# 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

- [Entropy & Opinion Pooling](https://skfolio.org/auto_examples/entropy_pooling/index.html.md): Examples about `EntropyPooling` and
- [NOTE](https://skfolio.org/auto_examples/entropy_pooling/plot_1_entropy_pooling.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/entropy_pooling/plot_2_opinion_pooling.html.md): Go to the end

## Optional

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