skfolio
CommunityAutomate and optimize portfolios with skfolio.
AuthorSilvioBaratto
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Portfolio optimization and risk management across multiple assets using skfolio's optimization models, priors, and preprocessing utilities.
Core Features & Use Cases
- End-to-end optimization with MeanRisk, HRP, HERC, NestedClustersOptimization (NCO), RiskBudgeting, and StackingOptimization.
- Flexible priors including BlackLitterman, FactorModel, EntropyPooling, OpinionPooling, and SyntheticData for scenario analysis and robust inference.
- Comprehensive workflows for data preparation, clustering, pre-selection, model selection (WalkForward, CombinatorialPurgedCV), and hyperparameter tuning.
- Skfolio exposes a scikit-learn compatible API (fit, predict, get_params) and supports metadata routing for complex pipelines.
Quick Start
Load asset data, prepare returns, fit a MeanRisk optimizer, and generate a portfolio in a single step.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: skfolio Download link: https://github.com/SilvioBaratto/claude-agent-skills/archive/main.zip#skfolio Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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