Opening and welcome

Andrew Delaney, President & Chief Content Officer, A-Team Group and Emmett Kilduff, Founder & Executive Chairman, EagleAlpha

Leaders panel: Alternative data in production – from models to markets

• How has the market matured beyond experimentation, and what actually creates edge today? What’s proving durable versus hype across AI agents, textual data, private and industry datasets, and the expansion beyond equities?
• How is AI reshaping alternative data workflows in practice – moving from standalone models toward agent-driven discovery, validation, orchestration, and consumption across the investment process?
• Where is new signal generation really emerging? Exploring textual alternative data beyond filings and earnings, including policy and regulatory documents, expert networks, company communications, and obscure public records – and how firms are separating signal from noise at scale.
• Where are firms reallocating spend and operational focus in 2026-2027? Which capabilities have become essential for a modern alternative data programme, and which areas are quietly being deprioritised?

Moderator: Andrew Delaney, President & Chief Content Officer, A-Team Group
Chris Kelliher, Portfolio Manager, Multi-Asset Systematic Strategies, Fidelity Investments
Zach Bauer, Associate, Data & Research Management, Jain Global
Joe Gits, Managing Director of North America, BridgeWise; CEO, Context Analytics
Anju Marempudi, CEO, EventVestor
Bader Sarf, Senior Director, Sensor Tower
Greg Georges, Senior Solutions Architect, Aerospike

Keynote: Signals and forecasts from derivatives markets: The predictive power of embedded rates, fx and equity market data

• What derivatives markets can tell us about the future direction of markets
• How rates, FX and equity derivatives provide early signals of changing conditions
• Turning forward-looking market data into actionable insight

David Mitchell, Capital Markets Product Specialist, Parameta Solutions

Keynote: Scaling intelligence – the real-time data foundation for modern finance

• The premise: Why agentic finance changes the shape of demand on financial systems
• From alternative data to operational decisions: Signal ? context ? decision ? action ? outcome
• The workload shift: Human requests versus machine-driven agent loops and fan-out
• A warning from GitHub: How agent-shaped demand can stress APIs, queues, authentication, and data services
• The financial parallel: Trading, research, risk, surveillance, payments, and lending agents acting on live state
• Readiness check: Fan-out, tail latency, elasticity, isolation, governance, and graceful recovery
• The operational AI loop: State, context, decision, action, and outcome
• Infrastructure principles: Predictability, shared-nothing scale, failure isolation, durable flash, and active-active availability
• Finance at scale: Practical patterns from fraud, inference, payments, and digital banking. Three actions for preparing a data foundation for agentic finance

Greg Georges, Senior Solutions Architect, Aerospike

Fresh features from new to market and leading data vendors

Moderator: Shane O’Neill, Business Development, A-Team Group

Panel: Private credit, public markets and emerging risk signals

• How are private and public credit markets becoming more interconnected, and what implications does this have for risk transmission during periods of market stress?
• What lessons can investors draw from recent market failures and distressed credit situations, and where did traditional risk monitoring frameworks fall short?
• Which alternative data sources are proving most effective in identifying early warning signals of credit deterioration, and how can firms integrate these insights into real-time portfolio monitoring and risk management processes?

Moderator: Amrita Tiwari, Director, Investment Analytics, New York Life Investment Management LLC
Jeffrey Maron, Managing Director, 7RIDGE
Jarett Kohn, Capital Markets New Business Sales Manager, Parameta Solutions
Peter Du, Credit Quant, Susquehanna International Group

Keynote: Beyond the factor zoo: Real-time economic measurement for institutional investing
Active asset managers spend substantial effort developing, validating, and maintaining complex signals built on imperfect data to capture variation in asset returns. What if the greater opportunity is not more complex models, but more precise real-time measurement of the economic state?

MacroX’s alternative-data engine measures growth, inflation, labor, consumer, and central bank conditions and nowcasts Citi Economic surprises and inflation surprises 1–3 months ahead across 14 countries. Because growth and inflation explain a significant share of variation in equity, bond, credit, commodity, and FX returns, better measurement enables straightforward, investable strategies across global markets.

We show that these strategies are robust to specification and transaction costs, with point-in-time results. Code and a data sample will be made available.

Apurv Jain, Founder and CEO, MacroX

Panel: Agentic AI models and financial workflows

• How are agentic AI tools changing workflows across financial services?
• What are the differences between general-purpose LLMs and finance-specific AI platforms?
• How is the vendor landscape and emerging competitors differentiating themselves?
• Should financial institutions build proprietary AI solutions or partner with external vendors?
• How can firms effectively manage hallucinations, governance, and operational risk?
• What practical applications are delivering measurable value for hedge funds and discretionary investors?
• Which areas of the AI vendor market are likely to consolidate over the next 12–24 months?
• What characteristics will define the long-term winners in financial AI infrastructure?

Moderator: Judith Gu, US Head of Quantitative Research, Managing Director, UBS
Joseph Aube, US Deputy Head Of Data Strategy, Brevan Howard
Sid Pednekar, Data Science & AI Executive | Asset Management 
Eshaan Asodekar, AI Researcher, Manulife Investment Management
Ken D’Souza, Managing Director and Portfolio Manager of Quantitative Solutions, PGIM
Rod Banner, Chairman, FishDog
Gerard Miller, SVP, Agentic Strategy, AI Foundry, FactSet

Fresh features from new to market and leading data vendors

Moderator: Shane O’Neill, Business Development, A-Team Group

Panel: Prediction markets and forecasting platforms

• Why are prediction markets becoming increasingly mainstream within finance and how can regulators and risk teams manage the velocity of new instruments?
• What regulatory and compliance challenges could impact future growth?
• How are institutional investors and hedge funds using prediction market data?
• Can prediction markets provide an edge over traditional market indicators?
• How does alternative data enhance forecasting accuracy and market insight?
• What are the broader implications for trading, risk management, and market structure? Who defines and monitors what “inside trading” is on a prediction market

Moderator: Brendan Furlong, Chief Data Advisory Officer, Eagle Alpha
Iman Honarvar, Deputy Head of Next Gen Research, Executive Director of Quant Research, Robeco
Jacob Bowers, Quant Lead, Blackrock
Dan Berkovitz, Vice Chairman, External and Regulatory Affairs, Millennium
Rob Schack, Senior Vice President of Partnerships, Decision Desk HQ

Ends