Backtests of portfolio insurance strategies - CPPI, OBPI, stop-loss - with drawdown and transaction cost analysis.
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Oct 24, 2025 - Python
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cppi
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This is CPPI web demo ,Constant Proportion Portfolio Insurance (CPPI) is a dynamic investment strategy designed to limit downside risk while still providing upside growth potential.
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Dec 23, 2024 - Jupyter Notebook
Machine Learning and Portfolio Management
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Apr 21, 2021
CPPI gap risk modeling: closed-form, Monte Carlo, dynamic VaR multipliers, and put hedging under BS, Heston, and Kou
python monte-carlo-simulation quantitative-finance jump-diffusion value-at-risk heston-model stochastic-volatility cppi portfolio-insurance
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Jun 13, 2026 - Python
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Sep 2, 2020 - Jupyter Notebook
Power BI project analysing GCC port efficiency, regional peer performance and diversion readiness using World Bank CPPI data.
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Aug 25, 2026
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