# 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

- [Risk Budgeting](https://skfolio.org/auto_examples/risk_budgeting/index.html.md): Examples concerning the `RiskBudgeting` optimization.
- [NOTE](https://skfolio.org/auto_examples/risk_budgeting/plot_1_risk_parity_variance.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/risk_budgeting/plot_2_risk_budgeting_CVaR.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/risk_budgeting/plot_3_risk_parity_ledoit_wolf.html.md): Go to the end

## Optional

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