A globally coordinated team effort will likely be required to sort out the ongoing dollar decline in the U.S., said a global banking strategist in Toronto today.
“The one underlying theme in markets right now is that you’re going to see continued weakness in the U.S. dollar,” said Samarjit Shankar, director of global strategy at the Bank of New York Mellon.
Tracking investor flows around the world can monitor how this weakness plays out globally, plus provide clues for the future, said Shankar, speaking at a CIBC Mellon presentation on the state of global markets.
Shankar said he follows investor flows across the globe to predict markets and generate returns. He does this using a proprietary system at Mellon called iFlow, which tracks investor activity in currency, equity, and bond markets in both developed and emerging markets.
The idea of the system is to use quantitative techniques on daily data to forecast growth positions. “The predictive power of flows can be used to generate alpha, based on [a client’s] specific needs,” he says of the product.
With the U.S. domestic economy in a “tailspin” right now, Shankar looks to his investor flow charts and data for clues about bonds. “It sends us a very clear message, which is, capital has flocked to the shorter end of the curve, as investors are seeking safety and liquidity,” he said. “Yield curves have steepened amid flight to safety.”
But the data, collected from Mellon’s US$8 trillion in assets, shows that the trend toward emerging markets bonds, which had been growing until 2006, is now seeing an exodus of investors. “Emerging market investors are becoming much more selective,” said Shankar. “They are not going into the emerging market bond universe in one fell swoop.” Rather, he says, they are picking and choosing by country.
In general, he says markets are “screaming” for another interest rate cut from the U.S. Federal Reserve. The Fed cut its federal funds rate by three-quarter of a percentage point Tuesday, amid widespread expectations of a full one-point cut. After the initial disappointment wore off, markets soared on the news.
Shankar says he is looking for a 50 point cut at the Fed’s next meeting on April 30, but added that “we might not need to wait that long.”
Overall, he is expecting the central bank’s measures to start to kick in relatively soon, bringing a slow return of positive sentiment among consumers and a softening of prices. “We could have some semblance of stability sometime around mid-year,” he said, but that is barring further grim news akin to the recent Bear Stearns implosion.
Commodities, however, will remain solid, Shankar said. Although he cautions that the recent mega-boom in commodities won’t last. “You could see a further increase in the commodity price index but not the spectacular gains we’ve seen since the middle of last year,” he said. “The froth is going to be removed from the market going forward.”
But gold will rise and rise, he predicts. “Investors are seeking hard assets right now, even though we’ve already had a 60% increase in gold prices since January of last year. The New York-based global strategist also pointed to the growing affluence in emerging markets, most notably India, that is pushing up demand for gold. “I don’t think that is going to be satiated anytime soon.”
Shankar says there is “no way” investors are going to go back to equities right away, as bonds are much safer in today’s risk-averse environment.
“The second half of this year will be when we might see a bottoming out of the U.S. markets and other equity markets around the world,” Shankar concluded. “We will have a U.S. recession, but it will be a soft landing for the global economy.”