New Data Discovery Platform for Institutional Researchers
Market intelligence and data infrastructure company Permutable announced the availability of a new data discovery catalogue on Oct. 28, 2026. The launch provides institutional research teams with a searchable resource to explore macroeconomic, commodity, and geopolitical datasets and download sample records.
The catalogue consolidates dataset descriptions, coverage details, historical availability, update frequencies, and delivery options into a single interface. Banks, hedge funds, asset managers, and trading desks can search the database by topic, ticker, or sector to inspect sample records before initiating broader access discussions.
Wilson Chan, founder and CEO of Permutable, emphasized that researchers need to understand what a dataset measures and whether it fits their process. He noted that the catalogue allows teams to review coverage before defining a detailed evaluation, ensuring that data selection aligns with specific analytical needs.
Global Macro Sentiment Indices and Commodity Data
The catalogue includes Permutable’s Global Macro Sentiment Indices (GMSI), which cover more than 90 economies and over 70 macroeconomic topics. These indices provide hourly updates and more than 11 years of point-in-time history, offering domestic and international perspectives for comparing reporting originating within an economy with external reporting about it.
GMSI topics include inflation, economic growth, monetary policy, fiscal conditions, labour markets, trade, and geopolitical risk. This breadth allows researchers to analyze complex interconnections between different economic indicators and global events.
Permutable’s commodity datasets organize information around supply disruptions, demand, inventories, geopolitics, and policy. These resources allow energy researchers to investigate whether changing oil-market sentiment reflects supply interruptions or weakening demand using supporting news records.
Technical Architecture and Delivery Options
Permutable’s point-in-time architecture preserves information available at each historical timestamp to help researchers address look-ahead bias. Source-linked records allow teams to investigate evidence contributing to signal changes, providing transparency into the data generation process.
Michael Brisley, Chief Commercial Officer at Permutable, said the catalogue helps both systematic teams needing historical observations for model testing and discretionary researchers investigating events behind sentiment changes establish what is available. This dual utility supports diverse research methodologies within institutional settings.
Broader evaluations can be scoped around specific markets, topics, and historical requirements. Data delivery is facilitated through Permutable’s Developer Platform, REST API, and Excel plugin, ensuring compatibility with existing institutional workflows.
Permutable is a UK-based market intelligence and data infrastructure company that transforms multilingual news and public information into structured sentiment indices, market-driver signals, historical time series, and source-linked intelligence for institutional research, trading, and risk workflows.