UK-headquartered next-generation market intelligence company Permutable AI has launched its country-level macro signals intelligence across Asia-Pacific, delivering “real-time economic, policy and sentiment intelligence designed to help institutional investors navigate one of the world’s most volatile and interconnected regions”.

From China growth uncertainty and shifting Bank of Japan policy to commodity price shocks and emerging market currency swings, Asia-Pacific investors, the company argues, are operating in a faster, more narrative-driven macro environment, while traditional indicators, such as consumer price indices, gross domestic product and central bank releases often lag the market, leaving desks reacting after moves are underway.

The company’s intelligence analyses millions of local language and international sources across the region, the company explains, transforming unstructured information into structured, tradable signals that surface changes in inflation pressure, policy credibility, political risk and growth momentum before they are reflected in prices.

The result is earlier visibility into foreign exchange ( FX ) repricing, rates shifts and sovereign risk - supporting faster, more confident positioning across currencies, bonds, commodities and equities.

Built for Asia-Pacific market dynamics

The intelligence feeds are designed to address challenges specific to the Asia-Pacific region, including:

• Early detection of China policy and property cycle risks
• Bank of Japan and regional central bank pivot signals
• Commodity-linked volatility across Australia and Southeast Asia
• Political and implementation risk in emerging markets
• Divergences between domestic reality and global investor perception.

By distinguishing between local sentiment and international narratives, the system, the company shares, highlights when markets may be over- or under-reacting – often where mispricings emerge.

Supporting real-world trading, risk decisions

The company’s country intelligence datasets support:

• Cycle and risk monitoring across currencies and sovereign curves
• Policy and political risk detection using local-language sources
• Perception vs fundamentals analysis to identify narrative-driven mispricings
• Cross-asset allocation across FX, rates, credit and commodities
• Volatility management through earlier signals and improved positioning.

Coverage, availability

The Asia-Pacific rollout includes deep coverage of Japan, China, Taiwan, Australia, New Zealand, South Korea, India, Singapore, Indonesia, Thailand, Malaysia, Philippines and additional regional markets, alongside broader global intelligence from across 180 countries.

Country-level macro signals are available via application programming interface and integrate directly into institutional trading and risk systems.

“Asia-Pacific markets are especially sensitive to policy signals, capital flows and geopolitical narratives, which can reprice assets quickly and without warning,” notes Wilson Chan, the company’s CEO and founder. “By capturing sentiment on the ground in local languages alongside international coverage, we give investors a clearer, earlier read on what’s changing inside economies – not just what’s already priced in.”

Graham Emo, the company’s regional lead for Asia-Pacific, adds: “Asia-Pacific investors can’t rely solely on backward-looking data or international headlines to understand what’s happening locally. Our clients want to know how policy is landing on the ground in Tokyo, Seoul or Beijing in real time. These signals help them spot stress earlier, reduce surprise events and position ahead of catalysts rather than chasing moves after the fact.”