strategist, PWM Asia Managing Director, Morgan Stanley Research Asia

Gary Yu
Head of Asia Telecoms, China Internet and Media Research, Morgan Stanley
The rise of APAC data champions: Sourcing, scale and cross-border strategy
10:15- 10:50
The Harbour Stage - Grand Ballroom
APAC’s alternative data ecosystem is entering a new phase as regional data providers scale beyond domestic markets and adapt to increasingly complex regulatory and operational demands. This session explores how cross-border expansion is reshaping data sourcing, partnerships, and product design, and what this means for global investors. The panelists will examine regional aggregation models, market-specific sourcing challenges, and how buyside firms evaluate and manage APAC data relationships in a fragmented, fast-evolving landscape.

James Eason
Independent Consultant (Moderator)

Xiaoquan (Ace) Liu
Programme Director, BBA in Finance, HKCHC and Offshore Fund Director, Shanghai AJ Group

Emily Liu
APAC Head of Data Strategy, Jump Trading

Jay Shen
Director, Data Sourcing and Strategy (APAC), Balyasny Asset Management
Coffee & networking break
10:50 - 11:20
Exhibition area
Using high frequency alternative macro economic data to inform investment decisions: State Street PriceStats inflation indices
11:20 - 11:50
The Harbour Stage - Grand Ballroom
State Street PriceStats tracks billions of prices sold online by retailers globally to generate daily inflation indices, helping investors anticipate the impact of inflation and implications for monetary policy. Our methodology is built upon a robust academic foundation through the Billion Prices Project initiative, established by Harvard Business School professor Alberto Carvallo. This session will highlight how State Street PriceStats provides daily inflation indices for 27 countries to offer timely insights to help investors get ahead of major shifts in inflation trends. We will also introduce new indicators we have developed to provide more granular insights into inflation impacts at the sector, subsector and category level.

Jamie Stewart
Managing Director - Data Intelligence Team, State Street Data Intelligence

Yimou (Andrew) Li
Head of State Street Associates APAC, State Street
Macro track sponsored by


The headshot studio
10:00 - 12:00
Exhibition Area
Join us in the exhibition area for a professional photoshoot to refresh your headshot.
Chinese data dynamics under state-driven movements
11:50 - 12:10
The Harbour Stage - Grand Ballroom
In the global race for digital supremacy, China is pivoting away from a "Wild West" era of unregulated data accumulation and moving towards a state-driven framework that is rapidly, if unevenly, maturing. The state has transitioned from a passive observer to an active market maker. This shift is characterised by a dual-track strategy: the rigid protection of sensitive information at the cross-border frontier to bolster national sovereignty, and the exploratory assetisation of public data to fuel the next generation of "New Quality Productive Forces". As such, we seek to clarify and discuss the State's movements in shaping the data industry and the indication for data providers and investors.

Bobby Wang
Research Analyst, Neudata
Macro track sponsored by

Tracking the commodity boom with alternative data
12:10 - 12:30
The Harbour Stage - Grand Ballroom
The emerging metals and energy supercycle is being driven by distinct but overlapping forces, from AI-fueled power demand to escalating geopolitical risk. This panel explores how investors are using alternative datasets and analytics to monitor supply–demand dynamics, forecast price movements, and identify winners across key commodities, including critical materials for clean tech and battery production.

Lucy Gao
Research Analyst, Neudata (Moderator)
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Andre Kwok
Director, Rainmaker Ventures

Kian Han
Director, Overseas Business Department, Mysteel
Macro track sponsored by

Cross-border data transfer: What’s changed in the data and compliance landscape
12:30 - 1:05
The Harbour Stage - Grand Ballroom
Asia’s regulatory environment for data, technology, and cross-border data flows is shifting from broad principles to more targeted, operational compliance requirements. Changes such as China’s 2025 data export negative lists and certification requirements to tightening privacy, data governance, and AI accountability are complicating cross-border data transfers across the region. This panel examines what’s new, what’s changed, and what matters now for firms navigating global disruptions, including regional use cases to exemplify successes and challenges.

Diana Parusheva-Lowery
Managing Director - Public Policy and Sustainable Finance, ASIFMA (Moderator)

Alex Roberts
Partner, Linklaters

Zhiyi Ren
Partner, Fangda Partners

Helina Lo
Head of Risk, Compliance and Control, Protiviti
Macro track sponsored by


AltDating
11:50 - 12:50
AltDating Hub - The Tiffin
Our AltDating sessions facilitate interactions between data buyers and sellers via a programme of personalised matchmaking based on your needs.
Slot 1 - 11:50 - 12:05
Slot 2 - 12:05 - 12:20
Slot 3 - 12:20 - 12:35
Slot 4 - 12:35 - 12:50
Slot 1 - 11:50 - 12:05
Slot 2 - 12:05 - 12:20
Slot 3 - 12:20 - 12:35
Slot 4 - 12:35 - 12:50
Lunch break
1:05 - 2:05
Exhibition area
Compute as an asset class: Pricing GPUs, tokens, and memory in real time
2:05 - 2:25
The Harbour Stage - Grand Ballroom
AI has turned compute into one of the most critical and least transparent inputs of the global economy. GPUs, memory, and tokens now function like commodities, yet pricing remains fragmented, opaque, and wildly inefficient.
This session will cover:
• How GPU rental and spot pricing indices (including H100, A100, and B200) are built and distributed across public platforms and Bloomberg
• Alternative datasets powering GPU pricing: rental markets, transactions, utilisation signals, and non-retail sources
• Why token pricing and token transaction volumes matter as a new proxy for compute demand
• RAM indices and RAM futures, and why memory may be the next bottleneck market
• What institutional investors, data teams, and AI operators should watch as compute markets mature
This session will cover:
• How GPU rental and spot pricing indices (including H100, A100, and B200) are built and distributed across public platforms and Bloomberg
• Alternative datasets powering GPU pricing: rental markets, transactions, utilisation signals, and non-retail sources
• Why token pricing and token transaction volumes matter as a new proxy for compute demand
• RAM indices and RAM futures, and why memory may be the next bottleneck market
• What institutional investors, data teams, and AI operators should watch as compute markets mature

Carmen Li
Founder & CEO, Silicon Data
Beyond the macro: Leveraging high-frequency data to forecast China’s sector performance in 2026
2:25 - 2:45
The Harbour Stage - Grand Ballroom
As China’s economic landscape shifts, traditional metrics often fail to capture real-time inflections. This session leverages MoonFox Alternative Data to unveil exclusive insights from our "2025-2026 China Cross-Sector Annual Report." Attendees will learn how to bridge the information gap using high-frequency digital and offline signals to identify emerging sector winners and nowcast the earnings performance of key China Tickers (ADRs & A-shares). Participants will gain actionable intelligence to refine investment strategies and capture alpha within the "New Normal" of Chinese consumption.

Joken Liu
Director of Data Products, Aurora Mobile - MoonFox Data
AI at work: Re-engineering research and alternative data workflows
2:45 -3:20
The Harbour Stage - Grand Ballroom
As GenAI and agentic systems move from "novelty" to "necessity," investment teams are fundamentally re-wiring their research DNA. This session dives into the practicalities of the AI-augmented workflow, focusing on how firms are extracting alpha from alternative datasets without the overhead of building proprietary models.

Nathaniel Rushforth
Senior Counsel, Shan Zhang International Law Firm (Moderator)

Min Fu
Head of Asia Data Research, Point72

Leo Ma
Chief Scientist APAC, Votee AI

Kevin Sung
Head of ETF Portfolio Management, Mirae Asset Global Investments (Hong Kong) Limited

AltDating
2:25 - 3:25
AltDating Hub - The Tiffin
Our AltDating sessions facilitate interactions between data buyers and sellers via a programme of personalised matchmaking based on your needs.
Slot 5 - 2:25 - 2:40
Slot 6 - 2:40 - 2:55
Slot 7 - 2:55 - 3:10
Slot 8 - 3:10 - 3:25
Slot 5 - 2:25 - 2:40
Slot 6 - 2:40 - 2:55
Slot 7 - 2:55 - 3:10
Slot 8 - 3:10 - 3:25
Coffee & networking break
3:20 - 3:50
Exhibition area
Prediction markets: The missing link between alternative data and decision-making?
3:50 - 4:25
The Harbour Stage - Grand Ballroom
Prediction markets are evolving beyond simple event outcomes into more sophisticated tools for forecasting, risk management, and decision-making. This fireside chat explores how the petition market is being looked at, touching on the role of latent signals, deeper liquidity pools, and the emergence of new hedging and structuring mechanisms. Panelists will discuss how these markets may intersect with alternative data, quantitative strategies, and institutional workflows, and what needs to change for broader adoption.

Leon Liang
Director of Business Development, ICE (Moderator)

Yan Xiong
Associate Professor, HKU Business School

Victor Lai
Managing Director, Cai Fu Ju Asset Management Limited

Yubo Tao
Assistant Professor of Economics and Finance, University of Macau
AI meets alpha: The next generation of quant signals
4:25 - 5:00
The Harbour Stage - Grand Ballroom
Artificial intelligence is transforming how quantitative teams discover, classify, and extract signals from data and Asia is at the forefront of this evolution. This panel explores the latest trends in quant research powered by large language models (LLMs), including chatbots, tagging, classification, and insight extraction. We’ll examine the implications of these models for local data suppliers, the opportunities they create for generating new signals, and how they are reshaping traditional quant workflows.

Robert Morse
Head of Data Strategy and Sourcing, PDT Partners (Moderator)

April Fu
Quantitative Portfolio Manager, Ping An of China Asset Management Hong Kong

Gavin Feng
Associate Professor of Finance and Statistics, City University of Hong Kong

Marcus Kim
Founder & Chairman, Qraft Technologies

Andrew Tong
Responsible Officer, Executive Director, BlackWing Asset Management
Networking drinks reception
5:00 - 7:00
The Tiffin - Mezzanine