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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 Business Cycle, Managed Futures and a Traditional Portfolio
October 14, 2019

On September 3, 2019, the InFocus theme was that 2019 would be a favorable time for managed futures. Why? We live in unpreceded times influenced by high government deficits, central bank easing and uncertainty stemming from trade wars and high geopolitical risks that favor long/short allocations to global stocks, bonds, currencies, commodities and volatility indexes. Figure 1 plots the 48-month rates of change in Real Gross Domestic Product (AIBC) and the Arrow Insights Price Index Score (PIS) in the middle panel along with 12-month total returns of the commodity trading advisors or managed futures managers (BTOP50 CTA Index) and the S&P 500 Total Return Index (SPXTR) in the top panels along with a traditional portfolio comprised of a 60% allocation to SPXTR and 40% to the Barclays US Aggregate Bond Index (bottom panel).

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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]