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A Coding Implementation to Portfolio Optimization with skfolio for Building Testing, Tuning, and Comparing Modern Investment Strategies
skfolio library enables portfolio optimization via mean-variance, risk-parity, and factor-based models using a scikit-learn-style API for building, testing, and comparing investment strategies.
Tutorial on using skfolio library for portfolio optimization, covering strategies like mean-variance, risk-parity, and factor-based models with scikit-learn style API.
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