Systematic Trading Strategies

Extensive index analytics and backtesting products

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

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

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

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

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