Method 1: Use a foreign broker
Open a trading account in the country where the respective stocks originate from. For instance, if you want to invest in an American company, open a trading account in the US to buy shares at the New York Stock Exchange (NYSE). In this way, you can keep your transaction costs to a minimum.
Advantages:
Better trading platform and software
Lower cost of transaction
Disadvantages:
More hassle to open an account (you might need to mail some documents overseas)
More troublesome to fund the trading account (some banks won’t allow you to do it online, but only through the counter with documented proof)

Method 2: Use a local broker who provide foreign stocks trading facilities
Open a global trading account in Malaysia associated with the local investment banks and security firms, and purchase foreign shares. The location of your assets will be considered local, although technically your money is invested overseas. This provides convenience, especially when taking money out to fund your retirement, or transferring your wealth to your children.
Advantages:
Convenient to set up with the local brokers (walk in or contact the local brokers to assist you)
Easy to withdraw fund
Can be included in your Will for estate plan (easy for your heirs to inherit it)
Disadvantages:
Relatively higher cost of transaction
Means of investment
You’d be surprised at how many brokerage firms and investment banks there are in Malaysia that aid in foreign investment. So here are just a couple of prominent banks that provide global share trading. This is by no means an exhaustive list, but only an example of the diversity and their rates and services.

HL Brokering (used by PC Wong, thetrainer of Invest Foreign Share)
Jupiter Online
Maybank2u
Public Invest e-Trade
RHB Invest
SJENIE
Utrade