A simple CPPI strategy in MATLAB: SimpleXlsReader(filename); - File Exchange

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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

SimpleXlsReader(filename);

function  [Prices,NumericDates,StartDate,EndDate] = SimpleXlsReader(filename);

[Prices,txtdata] = xlsread(filename);
NumericDates = flipud(datenum(txtdata(:,1),'dd/mm/yyyy'));
Prices = flipud(Prices(:,1));
StartDate = NumericDates(1);
EndDate   = NumericDates(end);

Highlights from A simple CPPI strategy in MATLAB

Highlights from
A simple CPPI strategy in MATLAB