In this article, I would like to show you how to design a CPPI (Constant proportion portfolio investment) strategy and publish it on the Internet. The result is http://220.127.116.11:8501/ (much more fun if you open the link on a big screen rather in a mobile browser)
Here are the steps.
First, let’s remember what CPPI is.
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Quant Asset Allocation & Strategy manager in Asset Management, former Goldman Sachs & Merrill Lynch Trader - UC Berkeley & Bogazici Univ Alum