https://github.com/goldmansachs/gs-quant
Python toolkit for quantitative finance
https://github.com/goldmansachs/gs-quant
derivatives goldman-sachs gs-quant risk-management trading-strategies
Last synced: 3 days ago
JSON representation
Python toolkit for quantitative finance
- Host: GitHub
- URL: https://github.com/goldmansachs/gs-quant
- Owner: goldmansachs
- License: apache-2.0
- Created: 2018-12-14T21:10:40.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2025-03-31T17:32:31.000Z (14 days ago)
- Last Synced: 2025-04-02T06:14:18.439Z (12 days ago)
- Topics: derivatives, goldman-sachs, gs-quant, risk-management, trading-strategies
- Language: Jupyter Notebook
- Homepage: https://developer.gs.com/discover/products/gs-quant/
- Size: 23.5 MB
- Stars: 8,610
- Watchers: 163
- Forks: 1,093
- Open Issues: 44
-
Metadata Files:
- Readme: README.md
- Contributing: CONTRIBUTING.md
- License: LICENSE
- Code of conduct: CODE_OF_CONDUCT.md
Awesome Lists containing this project
- awesome-quant - gs-quant - Python toolkit for quantitative finance (Python / Financial Instruments and Pricing)
- AiTreasureBox - goldmansachs/gs-quant - 04-07_8622_5](https://img.shields.io/github/stars/goldmansachs/gs-quant.svg)|Python toolkit for quantitative finance| (Repos)
- awesome-quant - gs-quant - 高盛的Python定量金融工具包。 (Python / 金融工具与定价)
- awesome-quant - gs-quant - 高盛的Python定量金融工具包。 (Python / 金融工具与定价)
README
# GS Quant
**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](https://developer.gs.com/docs/gsquant/) for additional information.
## Requirements
* Python 3.8 or greater
* Access to PIP package manager
## Installation
```
pip install gs-quant
```
## Examples
You can find examples, guides and tutorials in the respective folders as well as on [Goldman Sachs Developer](https://developer.gs.com/docs/gsquant/).
## Contributions
Contributions are encouraged! Please see [CONTRIBUTING](CONTRIBUTING.md) for more details.
## Help
Please reach out to `[email protected]` with any questions, comments or feedback.