Add target_weights function to finance

finance.js

@@ -22,4 +22,23 @@ function payback_period(initial, flows = []) {
     return -1;
 }
 
-module.exports = exports = { payback_period }
+/**
+ * Calculate the portfolio weights (roughtly) required to reach a target
+ * beta for a portfolio composed of 2 stocks, given their betas.
+ */
+function portfolio_weights(stock_a_beta, stock_b_beta, target_beta = 1, resolution = 0.0001) {
+    let stock_a_weight = 1
+    let stock_b_weight = 0
+
+    let target = (a_w, b_w) => (stock_a_beta * a_w) + (stock_b_beta * b_w)
+    let roughly = value => (value < (target_beta + (2 * resolution))) && (value > (target_beta - (2 * resolution)))
+    while ( stock_a_weight >= 0 && !roughly(target(stock_a_weight, stock_b_weight)) ) {
+        stock_b_weight += resolution
+        stock_a_weight -= resolution
+    }
+
+    if ( stock_a_weight < 0 ) return false
+    return { stock_a_weight, stock_b_weight }
+}
+
+module.exports = exports = { payback_period, portfolio_weights }