# 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

- [Synthetic Data & Stress Test](https://skfolio.org/auto_examples/synthetic_data/index.html.md): Examples about `SyntheticData` and
- [NOTE](https://skfolio.org/auto_examples/synthetic_data/plot_1_bivariate_copulas.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/synthetic_data/plot_2_vine_copula.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/synthetic_data/plot_3_min_CVaR_stressed_factors.html.md): Go to the end

## Optional

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