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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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AI Credit Yield Hedge and Out-of-Sync Credit & Inflation Risk
June 17, 2019

The Arrow Insights Credit Yield Hedge (AICYH) primarily is a credit hedge against low-quality credit losses similar to the risk inherent to the iShares Barclays High Yield Bond ETF (HYG). The index also hedges inflation risk/interest rates that lead to declining bond prices. The Barclays U.S. Aggregate Bond Index (AGG) is AICYH’s benchmark. To be an effective portfolio hedge, AICYH must hedge losses from HYG when deflation/default risk rises.

Figures 1 and 2 simulate the growth of $100 investment in AICYH since August 21, 2014 along with HYG, the iShares Barclays 20+ Year Treasury Bond ETF (TLT) and the SPDR Gold Shares ETF (GLD). Cumulative total returns for AICYH, HYG, AGG and GLD are 42.1%, 18.2%, 13.6% and 2%, respectively. AICYH’s three-month correlations show the index to be more in sync with HYG than it is with GLD and AGG (mid-panels). AICYH outperformed its benchmark along with the other indexes.

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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]


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