{"library":"skfolio","type":"library","category":null,"description":"skfolio is a portfolio optimization library built on top of scikit-learn, providing tools for mean-variance optimization, risk parity, black-litterman, hierarchical risk parity (HRP), and more. It integrates seamlessly with scikit-learn's API. Current version 0.20.1, released in 2025. Active development with frequent releases.","language":"python","status":"active","version":"0.20.1","tags":["portfolio-optimization","mean-variance","risk-parity","hierarchical-risk-parity","black-litterman","scikit-learn"],"last_verified":"Sun Jun 07","install":[{"cmd":"pip install skfolio","imports":["from skfolio import MeanVariance","from skfolio import HRP","from skfolio import Portfolio"]}],"homepage":"https://github.com/skfolio/skfolio","github":"https://github.com/skfolio/skfolio","docs":null,"changelog":null,"pypi":null,"npm":null,"openapi_spec":null,"status_page":null,"smithery":null,"compatibility":null}