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

Did China Really Cause the 2008 Global Financial Crisis?

The Most Important Price In The World … Possibly?

Why Is Consensus So Wrong On The US Dollar?

'Quantitative Squeezing': Prospects for Global Liquidity in 2018

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

Bonds matter, particularly for Asian investors, and there are gowing pressures forcing US yields higher and the Treasury yield curve to steepen. This note summarises our recent fixed income research views. Conceptually, nominal yields and the yield curve can be broken down into two distinct parts, notionally divided by tenor: (1) the ‘front-end’ is related to short-term Central Bank monetary operations and commercial banks’ liquidity management and (2) the ‘longer-term tenors more affected by…

Bonds matter, particularly for Asian investors, and there are gowing pressures forcing US yields higher and the Treasury yield curve to steepen. This note summarises our recent fixed income research views. Conceptually, nominal yields and the yield curve can be broken down into two distinct parts, notionally divided by tenor: (1) the ‘front-end’ is related to short-term Central Bank monetary operations and commercial banks’ liquidity management and (2) the ‘longer-term tenors more affected by…

iShares 20+ Year Treasury Bond ETF (TLT US)

Wonkish Comments On The Bond Panic – Liquidity & Capital Flows Warn Asian Investors To Monitor Risks