skfolio/skfolio

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

Is skfolio/skfolio beginner-friendly?

In the last 30 days, skfolio/skfolio merged 30 of 47 pull requests from outside contributors, and its maintainers usually reply within 1 day. 1 beginner-friendly issue is open now.

Stars
2.5k
Forks
280
Open beginner issues
1
Indexed issues
29
Avg merge
1d 12h
Merged PRs (30d)
42
Dominant language
Python
License
BSD-3-Clause
Last GitHub push
Oct 18, 2026
Latest indexed
Oct 19, 2026
No contributing guide
No code of conduct
Beginner labels
No beginner labels indexed

How to contribute to skfolio/skfolio

  1. There is no contributing guide, so start from the README and a few recently merged pull requests to see how changes are proposed.
  2. Your contributions will be published under the project's BSD-3-Clause license.
  3. Pick the open beginner-friendly issue below and comment that you want to work on it before you start.
Beginner friendly Everything
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Issues somebody may already be working on are listed last. List everything by date

  • [BUG] prices_to_returns(fill_nan=False) drops mid-series rows and returns multi-period returns
    Open
    • Is something wrong?

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

    skfolio/skfolio#499 ·

    Maintainers usually reply within 1 day

  • [ENH] Add the Relativistic Value at Risk (RLVaR) risk measure
    Open
    • Is something wrong?

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

    skfolio/skfolio#498 · 1 comment ·

    Maintainers usually reply within 1 day

  • [ENH] Add a growth-optimal (Kelly) portfolio optimization
    Open
    • Is something wrong?

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

    skfolio/skfolio#497 · 1 comment ·

    Maintainers usually reply within 1 day

  • [ENH] Add a classical PCA/PPCA covariance estimator
    Open
    • Is something wrong?

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

    skfolio/skfolio#491 ·

    Maintainers usually reply within 1 day

  • [ENH] Add a nonlinear shrinkage covariance estimator (Ledoit-Wolf analytical and QIS)
    Open
    • Is something wrong?

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

    skfolio/skfolio#484 ·

    Maintainers usually reply within 1 day

  • Design discussion: explaining infeasible problems (IIS)
    Open
    • Is something wrong?

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

    skfolio/skfolio#483 · 1 comment ·

    Maintainers usually reply within 1 day

  • [ENH] Probability of Backtest Overfitting (CSCV) and Minimum Track Record Length
    May be free again Open
    • Is something wrong?
    enhancement

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

    skfolio/skfolio#469 · 3 comments ·

    Maintainers usually reply within 1 day

  • [ENH] Add an effective number of trials for the deflated Sharpe ratio
    Open
    • Is something wrong?

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

    skfolio/skfolio#463 ·

    Maintainers usually reply within 1 day

  • [ENH]MCP integration using OKF for documentation
    Open
    • Is something wrong?
    enhancement

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

    skfolio/skfolio#402 · 5 comments · 1 reaction ·

    Maintainers usually reply within 1 day

  • [ENH] Add Box and Diamond uncertainty set
    May be free again Open
    • Is something wrong?
    enhancement

    skfolio/skfolio#177 · 4 comments · 1 assignee ·

    Maintainers usually reply within 1 day

  • How can I do dynamic optimisation ?
    Open
    • Is something wrong?
    enhancement

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

    skfolio/skfolio#115 · 10 comments ·

    Maintainers usually reply within 1 day

  • [ENH] Convex-solver consuming metadata to define time-dependent constraints
    Open
    • Is something wrong?
    enhancement

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

    skfolio/skfolio#108 · 1 comment ·

    Maintainers usually reply within 1 day

  • [ENH] Differential Correction: Sherman-Morrison
    Open
    • Is something wrong?
    enhancement

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

    skfolio/skfolio#105 · 2 comments ·

    Maintainers usually reply within 1 day

  • [BUG] MultiPeriodPortfolio replaces failed-period NaN weights with zeros
    Possibly taken Open
    • Is something wrong?

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

    skfolio/skfolio#476 ·

    Maintainers usually reply within 1 day

  • [BUG] All-cash periods are reported as NaN in long_short_exposure
    Possibly taken Open
    • Is something wrong?

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

    skfolio/skfolio#472 ·

    Maintainers usually reply within 1 day

  • [ENH] Explicit, configurable solver sequence for convex optimizations
    Possibly taken Open
    • Is something wrong?

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

    skfolio/skfolio#319 · 1 comment ·

    Maintainers usually reply within 1 day

  • [ENH] Add a RegimeSplit class
    Possibly taken Open
    • Is something wrong?
    enhancement

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

    skfolio/skfolio#287 · 2 comments ·

    Maintainers usually reply within 1 day

  • [ENH] Add Parametric Portfolio Policies (predict portfolio weights directly)
    Possibly taken Open
    • Is something wrong?
    enhancement

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

    skfolio/skfolio#262 · 4 comments ·

    Maintainers usually reply within 1 day

  • [ENH] Add classical Online Portfolio Selection algorithms
    Possibly taken Open
    • Is something wrong?
    enhancement

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

    skfolio/skfolio#261 · 12 comments ·

    Maintainers usually reply within 1 day

  • [ENH] Add `RollingFactor`, rolling-window aggregations as multi-output factor exposures
    Possibly taken Open
    • Is something wrong?
    enhancement

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

    skfolio/skfolio#260 · 9 comments ·

    Maintainers usually reply within 1 day

  • [ENH] Support adjacency matrix metadata in clustering workflows
    Possibly taken Open
    • Is something wrong?
    enhancement

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

    skfolio/skfolio#241 · 10 comments · 1 assignee ·

    Maintainers usually reply within 1 day

  • [ENH] Extenssion of cross_val_predict() to multiple portfolios (aka optimization estimator)
    Possibly taken Open
    • Is something wrong?
    enhancement

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

    skfolio/skfolio#172 · 5 comments ·

    Maintainers usually reply within 1 day

  • GraphicalLassoCV Example
    Possibly taken Open
    • Is something wrong?
    documentation

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

    skfolio/skfolio#63 · 13 comments ·

    Maintainers usually reply within 1 day

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