Access structured macro, commodity, FX and geopolitical intelligence through Permutable’s API built for quantitative research, institutional monitoring and live market workflows.
Recognised at the Hedgeweek European Awards 2026 as Technology Provider of the Year: Innovation, Permutable transforms global information flow into source-linked indices, signals, events and market-driver intelligence.
Access structured country and topic signals covering inflation, growth, monetary policy, fiscal pressure, trade, labour markets and political risk.
Retrieve asset-level sentiment, market-driver intelligence and event data across energy, metals, agriculture and other globally traded markets.
Monitor events, escalation, narrative persistence and geographic exposure, with structured signals designed for cross-market and portfolio-risk analysis.
Move from indices and signals to the underlying events, headlines, entities, topics and timestamps contributing to each result.
Access cross-asset market intelligence through one unified API. Permutable delivers structured intelligence across commodities, FX, rates, macro markets and geopolitics, helping institutions monitor how narrative and sentiment move through interconnected markets in real time, powering faster research, sharper trading decisions and more forward-looking risk intelligence.
Retrieve historical and live macro readings by country, topic and timestamp, supporting systematic research, economic monitoring and changing-regime analysis.
Access structured supply, demand, policy, weather, infrastructure and geopolitical signals showing which forces are strengthening or weakening commodity-market direction.
Investigate how narrative pressure develops before official data or market repricing, with signals linked to the events and information contributing to them.
Identify where locally generated policy sentiment diverges from international interpretation, and analyse how those differences relate to currencies and wider market pricing.
Permutable powers institutional workflows with real-time market intelligence, sentiment analysis, and alternative data APIs designed to surface emerging market drivers before they become consensus. Engineered for institutions requiring scalable access to narrative intelligence, macro regime detection, source-linked market narratives, and cross-market signal infrastructure.
Permutable captures global information flow in real time, including macroeconomic developments, geopolitical events, commodity intelligence, market commentary, regulatory updates, and sentiment dynamics. This creates a live intelligence foundation that reflects emerging narratives and market-moving developments before they are fully visible in traditional structured datasets.
Our NLP and large language model capabilities interpret unstructured market information at scale. By extracting entities, themes, tone, context, and relationships across global sources, we transform fragmented narratives into structured intelligence that can be standardised, queried, and integrated into institutional workflows.
Our intelligence engine identifies sentiment shifts and detects events that may influence pricing, positioning, volatility, or risk. By monitoring how market narratives evolve in real time, we help institutions understand where pressure is building, which developments are material, and how perception is changing across markets and assets.
We convert narrative, macro, geopolitical, commodity, and sentiment intelligence into explainable market signals and regime indicators. This helps users detect changing market conditions, emerging repricing risk, volatility formation, and structural shifts that may affect trading, research, portfolio construction, and investment infrastructure.
Permutable structures intelligence into institutional-grade APIs designed for modern trading, research, and investment systems. Signals can be delivered in consistent, machine-readable formats that integrate with dashboards, models, internal tools, data platforms, and downstream decision-making workflows.
Every API-delivered signal is subject to validation, filtering, and quality control to support reliability, consistency, and explainability. By combining AI-led analysis with robust oversight, we help ensure that market intelligence is relevant, auditable, and ready for institutional use.
The API provides access to structured macroeconomic, commodity, asset, currency, geopolitical and narrative intelligence.
Depending on the dataset, teams can retrieve sentiment indices, market-driver signals, events, country and topic classifications, timestamps, source metadata and the underlying records contributing to each signal.
Yes. Permutable provides more than 11 years of point-in-time history across selected datasets.
Historical values reflect only the information available at each moment, helping teams conduct backtests, event studies and model research without introducing future information into the dataset.
Update frequency depends on the dataset and delivery configuration.
Permutable supports live and hourly intelligence for monitoring and production workflows, alongside historical files and lower-frequency outputs for research, reporting and model development.
Yes. Our intelligence and datafeeds are designed around source-level explainability.
Teams can investigate the events, narratives, headlines and metadata contributing to changes in indices and market-driver signals, rather than relying on an unexplained composite score.
Available filters vary by dataset and may include country, asset, topic, market driver, source perspective, language, event type, timestamp and date range.
Permutable works with institutional teams to identify the fields and query structure required for their specific research or production workflow.
API responses are delivered in structured, machine-readable formats designed for integration into research environments, models, dashboards and internal platforms.
Historical extracts and enterprise feeds may also be provided where bulk access or alternative delivery is more appropriate.
Yes. The API is designed to support Python research environments, quantitative models, feature pipelines, internal dashboards, portfolio-monitoring systems and institutional data platforms.
Historical and live outputs use consistent structures to support progression from research and testing into production monitoring.
Permutable preserves point-in-time timestamps so teams can identify when information and signals became available.
Versioning, corrections and revision handling depend on the dataset and deployment requirements, with implementation details provided as part of the API schema and integration process.
Permutable supports institutional deployment requirements, including enterprise API access and private cloud, VPC or on-premise configurations where appropriate.
Security, access controls, service levels and infrastructure requirements are agreed according to the organisation’s technical and governance needs.
Yes. Teams can use historical point-in-time data for signal research, model development and backtesting, then access aligned live outputs for monitoring and production use.
This reduces the structural difference between the data tested historically and the intelligence received in live workflows.
Yes. Permutable provides structured intelligence across macroeconomic themes, commodities, currencies, geopolitical risk and other globally traded markets.
This allows teams to investigate relationships between country narratives, policy expectations, asset-level drivers and cross-market repricing through a unified intelligence layer.
Yes. Institutional teams can request the API schema, sample responses and relevant evaluation data for the countries, assets, topics and historical periods most important to their workflow. Email our team to request API access.