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skfolio/skfolio

Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn

Owner
skfolio (organization)
Stars
Stars: 2,579
Forks
Forks: 295
Language
Python
License
BSD-3-Clause
Created
2023
Topics
asset-allocationportfolioportfolio-optimizationquantitative-financerisk-parityscikit-learnbacktestingfactor-investingfactor-modelsinvesting
Tier
RC (2,000 to 4,999 ★) What this tier means
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