Portfolio holdings into weights
Weights = holdings2weights(Holdings, Prices, Budget)
Number of portfolios (NPORTS) by number of assets (NASSETS) matrix with the holdings of NPORTS portfolios containing NASSETS assets.
NASSETS vector of asset prices.
(Optional) Scalar or NPORTS vector of nonzero budget constraints. Default = 1.
Weights = holdings2weights(Holdings, Prices, Budget) converts portfolio holdings into portfolio weights. The weights must satisfy a budget constraint such that the weights sum to Budget for each portfolio.
Weights is a NPORTS by NASSETS matrix containing the normalized weights of NPORTS portfolios containing NASSETS assets.