Activity
Stars and mentions · Last 30 days, Oct 6 – Nov 4
Top repositories
goldmansachs’s repositories ranked by new stars, as on trending.
Contributes to
Repositories outside goldmansachs’s account where goldmansachs opened or reviewed pull requests in the past 365 days.
Who noticed goldmansachs
Everyone who starred or forked goldmansachs’s repositories since the archive began in 2011.
Notable accounts
Ordered by the stars their own repositories have received.
Biggest fans
Accounts that starred the most of these repositories.
Breakout weeks
Each repository’s best week of new stars, with the release published around it.
Achievements
Awards earned by the repositories goldmansachs owns. Select an award to embed its badge.
- Gold
- 01st place finishes
- Silver
- 22nd place finishes
- Bronze
- 13rd place finishes
- Awarded repositories
- 2Owned by goldmansachs now
Repositories
Ordered by gold, then silver, then bronze.
- gs-collectionsBest: 2nd by stars, 64 stars011
- gs-quantBest: 2nd by stars, 805 stars010
Every award
Top-three finishes of these repositories in completed trending days and weeks, newest first.
A repository earns an award for finishing first, second or third in a completed trending day or week, ranked by new stars, new forks or pull request authors. Awards follow a repository through renames and transfers and count toward its current owner. Weeks run Monday to Sunday, UTC.
Mentions
10 Open-Source Repos That Turn AI Agents Into a Wall Street Trading Desk Quant funds spend millions every year on proprietary terminals, research desks, and execution engines. These 10 open-source GitHub repositories—totaling over 329,000+ stars—replicate that entire institutional quantitative trading stack for $0. From multi-agent investment committees to sub-millisecond Rust execution engines, here is how each repository fits into the modern algorithmic trading stack: ⏱️ CHAPTERS: 0:00 - The $10M Wall Street Software Secret 0:23 - Layer 1: Data Ingestion & Multi-Agent Research (OpenBB & TradingAgents) 0:52 - Layer 2: Automated Factor Research & Alpha Discovery (qlib & RD-Agent) 1:23 - Layer 3: Derivatives Math & Zero-Shot Forecasting (gs-quant & Chronos) 1:52 - Layer 4: Institutional Risk & Portfolio Optimization (QuantLib & skfolio) 2:18 - Layer 5: High-Speed Backtesting & Live Execution (vectorbt & NautilusTrader) 2:46 - The Complete Open-Source Hedge Fund Architecture 🔗 FEATURED GITHUB REPOSITORIES (329k+ Stars): 1. OpenBB (75k★) — Open data platform for analysts, quants, and AI agents: OpenBB-finance/OpenBB 2. TradingAgents (118k★) — Multi-agent trading firm with analyst debates & risk sign-off: TauricResearch/TradingAgents 3. qlib (50k★) — Microsoft AI-oriented quant investment platform: microsoft/qlib 4. RD-Agent (15k★) — Microsoft autonomous AI factor researcher & backtester: microsoft/RD-Agent 5. gs-quant (14k★) — Goldman Sachs institutional quant & derivatives toolkit: goldmansachs/gs-quant 6. Chronos (6k★) — Amazon Science pretrained zero-shot time-series forecasting: amazon-science/chronos-forecasting 7. QuantLib (8k★) — Quantitative finance library for modeling, trading, & risk: lballabio/QuantLib 8. skfolio (3k★) — Scikit-learn portfolio optimization & factor models: skfolio/skfolio 9. vectorbt (10k★) — Lightning-fast vectorized matrix backtesting engine: polakowo/vectorbt 10. NautilusTrader (31k★) — Production-grade Rust-native event-driven execution engine: nautechsystems/nautilus_trader Subscribe to @RepoDrift for real open-source developer tools, AI workflows, and software breakdowns. #RepoDrift #QuantitativeFinance #OpenSource #AlgorithmicTrading #Python #RustLang #AIAgents #TradingBot #MachineLearning #GitHub #SoftwareEngineering