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Goldman Sachs Quantitative Strategies Research Notes
Collection of classic derivatives research notes
What it is
A collection of research papers from the Goldman Sachs Quantitative Strategies group published in the 1990s. Topics include derivatives pricing, volatility modelling, hedging and model risk. Quant researchers, students of derivatives pricing and practitioners interested in the origins of widely used models will find them worth reading. These are historical papers rather than code, and later research has refined many of the methods they describe.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | US equities, Futures |
| Learning curve | Steep learning curve |
| Practical value | Low practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +9 over the period, now 455. Gaps mean no snapshot was taken that day.
Collection of 1990s research papers on derivatives pricing, volatility modeling, hedging, and model risk.