GS Quant Python Toolkit

aid: goldman-sachs:goldman-sachs-gs-quant-toolkit
name: GS Quant Python Toolkit
tags:
- SDK
- Python
- Quantitative Finance
- Marquee
- Open Source
image: https://kinlane-images.s3.amazonaws.com/shared/apis-json/apis-json-logo.jpg
humanURL: https://developer.gs.com/docs/gsquant/
baseURL: https://api.marquee.gs.com
properties:
- url: https://developer.gs.com/docs/gsquant/
  type: Documentation
- url: https://developer.gs.com/docs/gsquant/authentication/gs-session/
  type: Authentication
- url: https://github.com/goldmansachs/gs-quant
  type: SourceCode
- url: https://marquee.gs.com/welcome/our-platform/gs-quant
  type: Website
description: GS Quant is Goldman Sachs' open-source Python toolkit for quantitative finance, distributed
  on GitHub and PyPI, that wraps the Marquee pricing, risk and data APIs behind a Python client. Developers
  authenticate a GsSession with OAuth 2.0 client_id / client_secret application credentials (or a Marquee
  cookie session) to price instruments, run risk, backtest strategies and query datasets against the api.marquee.gs.com
  endpoints. It is the primary documented, self-serve-installable developer surface over the otherwise
  institution-gated Marquee APIs.