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#factor-models

Every repository in the public record carrying this tag — from its GitHub topics or the keywords its package registries publish. Health is measured under the same versioned methodology as the rest of the record.

2 records
Tagged “factor-models”Ranked by health index
PyPI
89Excellenthealth index
ArturSepp/OptimalPortfolios
Production multi-asset portfolio construction and rolling backtesting in Python
Python★ 98↓ 1,910/moOct 21, 2026
MITOct 21, 2026 · metrics 2.10.0
PyPI
81Excellenthealth index
ArturSepp/factorlasso
Sparse multi-output factor-model estimation with sign constraints, prior-centered shrinkage, data-driven grouped penalties, and consistent factor covariance assembly
Python · TeX★ 27↓ 6,790/moSep 9, 2026
GPL-3.0Sep 9, 2026 · metrics 2.10.0