New York Summer Data Summit 2025 Agenda

Registration & networking breakfast

7:50 - 8:50

Exhibition area

Networking

Welcome remarks

8:50 - 9:05

Empire Stage

Ian Webster

Chief Revenue Officer, Neudata

An interview with a CIO

9:05 - 9:30

Empire Stage

Quantitative

Private markets

Fundamental

Macro

Credit

Extracting insights embedded in earnings call transcripts using LLMs

9:30 - 10:00

Empire Stage

Quantitative

Fundamental

Qingyi Huang

Head of AlphaWise Quant Research, Morgan Stanley

The analyst of the future

10:00 - 10:30

Empire Stage

Quantitative

Private markets

Data providers

Fundamental

Macro

Credit

This session will explore how technology and data are reshaping the process of investment research, from the perspectives of sellside and buyside analysts, and data providers. Is AI a match for human-level analysis or more of a tool than a replacement? What are the benchmarks for funds on the long-term journey to insight automation?

Streamlining data buyer and provider relationships

8:50 - 9:40

The Rockefeller Room

Data providers

This session will explore the evaluation of relationships with data providers, and zero in on the question of when to source a new provider and when to remain in an existing relationship. How can vendors best communicate to existing subscribers about product changes and updates? How willing are buyers to act as an early adopter of a new data product? How can pricing structures best reflect the value a data product can bring?

Networking break

10:30 - 10:50

Exhibition area

Networking

Shark Tank: New vendor showcase

10:50 - 11:20

Empire Stage

Data buyers

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.

Jenna Menking

Founder, Crosswalk

Unlocking alpha: How labor market data is transforming investment strategies

11:20 - 11:40

Empire Stage

Quantitative

Private markets

Fundamental

Macro

Credit

This session explores how cutting-edge labor market data signals can provide investment managers with a unique edge to generate alpha, outperforming traditional economic indicators. Discover how real-time jobs and talent availability data can better reflect the current economic environment and predict market movements.

Michael Beygelman

EVP of Product, WilsonHCG and Founder, Claro Analytics

Data provider case study

11:40 - 12:00

Empire Stage

Quantitative

Fundamental

Macro

Data provider case study

12:00 - 12:20

Empire Stage

Quantitative

Private markets

Fundamental

Credit

Transforming credit investing with data innovation

10:50 - 11:10

Chrysler Stage

Credit

Alternative data is not just for equity investors. This session will explore some of the main use cases for alternative data in credit investing. As the market grows increasingly digitalized, how are investors redefining their data strategies? In what has traditionally been a largely analogue process, what does the roadmap to transformation look like for funds?

Market vs alternative data: Two sides of the same coin?

11:10 - 11:50

Chrysler Stage

Market data

Alternative data is often defined by what it is not, but where do we draw the line between market and alternative data? Panelists will discuss how market, or traditional, data sources can identify trends and inform investment decisions across a range of trading strategies. How can traditional and alternative data sources form part of a cohesive investment approach?

From data to alpha: Streamlining the data management lifecycle

11:50 - 12:20

Chrysler Stage

Data buyers

This session will delve into the challenges funds face in managing the data lifecycle, from cataloging, to trialing, budgeting, governing and migrating data. An introduction to Neudata's new SaaS platform, Navigator, will highlight ways to streamline workflows, adapting to evolving regulatory demands whilst maintaining a competitive edge.

Ruairi Powers

Senior Vice President, Product Manager, Neudata

Dean Gray

Head of Design, Neudata

Unlocking AI potential: The critical role of licensed data feeds in business intelligence

10:50 - 11:40

Rockefeller Room

Quantitative

Private markets

Data providers

Fundamental

As Generative AI transforms business intelligence, the role of high-quality, fit-for-purpose, licensed data feeds has never been more critical. This panel brings together leaders from Dow Jones to discuss how real-time news and data power AI applications, the challenges of delivering AI-ready licensed content, and the evolving needs of enterprises integrating AI into their workflows.

Dan Shar

Executive Vice President and General Manager, Dow Jones Wealth & Investing (Moderator)

Joe Cappitelli

General Manager, Dow Jones Newswires

Brian Gelinas

Senior Vice President B2B Product, Dow Jones

Jason Malatesta

Head of Partnership and Licensing Americas, Dow Jones

AltDating

10:50 - 12:20

AltDating Hub

One-to-one networking

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

Slot 1 - 10:50 - 11:05
Slot 2 - 11:05 - 11:20
Slot 3 - 11:20 - 11:35
Slot 4 - 11:35 - 11:50
Slot 5 - 11:50 - 12:05
Slot 6 - 12:05 - 12:20

Lunch break

12:20 - 1:20

Exhibition area

Networking

Lunch & learn: Hatched Analytics

12:30 - 1:10

Rockefeller Room

Banking on industry data: Navigating the ebbs and flows of the banking sector

1:20 - 1:40

Chrysler Stage

Quantitative

Fundamental

Macro

Market data

Over the past two decades, the U.S. banking sector has experienced periods of both exuberance and turbulence. This session will explore the findings of a recent research paper from S&P Global Market Intelligence, aimed at helping investors navigate the sector's ebbs and flows, offering critical insights into banking characteristics that distinguish winners from losers.

Daniel Sandberg

Managing Director, Head of Quantitative Research & Solutions, S&P Global Market Intelligence

What does Trump 2.0 mean for the industrials sector?

1:40 - 2:00

Empire Stage

Fundamental

Macro

Tax reform, supply chain disruptions and potential incoming trade policies have all put the US industrials sector in the spotlight for 2025. This session will explore different types of alternative data that can monitor subsectors such as defence, aviation, construction and manufacturing.

Matt Yome

Research Analyst, Neudata

Navigating turbulent times with alternative macro data

2:00 - 2:30

Empire Stage

Quantitative

Fundamental

Macro

Market data

Ongoing climates of geopolitical uncertainty and market volatility make understanding the macro landscape increasingly challenging. Panelists explore the alternative data sources helping to track macro sentiment, predict monetary policy changes and forecast economic indicators, empowering investors to leverage unpredictability for strategic advantage.

Alternative data use cases: Competitive intelligence in private investing

1:20 - 2:00

Chrysler Stage

Private markets

While the use cases may differ from public markets, alternative data can be a powerful tool for private market investors. Panelists will explore how venture capital and private equity funds are leveraging emerging data sources, together with new tools for processing data to move faster, benchmark better and gain a competitive edge.

Data and disruption in healthcare: What's next?

2:00 -2:30

Chrysler Stage

Private markets

Fundamental

US claims data saw significant turbulence throughout 2024. This session will explore the impact of this disruption on data providers and investors in the space. As the market recovers, what steps are needed to mitigate against future disruption? How can investors diversify their data sources and what are the emerging alternative on offer?

AltDating

1:20 - 2:50

AltDating Hub

One-to-one networking

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

Slot 7 - 1:20 - 1:35
Slot 8 - 1:35 - 1:50
Slot 9 - 1:50 - 2:05
Slot 10 - 2:05 - 2:20
Slot 11 - 2:20 - 2:35
Slot 12 - 2:35 - 2:50

Networking break

2:30 - 2:50

Exhibition area

Networking

Presentation

2:50 - 3:10

Empire Stage

Quantitative

Presentation

3:10 - 3:30

Empire Stage

Quantitative

Duncan Robinson

Director of Quantitative Insights and Data Science, Allspring Global Investments

From opportunity to edge: Quant data sourcing and strategy

3:30 - 4:00

Empire Stage

Quantitative

Quantitative funds have long been a driving force in alternative data adoption. How can quants source and onboard new datasets seamlessly? What dataset types have grown in availability and popularity? Does supply meet demand? What considerations must be made around data quality, cleaning and mapping to ensure funds maximise a dataset's value?

Networking drinks reception

4:00 - 5:30

Exhibition area

Networking