Goldman Sachs Has an Open Source Python Package Called GS-Quant

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GET THE CODE
CHAPTERS
Intro - 0:00
Notebook - 0:59
Data - 4:17
PCA - 7:30
Risk - 10:10
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Keyword for the algorithm: data science finance deep learning finrl python algorithmic trading reinforcement learning

[@chimchim2_]

I worked at GS for almost 2 years up until last December. I remember when this project was a baby. For a financial company, they take software engineering VERY seriously and they understand it's value. If you ever have an opportunity to work there, I recommend you take it.

[@alexjensen990]

The FRED database is the Federal Reserve database. Its maintained in St. Louis if I am not mistaken.

[@nesdi6653]

looks like you can skip some of the account credential stuff, hopefully we can get some more clarity on that or even goldman sachs can open it up more for us. For Example Oracle gives out a lot of their products at least for some testing like their new Oracle database 23ai on virtualbox.

[@carlosalpietro3890]

I really appreciate your work, I hope in future you will do a video for beginners on how to setup a deep learning model for trading from 0.

[@frankym5493]

Thanks for the nice video! IR stands for interest rate in the industry.

[@apricotcomputers3943]

Very interesting 😊

[@guis3468]

IR stands for interest rates

[@enter_invest]

Is it necessary an Account to have access to the Notebook featured ?

[@osiobomighie7861]

I talked to a developer on this project in my interview for Goldman it’s actually really interesting

[@ps-dh8ef]

How did you talk about it/use it if it requires login

[@avishjha4030]

@@ps-dh8ef They had an interview

[@marcoz4167]

Unfortunately you need a GS dev account seems , otherwise you can't use nothing

[@icecreamman520]

I'm guessing that would only be at the business level as far as cost goes?

[@nesdi6653]

looks like you can skip some of the account credential stuff, hopefully we can get some more clarity on that or even goldman sachs can open it up more for us. For Example Oracle gives out a lot of their products at least for some testing like their new Oracle database 23ai on virtualbox.

[@RandomStuff-zt6qf]

are you sure? it says no api creds required if using local Jupyter book

[@whatisamodel8252]

@@RandomStuff-zt6qf Yea fuck that.

[@ArunKumar-bp5lo]

wow i didn't knew that

[@hackerborabora7212]

Pls do videos about kan model wave.kan chronosT5 bimamba &tiny time from ibm❤❤

[@MangoFlamingo]

st louis fred data

[@randyh647]

Always curious about the math ... found a seir model, creepy!

[@user-rl8to5nc2q]

What do you mean creepy?

[@user-rl8to5nc2q]

Why creepy?

[@2.5Sigma]

@@user-rl8to5nc2q it's a disease spreading model

[@rudomeister]

They are just bragging about how far they have got in quantative trading, at the same method as we got Phi from Microsoft.

[@erikwan4766]

how to get a GS account? If not, nothing can be run

[@user-wr4yl7tx3w]

pretty useless, you need a password for most of the stuff.

[@gentlevandal7589]

are there good alternatives?

[@pgress1867]

password123 ?

[@dhillaz]

I think Schwab has a free tier for usage of their API (developer account required) though it's hard to tell if that includes market data

[@cholst1]

@@dhillaz most free tiers dont have historic data. Finnhub gives you basic market and company info as well as latest news

[@nesdi6653]

@@gentlevandal7589 I still dont' really understand what this is meant for yet meta has some good analysis software like prophet which is a time series forecasting thing that uses machine learning something like that

[@NandhuFromTirupur]

Hey! Click bait. First of all. The gs-quant is not open source. You need to authenticate to use it

[@chimchim2_]

And only work on their network 😊

[@TheCheukhin]

So useless. can't even read the documentation without the GS account

[@markgreen2170]

haha! everyone complaining, 'useless without an account' WTF! "it's a big club and you ain't in it!" ...what do you think, there's no admission fees?

[@lomuscko]

So it is not open source

[@markgreen2170]

@@lomuscko i think you need to pay for a brokerage account...

[@isrcinimatic587]

how much does it cost? 👀

[@likhithgowda4224]

It's open sourse so it's free

[@thinkingcitizen]

pip is not a CPU hungry program .... lol I know this is not what you meant

[@isrcinimatic587]

@@likhithgowda4224 it needs an api key for most things

[@UODZU-P]

@@likhithgowda4224 open source does not mean free lol

[@NorthAmericaLife]

@@likhithgowda4224 I think hom much about GS account.