Summit work of the Spanish Golden Age and forefather of the so-called picaresque novel, The Life of Lazarillo de Tormes and of His Fortunes and Adversities still remains an anonymous text. Although distinguished scholars have tried to attribute it to different authors based on a variety of criteria, a consensus has yet to be reached. The list of candidates is long and not all of them enjoy the same support within the scholarly community. Analyzing their works from a data-driven perspective and applying machine learning techniques for style and text fingerprinting, we shed light on the authorship of the Lazarillo. As in a state-of-the-art survey, we discuss the methods used and how they perform in our specific case. According to our methodology, the most likely author seems to be Juan Arce de Otálora, closely followed by Alfonso de Valdés. The method states that not certain attribution can be made with the given corpus.