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.
TThe December 18, 2018 InFocus—A Good Time for Global Macro Strategies—got it right when it favored macro investment strategies because of an expected bear market in U.S. stocks, which was official after the S&P 500 Price Index (SPX) recorded a -20.2% decline on December 26, 2018. A macro investment strategy is commonly described as one that tactically allocates globally on a long-short basis to stocks, bonds, currencies, commodities and volatility indexes such as the VIX (the implied volatility of SPX). Hedge Fund Research, Inc.’s description of its investable (HFRX) Macro/CTA Index is found in the appendix. Investable indexes are preferred as benchmarks for strategies currently open to “new” investors because indexes that include strategies that are closed to investors typically employ higher leverage and invest in securities that are less liquid than investable strategies, which distorts performance comparisons.
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]
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]