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 17,226 times in total on PyPI, including 4,506 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
17.23k
LicenseMIT
AuthorArtur Sepp
Downloads
Weekly, last 90d.
Includes CI traffic.
VersionsTotal0.*
Range
View
Granularity
Group by
CI traffic
Stack: OffCI: Included2 / 38 series
Selected total29.48k
17.2kAll-time
4.5kLast 30 days
6Last 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%
0.2.2
738 downloadsDownloads7385.0% - 024.5%
0.3.0
668 downloadsDownloads6684.5% - 034.5%
0.1.11
663 downloadsDownloads6634.5% - 044.4%
0.3.3
646 downloadsDownloads6464.4% - 054.0%
0.4.2
590 downloadsDownloads5904.0% - 064.0%
0.1.12
588 downloadsDownloads5884.0% - 074.0%
0.1.8
583 downloadsDownloads5834.0% - 083.8%
0.3.1
565 downloadsDownloads5653.8% - 0965.8%
Other
9.7k downloadsDownloads9.7k65.8%
Guess the next day
Thirteen recent days of factorlasso downloads. Drag the green handle on the right to guess where day fourteen lands.