# 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

- [Factor Models](https://skfolio.org/auto_examples/factor_models/index.html.md): Examples about `CharacteristicsFactorModel`: building a
- [NOTE](https://skfolio.org/auto_examples/factor_models/plot_characteristics_factor_model.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/factor_models/plot_factor_constrained_portfolio.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/factor_models/plot_alpha_factor_neutral_portfolio.html.md): Go to the end

## Optional

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