User Guide#

Danger

This package is still under active development. We plan to release the first stable version (1.0.0) in 2025. Until then, we recommend pinning versions if you are concerned about breaking changes.

skfolio is a portfolio optimization and risk management framework build on top of scikit-learn to perform model selection, validation, parameter tuning and stress-test while reducing the risk of data leakage and overfitting.