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 14,976 times in total on PyPI, including 6,753 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
14.98k
LicenseMIT
AuthorArtur Sepp
Downloads
Weekly, last 90d.
Includes CI traffic.
VersionsTotal0.*
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Stack: OffCI: Included2 / 35 series
Selected total29.95k
15.0kAll-time
6.8kLast 30 days
185Last 24 h
<0.01/sPer second
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Version distribution
Share of downloads by released version. Computed over the last quarter.
- 014.8%
0.2.2
716 downloadsDownloads7164.8% - 024.4%
0.3.0
655 downloadsDownloads6554.4% - 034.3%
0.1.11
640 downloadsDownloads6404.3% - 044.2%
0.1.7
634 downloadsDownloads6344.2% - 054.2%
0.3.3
628 downloadsDownloads6284.2% - 063.9%
0.1.5
590 downloadsDownloads5903.9% - 073.8%
0.1.12
566 downloadsDownloads5663.8% - 083.8%
0.1.8
562 downloadsDownloads5623.8% - 0966.7%
Other
10.0k downloadsDownloads10.0k66.7%
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