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

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)

Latest securities’ holdings data for investors in pan-Asian markets signals that risk appetite has not yet become dangerously stretched.CrossBorderCapital calculate this indicator (‘normalised’ range -50 to +50) by comparing actual positions in ‘risk’ assets (e.g. stocks and corporate debts) with those in ‘safe’ assets (e.g. cash and government debt), and reporting this as an index of percentiles. This is not an index of ‘views’ but an index showing portfolio positioning. Latest data admittedly…

Latest securities’ holdings data for investors in pan-Asian markets signals that risk appetite has not yet become dangerously stretched.CrossBorderCapital calculate this indicator (‘normalised’ range -50 to +50) by comparing actual positions in ‘risk’ assets (e.g. stocks and corporate debts) with those in ‘safe’ assets (e.g. cash and government debt), and reporting this as an index of percentiles. This is not an index of ‘views’ but an index showing portfolio positioning. Latest data admittedly…

Latest Risk Appetite Data Show Asian Investors' Remain Calm