To many people, the phrase “the theory of everything” conjures memories of the Oscar-winning film about the life and science of Prof. Stephen Hawking. Yet the quest referred to in that title goes back much further. It is nothing less than the search for the holy grail of science: an elegant unified theory, encompassing all matter, forces and space-time itself. It stretches from Galileo and Newton, via Einstein and Dirac, to the most recent advances in superstring theory. In this event, Prof. Yang-Hui He presents the story as a dance of discovery between data, physics and mathematics, each anticipating the other’s moves. They have all taken the lead at different times, yet for many today, including Prof. He, the guiding principle is the rigour and beauty of mathematics. It is fitting that this event is held at the Royal Institution, where Faraday uncovered the principles of electromagnetism. These inspired Maxwell's equations, a key component of any unifying theory.