# 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

- [Online Learning](https://skfolio.org/auto_examples/online_learning/index.html.md): Examples demonstrating online covariance evaluation, online hyperparameter
- [NOTE](https://skfolio.org/auto_examples/online_learning/plot_1_online_covariance_forecast_evaluation.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/online_learning/plot_2_online_hyperparameter_tuning.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/online_learning/plot_3_online_portfolio_optimization_evaluation.html.md): Go to the end

## Optional

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