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• Currency and Price

• Financial Data Charts

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• Portfolio Analysis

• Basic Portfolio Optimization

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• Financial Statistics

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• Credit Risk Utilities

• GARCH Processes

• Financial Time Series Object and File Construction

• Financial Time Series Arithmetic

• Financial Time Series Math

• Financial Time Series Descriptive Statistics

• Financial Time Series Utility

• Financial Time Series Data Transformation

• Financial Time Series Indicator

• Financial Time Series GUI

• Financial Time Series Tool

Examples

• Release Notes

weights2holdings - Portfolio values and weights into holdings

Syntax

Holdings = weights2holdings(Values, Weights, Prices)

Arguments

`Values`	Scalar or number of portfolios (`NPORTS`) vector containing portfolio values.
`Weights`	`NPORTS` by number of assets (`NASSETS`) matrix with portfolio weights. The weights sum to the value of a `Budget` constraint, which is usually 1. (See `holdings2weights` for information about budget constraints.)
`Prices`	`NASSETS` vector of prices.

Description

Holdings = weights2holdings(Values, Weights, Prices) converts portfolio values and weights into portfolio holdings.

Holdings is a NPORTS-by-NASSETS matrix containing the holdings of NPORTS portfolios that contain NASSETS assets.

Note This function does not create round-lot positions. Holdings are floating-point values.

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weights2holdings - Portfolio values and weights into holdings

Syntax

Arguments

Description

See Also