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About

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

skfolio.org

Topics

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

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License

BSD-3-Clause license

Code of conduct

Code of conduct

Security policy

Security policy
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Releases 33

v0.9.1 Latest
May 15, 2025
+ 32 releases

Contributors 12

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