Research teams can explore macroeconomic and asset-level datasets and download samples before arranging a broader evaluation.
Permutable, the UK-based market intelligence and data provider, today launched its data discovery catalogue, enabling institutional research teams to explore dataset coverage and download sample data immediately.
The catalogue brings product descriptions, historical availability, update frequencies and delivery options into one resource. Users can search by topic, ticker or sector, identify datasets relevant to a market exposure or research question, and download samples.
Permutable’s data is already used by leading hedge funds, Tier 1 banks and energy majors. The catalogue gives prospective users a more direct way to explore that offering and assess which datasets warrant further investigation.
“Researchers need to see the data, understand what it measures and investigate how it could fit their process,” said Wilson Chan, founder and CEO of Permutable. “Making samples immediately downloadable gives teams a practical starting point. They can inspect the structure and content before defining a more detailed evaluation with us.”
Permutable transforms multilingual news and public information into structured macroeconomic, commodity and geopolitical intelligence. Its offering includes sentiment indices, historical time series, market-driver signals and source-linked news, allowing researchers to examine aggregate changes alongside the developments contributing to them.
The catalogue includes Permutable’s Global Macro Sentiment Indices (GMSI), covering themes such as inflation, growth and monetary policy. Domestic and international perspectives allow teams to investigate differences between locally generated information and external reporting.
Commodity datasets organise information around supply disruptions, demand, inventories, geopolitics and policy. An energy researcher, for example, can explore signals and supporting headlines to investigate whether changing oil-market sentiment reflects a supply interruption, weakening demand or competing pressures.
“The first question is whether a dataset is relevant to the desk’s actual work,” said Michael Brisley, Chief Commercial Officer at Permutable. “The catalogue helps teams identify the markets and topics they need, review the available history and download a sample. That makes subsequent discussions about coverage, integration and testing more focused.”
For systematic teams, samples provide an initial opportunity to inspect data fields and structure before requesting the history needed for model evaluation. Discretionary investors and risk teams can explore how the information supports market monitoring, driver analysis and investigation of emerging exposures.
Permutable’s point-in-time architecture preserves information available at a given time, supporting historical research and helping teams address look-ahead bias. Source-linked information provides evidence for investigating signal changes. Institutions can then test incremental value against existing datasets, market prices and investment factors.
The catalogue outlines delivery options including the Developer Platform, REST API and Excel plugin, supporting evaluation through integration into research and monitoring workflows.
See also:
Europe’s diesel shock is moving into borrowing costs, Permutable analysis finds | Disruption Banking
