skfolio/skfolio
skfolio
Python library for portfolio optimization built on top of scikit-learn
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skfolio
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Dec 14, 2023
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Skfolio is a Python library for portfolio optimization that extends scikit-learn's machine learning capabilities to financial portfolio management. It provides a comprehensive toolkit for modern portfolio theory, risk management, and asset allocation with a familiar scikit-learn API. The library supports various optimization techniques, risk measures, and portfolio construction methods for quantitative finance applications.
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Updated 22 days ago
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- Project created
- Dec 14, 2023
- Forked
- Mar 23, 2026
- Your last push
- 22 days ago
- Upstream last push
- 8 days ago
- Tracked since
- Mar 22, 2026
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