This session explores how the unparalleled transparency and determinism of the Eurex, Xetra, and EEX venues can be leveraged to extract unique institutional insights. Join this deep-dive into sophisticated, niche features of Deutsche Börse's market data and analytics suite, including real-time market concentration indices for posted liquidity and sub-nanosecond synchronized hardware timestamps for precision latency analysis. Attendees will discover our unified T+1 flow decomposition and learn how to utilize 10 to 25 years of deep historical data to model participant behavior during critical market shocks. Whether you are a high-frequency trader or a long-term asset manager, this talk demonstrates how to harness these datasets (many of which are available for testing at no cost) to navigate volatility and refine execution strategies in the modern market landscape.

Market data is often a firm’s most expensive and least transparent cost. This session explores how leading firms gain control over terminal sprawl, unused licenses, complex vendor structures and messy renewal cycles.

AI reasoning has become a commodity, every quant team has access to the same foundation models. So where does the edge come from? It comes from the system around the model: the quality of ideas a team can test, the speed of the research cycle, and the proprietary data and context only they have. Research code is not software engineering code, and an agent optimised for software throughput solves the wrong problem for research. We present a research-native approach: domain-specific AI agents that understand your data, scaffold analyses end-to-end, and parallelise across regimes in a single call. Through a live demo on real data, we show how collapsing the dependency chain, from hypothesis to deployed analysis, turns research infrastructure from a bottleneck into a compounding capability.

The global shift away from dollar-denominated dominance is accelerating. With increasing tariff pressures and rising global conflict, Trump’s second term has brought de-dollarisation into the spotlight. For institutional investors, this global trend represents both risk and opportunity. The question is, which datasets provide a genuinely useful lens? This presentation maps the data use cases best placed to track de-dollarisation across four dimensions: FX pricing and swap curves, commodity trade settlement, FX flow data and central bank reserve reallocation.

In an era where a single viral post can move a multi-billion-dollar market cap faster than a central bank report, how should institutional investors be treating retail flows? This session examines how professional desks are pivoting from tracking memestocks to integrating retail sentiment into every trade. We will explore whether the current infrastructure from major exchanges and vendors meets modern needs, or if the retail-aware algorithm is the only way to survive. Join us to discuss how institutional strategy is evolving to account for the swift movements of the modern market.

The modern approach to commodities has transitioned from basic supply–demand modelling to a sophisticated analysis of physical and digital convergence. This session focuses on the core strategic questions investors must address when navigating these markets, emphasising how traditional commodity data is being recontextualised by the rise of alternative datasets. We will examine the shifting methodology for evaluating market entry, the critical internal questions driving portfolio construction, and the evolving hierarchy between legacy fundamental reports and real-time alternative signals in determining true market value.

Our networking sessions facilitate interactions between data buyers and sellers via a programme of personalised matchmaking based on your needs.


Slot 1 - 12:15 - 12:30
Slot 2 - 12:30 - 12:45
Slot 3 - 12:45 - 1:00
Slot 4 - 1:00 - 1:15
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ETFs are no longer a passive story. Active ETFs are scaling, non-traditional instruments are finding their way into wrappers, and thematic vehicles are maturing into an allocation tool. Prediction markets are becoming the next frontier. This session examines what's changed, what's coming, and what it means for how the buyside accesses markets.

Does the human touch still add value in a world of millisecond processing or has the human role shifted entirely to setting the guardrails for an invisible AI stack? The lifecycle of fundamental data has undergone a radical transformation. As earnings transcripts, consensus estimates and regulatory filings transition from static documents to real-time AI feeds, the human-in-the-loop model is being challenged by agentic intelligence. This session explores how filings are being fed to LLMS, the shrinking alpha of manual data entry and the best practice approaches to governance.

Join us in the exhibition area for a professional photoshoot to refresh your headshot.

Our networking sessions facilitate interactions between data buyers and sellers via a programme of personalised matchmaking based on your needs.

Slot 5 - 2:30 - 2:45
Slot 6 - 2:45 - 3:00
Slot 7 - 3:00 - 3:15
Slot 8 - 3:15 - 3:30