TRADING CO-PILOT: GEOPOLITICAL SENTIMENT AND EFFECTS

Permutable Financial Assets Dashboard

Access real-time market events, sentiment analysis, and AI-powered insights for institutional investment decisions

Overview

Permutable's Geopolitical Intelligence platform offers critical insights into how global political events and shifting international relations impact financial markets. Our system tracks key geopolitical indices, analyses the effects of political developments on asset classes such as energy and currencies, and monitors fiscal policy changes influenced by the geopolitical landscape. By providing real-time data, sentiment analysis, and AI-powered event detection related to political tension, elections, trade disruptions, and international conflicts, we empower institutional investors to navigate market volatility and make informed decisions. The platform allows users to visualise trends, such as the Global Political Tension Index, and understand the direct impact on assets like crude oil and currency pairs, leveraging comprehensive datasets and advanced analytical tools.

Implementation Use Cases

Track Geopolitical Indices & Asset Correlation

Monitor key geopolitical risk indices and their direct correlation with financial assets. Understand how events like elections, international tensions, and policy shifts influence market movements.

Real-time Geopolitical Tension Index tracking.

Analysis of political impact on energy prices (e.g., Crude Oil).

Correlation studies for currency pairs (e.g., USD/JPY, EUR/USD).

Analyse Fiscal Policy in a Geopolitical Context

Gain insights into how government spending, taxation, and stimulus packages are shaped by or react to geopolitical events and international relations.

Monitoring of fiscal stimulus and sovereign credit risk.

Impact assessment of policy changes on economic stability.

Tracking government responses to global political shifts.

Leverage Geopolitical Event Data & History

Utilise extensive historical geopolitical event data for backtesting strategies and understanding long-term trends. Identify how past events have shaped current market conditions.

Access to 10+ years of structured geopolitical event data.

Systematic testing of event-driven trading strategies.

Analysis of news narratives surrounding political events.

Permutable Co-Pilot API enables programmatic access to structured news data with millisecond latency and enterprise-grade reliability. Full documentation is available at https://copilot-api.permutable.ai/redoc, including Python, R, and Java client libraries with webhook support.

API Reference

GET /v1/macro/sentiment/V1
Retrieves aggregated sentiment data for macroeconomic topics over a specified date range. Filters by news sources and strictness of extraction time are available. V1 of the macro topic sentiment data.

GET /v1/macro/sentiment/V1

Parameters

Name	Description
`start_date` string (date-time, query)	Start date to filter by. Must be less than 30 days ago.
`end_date` string (date-time, query)	End date to filter by. Must be less than 30 days ago.
`sources` array<string> (query)	List of sources to filter by. Get these from GET /sources.
`strict` boolean (query)	Only consider articles that were extracted within the hourly decision window. Articles found after the window but published within are disregarded. Useful when aligning with live data during historic lookbacks. Default value: false

Responses

Code	Description	Links
200	Successful Response	No links

Response Example

{
  "macro": {
    "publication_time": "2022-01-01T01:00:00",
    "sentiment_count": 1,
    "sentiment_sum": -1.96829731437383,
    "subtopic": "Political-Tension",
    "topic": "Politics"
  }
}

API Documentation

Sample Data (Sentiment Aggregate)