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 - 9:05
Westminster Stage
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
Adapting investment research to an AI world
9:05 - 9:35
Westminster Stage

Sophie Beland
Executive Director, EMEA Head of Systematic Advisory Sales, Morgan Stanley (Moderator)

Paul Walsh
EMEA Head of Research Product, Morgan Stanley
An interview with a founder and entrepreneur
9:35 - 9:55
Westminster Stage
Join Mark O'Hare, the founder and former CEO of Preqin in an exclusive fireside chat with Neudata's CEO, Rado Lipuš. Mark will share the story of how Preqin grew from a niche London team into a premier global provider of alternative assets data. From lessons learned to opportunities taken, discover what it takes to create and scale a successful data business.

Rado Lipuš
Founder & CEO, Neudata (Moderator)

Mark O'Hare
Founder and Former CEO, Preqin
Future of export controls: from chips to critical minerals
9:55 - 10:15
Westminster Stage
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.

Dr Maria Shagina
Senior Research Fellow for Economic Sanctions, Standards and Strategy, IISS
Panel: Then and now: A decade of alternative data and the future of alpha
10:15 - 10:50
Westminster Stage
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
The Soho Studio
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
Westminster Stage
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, State Street Data Intelligence

Rajeev Bhargava
Managing Director - Data Intelligence Team and Head of PriceStats, State Street

Michael Metcalfe
Senior Vice President and Head of Macro Strategy, State Street Global Markets
Macro track sponsored by

AI workshop for fund managers
11:10 - 11:50
The Soho Studio
This intensive, interactive workshop is designed specifically for private fund managers navigating the rapidly evolving AI landscape. We’ll deliver actionable insights on the key issues shaping AI adoption in investment management from crafting robust AI policies and governance frameworks, to updating fund documentation, leveraging transcription and analysis tools, and preparing for regulatory scrutiny.

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
Westminster Stage
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
Westminster Stage
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.

Greta Farina
Macro Research Analyst, LGIM (Moderator)

Mabrouk Chetouanne
Head of Global Market Strategy, Natixis Investment Managers

Florian Koch
Former Principal Quantitative Researcher, Gardening Leave

Lasse de la Porte Simonsen
Director of Systems & Advanced Analytics, Macrosynergy

Didier Borowski
Head of Macro Policy Research, Amundi Investment Institute
Macro track sponsored by

Panel: The power crunch: What investors need to know now
12:30 - 1:00
Westminster Stage
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

Kona Haque
Former Head of Research, Macro & Commodity specialist, ED&F Man

Mario Dell'Era
Senior Quantitative Market Risk Manage, EnBW
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 - 1:50
The Soho Studio
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, 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
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, 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
Providers & Product Spotlight
2:00 - 2:30
Westminster Stage
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.

Abdulaziz Alobaid
Chief Revenue Officer, Argaam Investments
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Mark Aron Szulyovszky
Co-Founder, Unravel

Shannon Lal
Chief Technology Officer, BCA Research
AI agents in production
2:30 - 2:50
Westminster Stage
This panel explores how AI is transforming investment research, and the impact it is having on both data and investment teams. Panellists will reflect on what works, what doesn’t, and the lessons learned from implementing AI across workflows. The discussion will also examine the organisational implications, from changing team structures and skill requirements to workflow adaptation and governance challenges. Finally, the session will look ahead, providing a forward-looking outlook on AI adoption in investment research, emerging opportunities, and where firms may gain a competitive edge.

Tavis Lochhead
Co-Founder, Kadoa (Moderator)

Mark Thompson
Head of Primary Research, Norges Bank Investment Research
Navigating the storm: Using emerging data to enhance return and innovate strategies in a world of exponential and interconnected risk
2:50 - 3:10
Westminster Stage
This session will explore how data and analytics, from credit risk to other emerging datasets, can drive value across a range of trading strategies. With coverage of an ever-expanding investment universe, a more complex risk environment translates into more exciting opportunities to develop new and innovative solutions.

Steve Kidd
Senior Director and Head of Asset Management Specialists, Moody's

David Hamilton
Managing Director - Head of Capital Markets Research, Moody's
Panel: Data sourcing and vendor engagement: Trends and best practices in 2026
3:10 - 3:50
Westminster Stage
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 strategies, processes, 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

Ben Cohen
Managing Director, Data Strategy, Final

Abhijeet Gaikwad
Founder and Chief Investment Officer, Agami Capital

Eugene Miculet
Global Head of Data Strategy & Sourcing, WorldQuant
Integrating AI into investment decision-making: Is the industry ready?
2:00 - 2:20
Canary Wharf Stage
In the investment industry, AI can be applied to productivity subjects. Unbeknown to most, AI can also be applied in the field of decision making. While practitioners have a clear view today on the productivity subjects, the augmentation of decision making remains in flux. This presentation will walk you through the empirical use of a language model to emulate expert knowledge.
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Takaya Sekine
Founder, CEO and Professor of AI for Decision Making, Taim Consult & HEC Paris
Small models, big alpha
2:20 - 2:40
Canary Wharf Stage
This presentation will explore quantitative drivers in 2025 and how fine-tuned LLMs provided an efficient way to boost alpha for quantitative strategies.

Aditya Sharma
Head of Textual Data and Quantitative Signals, S&P Global Market Intelligence
Panel: Optimising textual inputs for quantitative investment strategies
2:40 - 3:15
Canary Wharf 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 - Discretionary Data Product Lead, Man Group

Felix Pagden-Ratcliffe
Vice President and AI Product Manager, JP Morgan Chase Asset Management
Panel: AI at work: Transforming research workflows
3:15 - 3:50
Canary Wharf Stage
As AI tools like LLMs and agentic systems become commonplace, how are investment teams rethinking how they analyse data? Join us to explore how research teams are integrating AI into their daily workflows without building models from scratch. Discussions will centre 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.
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Takaya Sekine
Founder, CEO and Professor of AI for Decision Making, Taim Consult & HEC Paris (Moderator)

Matthew Bell
Senior Data Scientist, Man Group

Dr Ana Armstrong
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

Petr Merkuryev
Founder, Medusa Investment Partners

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
Canary Wharf 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
Canary Wharf 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.

Minnie Chen
Vice President, Lead Data Scientist, Advent International

Filippo Pallotti
Macro Strategist, Lombard Odier and Visiting Professor, Geneva Graduate Institute

Seth Leonard
Managing Director, System2
Networking drinks reception
5:00 - 6:30
Exhibition area