Top Questions For Eagle Alpha's New York Alternative Data Conference, September 2025
The autumn 2025 conference season is here. Eagle Alpha kicks things off in New York on September 17th. Here are my top questions for the speakers.
Eagle Alpha returns to Midtown for its September 2025 conference. To help the community prepare, I’ve drafted targeted questions for each speaker and panel.
There are 3 key themes to my questions:
AI Agentic frameworks and workflows in Finance
Data Vendor differentiation and use cases
Alternative Data Market Industry Evolution
Conference Agenda: https://www.eaglealpha.com/2024/04/27/alternative-data-conference-september-2025/
Welcome to the Data Score newsletter, composed by DataChorus LLC. This newsletter is your source for insights into data-driven decision-making. Whether you're an insight seeker, a unique data company, a software-as-a-service provider, or an investor, this newsletter is for you. I'm Jason DeRise, a seasoned expert in the field of data-driven insights. I was at the forefront of pioneering new ways to generate actionable insights from alternative data. Before that, I successfully built a sell-side equity research franchise based on proprietary data and non-consensus insights. I remain active in the intersection of data, technology, and financial insights. Through my extensive experience as a purchaser and creator of data, I have a unique perspective, which I am sharing through the newsletter.
Note: Agenda as of September 12th, 2025
8:50 – 9:05 AM – Welcome & Opening Remarks
Michael Finnegan, CEO of Eagle Alpha.
Join us for the official kickoff of the Eagle Alpha Alternative Data Conference with a Welcome & Opening Remarks led by CEO, Michael Finnegan.
Question: After your first year as CEO, how do you assess the alternative-data industry’s performance? How has vendor consolidation shaped it?
9:00 – 9:30 AM – Beyond the Hype: Practical Uses for MCP and What’s Needed to Get Us There
Sid Ghatak (Increase Alpha),
Tim Baker (Blue‑Sky Nexus),
Stuart Reid (Nosible),
Moderated by Conrad Gann
Discover practical applications for Model Text Protocol (MCP) beyond the hype and explore what the industry needs to unlock its full potential
Question: Anthropic’s Model Context Protocol (MCP) emerged last year as an open-source approach to agentic workflows, with Claude for Financial Services launched in July 2025. How should data vendors leverage MCP to enable easier integration into agentic models while also preparing for Anthropic’s potential push into vertical integration in finance?
9:30 – 10:30 AM – New to Market & Fresh Features – Vendor Presentations
Various data vendors.
An exciting session where we’ll dive into the latest advancements and features from top data vendors.
Question: Good luck to the showcase participants. Can you highlight your strongest investment use cases, your methodology (including compliance considerations), and how your offering differs from competing datasets?
10:00 – 10:30 AM – Alternative Data in Action: Insights for the Discretionary Investor’s Journey
Matei Zatreanu (System2),
Michelle Yang (Daytrix),
Patricia Tangney (Liberty Mutual Investments),
Moderated by Adam Braff.
Learn how discretionary investors are starting to harness alternative data, with examples and practical insights to guide your own journey and unlock new decision‑making strategies.
Question: Do you expect generative AI to automate idea generation for discretionary PMs, or will it remain a summarization tool while signals come from other methods?
12:00 – 1:30 PM – Advancing Forecasting Frontiers: SQA Alphathon Mid‑Competition Panel
Yichuan Zhang (Boltzbit),
Michael Tiano (Schonfeld),
Gene Ekster (Maiden Century),
Rong Zhao (Stony Brook University)
Christos Koutsoyannis (moderator).
Join the Society of Quantitative Analysts (SQA) for the Alphathon Mid‑Competition event featuring two sessions:
12:00–12:45 PM – Learning Machines: Private Data, Compute & Augmenting Fundamental Research with Yichuan Zhang,
12:45–1:30 PM – The Cutting Edge: Alternative Data in Investment and Fundamental Research with Michael Tiano, Gene Ekster, and Rong Zhao
Question: Good luck to the competitors. Both ideas sound intriguing. For panelists who teach or mentor early-career talent: what knowledge gaps persist for data-driven investment professionals, and how should academic programs evolve to close them?
12:30 – 12:45 PM – Tracking AI’s Impact: Insights from Mobile App Data
Thomas Grant (Apptopia)
Discover how mobile app data can reveal the evolving influence of artificial intelligence across industries; Apptopia will showcase how app intelligence uncovers market trends and user‑behavior shifts driven by AI innovations, offering valuable insights for investors and analysts
Question: Is the generative-AI user base still growing on a daily active user basis, and which platforms are gaining share? Can you segment enterprise usage from consumer usage with confidence?
12:45 – 1:15 PM – The Future of Quant Infrastructure: Industry Trends, Buy vs. Build for Institutions and Startup Perspectives
Jared Broad (QuantConnect),
Leo Korsunsky (Oleum),
Moderated by Christina Qi (Databento).
Explore how quantitative investors are expanding beyond traditional factor models by incorporating alternative data sources to enhance alpha generation and improve portfolio performance.
Question: Since 2023, freemium and low monthly pricing have accelerated professional/enterprise adoption for many AI platforms. Can that model work in institutional investor fintech, or do technical, regulatory, and incumbent barriers block this path?
1:15 – 1:30 PM – EventVestor Insights: Driving Smarter Investment Decisions Around M&A
Anju Marempudi (EventVestor).
Question: Among the many event categories EventVestor tracks, which ones have proven most predictive of stock performance post announcement, and how do you measure the shelf‑life of those signals?
1:30 – 2:00 PM – The Greeks: Data to Trade SWAPs, Derivatives & Structured Products
Ovie Koloko (Parameta Solutions),
Amélie Labbé (SRP Greeks),
Nick Pezolano (NewMark Risk),
Moderated by Stewart Stimson.
Dive into the critical role of alternative data in trading derivatives, swaps, and structured products, with a focus on understanding the Greeks to improve risk management and enhance trading strategies.
Question: Often alternative data confirms consensus into a print, which offers little for discretionary positions but can inform derivatives-based premium-capture strategies around muted earnings reactions (that the alt data showed would be uneventful print). Are derivative investors already using alt data in this way, or is this a growth opportunity for vendors?
3:30 – 4:00 PM – Macro Data at a Crossroads: A Global View of Data to Fill the Void in Government Statistics
Apurv Jain (MacroX Studio),
Toby Dayton (LinkUp),
Jing Sima (BCA Research),
Moderated by Brendan Furlong
This session explores the challenges of unreliable U.S. macroeconomic data and discusses innovative approaches to bridge data gaps, providing more accurate and timely insights for investors and analysts.
Question: As a thought experiment, if official statistics diverge from real-time conditions, what happens to market efficiency? Do alternative-data signals degrade, create alpha for those who use them, or improve efficiency by replacing gaps in government data?
4:00 – 4:30 PM – AI, Alt Data & Compliance: From Governance to Exams
Kelly Koscuiszka (McDermott Will & Schulte),
Tinika Brown (McDermott Will & Schulte)
Malik Rollins (McDermott Will & Schulte),
Moderated by Ciaran Ryan.
As AI shifts from pilots to production, funds face a new compliance frontier. Governance, model vetting, vendor diligence, contractual protections and regulatory expectations are no longer optional; this session offers practical guidance on building policies regulators respect, onboarding models and data with rigor, controlling accuracy and staying exam‑ready.
Question: As AI and alt data move to production, which controls are now table stakes, and where will regulators push next? Will human-in-the-loop be expected whenever gen AI influences decisions, or will agentic systems with checker agents and automated evals satisfy a humans-on-the-loop standard?
What questions do you have for the panelists? Leave a comment below
Know someone attending or presenting at the conference? Feel free to forward this to them.
- Jason DeRise, CFA
