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skfolio
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skfolio

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

by skfolio · GitHub
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asset-allocationasset-managementconvex-optimizationBSD-3-ClausePython
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In plain words

Optimize your investment portfolio using a Python library designed for asset management.

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2.05k2.04k
2026-07-072026-08-31
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📄 About

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

skfolio has 2k stars on GitHub. It has been forked 214 times. skfolio is written mainly in Python. It has been in active development since 2023. skfolio is available under the BSD-3-Clause license. Its main topics are asset-allocation, asset-management, convex-optimization, cvar-optimization.

Frequently asked questions

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.

What license does skfolio use?

skfolio is available under the BSD-3-Clause license.

What language is skfolio written in?

skfolio is written mainly in Python.

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