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GS Quant

An open-source Python toolkit designed for quantitative finance.
Harness the Power of Goldman Sachs’ Derivatives Pricing Models
Created on top of one of the world’s most powerful risk transfer platforms, GS Quant is designed to accelerate development of quantitative trading strategies and risk management solutions.
Designed by Quants, for Quants

Designed by our quants, for our quants, the toolkit offers access to Goldman Sachs’ derivatives pricing models and analytics that are used daily by GS sales, strategists, and risk managers.

Proven by Markets

Our models and datasets have been trusted and refined through decades of experience at the center of global markets. Use the same models we use to manage our global trading business. 

Pricing and Risk

Access our proprietary derivatives pricing models and market dynamics. Compute indicative prices and sensitivities through our risk engines and apply complex shocks and scenarios.​

Backtest systematic ideas and complex trading strategies to understand how they would have performed historically. Create a wide variety of strategies including path dependent strategies and complex transaction models. ​

Data Analytics

Seamlessly access a comprehensive range of intraday and end of day datasets and time series analytics, natively in Python. 

Fully Documented

GS Quant is fully documented with extensive examples of use provided in the package, making this a friendly toolkit for structuring and portfolio analysis.​

Resources
Frequently Asked Questions



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