Add skfolio - Githubissues

wilsonfreitas / awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

https://wilsonfreitas.github.io/awesome-quant/

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Add skfolio #176

Closed HugoDelatte closed 10 months ago

HugoDelatte commented 10 months ago

skfolio is python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.