Permutable Launches AI-Driven Global Macro Sentiment Indices

Permutable, an AI and market intelligence firm based in London, has launched its Global Macro Sentiment Indices (GMSI). This AI-native dataset is designed to help financial institutions track economic narratives before they are reflected in official data, forecasts, or market pricing.

The GMSI transforms global news flow into structured, machine-readable signals across key economic areas including inflation, growth, monetary policy, fiscal policy, trade, labor markets, FX risk, and geopolitical risk. The product provides a systematic view of economic narratives sourced from over 250,000 curated sources in more than 80 languages, covering 95 countries and over 70 macro indicators.

"Macro investors have always faced a timing problem," said Wilson Chan, Founder and CEO of Permutable. "The economy often starts changing before official data confirms it. Inflation pressure, policy credibility, and FX stress first appear in the language of markets, policymakers, and local reporting."

Unlike traditional macroeconomic datasets, which are typically based on official releases or market prices, GMSI is derived from text. The product uses artificial intelligence, natural language processing, and multilingual news analytics to convert unstructured macro narratives into quantifiable economic sentiment indicators. Each GMSI indicator provides two complementary readings: the economic direction of the macro signal and the tone surrounding it.

The product includes over 11 years of historical data, enabling users to analyze how macro narratives developed before previous inflation, monetary policy, FX, and sovereign risk events. Signals update hourly and are designed to support both real-time monitoring and historical research. The indices are available to institutional clients through API delivery, Excel integration, and enterprise data feeds.