goldman sachs logo
SpotlightDevelopers
Contact UsLog In
goldman sachs logo
Marquee Platform
Spotlight
Developers
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
  • Engage Marquee Backtest to refine strategies by customizing underliers attributes
  • Run pre-trade analytics on underlier correlation or plot historical performance against selected benchmarks
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
  • Understand your strategy by deconstructing factor risk and identifying performance drivers
  • Monitor your risk exposures over time, and leverage our proprietary risk models to navigate dynamic market conditions
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
  • Engage Marquee’s i-Select tool to adjust exposure seamlessly and with precision
  • Experience dynamic customization and asset allocation with operational ease and cost efficiency
Index Solutions systematic Trading access Index Data Programatically2x
Access STS data programmatically
Retrieve daily index level updates, and query historical compositions automatically via API
  • Benefit from our industry-leading institutional API offerings to create flexible and scalable solutions to accelerate your business
  • Automate analytics by using the same services trusted by Goldman Sachs’ global trading desks
Index Solutions systematic Trading access Index Data Programatically2x
You may also be interested in
Derivatives Pricing & Risk
The gateway to Goldman Sachs’ models and risk management analytics
Learn More
Data Analytics
Goldman Sachs’ premium, proprietary data and time series analytics
Learn More
Equity Risk Analytics
Equities risk modeling, portfolio decomposition and performance analytics
Learn More
Interested in learning more?
Our team is available for questions, demos, and to provide Marquee access
footer logo
© 2021 Goldman Sachs
LEGAL
Privacy & Security
COMPANY
Contact UsCareers
marqueeLogo
© 2021 Goldman Sachs

The names "Goldman Sachs," and "Marquee" are the trademarks or registered trademarks of Goldman Sachs. ©
2021 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.