A simple CPPI strategy in MATLAB: MyDateTick(tickFormat,Dates, datemin, datemax,FrequencyInDays) - 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

MyDateTick(tickFormat,Dates, datemin, datemax,FrequencyInDays)

function Ticks = MyDateTick(tickFormat,Dates, datemin, datemax,FrequencyInDays)
Ticks = datemin: FrequencyInDays : datemax;
set(gca,'XTick',Ticks);
set(gca,'TickDir','out');
datetick('x',tickFormat, 'keeplimits','keepticks');
Labels = get(gca,'XTickLabel');
xticklabel_rotate;

Highlights from A simple CPPI strategy in MATLAB

Highlights from
A simple CPPI strategy in MATLAB