Code covered by the BSD License  

Highlights from
A simple CPPI strategy in MATLAB

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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;

 

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