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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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The Arrow Insights Stock Bond Yield Gap (AISBYG) and AIDOGS
July 15, 2019

Before the stock price bottoms of the last four secular bear markets, the Moody’s AAA Corporate Bond Index (low default risk bonds) bottomed a few months before the DJIA’s price bottom (Figure 1). On June 30, 2019, the AAA index’s yield was 3.25% while U.S. stocks were yielding 1.906% for a spread of 1.32% (based on the current price of the S&P 500 Index divided by the dividends it paid over the past 12-month basis). Data is sourced from Moody’s Corporation and Standard & Poor’s Research.

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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]