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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

AIQVM & High Yield–Equity Factors Style, Size, Cap & EqW
November 13, 2017

The Arrow Insights Quality Value Momentum Index (AIQVM)i screens the Ford Equity Research universe to select the top 50 stocks among thousands of large–, medium– and small–capitalization weighted (CAP) companies. Over the past 10 years, AIQVM outperforms the Standard & Poor's 500's (SPX) Growth, Value, CAP and equal weight (EqW) indexes (Figure 1). Year–to–date 2017 (YTD), AIQVM bests most indexes. The index's allocation mix is about 69% in large, 24% in mid–cap and 7% in small firms. Since June 15, 2017, the iShares iBoxx High Yield Corporate Bond ETD (HYG, grey histogram, Figures 1–3) and AIQVM record12-month yields close to 5% and 3.2%, respectively, while AIQVM and HYG record total returns of 4.2% and 0.36%, respectively.

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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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