Python toolkit for quantitative finance
-
Updated
Sep 16, 2026 - Python
Python toolkit for quantitative finance
Auditable portfolio risk analytics with GS Quant, FastAPI, React, and reproducible calculations
Factor Risk Terminal: portfolio factor attribution and risk decomposition on realised data, built on gs-quant.
Independent deep-dive into Goldman Sachs’ open-source gs-quant library — how a real production quant-finance toolkit is structured. Covers the instrument object model, context stack, REST clients, deferred/batched pricing, declarative backtesting DSL, and reusable patterns worth stealing for your own code.
To associate your repository with the gs-quant topic, visit your repo's landing page and select "manage topics."