Conference Description
Key Takeaways
- Annual quantitative finance event now in its 21st year, focused on AI, machine learning and alternative data applications in investment management
- Designed for institutional allocators, quantitative portfolio managers, CIOs, heads of AI and data, and executives from hedge funds and asset management firms
- Covers alpha generation through innovative datasets, ESG integration, portfolio construction and data strategy development
- In-person format at the Royal Automobile Club, London, featuring panel discussions, presentations and structured networking
About the Event
Battle of the Quants London 2026 is an established quantitative finance gathering that brings together allocators, portfolio managers, data buyers and data providers. The event has run for 21 years, building a curated audience of institutional investors and financial technology professionals. The format combines panel discussions, presentations, exclusive breakfasts and multiple networking sessions designed to facilitate connections between investment decision-makers and data vendors.
Quantitative Investing and Data Applications
The programme addresses how quantitative investment teams are applying machine learning and agentic AI to portfolio management. Sessions examine the use of alternative data sources for alpha generation, exploring how non-traditional datasets can provide investment signals beyond conventional market data. ESG investing receives dedicated coverage, with discussions on integrating environmental, social and governance factors into quantitative frameworks and portfolio construction methodologies.
Data Strategy and Vendor Ecosystem
Sponsors and exhibitors include data and analytics providers such as Clickhouse, YipitData, QuantCube, Apptopia, LSEG Data & Analytics, Similarweb, Cboe, ISI Markets, Toyo Keizai, itoflow and Opalesque. The event provides a venue for data buyers to evaluate providers and for vendors to demonstrate how their products support investment research and trading operations.
Who Should Attend
The event targets senior professionals in quantitative finance, including partners, directors, CIOs, heads of research and executive directors. Relevant roles include quantitative portfolio managers, institutional allocators, data buyers, product strategists and researchers from asset management firms, hedge funds, investment banks and financial data companies. Attendees typically face challenges around identifying new alpha sources, building effective data acquisition strategies and keeping pace with advances in AI applications for investment.