AI for Finance Summit 2026 London
📢 This is an invitation-only event. 📢
No recording, no press, and conducted under the Chatham House Rule to encourage open and honest discussion among participants. Admission will not be granted without a valid QR code. - QR codes are strictly non-transferable and cannot be shared. We appreciate your understanding and cooperation in maintaining the integrity of the closed-door format.
🌟 Full agenda and speaker list to be announced. 🌟
You can find the current lineup here - https://linqalpha.com/event/ai-for-finance-summit-2026-london
What happens when LLMs evolve from copilots to compound decision-makers inside hedge funds, asset managers, and global banks? Join us for an invite-only AI for Finance summit on the rise of multi-agent AI in institutional finance—how it’s reshaping research workflows, expanding PM coverage, and redefining alpha across both discretionary and quant strategies. This summit brings together CIOs, CTOs, and Heads of AI/Data from leading hedge funds, investment banks, and asset managers for an off-the-record exchange on real deployments and lessons from the front lines.
🗓️ Sept 16 (Wed), 2026
Host: LinqAlpha
LinqAlpha is a New York-based AI company building the first multi-agent system for global markets and research. More than 170 hedge funds, asset managers and global investment banks use LinqAlpha to automate investment research across filings, transcripts and unstructured sources, on both the buy side and the sell side. In July 2026 the company raised a $22M Series A led by AXA Venture Partners (AVP), with SBI Investment, Z Venture Capital and Samsung Securities among the investors. LinqAlpha’s retrieval model ranks #1 on the MTEB BEIR benchmark, ahead of NVIDIA, Google and OpenAI, and the company has been covered by TechCrunch, Bloomberg and Forbes.
Host: Finteda
Finteda is a practitioner-first network for developers, quants and engineers working at the intersection of finance and technology. It convenes curated in-person meetups across Frankfurt, London, New York, and Paris on themes including AI in finance, market data and agentic workflows, drawing speakers from global banks, asset managers, data providers and fintech infrastructure companies. Sessions are built for applied insight rather than general commentary, and continue afterward through session recaps and an ongoing practitioner network.
Sponsor: AQR Capital Management
AQR Capital Management is a global investment management firm based in Greenwich, Connecticut, and one of the pioneers of systematic, research-driven investing. Founded in 1998 by Cliff Asness, David Kabiller, John Liew and Robert Krail, the firm applies academic finance research at scale across equities, macro and alternative strategies. AQR's research is widely published and has helped shape how institutional investors approach factors, risk premia and portfolio construction.
Sponsor: Deutsche Bank
Deutsche Bank is Germany's leading bank, with strong European roots and a global network, headquartered in Frankfurt am Main. Its businesses span the corporate bank, the investment bank, the private bank and asset management, serving corporate, institutional and private clients across Europe, the Americas and Asia Pacific. Its markets and research franchises are active across fixed income, currencies, equities and financing, with a long-standing focus on quantitative research and technology.
Sponsor: Axioma by SimCorp
Axioma by SimCorp provides risk analytics and portfolio construction technology for the global buy side, including its factor risk models, portfolio optimizer and cloud-native enterprise risk platform, spanning equities, fixed income and multi-asset portfolios. Part of SimCorp, Axioma pairs front-to-back investment management technology with the risk and optimization tools used by many of the world's largest asset managers, asset owners, hedge funds and banks.