High-Frequency Data and Macroeconomic Interactions

By Derek Maurice

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 Maurice
Genre: Quantitative Finance / Financial Modeling / Market Microstructure

• Format: Paperback
• Language: English
• ISBN: B0FDB3GT9W
• ISBN13: 9798288153945
• Release Date: June 2025
• Publisher: Independently Published
• Length: 202 Pages
• Weight: 0.61 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"