Parse SKILL.md frontmatter and Markdown body into a GS Quant Skill Unit.
npx skills add https://github.com/goldmansachs/gs-quant --skill gs-quant
Please help me install this Agent Skill. Skill: gs-quant Source: https://github.com/goldmansachs/gs-quant/tree/main Command: npx skills add https://github.com/goldmansachs/gs-quant --skill gs-quant
gs_quant is a Python toolkit that unifies core workflows for quantitative analysis, enabling streamlined session management, instrument construction, portfolio building, historical and live pricing, and result extraction.
Create a session with your credentials and price a simple IRSwap to see values and risk.
High-intent search queries and answers about installing and using this skill.
To price financial instruments and portfolios in Python, you establish an authenticated session, build and resolve your instruments or portfolios, and extract values and risk measures across historical or live market data.
Yes, you can extract risk measures across multiple instruments simultaneously by assembling them into a Portfolio object, which allows you to price and summarize aggregate risk efficiently.
To start running quantitative pricing workflows, you need to authenticate your session using specific credentials before you can build instruments, query market data, and extract risk results.
Yes, gs-quant supports both historical and live market data for risk analysis, allowing you to price instruments and portfolios across different market data environments.
The best way to manage sessions for quantitative analysis tasks is to use a dedicated session management function that establishes authentication, enabling subsequent instrument construction, pricing, and risk extraction workflows.
You need to resolve instruments before extracting pricing results because resolution binds the instrument definition to market data, which is required to accurately calculate values and risk measures.
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