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goldmansachs/gs-quant

Python toolkit from Goldman Sachs for quantitative finance, covering derivatives pricing, risk management and trading strategy development.

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Repolode describes open-source projects and does not give investment advice. Trading and investing can lose money: assess the risk yourself and follow the laws where you live before using this project.

What is it?

GS Quant is a Python toolkit for quantitative finance, built by quantitative developers at Goldman Sachs. It is aimed at developing trading strategies and analysing derivative products, and can be used for derivative structuring, trading and risk management.

Beyond the trading and risk workflows, the package can also serve as a set of statistical libraries for general data analytics. It requires Python 3.10 or newer and installs with pip.

Access to the Goldman Sachs APIs requires a client ID and secret, which are offered to institutional clients of Goldman Sachs. Examples, guides and tutorials are hosted on the Goldman Sachs Developer site.

Key features

  • 01Tools for derivative structuring, pricing and risk analysis.
  • 02Support for developing and backtesting trading strategies.
  • 03Statistical packages usable for general data analytics.
  • 04Access to Goldman Sachs APIs with client credentials.

Use cases

  • Pricing and managing risk on derivative portfolios.
  • Building and testing systematic trading strategies.
  • Running statistical analysis in quantitative finance research.

Quick start

  1. 1

    Ensure Python 3.10 or greater and pip are available

  2. 2

    Install the package with pip

    pip install gs-quant
  3. 3

    Obtain a client id and secret to access the APIs (institutional clients only)

Things to know

  • API access requires a client id and secret, available only to institutional Goldman Sachs clients.

Topics

#quantitative-finance#derivatives#risk-management#trading-strategies#finance#python#goldman-sachs#gs-quant

FAQ

What is gs-quant?
Python toolkit from Goldman Sachs for quantitative finance, covering derivatives pricing, risk management and trading strategy development. GS Quant is a Python toolkit for quantitative finance, built by quantitative developers at Goldman Sachs. It is aimed at developing trading strategies and analysing derivative products, and can be used for derivative structuring, trading and risk management.
Is gs-quant free to use? What license does it have?
gs-quant is open source under the Apache-2.0 license. Check the license terms before using it in commercial products.
Is gs-quant still maintained?
Actively maintained. The last commit to gs-quant was on Nov 6, 2026.
What can I use gs-quant for?
Pricing and managing risk on derivative portfolios. Building and testing systematic trading strategies. Running statistical analysis in quantitative finance research.
How do I install gs-quant?
Ensure Python 3.10 or greater and pip are available Install the package with pip: pip install gs-quant Obtain a client id and secret to access the APIs (institutional clients only)
Where can I get gs-quant?
The source code and installation instructions are on GitHub: https://github.com/goldmansachs/gs-quant

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