What does Permutable do?

Permutable converts global information flow into structured, explainable market signals – macro sentiment indices, commodity intelligence and asset-level sentiment – delivered to institutions by API, Excel plugin and dashboard-ready feeds.

Who uses Permutable's intelligence

Our institutional-grade intelligence is use by leading hedge funds, asset managers, investment banks, energy desks and commodity trading teams.

What data does Permutable provide?

Permutable’s data and intelligence offering comprises the Global Macro Sentiment Indices across 90+ countries and 80+ languages from 250,000 curated sources, commodity and energy intelligence feeds, FX and asset sentiment indices – hourly, point-in-time, 11+ years of history.

How is Permutable different from news analytics vendors?

Permutable’s coverage is macro- and asset-centric rather than entity-centric, we separate domestic from international narratives, distinguish directional from semantic sentiment, and every value is traceable to its sources.

How do institutions access the data?

Institutions access Permutable’s data through API, data feeds, dashboards and enterprise integrations, allowing teams to bring structured macro, commodities, FX, geopolitical and asset-level sentiment signals directly into their research, trading, risk and portfolio workflows.

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Global information. Market-ready signals.

See what is driving markets - before it is fully priced

Permutable turns global information flow into hourly, point-in-time signals across macro, commodities and geopolitical risk – built for trading, research and risk workflows.

Recently named Hedgeweek’s Technology Provider of the Year: Innovation, Permutable helps teams uncover an underused source of alpha and understand what is moving markets – without watching everything.

90 +

countries

70 +

assets

70 +

macro topics

11 +

years point-in-time

90 +

countries
70 +

assets
70 +

macro topics
11 +

years point-in-time

Used across hedge fund, banking, asset-management and energy-market workflows

Explore the signals

See what the market is telling you

Move from a change in global information flow to a signal that can be tested, explained and used. Permutable connects macroeconomic pressure, commodity drivers and geopolitical developments through consistent point-in-time intelligence.

Detect macro turns before the release

Track whether inflation, growth or monetary-policy pressure is strengthening, weakening or changing direction before the shift is fully reflected in official data. Compare live sentiment signals with economic releases across countries, topics and market regimes.

Chart comparing Permutable’s point-in-time UK inflation pressure signal with annual UK CPI inflation in 2026. Rising pressure peaks near +1.2 standard deviations in early spring before the signal turns negative during May and reaches −0.8z by 22 July. UK CPI remains at 2.8% in May before falling to 2.6% in June.

Explore the datasets

Trusted by institutional teams across commodities, macro and systematic research

Tier 1 bank	“What we like about Permutable was that it didn’t feel like another black-box sentiment feed. The data is structured, timestamped and usable in the way our teams actually work.”
Global commodity trading house	“The useful part is being able to see what sits behind the move. Permutable links the commodity signal back to the drivers, events and sources, which makes it easier to judge whether it is real.”
Leading global hedge fund	“It helped us follow the Japan fiscal-policy story from London. We could see how the local narrative was changing and how that was starting to impact USD/JPY.”

One platform. Three intelligence layers.

Proven in live markets. Tested across regimes.

Permutable signals are evaluated in clearly defined applications rather than through broad performance claims. Explore live implementation, macro lead-time and out-of-sample market research, with the period, construction and methodology disclosed for each case.

Applied in a live commodities strategy

A 16-month live experiment used Permutable commodity signals within a systematic trading framework, producing a 28.54% total return with 7.01% annualised volatility and a maximum drawdown of −2.95% over the stated period.

The experiment shows how structured commodity intelligence can be translated into a defined, rules-based market application rather than used solely as a descriptive research indicator.

Dark-themed performance comparison chart showing Permutable's Live Strategy, Bloomberg Commodities Index, and S&P 500 from October 2024 to February 2026. The Permutable strategy, displayed in bright cyan, outperforms the Bloomberg Commodities Index and closely tracks the S&P 500, ending with approximately 24% returns. The chart includes a marker highlighting the 12-month anniversary since launch and demonstrates the effectiveness of AI-powered market intelligence and narrative-driven trading signals.

View commodities strategy results

Intelligence designed for institutional use

Point-in-time

No look-ahead contamination between historical research and live monitoring.
Explainable

Move from an index or driver signal back to the events and sources beneath it.
Context-aware

Separate directional change from media tone, and domestic narratives from international coverage.
Production-ready

Use consistent historical and live structures through API, Excel and feeds.
Source-level traceability

Move from an index value back to the underlying headlines and drivers.

Test the signals against your market

From global information flow to signals institutions can test, trace and use.