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 34,676 times in total on PyPI, including 5,999 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
34.68k
LicenseMIT
AuthorArtur Sepp
Downloads
Weekly, last 90d.
Includes CI traffic.
VersionsTotal0.*
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Stack: OffCI: Included2 / 52 series
Selected total36.87k
34.7kAll-time
6.0kLast 30 days
227Last 24 h
<0.01/sPer second
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Version distribution
Share of downloads by released version. Computed over the last quarter.
- 0118.6%
0.14.0
3.4k downloadsDownloads3.4k18.6% - 029.6%
0.12.0
1.8k downloadsDownloads1.8k9.6% - 038.5%
0.18.0
1.6k downloadsDownloads1.6k8.5% - 047.5%
0.16.0
1.4k downloadsDownloads1.4k7.5% - 056.9%
0.18.1
1.3k downloadsDownloads1.3k6.9% - 065.6%
0.17.0
1.0k downloadsDownloads1.0k5.6% - 074.5%
0.19.0
817 downloadsDownloads8174.5% - 084.4%
0.13.0
815 downloadsDownloads8154.4% - 0934.4%
Other
6.3k downloadsDownloads6.3k34.4%
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