On October 22nd, we hosted a panel session with Third Bridge, Particle, and CEOInterviews.AI on how LLMs reshape the way firms process text, news, filings, and transcripts.
On September 17th, we discussed how shifting global macro regimes shape market behaviour, how thematic factor models can help uncover evolving drivers of returns, and how retail trading crowding can provide valuable signals of changing market dynamics.
On July 9th, we held a webinar with AnJie Broad Law Firm discussing the latest developments in China's data export regime.
AI is dramatically accelerating how work gets done, but data remains fragmented across systems and critical context is often locked within teams. The speakers explored how agentic AI architectures move beyond traditional search and chatbot interfaces
In this webinar, we explored the emerging reality of “AI-mageddon”, a market environment where incumbents are under pressure, new entrants accelerating faster than ever, and enterprise buyers rethinking how they evaluate software altogether.
On April 9th, we hosted a webinar exploring how forward-looking datasets across hotels, airlines, and cruises are providing early visibility into demand, pricing, and revenue trends across the hospitality and leisure sector.
The growing use of transcripts in investment research and corporate communications is reshaping how buyside firms capture, analyze, and govern information.
In this webinar, we hosted Parameta Solutions and Turnleaf Analytics to explore how OTC-derived data and machine learning are transforming macro research and cross-asset investment strategies. We highlighted how alternative datasets can be used for navigating rates, FX markets, and inflation.
On January 22nd, we hosted a webinar with Nosible and Boltzbit to see their labs apply detective skills for backtest-ready web data, covering petabyte archives, real-time crawling, temporal anchoring, and continual learning for point-in-time LLMs.
On November 18th, we held a webinar in collaboration with our legal partners, McDermott Will & Schulte LLP, focused on the evolving world of event contracts and their intersection with crypto markets.
On November 11th, we held a workshop on the importance of tracking estimated versus confirmed future earnings dates, the signals provided by advances or delays in confirmation timing, and broader use cases for forward-looking event data beyond earnings.
On October 16th, we hosted a workshop in partnership with Similarweb which was designed to equip investors with actionable insights ahead of earnings season. This session highlighted how clickstream and app data can be leveraged to analyze company performance at the ticker level.
