goldmansachs/gs-quant
Python toolkit for quantitative finance observed · 2026-08-28
Health v2 · maintenance only
95/100
- Activity 99
- Release rhythm 87
- Longevity 100
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-03. Adoption (stars, forks) is never an input.
- gap_med: 3
- age_days: 2819
- days_rel: 7
- days_push: 7
- n_releases_24m: 186
Adoption not part of the score
12672 stars · 1696 forks observed · 2026-08-28
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-29, confidence not recorded
GS Quant is a Python toolkit for quantitative finance built by Goldman Sachs quants on top of their risk transfer platform. It supports derivative pricing, trading strategy development, risk management, and statistical data analytics, with API access requiring Goldman Sachs Marquee credentials.
Use cases
- price and analyze derivative products in python
- build quantitative trading strategies
- manage portfolio risk programmatically
- run risk analytics on swaps and options
- statistical analysis of market data
- structure derivatives via Goldman Sachs Marquee API
When to choose
- you are a Goldman Sachs institutional client with Marquee API credentials
- you need production-grade derivatives pricing and risk analytics in Python
- you want to prototype and backtest quantitative trading strategies
When to avoid
- you lack a Goldman Sachs client id and secret - core APIs are inaccessible
- you need an open data source or broker-agnostic toolkit
- you only need simple charting or basic pandas analytics
Facets
library · maturity stable
trading data-science sdk fintech data-science analytics python cross-platform quantitative-finance derivatives risk-management trading-strategies goldman-sachs marquee-api
1 source
- readme: https://github.com/goldmansachs/gs-quant · fetched 2026-08-28 · ed6f9c0dcb91
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| goldmansachs/gs-quant | main | 95 |
For agents
markdown · JSON · MCP: product_card(name="goldmansachs/gs-quant")
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem