This session sets the stage for and demonstrates AI use in quantitative research. AI has rapidly evolved, but its adoption is uneven. Therefore, this workshop aims to build a common foundation and cover the current landscape. We'll cover a working history of how these tools got here (embeddings, transformers, generative AI), how to tell the current tools apart (chatbots, programmatic API prompting, agents), how to choose among them for a given task, and share recommendations for a practical setup for using agentic AI. The session will also include live demonstrations of AI agents deployed for research tasks. Finally, the workshop will be bookended with due attention to AI's limitations, particularly in the context of data security.