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.

As traditional and alternative data merge, the alternative label is often used to drive buyer interest. This panel explores the ramifications of this blurred taxonomy, focusing on how institutional AI usage policies reshape ingestion and alpha generation. We examine the commercial shift as exchanges rewrite licensing for non-display use and adopt compute-based pricing for machine consumption. Experts will discuss how firms capture value when AI-ready signals and legacy feeds become indistinguishable.

European equity markets remain highly fragmented across exchanges, MTFs and SIs, making retail behaviour increasingly difficult to identify and analyse consistently. This workshop explores how retail trading activity can be mapped across fragmented markets using market structure and retail flow data, and how behavioural patterns emerge during macro events and shifting market conditions. We will also discuss how retail flow intelligence complements broader market visibility initiatives, including the evolution of the European equities Consolidated Tape.

This session examines how buy‑side firms are modernising FX execution models using cloud‑based trading technology, with a focus on data, transparency, and decision‑making. Using Currenex Now as a case study, it will explore how firms can generate better execution insight, improve workflow efficiency, and access institutional liquidity, while reducing dependence on opaque, legacy infrastructure.

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.

In an FX market where transparency is limited and data is fragmented, CLSMarketData delivers a perspective few others can match. Join CLS at the Neudata summit to explore how their unique position in the global FX ecosystem supports fund managers and quants seeking alpha. CLS Group will demonstrate how their aggregated, anonymized traded data helps quantitative analysts, heads of research and portfolio managers assess trading models, enhance execution strategies and identify shifts in market behaviour.

Gain deeper insight into liquidity patterns, intraday dynamics and market conditions that traditional data sources may overlook, enabling more informed decision-making and stronger model calibration.

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


Slot 1 - 11:50 - 12:05
Slot 2 - 12:05 - 12:20
Slot 3 - 12:20 - 12:35
Slot 4 - 12:35 - 12:50
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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.

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.

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


Slot 5 - 2:20 - 2:35
Slot 6 - 2:35 - 2:50
Slot 7 - 2:50 - 3:05
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With AI agents on the rise, can traditional licensing models survive the rise of the machine consumer? Join this discussion of the friction between antiquated per-user fees and Model Context Protocols (MCPs), exploring how new technology is being used to automate integration and transform workflows towards agentic workflows. This panel will explore whether providers are ready for the AI era, how tech is mitigating aggressive audits and if machine-readability has become one of the industry’s most valuable currencies.

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