Library/gs-quant
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goldmansachs/gs-quant

gs-quant

Python toolkit for quantitative finance

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goldmansachs

goldmansachs

goldmansachs • individual

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10,039

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Forks

1,321

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0/100

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Created

Dec 14, 2018

Project creation date

README Summary

GS Quant is Goldman Sachs' Python toolkit for quantitative finance that provides access to derivatives analytics, market data, and risk management capabilities. The library offers both programmatic access to Goldman Sachs' platforms and standalone quantitative finance tools for pricing, risk analysis, and portfolio management. It includes comprehensive APIs for equity derivatives, rates, credit, and other financial instruments.

AI Dev Skills

Unmapped

Financial ModelingTime Series AnalysisRisk AnalyticsMonte Carlo SimulationStatistical ComputingDerivatives PricingPortfolio Optimization

Tags

Financial ModelingTime Series AnalysisRisk AnalyticsMonte Carlo SimulationStatistical ComputingDerivatives PricingPortfolio OptimizationCloudHedge FundsTabularTime SeriesAsset ManagementTrading Strategy DevelopmentPortfolio AnalyticsFinancial ServicesRisk ManagementMarket Data AnalysisOn-premiseProprietary TradingSelf-hostedInvestment BankingFinancial Risk AssessmentJupyter Notebook

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Recent Activity

Updated 25 days ago

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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
25 days ago
Upstream last push
12 days ago
Tracked since
Mar 19, 2026

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