gymfolio: A Reinforcement learning environment for Portfolio Optimization in Python

This paper introduces gymfolio , a modular and flexible framework for portfolio optimization using reinforcement learning. gymfolio is built around the PortfolioOptimizationEnv class, enabling seamless integration of market observations, technical indicators, and dynamic rebalancing strategies. The implementation emphasizes adaptability, supporting extensions for custom investment goals and trading scenarios. gymfolio serves as a lightweight adaptable environment for advancing research in financial machine learning and promoting innovation in portfolio strategy development.