https://github.com/skfolio/skfolio

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

asset-allocation asset-management convex-optimization cvar-optimization cvxpy efficient-frontier hierarchical-clustering machine-learning portfolio portfolio-optimization quantitative-finance quantitative-investment risk-parity scikit-learn trading-strategies

Last synced: 13 May 2025

https://github.com/skfolio/skfolio-datasets

Datasets used by the skfolio package

Last synced: 11 Mar 2025