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 20,162 times in total on PyPI, including 3,635 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
20.16k
LicenseMIT
AuthorArtur Sepp
Downloads
Weekly, last 90d.
Includes CI traffic.
VersionsTotal0.*
Range
View
Granularity
Group by
CI traffic
Stack: OffCI: Included2 / 44 series
Selected total25.18k
20.2kAll-time
3.6kLast 30 days
552Last 24 h
<0.01/sPer second
Sponsored
Sponsorships keep pepy free to read
Version distribution
Share of downloads by released version. Computed over the last quarter.
- 015.0%
0.4.2
627 downloadsDownloads6275.0% - 024.6%
0.5.1
582 downloadsDownloads5824.6% - 034.4%
0.5.0
548 downloadsDownloads5484.4% - 044.3%
0.5.4
536 downloadsDownloads5364.3% - 054.1%
0.7.2
518 downloadsDownloads5184.1% - 064.1%
0.5.3
515 downloadsDownloads5154.1% - 074.0%
0.4.1
507 downloadsDownloads5074.0% - 083.9%
0.5.5
489 downloadsDownloads4893.9% - 0965.7%
Other
8.3k downloadsDownloads8.3k65.7%
Guess the next day
Thirteen recent days of factorlasso downloads. Drag the green handle on the right to guess where day fourteen lands.