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goldmansachs/gs-quant

gs-quant

Python toolkit for quantitative finance

View on GitHub↗Upstream goldmansachs/gs-quant↗

Builder

goldmansachs

goldmansachs

goldmansachs • individual

Stars

10,540

Using upstream star count

Forks

1,396

Using upstream fork count

Open Issues

0

Activity Score

0/100

0 commits in 30d

Created

Dec 14, 2018

Project creation date

README Summary

**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.

Community Evaluation

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AI Dev Skills

Unmapped

Derivatives PricingFinancial ModelingMonte Carlo SimulationPortfolio OptimizationRisk AnalyticsStatistical ComputingTime Series Analysis

Tags

Derivatives PricingFinancial ModelingMonte Carlo SimulationPortfolio OptimizationRisk AnalyticsStatistical ComputingTime Series AnalysisForkedPython

Taxonomy

Deployment Context

Self-hostedOn-premiseCloud

Industries

Financial ServicesInvestment BankingAsset ManagementHedge FundsProprietary Trading

Modalities

TabularTime Series

Skill Areas

Financial ModelingTime Series AnalysisRisk AnalyticsMonte Carlo SimulationStatistical ComputingDerivatives PricingPortfolio Optimization

tag

ForkedPython

Use Cases

Derivatives PricingRisk ManagementPortfolio AnalyticsMarket Data AnalysisTrading Strategy DevelopmentFinancial Risk Assessment

Recent Activity

Updated 2 months ago

7 Days

0

30 Days

0

90 Days

8

Chore: Make release 1.6.2

Roberson, Martin [GBM Public] • Mar 19, 2026

e433340

Chore: Make release 1.6.1

Roberson, Martin [GBM Public] • Mar 19, 2026

77f4946

Chore: Make release 1.6.0

Roberson, Martin [GBM Public] • Mar 17, 2026

64e3fef

Quality

production
Quality
high
Maturity
production

Categories

Data Science & AnalyticsPrimaryFinance & LegalEdge & Mobile AIRobotics

PM Skills

Developer Platform

Languages

Jupyter Notebook100.0%

Timeline

Project created
Dec 14, 2018
Forked
Mar 23, 2026
Your last push
2 months ago
Upstream last push
20 days ago
Tracked since
Mar 19, 2026

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