Research Article

Stock Market Trading Rules Discovery Based on Biclustering Method

Table 22

Comparison with the GP on four Canadian stocks. “Profits (%)” is excess return. “Trades” is the number of trades.

IndexGP profits (%)BIS
Profits (%)Trades

ABX31.7636.5415
CP17.3621.421
CXY29.2331.4515
TRP14.6213.801

Average23.2425.808