New AI-native dataset transforms global news flow into point-in-time macro sentiment signals across 95 countries, 70+ indicators, 250,000 curated sources and 80+ languages
London, United Kingdom, 25 June 2026 – Market intelligence provider Permutable today announced the launch of its Global Macro Sentiment Indices (GMSI), a new suite of macro sentiment indicators designed to help institutional investors measure how economic narratives are forming before those shifts appear in official data, consensus forecasts or market pricing.
The launch comes as macro investors, systematic researchers, economists and risk teams look for earlier visibility into the information layer shaping inflation expectations, monetary policy risk, FX pressure, fiscal credibility, labour-market stress and geopolitical uncertainty.
While official macroeconomic releases remain essential, recent inflation, policy and FX shocks have shown that markets often begin repricing before traditional indicators confirm the turn.
Permutable’s Global Macro Sentiment Indices convert global news coverage into country-level macro sentiment signals across themes including inflation, growth, monetary policy, fiscal policy, trade, labour markets, financial markets, shocks, FX vulnerability and geopolitical risk.
The dataset spans 95 countries, 70+ macro indicators, 250,000 curated sources and 80+ languages, providing institutional investors with a broader view of the narratives shaping economic expectations across developed, emerging and frontier markets.
“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, FX stress and political risk first appear in the language of markets, policymakers and local reporting.”
“We built GMSI to make that layer measurable. By separating domestic narratives from international perception, and structuring the data point-in-time, we give investors a way to see what local markets may be seeing before the world prices it in.”
According to Permutable, GMSI is designed as an independent macro signal source, derived from text rather than prices, surveys or official releases. The indices are built on more than 11 years of point-in-time history, allowing investors to analyse how narratives evolved before previous inflation, policy, FX and sovereign-risk events.
The indices provide two complementary readings of each macro narrative: the economic direction of the signal and the tone surrounding it. They also separate domestic, international and combined index views, helping investors identify when local reporting diverges from global market perception.
This distinction is particularly relevant for investors monitoring emerging-market risk, where local-language reporting, policy commentary and domestic political narratives can move ahead of global consensus.
For example, investors can use GMSI to compare domestic monetary-policy pressure with international perception, or to monitor whether inflation, fiscal or FX stress is becoming more persistent across a country’s information environment.
Signals update hourly and are designed to support macro research, systematic strategy development, discretionary monitoring, portfolio risk analysis and custom index construction.
Permutable’s Global Macro Sentiment Indices are available immediately to institutional clients through API delivery, Excel integration, enterprise data feeds, historical point-in-time datasets, real-time monitoring and custom index construction.
See also:
Permutable Named Hedgeweek Technology Provider of the Year: Innovation 2026 | Disruption Banking
