The launch marks the release of a dedicated macro intelligence product from Permutable, giving institutional clients access to country-level macro sentiment data across inflation, growth, monetary policy, fiscal policy, trade, labour markets, financial markets, FX vulnerability, shocks and geopolitical risk.

Built for investment, research, data science and risk teams, GMSI transforms global news flow into structured, point-in-time macro signals that can be accessed through API delivery, Excel integration, enterprise data feeds, historical datasets, real-time monitoring and custom index construction. helps them measure how inflation pressure, policy risk, FX stress and geopolitical uncertainty are evolving across countries and languages. It is designed to support both human decision-making and machinereadable financial workflows.”

Unlike traditional macro datasets, which are typically based on official releases, forecasts, surveys or market prices, GMSI is derived from text. The product uses AI to analyse global news coverage and convert unstructured macro narratives into quantifiable indicators with more than 11 years of point-in-time history.

Each GMSI indicator provides two complementary readings: the economic direction of the macro signal and the tone surrounding it. The product also separates domestic, international and combined index views, helping users identify when local-language reporting diverges from global market perception.

This is particularly relevant for institutions monitoring emerging markets, cross-border risk and fastmoving policy environments, where domestic reporting and local policy commentary can provide context before it is reflected in international coverage or official data.

The product has been designed for a range of institutional use cases, including macro research, systematic strategy development, discretionary market monitoring, portfolio risk analysis, AI model development and custom index construction. x

The product spans 95 countries, 70 + macro indicators, 250,000 curated sources and 80 + languages, providing financial institutions with a systematic way to monitor how economic expectations are forming across developed, emerging and frontier markets.

“ GMSI is a major product release for Permutable and a natural extension of the intelligence infrastructure we have been building for institutional finance,” said Wilson Chan, Founder and CEO of Permutable.“ Financial markets are increasingly shaped by information flow, but the challenge for institutions is turning that flow into data that is structured, explainable and historically testable.

“ With this launch, we are giving clients a dedicated macro sentiment dataset that

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