Investment Banks
Cross-Asset Risk and Trading Intelligence
NAVIGATE RISK WITH POWERFUL CROSS-ASSET STRUCTURED INTELLIGENCE
In global markets that shift by the hour, visibility and speed are critical. Investment bank trading desks must continuously monitor complex macroeconomic, political, and climate events – and act before opportunities are lost.
Yet most traditional data infrastructure cannot keep pace. Without timely intelligence, portfolios are left exposed and trade ideas lose relevance.
Permutable AI’s Trading Co-Pilot provides a solution: live data feeds that cut through market noise and surface critical cross-asset signals in real time.
Our platform combines event detection, sentiment analytics, and correlation intelligence to deliver structured insights directly to trading desks. Investment banks can track political, economic, and weather-related risks in real time, enhance research output with analyst-style insights at scale, and integrate intelligence seamlessly via API, dashboards, and live feeds – gaining a decisive edge by staying ahead of sudden shifts in global markets.
Cross-Asset & Macro Risk
Monitoring
Monitor global political, economic, and climate risks for faster mitigation and reduced blind spots.
Client Research & Trading Intelligence
Transform complex market data into actionable insights for proactive trading and research decisions
Systematic Data
Integration
Seamlessly deliver market intelligence through APIs, live feeds, and dashboards into existing systems.
We’ve never seen anything like this before. What Permutable has built is truly transformative - delivering intelligence that feels like having an entire team of analysts working in real time.
Tier 1 Investment Bank
Market Intelligence for Investment Banks FAQ
How does Permutable differ from traditional data providers?
Our intelligence is event-driven, sentiment-based, and delivered in real time, not backward-looking and is generated using best-in-class AI technology built by dedicated AI practitioners with deep knowledge.
Which markets are covered?
Coverage spans commodities (energy, metals and agriculture), FX, rates, treasuries, and select equities, with integrated cross-asset correlation analysis. Our macro datasets span G7 and BRICs countries, with local language coverage.
Can this improve client research output?
Yes. Our feeds generate explainable, analyst-style insights that strengthen both internal trading decisions and external client communications.
How is data quality and reliability ensured?
We apply rigorous validation, filtering, and cross-referencing across 120,000+ sources. Each signal is enriched with metadata and sentiment scoring, giving risk and trading teams confidence in the accuracy, timeliness, and explainability of the intelligence.
How is the intelligence integrated into bank systems?
Via APIs, dashboards, and live feeds, built to fit directly into institutional workflows.
Does Permutable meet compliance and security standards?
Yes. Our infrastructure is designed for institutional-grade compliance and security, with strict controls around data handling, auditability, and integration into regulated environments. This ensures intelligence can be used within investment banks’ risk frameworks without additional overhead.
Is a trial or pilot available?
Yes. We offer pilots so desks can test our intelligence in live market environments.
Can Permutable scale with the needs of a global investment bank?
Absolutely. Our platform is built for high-volume, low-latency delivery and scales across multiple desks, regions, and asset classes. Whether for a single trading desk or enterprise-wide deployment, Permutable adapts to institutional infrastructure without disruption.
Looking to enhance risk monitoring, strengthen research, and improve cross-asset visibility? Contact our team to request a demo and discover how we equip investment banks with the speed and clarity needed to outperform in today’s markets.