Machine-readable news platform provider RavenPack has granted access to its historical data to crowd researchers seeking alpha signals on CloudQuant’s online Python and JupyterLab-based tools. The initiative aims to support data scientists designing tools to improve financial modelling.
Date: 8 July 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Data is the fuel that keeps modern financial institutions’ motors running but if that data can’t be trusted then the decisions made based upon it, or the uses to which its put, will be compromised. That’s especially important for...
LSEG today added Amazon Quick to the growing list of AI-enabled workspaces in which its licensed data and analytics are exposed via a Model Context Protocol (MCP) server, with customers gaining access through natural-language and agentic queries to pricing, fundamentals, estimates, ownership data, macroeconomic indicators, ESG and analytical models. The move is the latest step...
Now in its 15th year the TradingTech Summit London brings together the European trading technology capital markets industry and examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.
AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...
