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+126 starsfrom 2,452 · score 4.84