Where is the video explanation for the Time Invariant Portfolio Protection?

Installations & Python Packages
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Course Name: Position Sizing in Trading, Section No: 13, Unit No: 1, Unit type: Notebook

I saw the Jupiter Notebook for  Time Invariant Portfolio Protection but I cannot find any explanation how it works. Where can I find the video?

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Hello Marcus,



Time Invariant Portfolio Protection (TIPP) can be said as an improvement over the CPPI method which was covered in section 12. 

As mentioned in the notebook for TIPP, you are only updating the floor price to a higher level, but the basic idea remains the same as CPPI. As such, demonstrating this point only in a video would not be helpful. This is why we incorporated the explanation of the difference in the notebook itself and there is no separate video for TIPP.



I hope this helps.