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High-Frequency Data and Macroeconomic Interactions
Paperback
Publisher: Independently Published
Published: Jun 15 2025
Pages: 202
Weight: 0.61
Height: 0.43 Width: 6.00 Depth: 9.00
Language: English
High-Frequency Data and Macroeconomic Interactions
Discover the cutting-edge world of algorithmic trading, market microstructure, and macro-financial dynamics in High-Frequency Data and Macroeconomic Interactions - a deep and accessible guide designed for professionals, academics, and advanced learners in finance.This book explores how high-frequency trading (HFT), data analytics, and macroeconomic policy interact in today's rapidly evolving financial markets. Through rigorous explanations, real-world examples, and conceptual frameworks, author Derek Maurice breaks down the complexities of modern trading systems and economic interdependencies with clarity and precision.
Whether you're a quant analyst, financial engineer, data scientist, institutional investor, or a student of financial economics, this book offers you the foundation and advanced tools to understand:
How market microstructure and order flow impact asset pricing
The role of central bank policy and economic indicators in short-term price volatility
Advanced simulation models for high-frequency environments
Event-driven trading strategies based on macroeconomic signals
The influence of transaction costs, liquidity, and market fragmentation
Risk modelling and price discovery in the presence of asymmetric information
Each chapter is structured to deliver both theoretical depth and practical insight, making it ideal for those working with financial time series, trading algorithms, or building systems in real-world trading environments.
With content aligned to the needs of asset managers, hedge funds, fintech developers, and macroeconomic researchers, High-Frequency Data and Macroeconomic Interactions bridges the gap between micro-level trading behaviour and global economic forces.
By Derek MauriceGenre: Quantitative Finance / Financial Modeling / Market Microstructure
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