gs-quant README

The project's README from github.com/goldmansachs/gs-quant. As one markdown file: README.md.

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.

In order to access the APIs you will need a client id and secret. These are available to institutional clients of Goldman Sachs. Please speak to your sales coverage or Marquee Sales for further information.

Please refer to Goldman Sachs Developer for additional information.

Requirements

Installation

pip install gs-quant

Examples

You can find examples, guides and tutorials in the respective folders on Goldman Sachs Developer.

Help

Please reach out to [email protected] with any questions, comments or feedback.

gs-quant (goldmansachs/gs-quant)

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这是什么?GS Quant 是一个 Python 量化金融工具包,由高盛量化团队基于其风险转移平台开发,用于衍生品结构设计、交易策略开发和风险管理。
这是一个通用的金融库,还是只能用于高盛自家平台?它是一个 Python 库/SDK,封装了高盛 Marquee 风险平台的 API,同时还包含一组用于数据分析的独立统计包。
我要怎么安装并开始使用?通过 PIP 安装即可;完整的示例、指南和教程托管在高盛开发者网站上。
要真正使用风险或交易功能,我需要准备什么?你需要 Python 3.9 或更高版本以及 pip;如果要使用衍生品或交易 API,还必须持有由高盛机构客户获得的 client id 和 secret。
任何人都能使用完整的 API 吗,还是有限制?统计包对所有人开放;但核心 API 功能(交易、风险、衍生品结构设计)需要通过销售团队获取高盛机构客户凭证后才能访问。
这是面向哪些人的?主要面向量化分析师、交易员和风险经理,尤其是与高盛有机构合作关系的人群,因为 API 部分需要客户凭证。
没有 API 密钥的情况下,它能解决哪些问题?工具包中包含的统计包即使没有高盛交易平台的 API 访问权限,也可以用于一般的数据分析应用。
为什么要选择它,而不是自己开发风险工具?它建立在高盛 25 年应对全球市场的经验之上,并使用了银行内部量化团队所用的同一风险转移平台。
What are similar projects?awesome-quant, OpenBB, StockSharp, backtrader, abu, akshare, qlib, bytex
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