Issues

• [BUG] relative_strength_index seeds Wilder's smoothed average one change late

  goldmansachs/gs-quant#391 · Filter by author Astralchemist opened on Sep 28, 2026

• [BUG] annualize and prices docstrings describe a different calculation from the code

  goldmansachs/gs-quant#390 · Filter by author Astralchemist opened on Sep 28, 2026

• [BUG] sharpe_ratio annualises numerator and denominator on different clocks with no override, and its rolling window is off by one

  goldmansachs/gs-quant#389 · Filter by author Astralchemist opened on Sep 28, 2026
  2

• [BUG] BackTest.summary_stats divides the Sortino downside deviation by the count of losing days only

  goldmansachs/gs-quant#388 · Filter by author Astralchemist opened on Sep 28, 2026

• [BUG] correlation(x, y, assume_zero_mean=True) raises IndexError with the default window

  goldmansachs/gs-quant#387 · Filter by author Astralchemist opened on Sep 28, 2026

• [BUG] uv sync fails outside the GS network: internal index pinned as default in pyproject.toml

  goldmansachs/gs-quant#384 · Filter by author rpatil294 opened on Sep 5, 2026

• 골드만삭스

  goldmansachs/gs-quant#382 · Filter by author ysbtom05 opened on Sep 3, 2026

• sd

  goldmansachs/gs-quant#380 · Filter by author woomj28-sketch opened on Aug 27, 2026

• GenericDataSource returns the last value of the series (not the previous one) for missing dates when the index holds datetime.date objects

  goldmansachs/gs-quant#375 · Filter by author Choihello opened on Aug 22, 2026

• [BUG] EventTriggerRequirements start/end filters raise duplicate start argument

  goldmansachs/gs-quant#371 · Filter by author mmudassar874 opened on Aug 10, 2026

• Fix cumulative path construction in Evolving Correlations notebook

  goldmansachs/gs-quant#360 · Filter by author Lqz13Th opened on Jul 13, 2026

• Feature: attach a signed, recomputable receipt to AI agent decisions that use gs-quant computations

  goldmansachs/gs-quant#356 · Filter by author vaaraio opened on Jun 25, 2026

• [BUG] get_calendar() and get_missing_dates() in MarqueeRiskModel always return empty

  goldmansachs/gs-quant#344 · Filter by author rlgoodman opened on Mar 30, 2026
  2

• Request: Relax pydash version constraint <7.0.0

  goldmansachs/gs-quant#336 · Filter by author jmao-matrix opened on Jan 7, 2026

• [SECURITY ISSUE] - Insecure SSL Configuration

  goldmansachs/gs-quant#319 · Filter by author VinayakTiwari1103 opened on May 13, 2025

• Inefficient Loop in backtesting for large datasets

  goldmansachs/gs-quant#317 · Filter by author VinayakTiwari1103 opened on May 13, 2025

• Code Assist AI to help build custom solutions with GS Quant

  goldmansachs/gs-quant#297 · Filter by author samyakkkk opened on Jul 19, 2024
  2

• [BUG] fields argument in Dataset.get_data makes non-selected columns NaN but all columns still present in DataFrame

  goldmansachs/gs-quant#280 · Filter by author caelan-schneider opened on Nov 2, 2023
  1

• Unable to roundtrip Portfolio.to_csv -> Portfolio.from_csv

  goldmansachs/gs-quant#268 · Filter by author AlexanderJHall opened on Dec 12, 2022
  

• [BUG] broken link in README

  goldmansachs/gs-quant#193 · Filter by author johannlilly opened on Sep 16, 2021
  5

  

• Add support for pagination or scrolling in Dataset.get_data

  goldmansachs/gs-quant#162 · Filter by author theavey opened on Feb 25, 2021
  3

• RiskMeasure - how to check for equality : RiskMeasure.from_dict(IRFwdRate.as_dict()) == IRFwdRate returns False

  goldmansachs/gs-quant#124 · Filter by author AlexanderJHall opened on Jul 8, 2020
  2

  

• Regression in PlotToolPro

  goldmansachs/gs-quant#94 · Filter by author zoeyzhougs opened on Feb 24, 2020
  7

• PricingContext._handle_results incorrectly removes unfetched Futures

  goldmansachs/gs-quant#82 · Filter by author AlexanderJHall opened on Dec 31, 2019
  1

• repeat() function

  goldmansachs/gs-quant#68 · Filter by author oscarostlundgs opened on Oct 31, 2019
  6