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.
The Arrow Insights Extended Commodity Index (AIECI) was one of the top performing commodity indexes since December 31, 1999 (Figure 1) and since the Federal Reserve (Fed) raised rates in December 2015 (Figure 2). It quantitatively overweighted gold and underweighted energy futures while holding its 16 components more efficiently than the Thomson Commodity Research Bureau Index ($CRB). It tends to enhance its exposures when the prices of its components have based after a downtrend and to reduce exposures after they have plateaued after an uptrend. Traditional indexes tend to buy high and sell low.