  Macroscopic price evolution models are commonly used for investment
strategies. There are first promising achievements in defining microscopic
agent based models for the same purpose. Microscopic models allow a deeper
understanding of mechanisms in the market than the purely phenomenological
macroscopic models, and thus bear the chance for better models for market
regulation. We exemplify this strategy in a case study, deducing a macroscopic
Langevin equation from a microscopic spin market model closely related to the
Ising model. The interplay of the microscopic and the macroscopic view allows
for a better understanding of the microscopic model, as well, and may guide the
construction of agent based market models as basis of macroscopic price models.
