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goldmansachs
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gs-quant
Python toolkit for quantitative finance
https://developer.gs.com/discover/products/gs-quant/
Apache License 2.0
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Financial Market
#289
Cachiman
opened
3 hours ago
0
SavyontradingUpdate README.md
#288
Cachiman
opened
4 hours ago
0
DCO - @Kodoh
#287
Kodoh
opened
1 day ago
0
[BUG]Good repository
#286
MAFLIXD
opened
1 day ago
0
Nuevo bloc de notas
#284
kaimsIII
closed
3 days ago
0
Chore: update measures.py
#283
eltociear
opened
3 weeks ago
0
[BUG] Dataset date handling is broken with dataclasses-json version 0.6.5 dependency, gives ValueError: Cannot convert 2024-04-29 to date
#282
Meingjord
closed
1 month ago
2
[BUG] fields argument in Dataset.get_data makes non-selected columns NaN but all columns still present in DataFrame
#280
caelan-schneider
opened
8 months ago
0
Solution to issue #273
#279
jtranquilli
opened
9 months ago
0
Tracing improvements to capture GET async requests
#278
rtsscy
closed
10 months ago
0
Add Workflow Module
#277
rtsscy
closed
10 months ago
0
Risk result handling, backtesting and tracing enhancements
#276
rtsscy
closed
10 months ago
0
fix typo in Basket Create.ipynb
#275
eltociear
opened
11 months ago
0
Fix types in target classes fields, support irswaption scale_in_place
#274
rtsscy
closed
11 months ago
0
[BUG] gs_quant python entity Country not working
#273
LeoWu64
opened
11 months ago
2
update node version
#272
AnastasiyaB
closed
1 year ago
0
backtesting updates, more tests
#271
AnastasiyaB
closed
1 year ago
0
Gs Quant release 0.9.102
#270
brice1997
opened
1 year ago
0
Unable to roundtrip Portfolio.to_csv -> Portfolio.from_csv
#268
AlexanderJHall
opened
1 year ago
0
Enhance Risk model Service and Optimizer
#267
brice1997
closed
1 year ago
0
Enhance functionality and error handling in Optimizer
#266
rtsscy
closed
1 year ago
0
support max adv in port optimizer, capture strategydesc in vsreport
#265
rtsscy
closed
1 year ago
0
release version 0.9.79
#264
razvan-dorobantu
closed
1 year ago
0
enhance cashflows table and positionset
#263
rtsscy
closed
1 year ago
0
pushing version 0.9.75
#262
DominicCYK
closed
1 year ago
0
release-0.9.73
#261
david-vanden-bon
closed
1 year ago
0
Add example notebooks
#260
S-Manglik
closed
1 year ago
0
factor risk by asset table documentation, add delta and normalized to…
#259
rtsscy
closed
1 year ago
0
Test for higher python versions, new API for workflow quote
#258
S-Manglik
closed
1 year ago
0
Todo resolved - add scope as api parameter carbon.py
#257
Yashv2211
opened
1 year ago
1
Bugfixes, new example docs
#256
S-Manglik
closed
1 year ago
0
make default none params optional
#255
bryangalindo
closed
1 year ago
2
enhance tracing functionality, instrument clone, port.from_csv eg
#254
rtsscy
closed
1 year ago
0
update to analytics, models and backtest modules
#253
rtsscy
closed
1 year ago
0
upgrade-0.9.62
#252
DominicCYK
closed
1 year ago
0
upgrade to release-0.9.59
#251
DominicCYK
closed
1 year ago
0
Add tests, bugfixes
#250
S-Manglik
closed
1 year ago
0
upgrade to 0.9.53
#249
DominicCYK
closed
1 year ago
0
upgrade to 0.9.52
#248
DominicCYK
closed
1 year ago
0
backtesting improvements, calendar changes, examples
#247
AnastasiyaB
closed
1 year ago
0
Backtesting engine updates, Fix RiskModel
#246
S-Manglik
closed
2 years ago
0
Fix filtering logic in backtesting results
#245
razvan-dorobantu
closed
2 years ago
0
Backtesting changes
#244
razvan-dorobantu
closed
2 years ago
0
Refactor Portfolio Macro Exposure and Update Tutorial
#243
brice1997
closed
2 years ago
0
make name optional
#242
rtsscy
closed
2 years ago
0
fix typo in marketdatascenario init
#241
rtsscy
closed
2 years ago
0
backtesting fixes
#240
rtsscy
closed
2 years ago
0
Unpin statsmodels, Multiscenario
#239
S-Manglik
closed
2 years ago
0
Backtest speedup, multiscenario, macrorisk model
#238
S-Manglik
closed
2 years ago
0
Examples for macro risk model and eq greeks
#237
S-Manglik
closed
2 years ago
0
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