Cross-Asset Liquidity Strategist, CrossBorder Capital

Michael J. Howell

CrossBorder Capital an investment advisory firm specialising in macro-investing. Founded in 1996 with an international client base, CrossBorder focuses on monitoring and understanding global liquidity and capital flows. Our proprietary databases (available to clients) cover 80 countries in depth from 1980 onwards. We take a systematic quantitative methodology that uses this data with AI models to predict financial market movements. The efficacy of our data has been independently verified, and we have an associated but separate asset management division.

Cross-Asset Liquidity Strategist

’Fake News’ Threatens China’s Rally

Implementing Research Using Alt Data & AI

CrossBorder Capital

CrossBorder Capital is a London-based independent investment advisory firm. Founded in 1996, it exploits a gap in the investment arena by focusing on Central bank liquidity. 

It specialises in the monitoring and analysis of global liquidity flows - an important determinant of asset prices, from currencies through to bonds, equities and real estate.

CrossBorder Capital implements its investment strategy and currently manages over US$ 350m.


Macroeconomics

MSCI AC Asia ex Japan Index (MXASJ INDEX)

<ul>
<li>
Capital flows are strongly Granger causal</li>
<li>Gross capital flows lead World shipping activity by 4 months</li>
<li>Capital flows have been slowly rising since June 2018: in February they jumped
</li>
<li>Reinforces out pro-Asia and pro-China investment message</li>
</ul>



Capital flows are strongly Granger causal
Gross capital flows lead World shipping activity by 4 months
Capital flows have been slowly rising since June 2018: in February they jumped

Reinforces out pro-Asia and pro-China investment message


Global Capital Flows Show China’s Collapsing Export Markets Could Soon Revive