Please unzip ibex.pickle.gz to run the experiments
Please cite :
@article{Berutich:2016:RTT:2873073.2873256, author = {Berutich, Jos{'e} Manuel and L'{o}pez, Francisco and Luna, Francisco and Quintana, David}, title = {Robust Technical Trading Strategies Using GP for Algorithmic Portfolio Selection}, journal = {Expert Syst. Appl.}, issue_date = {March 2016}, volume = {46}, number = {C}, month = mar, year = {2016}, issn = {0957-4174}, pages = {307--315}, numpages = {9}, url = {https://doi.org/10.1016/j.eswa.2015.10.040}, doi = {10.1016/j.eswa.2015.10.040}, acmid = {2873256}, publisher = {Pergamon Press, Inc.}, address = {Elmsford, NY, USA}, keywords = {Algorithmic trading, Finance, Genetic programming, Portfolio management, Trading rule}, }