Permutable helps institutional teams turn global news, market events and macro narratives into structured, point-in-time asset-level and macro intelligence for live trading, systematic research, risk monitoring and portfolio decision-making.
Permutable intelligence is delivered via API, Excel plugin and dashboard-ready feeds, giving teams clean, point-in-time time series that can be used across discretionary workflows, systematic strategies and risk systems.
Use 11 years of point-in-time history for backtesting, regime analysis, factor research and market driver validation.
Monitor emerging macro, commodity and asset-level sentiment shifts that may affect positioning, exposure and portfolio risk.
Integrate structured intelligence into models, dashboards and research environments through clean, historical time-series data.
Our outputs are used beyond theoretical research, supporting real-time monitoring and strategy environments for institutional users.
How energy desks use Permutable to identify market-moving commodity events earlier
Systematic macro hedge fund case study: Macro sentiment as a factor input
Systematic energy trading fund uses asset sentiment indices as a quantitative signal layer
Multi-strategy trading firm case study: A full-stack market intelligence layer