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gs-quant-backtesting

Official

Master GS Quant backtesting workflows and engines.

Finance & Accounting#triggers#backtesting#risk#pnl#strategies#gs-quant#backtest-engine
Authorgoldmansachs
Version1.0.0
Installs0

System Documentation

What problem does it solve?

The GS Quant backtesting framework lets users rigorously test quantitative trading strategies against historical data using configurable engines, triggers, and actions.

Core Features & Use Cases

  • Engines: GenericEngine, EquityVolEngine, PredefinedAssetEngine for flexible backtesting across asset classes.
  • Strategy composition: define initial portfolios, triggers, and actions; simulate execution and risk/pnl extraction.
  • Results: access backtest summaries, risk time series, and trade ledgers for performance analysis across dates.

Quick Start

Define a Strategy with triggers and actions, select a backtest engine, and run the backtest to view PnL and risk statistics.

Dependency Matrix

Required Modules

None required

Components

Standard package

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: gs-quant-backtesting
Download link: https://github.com/goldmansachs/gs-quant/archive/main.zip#gs-quant-backtesting

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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