PyPI
ArturSepp/OptimalPortfolios
Production-quality multi-asset portfolio optimisation and rolling backtesting in Python
MITSep 5, 2026 · metrics 2.10.0
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#covariance-estimation
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PyPI
artursepp/factorlasso
Sparse factor model estimation with sign-constrained LASSO, prior-centered regularisation, and hierarchical clustering group LASSO (HCGL). Includes consistent factor covariance assembly. scikit-learn compatible API.
Custom licenseJul 17, 2026 · metrics 2.10.0