A simple CPPI strategy in MATLAB

Backtesting of a CPPI strategy

Version 1.0.0 (4.15 MB)
3.4K Downloads
(2)
1 Sep 2016
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Cite As

Vincent Leclercq (2026). A simple CPPI strategy in MATLAB (https://uk.mathworks.com/matlabcentral/fileexchange/20282-a-simple-cppi-strategy-in-matlab), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Updated license
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
1.0.0-0

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  • Install in MATLAB

    Requires R2026b and later. Learn more