Decode the Market. Build the Future.Capture the Alpha.
How investment data becomes actionable alpha
Our DataX stage explores how leading hedge funds and asset managers are collecting, processing, and operationalising data - from traditional market feeds to cutting-edge alternative datasets to generate faster, stronger, and more scalable investment signals.
It focuses on how modern investment firms build the data pipelines, infrastructure, and workflows that allow researchers and portfolio managers to move from raw information to deployable alpha efficiently and at scale.
How do you turn increasingly complex data into usable investment edge faster than the market?
What this stage covers.
Alternative Data & Signal Discovery
How leading firms source, evaluate, and integrate new datasets that provide differentiated investment insight.
Data Engineering & Pipeline Design
How investment teams collect, clean, structure, and distribute data efficiently across the research process.
Research Enablement
How firms reduce friction between data acquisition and signal testing to accelerate idea generation.
Scalable Data Infrastructure
How modern funds manage growing volumes of structured and unstructured data while maintaining quality and speed.
Built for those who own the data.
Chief Data Officers (CDOs)
Focused on ensuring high-quality, production-ready data reaches research and investment teams as quickly and efficiently as possible.
Data Scientists & Data Engineers
Building the systems and workflows that transform raw data into usable research inputs and investment signals.
Quantitative Researchers (Data-Focused)
Evaluating which datasets, features, and structures lead to more predictive and scalable models.
Financial Engineers & Pipeline Architects
Designing and maintaining the infrastructure that powers investment data processing and distribution.
Institutional Allocators
Assessing how leading managers use data capabilities to create differentiated and sustainable alpha.
Portfolio Managers (Data-Driven Strategies)
Understanding how emerging datasets and signal pipelines can improve portfolio performance and decision-making.
2027 Data speakers.
Natalya Dmitriyeva
Former Global Head of Enterprise Data
Ex Schonfeld Strategic Advisors
Juho Kanniainen
Professor
Tampere University
Ilya Voytov
Quant Research Analyst
Lazard Asset Management
DataX Advisory Board members.
Benoit Mondoloni
Head of Data Products, Quantitative Strategies & Applications
MSCI
Alexandra Billon
Managing Director – Global Head of Portfolio Analytics Group / Fixed Income
BlackRock
Rohit Sharma
Senior Vice President and AI/ML & KDB+/q Engineering Lead
Bank of New York
Hamza Bahaji
Head of Financial Engineering and Investment Solutions
Amundi
See how data becomes deployable alpha.
Join CDOs, data scientists, quant researchers, and allocators on the DataX stage at Future Alpha 2027.
