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Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation.

Isao YagiShunya MaruyamaTakanobu Mizuta
Published in: Complex. (2020)
Keyphrases
  • trading strategies
  • stock market
  • test bed
  • trading agents
  • computer programs
  • financial markets
  • trading systems
  • domain knowledge
  • database
  • information systems
  • decision support system