Goldman Sachs Quant

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  • License: Apache Software License (http://www.apache.org/licenses/LICENSE-2.0)
  • Author: Goldman Sachs
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Project description

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.

Please refer to Goldman Sachs Developer for additional information.

Requirements

  • Python 3.6 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.

Contributions

Contributions are encouraged! Please see CONTRIBUTING.MD for more details.

Help

Please reach out to gs-quant@gs.com with any questions, comments or feedback.

Project details

Verified details

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Maintainers
Avatar for david-vanden-bon from gravatar.com david-vanden-bon Avatar for martinroberson from gravatar.com martinroberson Avatar for stephen-183 from gravatar.com stephen-183

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  • License: Apache Software License (http://www.apache.org/licenses/LICENSE-2.0)
  • Author: Goldman Sachs
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Release history Release notifications | RSS feed

1.5.4

1.5.3

1.5.2

1.5.1

1.4.84

1.4.83

1.4.82

1.4.80

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1.4.27

1.4.26

1.4.25

1.4.24

1.4.23

1.4.22

1.4.21

1.4.20 yanked

Reason this release was yanked:

bug on install

1.4.19

1.4.17

1.4.16

1.4.15

1.4.13

1.4.12

1.4.11

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This version

0.8.345

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0.8.125

0.8.124.2

0.8.124.1

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0.8.115.1

0.8.115

0.8.113

0.8.110.1

0.8.110

0.8.109.1

0.8.109

0.8.108.5

0.8.108.3

0.8.108.2

0.8.108.1

0.8.108

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0.8.102

0.8.101

0.8.99

0.8.97

0.8.96

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0.8.90

0.8.89.5

0.8.89.3

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0.8.89.1

0.8.89

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0.8.86

0.8.85

0.8.83

0.8.82

0.8.81

0.8.80

0.8.79

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0.8.73

0.8.70

0.8.69

0.8.67

0.8.65

0.8.61

0.8.50.1

0.8.50

0.8.46

0.8.39

0.8.36

0.8.35.1

0.8.35

0.8.34

0.8.33

0.8.32

0.8.31

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0.6.2

0.6.1

0.5.6

0.5.5.post2

0.5.5.post1

0.5.5

0.5.4.post1

0.5.4

0.5.3

0.5.2

0.5.1

0.4.8

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