# 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

- [Model Selection](https://skfolio.org/auto_examples/model_selection/index.html.md): Model selection is an integral part of portfolio construction and therefore appears in
- [NOTE](https://skfolio.org/auto_examples/model_selection/plot_1_multiple_randomized_cv.html.md): Go to the end

## Optional

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