London Data Summit 2026
March 26, 2026
AltDating
AltDating Hub
Our AltDating sessions facilitate interactions between data buyers and sellers via a programme of personalised matchmaking based on your needs.
Slot 1 - 12:00
Slot 2 - 12:15
Slot 3 - 12:30
Slot 4 - 12:45
Slot 5 - 1:00
Slot 6 - 2:30
Slot 7 - 2:45
Slot 8 - 3:00
Slot 9 - 3:15
Slot 10 - 3:30
Registration & networking breakfast
8:00 - 8:50
Exhibition area
Welcome & opening remarks
8:50 - 9:05
Mainstage
An interview with a ...
9:05 - 9:20
Mainstage
Geopolitical shifts keynote
9:20 - 9:40
Mainstage
Morgan Stanley keynote
9:40 - 10:10
Mainstage
Panel: Then and now: A decade of alternative data and the future of alpha
10:10 - 10:50
Mainstage
Marking Neudata's 10-year anniversary, this panel explores how alternative data has evolved from niche experimentation to a core driver of alpha. Panellists will reflect on how AI, real or near-real time data feeds and unorthodox data sources have reshaped investment workflows, why speed is increasingly valued over signal purity, and where the next edge may come from as markets, technology and regulation continue to shift.
Workshop: Hosted by Senzing
10:10 - 10:50
Workshop Room
Coffee & networking break
10:50 - 11:10
Exhibition area
State Street keynote
11:10 - 11:40
Mainstage
Workshop: Compliance under the microscope
11:10 - 11:50
Workshop Room
Gain practical insight into managing compliance across the alternative data lifecycle. This workshop will explore streamlining complaint and issue-management processes, maintaining EU data flow adequacy, and navigating dual EU/UK regulatory requirements. Attendees will also discuss onboarding and trialling datasets, meeting rising expectations around sensitive data handling, and responding to increased scrutiny on AI usage, privacy, cybersecurity, and data governance.
A comparative and forward-looking view of US vs European transaction data
11:40 - 12:00
Mainstage
Transaction data is one of the most popular types of alternative data used by hedge funds. However, not all transaction data is made the same, with differences persisting across transaction data types and regions. While the US benefits from being a single market, Europe's fragmented market structure and comprehensive regulatory framework make it difficult to capture with a single dataset. This presentation explores how different transaction data types can track macroeconomic trends and how retailers have responded to tighter wallets across the US and Europe.
Kaitlyn Majkoski
Research Analyst, Neudata
Macro track sponsored by
Panel: Quantifying global trade disruption: Real-time data for macro signals
12:00 - 12:30
Mainstage
How are you factoring into your models the trade flows reshaping commodities and equities in real time? Tariffs, sanctions, and geopolitical shocks are constantly altering global supply chains, yet many investment models still rely on static assumptions. This panel explores how alternative data provides continuous, dynamic trade signals and how investment teams integrate them into systematic frameworks to capture actionable insights faster than traditional sources.
Macro track sponsored by
Panel: Commodities data in 2026
12:30 - 1:00
Mainstage
This session explores how the commodity data market is changing in 2026, with increased scrutiny on commodity chokeholds and the increasing uncertainty as geopolitical tensions continue to rise. Panellists discuss how the data demand is evolving, who stands to benefit most, where data-driven insights are creating an edge, and how funds are leveraging technology to navigate volatile commodity markets.
Alex Fidgoen-Keeler
Associate, Neudata (Moderator)
Macro track sponsored by
AltDating
12:00 - 1:15
AltDating Hub
Our AltDating sessions facilitate interactions between data buyers and sellers via a programme of personalized matchmaking based on your needs.
Slot 1 - 12:00 - 12:15
Slot 2 - 12:15 - 12:30
Slot 3 - 12:30 - 12:45
Slot 4 - 12:45 - 1:00
Slot 5 - 1:00 - 1:15
Slot 1 - 12:00 - 12:15
Slot 2 - 12:15 - 12:30
Slot 3 - 12:30 - 12:45
Slot 4 - 12:45 - 1:00
Slot 5 - 1:00 - 1:15
Lunch break
1:00 - 2:00
Exhibition area
Lunch & Learn: Compute as an Asset Class: Pricing GPUs, Tokens, and Memory in Real Time
1:10 - 2:00
Workshop Room
For investment professionals, alpha starts with identity. In the rush to integrate new alternative datasets, the biggest risk isn't the data source - it's the identity chaos that results. Every disparate piece of information creates noise, making it impossible to confidently identify a person or company and accurately assess risk or signal strength.
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.
In this session, Carmen Li, Founder & CEO of Silicon Data, 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, utilization 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
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.
In this session, Carmen Li, Founder & CEO of Silicon Data, 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, utilization 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
Shark Tank: New vendor showcase
2:00 - 2:30
Mainstage
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.
Vendor Presentation
2:30 - 2:50
Mainstage
Panel: Data sourcing and vendor engagement: Trends & best practices in 2026
2:50 - 3:20
Mainstage
Against a backdrop of rapid provider proliferation and increasing buyer sophistication, what are the key pain points and most pressing priorities faced across the sourcing lifecyle? As data buyers grapple with discovery faitigue, inconsistent standards and due diligence burdens, how can vendors prioritise prioritise clarity, trust and data quality to build lasting relationships? What are the key strategy, process, and tooling requirements to streamline success from initial evaluation through to onboarding.
Panel: Feed the beast: Aligning vendors and buyers on LLM usage
3:20 - 3:50
Mainstage
As generative AI and LLMs reshape alternative data workflows, this panel explores vendor–buyer alignment, model choice, and standardised pipelines. Topics include efficiency gains, real-world applications, data access and compliance challenges, and whether AI-driven insights can reliably shed light on opportunities and the future of data in investment.
Presentation TBC
2:00 - 2:30
Breakout Stage
Panel: AI at work: Transforming research workflows
2:30 - 3:10
Breakout Stage
As AI tools like LLMs and agentic systems become commonplace, how are investment teams rethinking how they analyze data? Join us to explore how research teams are integrating AI into their daily workflows without building models from scratch. Discussions will center on how existing tools are changing decision-making, which vendors are enabling or limiting access to AI-enhanced datasets, and practical examples of AI in action.
Panel: Optimising textual inputs for quantitative investment strategies
3:10 - 3:50
Breakout Stage
This panel explores how textual data is sourced, processed, and deployed in quantitative investment strategies. Panellists will discuss core data needs, differentiated sources, compliance considerations and the evolving role of social media and retail investor platforms. The session will delve into the gaps in the market, what are "dream" textual datasets as well as their offering of practical and theoretical insights to help funds optimise models and extract alpha from an increasingly complex textual data landscape.
Finn Cousins
Research Analyst, Neudata (Moderator)
AltDating
2:30 - 3:45
AltDating Hub
Our AltDating sessions facilitate interactions between data buyers and sellers via a programme of personalized matchmaking based on your needs.
Slot 6 - 2:30 - 2:45
Slot 7 - 2:45 - 3:00
Slot 8 - 3:00 - 3:15
Slot 9 - 3:15 - 3:30
Slot 10 - 3:30 - 3:45
Slot 6 - 2:30 - 2:45
Slot 7 - 2:45 - 3:00
Slot 8 - 3:00 - 3:15
Slot 9 - 3:15 - 3:30
Slot 10 - 3:30 - 3:45
Coffee & networking break
3:50 - 4:10
Exhibition area
Trading on trends
4:10 - 4:30
Breakout Stage
Social media data can provide high-frequency, low-latency insights into the opinions and sentiment of consumers, investors and policymakers, so it comes as no surprise that we’ve observed an increase in interest and demand for social media data, given current uncertainty. This presentation will discuss the different use cases for social media data in investment strategy: measuring macro sentiment, monitoring the social media behaviour of retail investors and tracking the consumer engagement for viral products or social media-driven boycotts.
Drew Davies
Research Analyst, Neudata
Panel: Using transaction data to anticipate consumer demand
4:30 - 5:00
Breakout Stage
As transaction data becomes a core input in investment research, attention is shifting from data access to how insights are generated. This panel explores how investors analyse spend, frequency, and basket-level trends to identify changes in consumer behaviour and separate meaningful signals from short-term noise. Speakers will discuss how transaction data supports fundamental research, complements other consumer datasets, and informs positioning and valuation across consumer-facing sectors.
Networking drinks reception
5:00 - 6:30
Exhibition area