skfolio Files

Python library for portfolio optimization built on top of scikit-learn

This is an exact mirror of the skfolio project, hosted at https://github.com/skfolio/skfolio. SourceForge is not affiliated with skfolio.

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Name	Modified	Size	InfoDownloads / Week
Parent folder
skfolio-0.17.0-py3-none-any.whl	2026-04-05	938.1 kB	0
skfolio-0.17.0.tar.gz.publish.attestation	2026-04-05	9.1 kB	0
skfolio-0.17.0.tar.gz	2026-04-05	825.5 kB	0
skfolio-0.17.0-py3-none-any.whl.publish.attestation	2026-04-05	9.0 kB	0
README.md	2026-04-05	1.5 kB	0
v0.17.0 source code.tar.gz	2026-04-05	1.7 MB	0
v0.17.0 source code.zip	2026-04-05	1.9 MB	1
Totals: 7 Items		5.4 MB	1

v0.17.0 (2026-04-05)

Chores

Add .gitattributes (223a1b6)
Improve docstrings (66c2af8)

Continuous Integration

Bump actions/deploy-pages from 4 to 5 (#226) [skip ci] (1d09142)
Bump codecov/codecov-action from 5 to 6 (#225) [skip ci] (f0d51a4)

Features

covariance: Add regime-adjusted EW covariance estimator (RegimeAdjustedEWCovariance) (00c3eba)
moments: Add online (partial_fit) and NaN-aware support to EWMu and EWCovariance (1298177)
variance: Add empirical, EW, and regime-adjusted estimators (EmpiricalVariance, EWVariance, RegimeAdjustedEWVariance) (abe3f14)

Refactoring

prior: Deprecate FactorModel in favor of TimeSeriesFactorModel (e98cff9)

Detailed Changes: v0.16.1...v0.17.0

Source: README.md, updated 2026-04-05

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