1.skfolio / skfolioPython library for portfolio optimization, factor model construction, and risk management built on scikit-learnasset-allocationportfolioportfolio-optimizationquantitative-financerisk-parityscikit-learn+9 morePythonBSD-3-CLAUSE2.6K total295 forks+639 starsfrom 1,939 · score 6.46