on_boarding.md

graph LR
    Core_Abstractions_Base_Components["Core Abstractions & Base Components"]
    Financial_Estimators["Financial Estimators"]
    Prior_Uncertainty_Models["Prior & Uncertainty Models"]
    Portfolio_Optimization_Engine["Portfolio Optimization Engine"]
    Portfolio_Management_Utilities["Portfolio Management & Utilities"]
    Core_Abstractions_Base_Components -- "provides foundational interfaces for" --> Financial_Estimators
    Core_Abstractions_Base_Components -- "provides foundational interfaces for" --> Prior_Uncertainty_Models
    Core_Abstractions_Base_Components -- "provides foundational interfaces for" --> Portfolio_Optimization_Engine
    Core_Abstractions_Base_Components -- "provides foundational interfaces for" --> Portfolio_Management_Utilities
    Financial_Estimators -- "produces inputs for" --> Prior_Uncertainty_Models
    Financial_Estimators -- "provides inputs to" --> Portfolio_Optimization_Engine
    Prior_Uncertainty_Models -- "refines inputs from" --> Financial_Estimators
    Prior_Uncertainty_Models -- "provides refined inputs to" --> Portfolio_Optimization_Engine
    Portfolio_Optimization_Engine -- "consumes inputs from" --> Financial_Estimators
    Portfolio_Optimization_Engine -- "consumes refined inputs from" --> Prior_Uncertainty_Models
    Portfolio_Optimization_Engine -- "outputs portfolios to" --> Portfolio_Management_Utilities
    Portfolio_Management_Utilities -- "receives outputs from" --> Portfolio_Optimization_Engine
    Portfolio_Management_Utilities -- "utilizes estimation functionalities from" --> Financial_Estimators
    click Core_Abstractions_Base_Components href "https://github.com/CodeBoarding/GeneratedOnBoardings/blob/main/skfolio/Core_Abstractions_Base_Components.md" "Details"
    click Financial_Estimators href "https://github.com/CodeBoarding/GeneratedOnBoardings/blob/main/skfolio/Financial_Estimators.md" "Details"
    click Prior_Uncertainty_Models href "https://github.com/CodeBoarding/GeneratedOnBoardings/blob/main/skfolio/Prior_Uncertainty_Models.md" "Details"
    click Portfolio_Optimization_Engine href "https://github.com/CodeBoarding/GeneratedOnBoardings/blob/main/skfolio/Portfolio_Optimization_Engine.md" "Details"
    click Portfolio_Management_Utilities href "https://github.com/CodeBoarding/GeneratedOnBoardings/blob/main/skfolio/Portfolio_Management_Utilities.md" "Details"

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Details

One paragraph explaining the functionality which is represented by this graph. What the main flow is and what is its purpose.

Core Abstractions & Base Components [Expand]

This foundational component defines the abstract base classes and interfaces that ensure skfolio's compatibility with the Scikit-learn API and establish a consistent framework for all financial models, estimators, and optimization algorithms. It provides the architectural backbone for extensibility and modularity.

Related Classes/Methods:

• skfolio.optimization._base
• skfolio.prior._base (1:1)
• skfolio.distribution._base
• skfolio.moments.covariance._base
• skfolio.moments.expected_returns._base (1:1)
• skfolio.portfolio._base
• skfolio.uncertainty_set._base
• skfolio.distance._base (1:1)
• skfolio.typing

Financial Estimators [Expand]

Responsible for estimating statistical moments (expected returns, covariance matrices) and modeling data distributions, which serve as fundamental inputs for subsequent portfolio construction processes.

Related Classes/Methods:

• skfolio.moments (1:1)
• skfolio.moments.covariance (1:1)
• skfolio.moments.expected_returns (1:1)

Prior & Uncertainty Models [Expand]

Enhances the robustness of financial estimations by incorporating prior beliefs (e.g., Black-Litterman model) and constructing uncertainty sets around estimated parameters, refining the outputs from Financial Estimators to account for estimation risk.

Related Classes/Methods:

• skfolio.prior (1:1)
• skfolio.uncertainty_set (1:1)

Portfolio Optimization Engine [Expand]

The central decision-making component, implementing a wide array of algorithms and strategies for constructing optimal portfolios. It consumes the refined financial parameters from Financial Estimators and Prior & Uncertainty Models to solve various optimization problems.

Related Classes/Methods:

• skfolio.optimization (1:1)
• skfolio.optimization.convex (1:1)
• skfolio.optimization.cluster (1:1)
• skfolio.optimization.ensemble (1:1)
• skfolio.optimization.naive (1:1)

Portfolio Management & Utilities [Expand]

Handles the representation and management of portfolios, provides functionalities for pre-selecting assets or portfolios, and includes general utility functions for data validation, composition, and model selection. It processes and presents the outputs from the Portfolio Optimization Engine.

Related Classes/Methods:

• skfolio.portfolio (1:1)
• skfolio.pre_selection (1:1)
• skfolio.utils (1:1)

FAQ