Permutable launches 462 global energy market intelligence indices

We are delighted to announce the launch of our most comprehensive energy market intelligence suite to date – a powerful collection of 462 indices spanning the global oil, natural gas, and LNG markets.

This new offering has been designed to give institutional traders and investment managers complete visibility of the forces shaping energy markets. By combining deep historical datasets with live intraday feeds and advanced AI-driven analytics, our indices provide the tools needed to anticipate market shifts with greater accuracy and confidence.

Levelling the playing field in commodities trading

Commodities remain one of the most attractive but complex asset classes for investors. As our Founder and CEO, Wilson Chan, explains:

“Commodities are an attractive yet complex asset class, often presenting challenges when it comes to generating consistent alpha. With our new indices, we are working to level the playing field for funds entering these markets. 2025 has been one of our strongest years for data performance, with our systems delivering powerful real-time insights to help institutions navigate heightened market volatility.”

What makes our energy market intelligence and indices different?

Our new suite of indices goes beyond conventional data feeds by capturing both the fundamentals and the sentiment behind market movements. The indices cover:

• Historical depth – Full datasets across all energy assets, enabling robust backtesting and strategy design

• Real-time intraday feeds – For immediate market responsiveness

• Fundamentals – Trade and export dynamics, inventory levels, analyst forecasts, and production data

• Macro integration – Geopolitical tensions, pipeline developments, natural disasters, and policy changes

• Global coverage – Europe, North America, and Asia, allowing cross-regional intelligence and arbitrage opportunities

• Leading indicators – Analytics designed to anticipate movements before they occur

• Breaking news sentiment – Monitoring live stories, build-up, and shifts in sentiment

• Price-impact analysis – AI-driven sentiment scoring that measures real price impacts rather than raw news volume

By integrating seamlessly into both systematic and discretionary trading workflows, our indices support institutional clients whether they require API integration for quantitative strategies or intuitive dashboards for day-to-day discretionary trading.

Meeting institutional demand for energy intelligence

This launch comes at a time of rising institutional demand for sophisticated energy market intelligence, with energy markets experiencing unprecedented levels of volatility and strategic importance. Our comprehensive approach ensures that clients are better positioned to identify opportunities, time trades effectively, and manage risk with confidence.

Use cases: How institutional investors can apply our energy market intelligence

Our comprehensive suite of 462 indices is designed with real-world application in mind. Institutional traders and investment managers can deploy this intelligence in multiple ways to strengthen strategy, improve risk management, and capture opportunities across volatile energy markets.

• Systematic trading strategies benefit from our API-delivered datasets, which allow quants to backtest historical market responses and integrate real-time sentiment indicators directly into algorithmic models. This enables the development of robust, data-driven strategies that are grounded in both fundamentals and behavioural signals.

• Discretionary traders can use our dashboards to monitor intraday developments across oil, gas, and LNG, with AI-driven alerts surfacing sentiment anomalies and narrative accelerations. This empowers portfolio managers to act decisively when geopolitical shocks, production updates, or policy shifts begin to influence prices.

• Risk managers gain the ability to stress-test portfolios against emerging threats. By tracking sentiment around pipeline disruptions, policy changes, or natural disasters, risk teams can model scenarios more accurately and take pre-emptive steps to mitigate downside exposure.

• Cross-regional arbitrage desks are able to leverage our geographic intelligence to compare sentiment and fundamentals across Europe, North America, and Asia, identifying dislocations and capitalising on spreads between regional benchmarks.

By delivering intelligence that is both predictive and explainable, our indices support a wide range of institutional workflows, from strategy design to execution and portfolio protection.

Our energy market indices are now available to institutional clients worldwide, with demonstrations and trial access available via our institutional partnerships team.

To learn more about our energy market intelligence suite or to request a demo, please contact: enquiries@permutable.ai