pipefolio documentation

Pipefolio is a Python-based portfolio optimization framework designed with a pipeline-oriented approach. While several excellent Python libraries for portfolio optimization already exist—such as PyPortfolioOpt, Riskfolio-Lib, and skfolio—Pipefolio takes a different direction.

Built on top of scikit-learn, Pipefolio leverages existing optimization algorithms while minimizing boilerplate code through the use of the pipe (|) operator, enabling a streamlined and efficient workflow.

The framework provides the following types of models, each serving a specific purpose in the portfolio optimization process:

Contents:

• API Reference
  • pipefolio