skfolio

skfolio brings portfolio optimization and risk management into the familiar scikit-learn workflow. Models can be built, tuned, cross-validated, and stress-tested with interfaces that feel natural to Python machine-learning users.

quant factor researchportfolio researchmachine learningrisk management
GitHub Stars2,085
Primary languagePython
LicenseBSD-3-Clause
Official repositoryOpen GitHub ↗

Is it a fit?

The quick decision view, grounded in the ranking data and verification record.

Best for

Researchers with signals who need portfolio optimization, model selection, cross-validation, and risk controls.

Not ideal for

Anyone who needs an agent product or officially confirmed backtesting, paper trading, or live trading.

Tested status

Not locally tested

Setup difficulty

Low

Last verified

2026-08-02

What it can do

Research and testing

Strategy backtesting
Not confirmed
LLM or agent based
No

Trading

Paper trading
Not confirmed
Automated trading
Not confirmed

Getting started

API key required to start
No
Registration required to start
No
Self-hostable
Yes

Capabilities shown as Yes or No come from the official project source. Unconfirmed fields remain “Not confirmed”.

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