GS Quant is a Python toolkit for quantitative finance, created on top of one of the world’s most powerful risk transfer platforms. Designed to accelerate development of quantitative trading strategies and risk management solutions, crafted over 25 years of experience navigating global markets.
It is created and maintained by quantitative developers (quants) at Goldman Sachs to enable the development of trading strategies and analysis of derivative products. GS Quant can be used to facilitate derivative structuring, trading, and risk management, or as a set of statistical packages for data analytics applications.
In order to access the APIs you will need a client id and secret. These are available to institutional clients of Goldman Sachs. Please speak to your sales coverage or Marquee Sales for further information.
Please refer to Goldman Sachs Developer for additional information.
pip install gs-quant
You can find examples, guides and tutorials in the respective folders as well as on Goldman Sachs Developer.
Contributions are encouraged! Please see CONTRIBUTING for more details.
Please reach out to gs-quant@gs.com with any questions, comments or feedback.
FAQs
Goldman Sachs Quant
We found that gs-quant demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 3 open source maintainers collaborating on the project.
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