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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. Elementally AIMFV provides exposure to Managed Futures sectors. This exposure is complimented with innovative overlays that account for multi-factor seasonality, and a focus on efficient access to directional movements inherent in the underlying components of futures contracts.

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Balanced & Tactical Strategies Versus Hedge Funds
March 30, 2020

From May 2019: February 2020, the U.S. had its lowest unemployment rates in 50 years. “Parties” for full employment historically end quickly due to recessions. Who can party with coronavirus (covid-19) cases soaring and 210 million people in lockdown? Moody's Analytics, Inc. sees a -40% collapse in GDP, a -14 million (m) employment collapse and a 12% unemployment rate in the second quarter (Q2) 2020. Last week’s record 3.3m in unemployment claims broke the prior record by 2.6m. A tidal wave of new claims is expected through May 2020. The Philadelphia Fed’s Nonmanufacturing Business Outlook Survey all but confirms a recession soon with a drop from 36.1 in February 2020 to -12.8 in March 2020. On the surface, the $2 trillion (t) coronavirus rescue bill equals 5% of GDP. It is closer to $7t when Federal Reserve and Treasury aid are included mostly in the form of monthly checks to consumers, investment-grade debt buybacks and loans/grants to businesses.

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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. The stock market, high yield and global risk markets were on fire until crude oil and commodities resumed their bear markets (begun in May 2011) in mid-January 2017. As of June 30, 2017, domestic stocks and lower quality foreign stock and bond markets remain in bull markets, but domestic high-yield bonds, real estate stocks, energy securities and technology shares have stalled or declined over the past few months.       

Stronger than expected economic data in the U.S. and Europe at the beginning of the year has ebbed into lackluster real gross domestic product growth (RGDP) below 2.0% year-to-date (YTD). Investor sentiment rages on as the bulls are running on a narrower street. High quality bonds and U.S. Treasury bond (TSY) yields are higher than they were prior to November 2016 but they are well below the yields had in mid-January 2017. [More]