# skfolio

> Python library for portfolio optimization, factor model construction, and risk management, built on top of scikit-learn: create, fine-tune, cross-validate, and stress-test portfolio models.


2026, skfolio developers (BSD License)

## Pages in this subsection

- [Hierarchical Clustering and NCO](https://skfolio.org/auto_examples/clustering/index.html.md): Examples concerning hierarchical clustering based optimizations.
- [NOTE](https://skfolio.org/auto_examples/clustering/plot_1_hrp_cvar.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/clustering/plot_2_herc_cdar.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/clustering/plot_3_hrp_vs_herc.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/clustering/plot_4_nco.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/clustering/plot_5_nco_grid_search.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/clustering/plot_6_schur.html.md): Go to the end

## Optional

- [Top-level llms.txt](https://skfolio.org/llms.txt): Complete documentation index.