# skfolio/skfolio

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

Repository: https://github.com/skfolio/skfolio
Canonical: https://ross.abutalabs.com/products/skfolio
Homepage: https://skfolio.org
Language: Python
License: BSD-3-Clause
License Family: permissive
Topics: 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 push: 2026-08-25T13:29:57+00:00

## Health v2 (maintenance only)
Score: 93/100 (v2, computed 2026-09-03T02:20:16.233290+00:00)
- activity 99, release rhythm 99, longevity 70
- inputs: {"age_days": 993, "days_push": 8, "days_rel": 10, "gap_med": 10, "n_releases_24m": 40}
- flags: none
- formula: round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10)

## Adoption (not part of the score)
Stars 2256, forks 233 (observed 2026-08-28T04:06:31.157474+00:00)

## What it is
skfolio is a Python library for portfolio optimization, factor model construction, and risk management built on top of scikit-learn. It provides a unified scikit-learn-compatible API to build, tune, cross-validate, and stress-test portfolio models.

## Use cases
- optimize a stock portfolio with mean-variance optimization in python
- build an efficient frontier for asset allocation
- compute risk parity weights for a portfolio
- run cross-validation on portfolio optimization models
- minimize CVaR for an investment portfolio
- cluster assets hierarchically for portfolio construction
- stress-test and backtest portfolio strategies

## When to choose
- you want scikit-learn-style estimators, pipelines, and hyperparameter tuning for portfolio optimization
- you need convex optimization-based allocation (MVO, CVaR, risk budgeting) with cvxpy solvers
- you want a maintained, well-documented open-source quant finance library with BSD licensing

## When to avoid
- you need live market data feeds or broker execution - skfolio focuses on optimization, not data or trading infrastructure
- you need a no-code or GUI portfolio tool
- your project is not Python-based

## Facets
- artifact type: library
- maturity: active
- function: machine-learning, data-science, math
- domain: fintech, data-science, machine-learning
- platform: python
- tags: portfolio-optimization, quantitative-finance, asset-allocation, risk-management, scikit-learn, cvxpy, efficient-frontier, risk-parity, cvar, hierarchical-clustering, optimization

## Member repositories
- skfolio/skfolio (main) score 93

## Provenance
- Observed fields: from GitHub, fetched 2026-08-28T04:06:31.157474+00:00.
- Health v2: computed from the inputs above; adoption is never an input.
- Inferred fields (summary, facets, guidance): AI-extracted, prompt v1, taxonomy v1, on 2026-08-30T02:43:43.341132+00:00, confidence not recorded.
  - readme: https://github.com/skfolio/skfolio (fetched 2026-08-28T04:06:31.157474+00:00, sha 8d0e4813cf7d)
  - homepage: https://skfolio.org (fetched 2026-08-29T10:23:43.604797+00:00, sha ef9f78ca1c65)
  - site_page: https://skfolio.org/user_guide/install.html (fetched 2026-08-29T10:23:43.635180+00:00, sha 5c33ed207a82)
  - registry_pypi: https://pypi.org/pypi/skfolio/json (fetched 2026-08-29T10:23:43.637424+00:00, sha 92575c316a02)
- Data as of 2026-08-30T08:39:29.467469+00:00.