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 & Neudata update
8:50 - 9:00
Mainstage
The latest Neudata analysis estimates that investment managers spent approximately $2.8bn on alternative data in 2025. This opening session will set the stage for the day, showcasing insights from a new report that draws on Neudata platform data and buyer survey findings to assess how spending is evolving across dataset types, geographies, and use cases, and examine whether the rise of AI is translating into real revenue growth for data vendors.
Daryl Smith
Head of Research, Neudata
An interview with a founder and entrepreneur
9:00 - 9:20
Mainstage
Rado Lipuš
Founder & CEO, Neudata (Moderator)
Mark O'Hare
Founder and Former CEO, Preqin
Future of export controls: from chips to critical minerals
9:20 - 9:40
Mainstage
Export controls have evolved from a niche compliance function into a defining feature of global competition. The US–China technology conflict is reshaping rules around advanced computing, semiconductors, and enabling technologies, while China’s tightening export restrictions and licensing regimes for critical minerals are turning upstream inputs into leverage. This keynote maps the emerging export-control environment and the key shifts businesses must prepare for. It also connects export controls to the rise of state capitalism and how Washington and Beijing are using industrial policy, stockpiles, offtake agreements, and strategic finance to restructure markets.
Maria Shagina
Diamond-Brown Senior Research Fellow for Economic Sanctions, Standards and Strategy, International Institute for Strategic Studies
Morgan Stanley keynote
9:40 - 10:10
Mainstage
Sophie Beland
Executive Director, EMEA Head of Systematic Advisory Sales, Morgan Stanley (Moderator)
Paul Walsh
EMEA Head of Research Product, Morgan Stanley
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 a niche experiment to a mainstream market input, and what it’s taken to build the vendor ecosystem behind it. Panellists will reflect on the realities of running alt data businesses — from hiring and funding cycles to building enterprise-grade companies — as well as how market awareness and adoption have shifted, including moments when alt data became mission-critical. The discussion will also examine how AI, 'real-time' data and regulation are reshaping both vendors and the buyside, why banks are becoming data providers, and where the next edge may come from as markets and technology continue to evolve.
Rado Lipuš
Founder & CEO, Neudata
Marc Noët
Co-Founder and CEO Dataprovider.com
Tony Berkman
Alternative Data Pioneer
Workshop: From data chaos to deal flow: How identity resolution unlocks value for providers and buyers
10:10 - 10:50
Workshop Room
Whether you're selling alternative data or buying it, the biggest barrier to value isn't the dataset itself—it's the identity chaos that prevents quick integration and confident decision-making. For data providers, messy entities mean stalled trials and lost deals. For hedge funds and asset managers, fragmented identities across vendors create integration nightmares that delay alpha extraction and increase operational risk.
Join Gurpinder and Jamie as they cover:
• How modern Entity Resolution (ER) removes friction on both sides of the alternative data transaction
• Why identity problems stall vendor sales cycles and prevent buyers from rapidly integrating and extracting signal from new datasets
• 30 min demo showing real-time entity resolution across ticker symbols, corporate hierarchies, and people records using Senzing ER
Join Gurpinder and Jamie as they cover:
• How modern Entity Resolution (ER) removes friction on both sides of the alternative data transaction
• Why identity problems stall vendor sales cycles and prevent buyers from rapidly integrating and extracting signal from new datasets
• 30 min demo showing real-time entity resolution across ticker symbols, corporate hierarchies, and people records using Senzing ER
Gurpinder Dhillon
Head of Data Partner Strategy & Ecosystem, Senzing
Jamie Foss
Head of Data Partner GTM, Senzing
Coffee & networking break
10:50 - 11:10
Exhibition area
Using high frequency alternative macro economic data to inform investment decisions: State Street PriceStats inflation indices
11:10 - 11:40
Mainstage
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, State Street Data Intelligence
Rajeev Bhargava
Managing Director - Data Intelligence Team and Head of PriceStats, State Street
Macro track sponsored by
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.
Kelly Koscuiszka
Partner, Schulte Roth & Zabel
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Josh Dambacher
Partner, McDermott Will & Schulte
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.
Florian Koch
Former Principal Quantitative Researcher, Gardening Leave
Macro track sponsored by
The power crunch: What investors need to know now
12:30 - 1:00
Mainstage
Power market dynamics are changing, capacity has been tightened as continued demand increases from data centres, alongside ageing infrastructure and growing interconnection queue times, creating less stable power systems. The panellists will discuss how investors are using data to gain insights into the changing dynamics, from tracking and measuring the impact of new data centres to analysing trends in distributed energy resources.
Alex Fidgoen-Keeler
Associate, Neudata (Moderator)
Dr Paul Bilokon
Visiting Lecturer in Quantitative Finance, Imperial College London
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
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.
AI agents in production
2:30 - 2:50
Mainstage
Tavis Lochhead
Co-Founder, Kadoa
Mark Thompson
Head of Primary Research, Norges Bank Investment Research
Vendor presentation
2:50 - 3:10
Mainstage
Panel: Data sourcing and vendor engagement: Trends & best practices in 2026
3:10 - 3:40
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 lifecycle? As data buyers grapple with discovery fatigue, inconsistent standards and due diligence burdens, how can vendors 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.
Mark Fleming-Williams
Head of Data Sourcing, Capital Fund Management
Abigail McInnes
Principal Analyst, Data Sourcing and Strategy Manager, Man Group
Presentation TBC
2:00 - 2:20
Breakout Stage
Panel: Optimising textual inputs for quantitative investment strategies
2:20 - 3:00
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)
Lauren Stagnol
Cross Asset Quantitative Researcher, Amundi Investment Management
Jahmal Nicholson
Senior Data Scientist, Man Group
Panel: AI at work: Transforming research workflows
3:00 - 3:40
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.
Matthew Bell
Senior Data Scientist, Man Group
Dr Ana Armstrong, PhD, MBA
Founder & CEO of AIM Cube, Senior Lecturer in FinTech, University of Greenwich & Advisory Board Member, AIDA Lab
Timothée Consigny
Chief Technology Officer
& Head of GenAI Innovation, H20 Asset Management
& Head of GenAI Innovation, H20 Asset Management
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
3:40 - 4:00
Exhibition area
Trading on trends
4:00 - 4:20
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
4:20 - 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