Join Permutable for a webinar on commodity markets, sentiment and strategies

Permutable’s webinar “Navigating Volatile Commodity Markets” brings together Max Lee of J.P. Morgan and Wilson Chan of Permutable to discuss commodity market outlooks, sentiment data, changing market regimes and investment strategies. The session is aimed at commodity portfolio managers, quantitative researchers, strategists and institutional investment teams evaluating how news-derived sentiment can inform research, signal evaluation and systematic investment approaches.

On Thursday 19 November 2026, our Founder and CEO, Wilson Chan, will join Max Lee, Managing Director, Commodities at J.P. Morgan, for a live webinar exploring the commodities outlook and how sentiment data can help investment teams assess changing market conditions.

This session will connect commodity market perspectives with sentiment research, exploring how investment teams can translate an outlook into testable signals, investigate potential regime changes and assess the implications for investment strategies.

Connecting market views with research decisions

The discussion will bring together the commodities outlook and our methodology for transforming global news into structured, traceable sentiment data. We’ll examine questions relevant to institutional research and investment processes:

• Which themes matter for the commodities outlook? Hear perspectives on the key forces shaping commodity markets and their implications for investors.
• How can a market view become a testable signal? Explore how to translate commodity narratives into data that researchers can evaluate across different market conditions.
• When might a signal become more or less informative? Examine how shifts in supply, demand, inventory and macroeconomic narratives can help characterise regimes and investigate potential transitions.
• How can researchers examine the evidence behind sentiment? Understand our approach to structuring global reporting into traceable data for analysing changing market drivers.

A clearer framework for evaluating sentiment data

At Permutable, we help investment teams investigate how the information behind commodity markets is changing. Our approach turns global reporting into structured sentiment data, giving researchers a way to examine evolving narratives and test their relevance to specific investment questions.

For portfolio managers and strategists, the session will explore how sentiment analysis can support scrutiny of the assumptions behind a market view. For quantitative researchers, it will examine how those views can be expressed as research signals and evaluated across regimes.

The value lies in connecting three parts of the investment process: what is happening in commodity markets, how those developments appear in the data, and how to assess whether that information is useful for a strategy.

The webinar is aimed at commodity portfolio managers, quantitative researchers, strategists and institutional investment teams evaluating sentiment data within their research and investment processes.

Webinar: Navigating Volatile Commodity Markets: Market outlook, sentiment and strategies

Date: Thursday 19 November 2026

Time: 3pm GMT | 10am EST | 4pm CET

Speakers: Max Lee, Managing Director, Commodities at J.P. Morgan, and Wilson Chan, Founder and CEO of Permutable

Register here