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

Rates 10y Dashboard: Regional Correlations Within EM Break Down

FX Dashboard: Updating the Winners and Losers in the EM Turnaround

China Digital Currency: Leading the Innovation in Financial System

FX Dashboard: EM FX Is Fair in REER Terms but Differentiation Abounds

Could The New Asian ‘Euro’ Mean A Coming Decade of Outperformance From Emerging Markets?

FX Dashboard: Winners and Losers in the EM Turnaround

Alpha Bites: Long Chilean Peso Vs Short Australian Dollar

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.


Cross Asset Strategy

Multiple Countries / Cross Asset Strategy

<ul>
<li>Asia forex market volatility falls to near 40-year lows</li>
<li>Notional Asian ‘Euro’ trading within narrow band since 2016</li>
<li>Yuan positioning like Deutschmark within the Euro ‘Euro’</li>
<li>China well-served by such arrangements</li>
<li>Implies as USD devalues Asia gains liquidity and Europe loses export competitiveness</li>
</ul>


Asia forex market volatility falls to near 40-year lows
Notional Asian ‘Euro’ trading within narrow band since 2016
Yuan positioning like Deutschmark within the Euro ‘Euro’
China well-served by such arrangements
Implies as USD devalues Asia gains liquidity and Europe loses export competitiveness
 

The Asian ‘Euro’ (¥¥): Does It Already Exist?