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 Dow Jones Global Yield Index (DJGYLDT) and the Barclays U.S. Aggregate Bond Index (Domestic Bonds) have returned 151% and 8.7%, respectively, since December 31, 2005 (Figure 1). DJGYLDT bested domestic bonds primarily because U.S. Treasury bonds and U.S. corporate bonds make up around 35% and 25-28% of the index while DJGYLDT’s allocations to domestic bonds has been 15-17%. DJGYLDT weights its portfolio to the highest yielding global bonds and stocks with 40% held in global bonds and 60% in global stocks.
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]