Index

B

backtest_equal_weight_rebalanced() (in module tda_finance.portfolio.backtest_engine)

backtest_tda() (in module tda_finance.portfolio.backtest_engine) build_clusters_from_prices() (in module tda_finance.tda.mapper_clustering)

C

cap_weights_strict() (in module tda_finance.tda.mapper_clustering) clean_returns_window() (in module tda_finance.tda.persistence_diagrams) clusterer (tda_finance.tda.mapper_clustering.MapperParams attribute)

compute_landscape_norm() (in module tda_finance.tda.regime_detection) compute_persistence_diagrams_from_returns() (in module tda_finance.tda.persistence_diagrams) corr_distance_matrix() (in module tda_finance.tda.persistence_diagrams) corr_method (tda_finance.tda.persistence_diagrams.PHParams attribute)

D

dbscan_eps (tda_finance.tda.mapper_clustering.MapperParams attribute)

dbscan_min_samples (tda_finance.tda.mapper_clustering.MapperParams attribute) dist_variant (tda_finance.tda.persistence_diagrams.PHParams attribute)

F

fit() (tda_finance.tda.mapper_clustering.HACAClusterer method)

fit_predict() (tda_finance.tda.mapper_clustering.HACAClusterer method)

H

haca_distance_threshold (tda_finance.tda.mapper_clustering.MapperParams attribute)

haca_linkage (tda_finance.tda.mapper_clustering.MapperParams attribute) HACAClusterer (class in tda_finance.tda.mapper_clustering)

I

is_market_safe() (tda_finance.tda.regime_detection.TopologicalAnomalyDetector method)

L

load_sp500_prices_from_monthly_returns() (in module tda_finance.data_preprocessing.preprocess_sp500_crsp)

load_sp500_returns_matrix() (in module tda_finance.data_preprocessing.preprocess_sp500_crsp)

M

MapperParams (class in tda_finance.tda.mapper_clustering) maxdim (tda_finance.tda.persistence_diagrams.PHParams attribute) min_assets (tda_finance.tda.mapper_clustering.MapperParams attribute) min_non_nan_frac (tda_finance.tda.persistence_diagrams.PHParams attribute) min_std (tda_finance.tda.persistence_diagrams.PHParams attribute) module tda_finance.data_preprocessing.preprocess_sp500_crsp tda_finance.portfolio.backtest_engine tda_finance.tda.mapper_clustering tda_finance.tda.persistence_diagrams tda_finance.tda.persistence_features tda_finance.tda.regime_detection

N

n_cubes (tda_finance.tda.mapper_clustering.MapperParams attribute)

P

pca_var (tda_finance.tda.mapper_clustering.MapperParams attribute) perc_overlap (tda_finance.tda.mapper_clustering.MapperParams attribute)

perf_summary() (in module tda_finance.portfolio.backtest_engine) ph_summary_features() (in module tda_finance.tda.persistence_features) PHParams (class in tda_finance.tda.persistence_diagrams)

R

random_state (tda_finance.tda.mapper_clustering.MapperParams attribute)

T

tda_finance.data_preprocessing.preprocess_sp500_crsp module tda_finance.portfolio.backtest_engine module tda_finance.tda.mapper_clustering module

tda_finance.tda.persistence_diagrams module tda_finance.tda.persistence_features module tda_finance.tda.regime_detection module TopologicalAnomalyDetector (class in tda_finance.tda.regime_detection)

U

umap_dim (tda_finance.tda.mapper_clustering.MapperParams attribute)

V

verbose (tda_finance.tda.mapper_clustering.MapperParams attribute)

W

weight_distribution() (in module tda_finance.tda.mapper_clustering) weight_distribution_macro_cluster() (in module tda_finance.tda.mapper_clustering)

weight_distribution_node_overlap() (in module tda_finance.tda.mapper_clustering) winsor_q (tda_finance.tda.persistence_diagrams.PHParams attribute)