factorlasso
Sparse multi-asset factor model estimation with cluster-pooled sign derivation, hierarchical group LASSO (HCGL), adaptive penalty reweighting, and consistent factor covariance assembly
factorlasso has been downloaded 29,600 times in total on PyPI, including 9,438 in the last 30 days. The latest version is 0.4.0, released May 24, 2026. It is distributed under the MIT license.
Version0.4.0
Downloads
29.60k
LicenseMIT
AuthorArtur Sepp
Downloads
Weekly, last 90d.
Includes CI traffic.
VersionsTotal0.*
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Stack: OffCI: Included2 / 49 series
Selected total36.30k
29.6kAll-time
9.4kLast 30 days
164Last 24 h
<0.01/sPer second
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Version distribution
Share of downloads by released version. Computed over the last quarter.
- 0118.1%
0.14.0
3.3k downloadsDownloads3.3k18.1% - 029.5%
0.12.0
1.7k downloadsDownloads1.7k9.5% - 037.0%
0.16.0
1.3k downloadsDownloads1.3k7.0% - 044.2%
0.13.0
767 downloadsDownloads7674.2% - 053.9%
0.15.0
699 downloadsDownloads6993.9% - 063.5%
0.5.1
629 downloadsDownloads6293.5% - 073.3%
0.5.0
597 downloadsDownloads5973.3% - 083.1%
0.5.4
556 downloadsDownloads5563.1% - 0947.4%
Other
8.6k downloadsDownloads8.6k47.4%
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