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updated 6 years ago

A simple CPPI strategy in MATLAB by Vincent Leclercq

Backtesting of a CPPI strategy (finance, modeling, analysis)

CPPI_PayOff_From_Returns_2(StartAmount, WarrantiedAmount,...

GetCPPIPath.m

MyDateTick(tickFormat,Dates, datemin, datemax,FrequencyIn...

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