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Index Solutions
Systematic Trading Strategies
OverviewCustom BasketsFlagship BasketsSystematic Trading Strategies

Systematic Trading Strategies

Extensive index analytics and backtesting products
Contact UsSTS on Marquee
Used by
Traders
Research Analysts
Risk Managers
Portfolio Managers
Supported markets
Credit
Derivatives
Equities
Interest Rates
Available via
API
Desktop
Web
Systematic trading strategies
Methodologically trade goals and set risk controls with Goldman Sachs’ systematic trading strategies offerings
Index Solutions systematic Trading research Backtest Products2x
Index Solutions systematic Trading research Backtest Products2x
Research and backtest index products
Choose Goldman Sachs’ index constituents and rebalancing methodologies to customize a strategy and to backtest historical performance
  • Select from OTC swaps and options, notes and certificates, SPV notes, funds, and more
Index Solutions systematic Trading run Index Analytics2x V2
Run index analytics
Easily visualize and deconstruct index performance across time periods, strategies, regions, styles, and asset classes
  • Customize leverage, payment schedules, and your choice of collateral
  • Access live performance analysis and attribution, as well as line-by-line granularity and risk of all holdings within the investment
Index Solutions systematic Trading run Index Analytics2x V2
Index Solutions systematic Trading live Adjust Exposure2x
Index Solutions systematic Trading live Adjust Exposure2x
Live-adjust your exposure
Respond immediately to changing market conditions by adjusting your exposure or strategy via web or API
  • Choose bespoke payoffs to capture index performance in both funded and unfunded formats
Index Solutions systematic Trading access Index Data Programatically2x
Access STS data programmatically
Retrieve daily index level updates, and query historical compositions automatically via API
  • Test OTC trade ideas with Marquee Structuring, Marquee's intuitive interface for price discovery and quote sharing, or with GS Quant, Goldman Sachs' Python toolkit for quantitative finance
  • Request a live quote based on Goldman Sachs' models and market data, and initiate a voice trade through your Goldman Sachs Sales coverage
  • Access live performance and attribution analysis at the basket and constituent level
Index Solutions systematic Trading access Index Data Programatically2x
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Interested in learning more?
Our team is available for questions, demos, and to provide Marquee access
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The names "Goldman Sachs," and "Marquee" are the trademarks or registered trademarks of Goldman Sachs. ©
2023 Goldman Sachs & Co. LLC. All rights reserved. Descriptions of the products and services available through the Marquee platform provided herein are for educational purposes only and do not reflect all information that may be relevant in determining whether use of any such product or service is suitable for your circumstances. Goldman Sachs is not recommending that you take any action based on any information presented herein, which may be updated or modified form time-to-time by Goldman Sachs in its sole discretion without prior notice or subsequent notification. Prior to utilizing product or service available through the Marquee platform, you should read carefully any related disclosure provided by Goldman Sachs, including any information to which you may be required to agree and acknowledge or any user agreements that you may be required to execute, and make an independent determination regarding the suitability of your use of the relevant product or service.