Live · planetary digital twin
Every bit is a signal. Permutable reads the planet as one connected system and shows how a shock in one place becomes an impact in another – before it lands.
Identify emerging market risks, strengthen trading strategies and scale research coverage with predictive intelligence across commodities, macro and geopolitics.
Permutable’s award-winning technology transforms global information flows into explainable signals, with 11+ years of point-in-time history to support rigorous testing and evaluation.
120 +
countries
70 +
commodities
70 +
macro factors
11 +
years point-in-time
Working with
From systematic commodity strategies to early macroeconomic signals, Permutable’s intelligence has been evaluated against real market outcomes. Explore three applications demonstrating how our signals can support trading strategies, identify emerging economic shifts and inform institutional market research.
28.54% total return | 7.01% annualised volatility | −2.95% maximum drawdown
A 16-month live experiment integrated Permutable commodity signals into a systematic futures strategy across energy, metals and agriculture. The results demonstrate how structured market intelligence can be applied within defined trading and risk-management rules.
Permutable’s UK inflation signal moved into falling-pressure territory before June CPI came in below expectations at 2.6%.
The research illustrates how shifts in inflation narratives can give macro and rates teams an earlier view of changing economic conditions, with the underlying drivers available for investigation.
+18.6bp in three-month rates | +15.9bp in two-year yields
A one-standard-deviation increase in Permutable’s US policy-outlook signal was followed by these average moves over the subsequent 60 trading days in the analysed sample. The findings support further evaluation of policy sentiment as an input to rates research, yield-curve analysis and monetary-policy regime monitoring.
Identify shifts in economic conditions, understand the drivers behind market moves and assess where emerging risks could have the greatest impact. Permutable converts global information flows into explainable signals that can be tested historically and integrated into institutional trading, research and risk workflows.
Monitor whether economic signals are strengthening, weakening or reversing. Compare current readings with historical episodes and subsequent releases to assess the significance of emerging macroeconomic trends.
Track changes in supply, demand, inventories, policy and geopolitical conditions to understand why market pressure is building and which developments warrant closer attention.
Monitor the persistence and direction of geopolitical events, trace their potential implications for commodity supply chains and evaluate where disruptions could influence pricing and market risk.
Backtest predictive signals using point-in-time history, investigate the underlying drivers and integrate live intelligence into existing quantitative models, trading systems and risk-monitoring workflows.
| 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.” |
From historical backtesting to live market monitoring, Permutable provides the data integrity, transparency and delivery infrastructure required by institutional research and trading teams.
Backtest with the information available at the time. Historical signals preserve their original timestamps and construction, supporting rigorous testing without introducing future information into past observations.
Evaluate signals against observed market performance. Explore defined trading experiments and macroeconomic research applications, with reported results, observation periods and methodology.
Understand what is changing and why. Distinguish directional pressure from general sentiment, separate domestic and international narratives, and investigate the drivers behind individual signals.
Take signals from research into production. Access consistent historical and live intelligence through APIs, Excel and institutional data feeds, supporting quantitative research, monitoring and trading workflows.
Trace signals back to the underlying evidence. Investigate the headlines, sources and market narratives contributing to a signal, supporting interpretation, validation and internal review.
Permutable processes multilingual news, local reporting, official releases and market-relevant events while preserving the timing, source and context of each observation.
The information is transformed into structured indices, drivers and event signals designed to identify the developments markets may price next.
Teams can test, compare and monitor the signals through API, Excel, data feeds and customised research workflows.
Real-time market intelligence, macro analysis, and narrative research exploring the forces shaping global market repricing before they become consensus.
Analysis
14 Oct 2026
Beneath US headline inflation: tracking pressure across energy, food, services and housing
Read more >
Analysis
13 Oct 2026
France’s debt alarm hits a decade high and drowns out the rest of the G20
Read more >
Guide
07 Oct 2026
Commodity signal evaluation: from information flow to portfolio evidence
Read more >Expert Analysis on Commodities and Macro
Permutable provides predictive market intelligence for institutional investors. We transform global news, macroeconomic developments, commodity drivers and geopolitical events into explainable research signals that help teams identify what markets may price next.
Permutable analyses changes in global information flow and converts them into structured signals across macroeconomics, commodities and geopolitical risk. Institutional teams can test these signals against market prices, economic releases and their own models before integrating them into research, trading or risk workflows.
Our institutional-grade intelligence is used by leading hedge funds, asset managers, investment banks, energy desks and commodity trading teams.
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.
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.
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.