# GS Quant
**GS Quant** is a Python toolkit for quantitative finance, created on top of one of the world’s most powerful risk transfer platforms. Designed to accelerate development of quantitative trading strategies and risk management solutions, crafted over 25 years of experience navigating global markets.
It is created and maintained by quantitative developers (quants) at Goldman Sachs to enable the development of trading strategies and analysis of derivative products. GS Quant can be used to facilitate derivative structuring, trading, and risk management, or as a set of statistical packages for data analytics applications.
Please refer to https://developer.gs.com/discover/products/gs-quant/ for additional information.
## Requirements
* Python 3.6 or greater
* Access to PIP package manager
## Installation
```
pip install gs-quant
```
## Examples
You can find examples, guides and tutorials in the respective folders as well as on the developer website: https://developer.gs.com/docs/gsquant/
## Contributions
Contributions are encouraged! Please see CONTRIBUTING.MD for more details.
## Help
Please reach out to `[email protected]` with any questions, comments or feedback.
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PyPI 官网下载 | gs_quant-0.8.108.tar.gz (135个子文件)
setup.cfg 38B
MANIFEST.in 312B
config.ini 320B
Instruments.ipynb 12KB
Pricing_Context.ipynb 12KB
Measures.ipynb 12KB
Portfolios.ipynb 7KB
0_price_and_risk_basics.ipynb 5KB
2_portfolios.ipynb 4KB
3_scenarios.ipynb 4KB
1_price_and_risk_in_context.ipynb 4KB
4_market_data.ipynb 2KB
README.md 1KB
PKG-INFO 2KB
PKG-INFO 2KB
common.py 903KB
instrument.py 156KB
assets.py 112KB
data.py 106KB
measures.py 102KB
test_measures.py 96KB
backtests.py 82KB
risk.py 67KB
monitor.py 43KB
indices.py 41KB
content.py 35KB
core.py 27KB
statistics.py 25KB
reports.py 25KB
measures_rates.py 23KB
core.py 22KB
data.py 20KB
algebra.py 20KB
econometrics.py 20KB
trades.py 19KB
securities.py 17KB
base.py 16KB
session.py 16KB
test_statistics.py 15KB
test_algebra.py 15KB
test_econometrics.py 14KB
datetime.py 14KB
test_data.py 14KB
test_portfolio.py 14KB
test_datetime.py 11KB
point.py 11KB
date.py 10KB
test_cache.py 10KB
portfolios.py 10KB
test_assets.py 10KB
assets.py 10KB
test_portfolios.py 9KB
dataset.py 8KB
test_dataset.py 8KB
technicals.py 7KB
strategy_systematic.py 7KB
test_risk.py 6KB
test_securities.py 6KB
test_monitor.py 6KB
portfolio.py 6KB
risk.py 6KB
test_fred.py 6KB
results.py 6KB
test_backtests.py 6KB
backtests.py 6KB
priceable.py 6KB
test_technicals.py 5KB
data.py 5KB
content.py 5KB
test_index.py 5KB
test_backtest_flow_vol.py 5KB
portfolios.py 5KB
historical.py 5KB
helper.py 5KB
test_backtestFlowVol.py 4KB
analysis.py 4KB
backtesting.py 4KB
test_helper.py 4KB
context_base.py 4KB
data.py 4KB
test_content.py 4KB
core.py 4KB
indices.py 3KB
test_timeseries.py 3KB
test_utils.py 3KB
test_analysis.py 3KB
setup.py 3KB
content.py 3KB
core.py 3KB
monitors.py 3KB
test_date.py 2KB
time.py 2KB
risk.py 2KB
utils.py 2KB
gscalendar.py 2KB
test_backtesting.py 2KB
core.py 2KB
json_encoder.py 2KB
fields.py 2KB
test_point.py 1KB
共 135 条
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