Introduction to GS Quant
GS Quant is a powerful Python toolkit designed specifically for quantitative finance. Developed by a team of quantitative developers, or "quants," at Goldman Sachs, this toolkit stands on the shoulders of a robust risk transfer platform that has evolved with the complexities of global markets over the last 25 years. Its primary aim is to streamline the creation and deployment of quantitative trading strategies and risk management solutions.
GS Quant serves as a versatile tool for financial professionals. Whether the need is to structure derivatives, facilitate trading, or enhance risk management frameworks, GS Quant provides the necessary functionalities. Beyond these, it can also act as a suite of statistical packages tailored for data analysis applications within the financial domain.
Access and API
Accessing the API functionalities requires a client ID and secret, which are provided to institutional clients of Goldman Sachs. Prospective users need to reach out to their sales contact or Marquee Sales at Goldman Sachs for more detailed access information. Additional resources can be found on the Goldman Sachs Developer website.
System Requirements
To make use of GS Quant, users must have:
- Python version 3.6 or higher
- Access to the PIP package manager
Installation Procedure
Installing GS Quant is straightforward and can be achieved via the PIP package manager using the following command:
pip install gs-quant
Learning and Support
For those new to GS Quant or looking to deepen their understanding, there is a wealth of examples, guides, and tutorials available both within the toolkit's folders and on the Goldman Sachs Developer website. This ensures users can fully leverage the toolkit's capabilities.
Contribution and Feedback
Contributions to the development and enhancement of GS Quant are highly encouraged. Interested contributors can find more detailed information in the project's CONTRIBUTING guidelines.
For any queries, suggestions, or feedback, users can direct their communications to [email protected]. The development team is open to interactions and constantly strives to guide users towards effective utilization of GS Quant.