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.

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.

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.