tda-finance-mapper documentation

tda-finance-mapper is a Python package developed as part of an academic project on the application of Topological Data Analysis to financial data.

The package includes tools for Mapper-based portfolio construction, persistent homology regime detection and causal backtesting against an equal-weight benchmark.

Warning

This project is for academic and research purposes only. It is not financial advice or an investment recommendation.

Contents

User guide

• Installation
  • Install from PyPI
  • Install from the repository
  • Development dependencies
• Usage
• Experiments
  • Data preparation
  • Data availability
  • Experimental results

API reference

• API reference
  • TDA modules
  • Portfolio modules
  • Data preprocessing modules