skfolio

Issues somebody may already be working on are listed last. List everything by date

• [BUG] EWMarketBeta and EWDownsideBeta are biased towards zero for late-listed assets

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  Difficulty 4/5 3-5 days Newbie friendliness 45/100

  skfolio/skfolio#501 · Opened Nov 10, 2026

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• [BUG] prices_to_returns(fill_nan=False) drops mid-series rows and returns multi-period returns

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  Difficulty 2/5 1-3 hours Newbie friendliness 74/100

  skfolio/skfolio#499 · Opened Nov 10, 2026

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• [ENH] Add the Relativistic Value at Risk (RLVaR) risk measure

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  Difficulty 5/5 Over a week Newbie friendliness 35/100

  skfolio/skfolio#498 · 1 comment · Opened Nov 10, 2026

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• [ENH] Add a growth-optimal (Kelly) portfolio optimization

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  Difficulty 5/5 Over a week Newbie friendliness 35/100

  skfolio/skfolio#497 · 1 comment · Opened Nov 9, 2026

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• [ENH] Add a classical PCA/PPCA covariance estimator

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  Difficulty 5/5 Over a week Newbie friendliness 38/100

  skfolio/skfolio#491 · Opened Nov 7, 2026

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• [ENH] Add a nonlinear shrinkage covariance estimator (Ledoit-Wolf analytical and QIS)

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  Difficulty 4/5 3-5 days Newbie friendliness 38/100

  skfolio/skfolio#484 · Opened Oct 31, 2026

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• Design discussion: explaining infeasible problems (IIS)

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  Difficulty 5/5 Over a week Newbie friendliness 38/100

  skfolio/skfolio#483 · 1 comment · Opened Oct 30, 2026

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• [ENH] Probability of Backtest Overfitting (CSCV) and Minimum Track Record Length

  May be free again @anveshachuri claimed this 15 days ago, and no pull request is open. Open

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  enhancement

  Difficulty 5/5 Over a week Newbie friendliness 38/100

  skfolio/skfolio#469 · 3 comments · Opened Oct 25, 2026

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• [ENH] Add an effective number of trials for the deflated Sharpe ratio

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  Difficulty 4/5 1-2 days Newbie friendliness 56/100

  skfolio/skfolio#463 · Opened Oct 23, 2026

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• [ENH]MCP integration using OKF for documentation

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  enhancement

  Difficulty 5/5 Over a week Newbie friendliness 25/100

  skfolio/skfolio#402 · 5 comments · 1 reaction · Opened Oct 6, 2026

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• [ENH] Add Box and Diamond uncertainty set

  May be free again @HugoDelatte claimed this 234 days ago, and no pull request is open. Open

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  enhancement

  skfolio/skfolio#177 · 4 comments · 1 assignee · Opened Sep 7, 2025

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• How can I do dynamic optimisation ?

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  enhancement

  Difficulty 4/5 3-5 days Newbie friendliness 28/100

  skfolio/skfolio#115 · 10 comments · Opened Jan 4, 2025

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• [ENH] Convex-solver consuming metadata to define time-dependent constraints

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  enhancement

  Difficulty 5/5 Over a week Newbie friendliness 25/100

  skfolio/skfolio#108 · 1 comment · Opened Dec 23, 2024

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• [ENH] Differential Correction: Sherman-Morrison

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  enhancement

  Difficulty 5/5 Over a week Newbie friendliness 25/100

  skfolio/skfolio#105 · 2 comments · Opened Dec 8, 2024

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• [BUG] MultiPeriodPortfolio replaces failed-period NaN weights with zeros

  Possibly taken @Cyber-Marty claimed this 14 days ago. Open

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  Difficulty 3/5 1-2 days Newbie friendliness 35/100

  skfolio/skfolio#476 · Opened Oct 28, 2026

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• [BUG] All-cash periods are reported as NaN in long_short_exposure

  Possibly taken @Cyber-Marty claimed this 15 days ago. Open

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  Difficulty 3/5 1-2 days Newbie friendliness 35/100

  skfolio/skfolio#472 · Opened Oct 27, 2026

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• [ENH] Explicit, configurable solver sequence for convex optimizations

  Possibly taken @tschm claimed this 56 days ago. Open

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  Difficulty 5/5 Over a week Newbie friendliness 20/100

  skfolio/skfolio#319 · 1 comment · Opened Sep 16, 2026

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• [ENH] Add a RegimeSplit class

  Possibly taken @aliassar claimed this 6 days ago. Open

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  enhancement

  Difficulty 5/5 Over a week Newbie friendliness 35/100

  skfolio/skfolio#287 · 2 comments · Opened Sep 4, 2026

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• [ENH] Add Parametric Portfolio Policies (predict portfolio weights directly)

  Possibly taken @Cashubski claimed this 49 days ago. Open

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  enhancement

  Difficulty 5/5 Over a week Newbie friendliness 20/100

  skfolio/skfolio#262 · 4 comments · Opened Aug 26, 2026

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• [ENH] Add classical Online Portfolio Selection algorithms

  Possibly taken @lcrmorin claimed this 31 days ago. Open

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  Difficulty 5/5 Over a week Newbie friendliness 20/100

  skfolio/skfolio#261 · 12 comments · Opened Aug 26, 2026

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• [ENH] Add `RollingFactor`, rolling-window aggregations as multi-output factor exposures

  Possibly taken @Cashubski claimed this 49 days ago. Open

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  enhancement

  Difficulty 5/5 Over a week Newbie friendliness 25/100

  skfolio/skfolio#260 · 9 comments · Opened Aug 26, 2026

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• [ENH] Support adjacency matrix metadata in clustering workflows

  Possibly taken @HugoDelatte claimed this 15 days ago. Open

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  Difficulty 5/5 Over a week Newbie friendliness 35/100

  skfolio/skfolio#241 · 10 comments · 1 assignee · Opened May 27, 2026

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• [ENH] Extenssion of cross_val_predict() to multiple portfolios (aka optimization estimator)

  Possibly taken @Iyanuoluwa007 claimed this 17 days ago. Open

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  enhancement

  Difficulty 4/5 3-5 days Newbie friendliness 35/100

  skfolio/skfolio#172 · 5 comments · Opened Sep 6, 2025

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• GraphicalLassoCV Example

  Possibly taken @albystack claimed this 76 days ago. Open

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  documentation

  Difficulty 2/5 1-3 hours Newbie friendliness 25/100

  skfolio/skfolio#63 · 13 comments · Opened Jun 28, 2024

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