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skfolio

skfolio

by skfolio · GitHub

Python library for portfolio optimization built on top of scikit-learn

# asset-allocation# asset-management# convex-optimization# cvar-optimization
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⭐ Stars
2k
🍴 Forks
214
🔥 Trending
+6 this week
📜 License
BSD-3-Clause
Commercial use OK
📅 Created
2023
🔄 Last commit
6 days ago
🏷️ Category
asset-allocation
💻 Language
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📈 Star history
2.05k2.04k
2026-07-072026-07-22
📄 About

Python library for portfolio optimization built on top of scikit-learn

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What is skfolio?

Python library for portfolio optimization built on top of scikit-learn

Is skfolio open source?

skfolio is an open-source project. It is released under the BSD-3-Clause license.

Is skfolio free?

Yes. skfolio is free and open source — you can use, modify and self-host it.

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