User Guide#

skfolio is a Python library for portfolio optimization, factor model construction, and risk management, built on top of scikit-learn to perform model selection, validation, parameter tuning, and stress testing, with tools designed to reduce the risk of data leakage and overfitting.

The public API is stable from version 1.0.0 onward and follows semantic versioning: no backward-incompatible change within the 1.x series, and anything scheduled for removal raises a FutureWarning before being removed in the next major release. Upgrading between major versions is covered in the Migration Guide.

Skfolio Labs provides enterprise support and dedicated SLAs for institutions.