AI-native macro sentiment dataset helps hedge funds, asset managers, investment banks and research teams monitor inflation, policy, FX, fiscal risk, trade and geopolitical narratives across Asia-Pacific and global markets.

Market intelligence provider Permutable today announced the official launch of its Global Macro Sentiment Indices, a new suite of point-in-time macro sentiment indicators designed to help institutional investors track how economic narratives form, spread and diverge across global markets.

The launch is particularly relevant for Asia-Pacific investors navigating policy divergence, currency volatility, China spillovers, commodity exposure, trade disruption and geopolitical risk across fragmented local and international news environments.

Permutable’s Global Macro Sentiment Indices transform global news flow into machine-readable macro sentiment signals across 90+ countries, 70+ macro indicators, 250,000 curated sources and 70+ languages, giving hedge funds, asset managers, investment banks, trading desks and research teams a way to monitor macro pressure before it is fully reflected in official data or market pricing.

The indices cover inflation, growth, monetary policy, fiscal risk, trade, labour markets, political uncertainty and geopolitical risk. Built using point-in-time data construction, the dataset is designed for systematic research, backtesting, risk monitoring and real-time intelligence workflows.

For APAC-based institutional teams, the indices compare domestic reporting with international market perception across major and emerging economies, where policy signals, local-language reporting and global investor interpretation can diverge meaningfully.

The framework separates directional sentiment from semantic sentiment. Directional sentiment measures whether news flow points to rising or falling macro pressure, while semantic sentiment captures tone, context and interpretation. Domestic, international and combined views help investors understand whether macro risk is driven by local conditions, external perception or both.

“Asia-Pacific markets are highly sensitive to shifts in policy language, inflation narratives, currency pressure, commodity exposure and geopolitical perception,” said Wilson Chan, Founder and CEO of Permutable. “Our Global Macro Sentiment Indices were built to make those narrative shifts measurable, comparable and available point-in-time for research, monitoring and systematic strategy development.”

“APAC investors are operating in one of the most information-sensitive macro environments in the world, where policy signals, currency pressure, China-linked spillovers, commodity exposure and geopolitical developments can shift market perception very quickly,” said Graham Emo, APAC Client Solutions, Permutable. 

“The value of Permutable’s Global Macro Sentiment Indices is that they give institutional teams a point-in-time view of how those narratives are forming across local and international news flow. That is increasingly important for investors who need to understand not just what is happening in the data, but how the market is beginning to interpret it.”

The indices can be used for custom macro indices, regime tracking, inflation and policy monitoring, FX and fiscal risk analysis, geopolitical risk assessment and systematic strategy research. Data is available through API, data feed, Excel delivery and custom integration options.

The launch follows Permutable being named Technology Provider of the Year: Innovation by Hedgeweek Permutable is offering institutional users access to sample datasets, APAC-focused demonstrations and custom index discussions.

Institutional investors, asset managers, hedge funds, investment banks and research teams can contact graham@permutable.ai to request access or book a demo.

This press release has also been published on VRITIMES