# 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

- [Pre-selection](https://skfolio.org/auto_examples/pre_selection/index.html.md): Examples of using pre-selection transformers with `Pipelines`.
- [NOTE](https://skfolio.org/auto_examples/pre_selection/plot_1_drop_correlated.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/pre_selection/plot_2_select_best_performers.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/pre_selection/plot_3_custom_pre_selection_volumes.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/pre_selection/plot_4_incomplete_dataset.html.md): Go to the end

## Optional

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