Permutable AI is sponsoring Future Alpha 2026 to showcase its Country Macro Feeds and Asset Sentiment Indices amid accelerating institutional adoption. The announcement is aimed at institutional investors, systematic trading teams, commodity trading desks and macro portfolio managers seeking structured, real-time macro and cross-asset intelligence to enhance portfolio construction, signal generation and risk management frameworks.
We’re pleased to announce that we will be sponsoring and exhibiting at Future Alpha 2026, taking place March 31 – April 1, 2026 at the New York Marriott Brooklyn Bridge.
With 800+ attendees expected, Future Alpha 2026 has quickly established itself as one of the most concentrated gatherings of quantitative finance professionals globally. For us, this comes at a pivotal moment.
An inflection point in our institutional growth
Over the past year, we have seen clear acceleration in institutional adoption across hedge funds, asset managers, commodity and macro trading desks.
The recent release of our Country Macro Feeds and imminent launch of our Asset Sentiment Indices marks a significant expansion of our platform – and of our footprint within institutional investing.
We built these solutions specifically for systematic trading teams and macro portfolio managers who require:
Structured, machine-readable macro intelligence
Cross-asset sentiment signals aligned to systematic workflows
Real-time updates rather than lagging economic releases
Transparent methodologies suitable for model validation and governance
Our Country Macro Feeds quantify geopolitical, policy and macro narratives at the sovereign level, turning global information flows into structured signals and intelligence that can be integrated directly into quantitative research and portfolio construction frameworks.
Our upcoming Asset Sentiment Indices will provide cross-asset intelligence spanning energy, agriculture, precious and industrial metals and G10FX – enabling systematic overlays, regime identification, cross-asset relative value analysis and risk monitoring.
We are increasingly working with institutions embedding our data within signal generation, portfolio optimisation and risk frameworks. Future Alpha reflects exactly that institutional audience.
Why Future Alpha 2026 is a key event
With Future Alpha 2026 now nearing capacity, and with more than 100 confirmed speakers across AlphaX, TechX and RiskX stages it offers a rare concentration of senior institutional investors focused on quantitative research, systematic trading and technology infrastructure.
For commodity trading desks navigating supply-side volatility and structural energy shifts – and for macro trading desks managing geopolitical fragmentation and regime transitions – the ability to systematically quantify narrative and sentiment risk is becoming structurally important. This is precisely where our solutions sit.
A structural shift in institutional investing
Institutional investing is undergoing structural change. Traditional macroeconomic data is backward-looking and low frequency. Yet the narratives that move markets evolve daily – sometimes intraday. Systematic trading teams cannot afford informational lag.
We built our platform on the belief that information velocity and contextual intelligence now represent core competitive advantages.
By transforming unstructured global information into structured, explainable signals, we provide institutional investors with:
A forward-looking complement to traditional macro indicators
Cross-asset intelligence designed for systematic integration
Scalable API infrastructure built for institutional environments
Explainability aligned with governance and compliance requirements
This is precisely what we will be showcasing at Future Alpha 2026. And there could be no better time as systematic funds and multi-asset managers increasingly formalise the integration of our AI-driven data into their investment stack with measurable acceleration in institutional uptake.
Leadership perspective
Wilson Chan, our Founder and CEO, commented:
“Future Alpha 2026 brings together the exact community we serve – institutional investors, systematic trading teams and macro portfolio managers who understand that the speed and structure of information now matters as much as the content itself.
It comes at a perfect time for us following on from the launch of our Country Macro Feeds and our upcoming Asset Sentiment Indices release. We are seeing strong acceleration in institutional adoption as firms move from experimentation to integration. Sponsoring Future Alpha reflects where we are in our growth journey and provides the perfect opportunity to showcase our institutional solutions.”
Michael Brisley, our Chief Commercial Officer, added:
“Commodity trading desks and macro trading desks are actively rethinking how they source differentiated data. They are looking for real-time, structured inputs that integrate seamlessly into research and execution workflows.
The quality of buy-side attendance at Future Alpha reflects the seriousness of that shift. For us, it’s about engaging directly with institutions that are operationalising AI-driven asset and macro intelligence at scale.”
Meet us in New York
We will have a booth at Future Alpha 2026, and our team will be on-site throughout the event. It’s an excellent opportunity to come and meet us in person, explore our Country Macro Feeds and Asset Sentiment Indices, and discuss how our solutions can support systematic trading, portfolio construction and risk management workflows.
We will also be taking meetings either side of the conference in New York. If you are an institutional investor, macro portfolio manager, commodity trading desk or systematic trading team interested in learning more, we encourage you to reach out in advance to schedule time with us.
We look forward to meeting you in New York.