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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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AIQVM Positioned Better for Inflation Risk than SPX & SPXEW
March 20, 2018

The Federal Reserve Bank (Fed) began its current series of rate hikes on December 14, 2016. The Fed raised its Federal Funds Rate three times in 2017 and we anticipate it will make its fifth 25 basis point (0.25%) hike on March 21, 2018. Investors expect three to four additional 0.25% rate hikes based on the Fed's concern about higher inflation risk and its goal of getting the Fed Funds to a "reasonable" premium over annual inflation, which currently is 2.1% (bottom of Figure 1). The S&P 500 Capitalization Weighted Index (SPX) has a total return of 21.9% while the Arrow Insights Quality Value Momentum Index (AIQVM) and the S&P 500 Equal Weight Index (SPXEW) posted returns of 20.9% and 16.6% respectively from December 14, 2016 through March 16, 2018 (Figure 1).

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InPerspective (Quarterly)

Performance, Expectations & Critical Warnings

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

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

Recession Risk Factors, Yield Narratives & Markets

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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