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

Table 1

Order quantity threshold for each set of conditions.

		0.1	0.2	0.3	0.4	0.5
	10	1	2	3	4	5
	20	2	4	6	8	10
	30	3	6	9	12	15
	40	4	8	12	16	20
	50	5	10	15	20	25
	60	6	12	18	24	30
	70	7	14	21	28	35
	80	8	16	24	32	40
	90	9	18	27	36	45
	100	10	20	30	40	50