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

Bond Markets Displaying Fear, Equities Clinging to the Notion of a Fed or Trump Put

Pressure Builds on Fed as US Treasuries and Equities Fear Trade-Induced Recession

Safe Haven Status of the USD Starting to Crumble Under the Weight of Trump’s Trade Wars

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

<ul>
<li>‘New’ robust US term structure parameter (D-star) based on skew of term premia</li>
<li>US Treasury 10-year yields could drop by another 100bp to 1%</li>
<li>This risk-taking transmission channel could force Fed Funds to be slashed</li>
<li>US ISM Index of Manufacturing could skid to 45 index reading signalling recession</li>
</ul>


‘New’ robust US term structure parameter (D-star) based on skew of term premia
US Treasury 10-year yields could drop by another 100bp to 1%
This risk-taking transmission channel could force Fed Funds to be slashed
US ISM Index of Manufacturing could skid to 45 index reading signalling recession


iShares 20+ Year Treasury Bond ETF (TLT US)

Why US Rates Could Fall To 1%