Python

gs-quant: How Goldman Sachs Open-Sourced Its Quant Code, and Where the Line Is

gs-quant: How Goldman Sachs Open-Sourced Its Quant Code, and Where the Line Is

GS Quant is a Python toolkit that runs time-series calculations on data you supply and constructs financial instrument objects locally, while sending Marquee data queries, valuations, and risk calculations to authenticated services. Its Apache-2.0 code license is separate from permission to use those services and their data. Installing the package does not install Goldman Sachs’ valuation service, but it does provide analysis code you can run without an account. The distinction needs to be made function by function in the public source.

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