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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

AI Announces Reconstitution Postponement for the AIQVM Index - July 2020

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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A Balanced Risk Portfolio
September 15, 2020

Balance Risks with a Global and Well Diversified Portfolio
Arrow Insights favors global assets, moderate risk asset allocations, and managed futures. Our investment rationale is based upon sustained weakness in the U.S. dollar ($USD) attributable to yield repression policies enforced by the U.S. Federal Reserve and excessive money supply growth due to money printing.

A few of the best performing assets in 2020 are:

  • Physical and paper gold
  • Gold and rare earth miners
  • Treasury inflation protection securities
  • Treasuries

  • The March 2020 and the September 2020 resurgences in market volatility are embedded into Three Clusters of Data Factors that feed long-term economic and market trends in 2020. 1: The baseline trend in the number of new Covid-19 cases (Figure 1), 2; economic growth, stemming from job cuts resulting in business shutdowns/curtailments due to virus containment measures, which in turn dampen 3: a financial market recovery, not just in stock and bond prices, but also in free-cash flow, earnings, and the quality of corporate debt coverage.

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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]