Our vision it to move beyond observing markets by introducing specialised agents that represent the major actors and mechanisms inside the global economy – continuously interpreting information, reacting to one another and testing how shocks may propagate through markets.
The ambition is an hourly, point-in-time view of global information, grounded in the state of the world at each moment.
Inflation & growth
Policy expectations
Liquidity conditions
Rate decisions
Forward guidance
Reaction functions
Macro funds
Commodity traders
Systematic strategies
Hedgers
Asset allocators
Positioning response
Producers
Consumers
Trade flows
Inventory decisions
Supply constraints
Demand shifts
Rates
FX
Commodities
Cross-asset links
Volatility
Transmission paths
See how GMSI can form the observation layer, specialised agents the transition layer, and historical point-in-time data the basis for calibration.
Global information becomes structured events, macro and commodity intelligence, sentiment indices and market signals.
Specialised economic and market agents interact inside the model, allowing Permutable to simulate reactions, second-order effects and cross-market transmission.
A continuously updated representation of the global economy that can observe, reason, simulate and anticipate how markets may respond to change.
Markets should not have to wait for change to become obvious. Permutable is building towards a system that observes the world, understands the forces changing it, models how they interact and helps institutions anticipate where they may lead.