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Welcome to Arrow Insights

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.

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InFocus

Hedging High Quality Bond Price Losses with Global Yield
May 16, 2018

A fixed coupon rate is common for corporate/ government bonds. The Bloomberg Barclays U.S. Aggregate Bond Index (BB US AGG) is an investment grade index with an average weighted coupon of 3.2% as of May 10, 2018. About 72% of the index is composed of high quality AAA–rated bonds, the top credit rating given by rating agencies. Consequently, BB US AGG's historic price has only been slightly impacted by credit–default risk. The index's price is driven by the fluctuating yields of its underlying bonds as compensation to investors for inflation risk or purchasing power risk.

Typically, bond prices (measured as a $1,000 par value) have an inverse relationship with yields. Investors cannot purchase an individual "BB US AGG bond."  

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InPerspective (Quarterly)

Performance, Expectations & Critical Warnings
7/24/17

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]
 


Performance Review & Risk/Reward Factors
2/15/17

2017 began with stronger-than-expected economic data in the U.S. [More]
 


Recession Risk Factors, Yield Narratives & Markets
10/31/16

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]
 


 

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