A simple CPPI strategy in MATLAB: All Files - File Exchange

Code covered by the BSD License

Highlights from
A simple CPPI strategy in MATLAB

UI_CPPI(varargin) UI_CPPI M-file for UI_CPPI.fig
CPPI_PayOff_From_Returns_2(St... Initialize everything
GetCPPIPath(dates,Prices,Mult... Backtest a CPPI product
MyDateTick(tickFormat,Dates, ...
SimpleXlsReader(filename);
xticklabel_rotate(XTick,rot,v... hText = xticklabel_rotate(XTick,rot,XTickLabel,varargin) Rotate XTickLabel
CPPI.m
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from A simple CPPI strategy in MATLAB by Vincent Leclercq
Backtesting of a CPPI strategy

All files for A simple CPPI strategy in MATLAB

/CPPI/1998_BackTest.xls
/CPPI/CPPI.m
/CPPI/CPPI_PayOff_From_Returns_2.m
/CPPI/CPPI_Slides.ppt
/CPPI/GetCPPIPath.m
/CPPI/MyDateTick.m
/CPPI/SimpleXlsReader.m
/CPPI/UI_CPPI.fig
/CPPI/UI_CPPI.m
/CPPI/xticklabel_rotate.m
/license.txt
/readme.txt

Highlights from A simple CPPI strategy in MATLAB

Highlights from
A simple CPPI strategy in MATLAB