Arrow Insights is a research firm with a focus on macro-economic factors that support both fundamental and technical analysis. We believe that theoretical research is most useful when it can actually be applied to tactical trading and asset allocation strategies.
Arrow Insight Indexes
A.I. Managed Futures Volatility Index
The A.I. Managed Futures Volatility Index (AIMFV) is a long/short/flat diversified managed futures index. The index is both systematically and quantitatively based index of numerous components that serve as a proxy for exposures to economic sectors related to financial futures, commodity and volatility futures.
Global yield assets and alternative equity strategies that overweight to smaller–sized firms are not as negatively impacted as dominant domestic bond/stock indexes when inflation rises. Dominant indexes such as the S&P 500 (SPX) and Barclays US Aggregate Bond (AKG) indexes weight more heavily to sectors and global regions that dominate capital markets relative to the DJ Global Yield Index (DJGYLDT) and the Arrow Insights Quality Value & Momentum Index (AIQVM). DJGYLDT and AIQVM are equally weighted indexes that usually best SPX/AKG when annualized inflation is above 2.0%. They do so because they can hold higher allocations than SPX/AKG to inflation hedge securities within cyclical sectors that benefit from rising inflation.
2017 began with high expectations for economic robustness and with
investors savoring the taste of President’s Trump’s victory, which was topped
off with Republican control of all branches of the federal government. [More]
Throughout 2016, Arrow Insights has focused on the cost of money (interest), economic growth, default-deflation-inflation risks and how they impact traditional beta relative to alternative beta, and absolute return strategies. [More]