本页是 /quick-start/portfolio-construction-in-30-min/ 的中文版本。专有名词和代码标识保持英文，以便和包 API 对齐。
组合 construction converts forecasts into investable weights. The design must balance expected return, risk, diversification, liquidity, turnover, and implementation costs.
A first model often starts with ranked signals or mean-variance optimization, then adds constraints and a realistic rebalance policy.
Continue with 研究: 组合 and Machine 学习ing for Alpha.