skfolio / skfolio

Python library for portfolio optimization built on top of scikit-learn

Date Created 2023-12-14 (11 months ago)

Commits 155 (last one a day ago)

Stargazers 1,251 (12 this week)

Watchers 26 (0 this week)

Forks 106

License bsd-3-clause

Ranking

RepositoryStats indexes 584,353 repositories, of these skfolio/skfolio is ranked #41,510 (93rd percentile) for total stargazers, and #84,696 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #6,424/116,326.

skfolio/skfolio is also tagged with popular topics, for these it's ranked: machine-learning (#1,130/7926), portfolio (#34/677), scikit-learn (#76/350), trading-strategies (#41/209), quantitative-finance (#36/198)

Other Information

skfolio/skfolio has 1 open pull request on Github, 32 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 6 open issues and 30 closed issues.

There have been 28 releases, the latest one was published on 2024-11-19 (a day ago) with the name v0.6.0.

Homepage URL: https://skfolio.org

All Topics

cvxpy portfolio risk-parity scikit-learn asset-allocation asset-management machine-learning cvar-optimization efficient-frontier trading-strategies convex-optimization quantitative-finance portfolio-optimization hierarchical-clustering quantitative-investment

Star History

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Watcher History

Github watchers over time, collection started in '23

Recent Commit History

155 commits on the default branch (main) since jan '22

Yearly Commits

Commits to the default branch (main) per year

Issue History

Languages

The only known language in this repository is Python

Opengraph Image

updated: 2024-11-21 @ 09:18am, id: 731792488 / R_kgDOK55EaA