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machine-learningdata-ai

gs-quant-backtesting

Guide to the gs_quant backtesting framework — engines, triggers, actions, strategies, and result extraction. Covers GenericEngine (multi-asset OTC), EquityVolEngine, and PredefinedAssetEngine.

View Sourcemachine-learning
goldmansachs
maintainer
goldmansachs
Updated 3/26/2026
Stars
10072
Forks
1326
quick start

Installation and usage

Guide to the gs_quant backtesting framework — engines, triggers, actions, strategies, and result extraction. Covers GenericEngine (multi-asset OTC), EquityVolEngine, and PredefinedAssetEngine.

Installation
$ install --globalskills.sh
Usage

Once installed, you can use this skill by running the following command in your terminal:

skills use gs-quant-backtesting