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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.

Voir le code sourcemachine-learning
goldmansachs
maintainer
goldmansachs
Mis à jour 3/26/2026
Étoiles
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
Utilisation

Après l'installation, vous pouvez utiliser ce skill en exécutant la commande suivante dans votre terminal :

skills use gs-quant-backtesting