你有 10万钱，用 2万买股票 A，1万买股票B ，7万买股票C
A的权重是0.2
B的权重是0.1
C的权重是0.7

我这个更专业！protfolio weights represent the proportion invested in each asset; for mutual funds, these weights must typically be greater than or equal to zero, but for hedge funds, they can also be negative.

就是投资组合中各项投资的权重