In financial investing, universal portfolios are a means of constructing portfolios which guarantee a certain level of performance relative to a baseline, while making no statistical assumptions about the future market data. They fall under the broad category of regret minimization algorithms. This document covers an introduction and survey to universal portfolio techniques, covering some of the basic concepts and proofs in the area. Topics include: Constant Rebalanced Portfolios, Cover's Algorithm, Incorporating Transaction Costs, Efficient Computation of Portfolios, Including Side Information, and Follow The Leader Algorithm.

中文翻译：

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算法交易中的遗憾最小化简介：通用投资组合技术概览

在金融投资中，通用投资组合是一种构建投资组合的方法，该投资组合保证相对于基准的一定水平的表现，同时不对未来市场数据进行统计假设。它们属于遗憾最小化算法的广泛类别。本文档介绍了通用投资组合技术的介绍和调查，涵盖了该领域的一些基本概念和证明。主题包括：恒定重新平衡投资组合、Cover 算法、合并交易成本、投资组合的有效计算（包括辅助信息）和遵循领导算法。