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.