{ "cells": [ { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "from gs_quant.markets.indices_utils import *\n", "from gs_quant.session import Environment, GsSession" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "client = 'CLIENT ID'\n", "secret = 'CLIENT SECRET'\n", "\n", "GsSession.use(Environment.PROD, client_id=client, client_secret=secret, scopes=('read_product_data',))" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "You may choose any combination of the following styles:\n", "\n", "#### Custom Basket Styles\n", "* **Ad Hoc Desk Work:** CustomBasketStyles.*AD_HOC_DESK_WORK*\n", "* **Client Constructed/Wrapper:** CustomBasketStyles.*CLIENT_CONSTRUCTED_WRAPPER*\n", "* **Consumer:** CustomBasketStyles.*CONSUMER*\n", "* **Energy:** CustomBasketStyles.*ENERGY*\n", "* **Enhanced Index Solutions:** CustomBasketStyles.*ENHANCED_INDEX_SOLUTIONS*\n", "* **ESG:** CustomBasketStyles.*ESG*\n", "* **Factors:** CustomBasketStyles.*FACTORS*\n", "* **Financials:** CustomBasketStyles.*FINANCIALS*\n", "* **Flagship:** CustomBasketStyles.*FLAGSHIP*\n", "* **Geographic:** CustomBasketStyles.*GEOGRAPHIC*\n", "* **Growth:** CustomBasketStyles.*GROWTH*\n", "* **Health Care:** CustomBasketStyles.*HEALTHCARE*\n", "* **Hedging:** CustomBasketStyles.*HEDGING*\n", "* **Industrials:** CustomBasketStyles.*INDUSTRIALS*\n", "* **Materials:** CustomBasketStyles.*MATERIALS*\n", "* **Momentum:** CustomBasketStyles.*MOMENTUM*\n", "* **PIPG:** CustomBasketStyles.*PIPG*\n", "* **Sectors/Industries:** CustomBasketStyles.*SECTORS_INDUSTRIES*\n", "* **Size:** CustomBasketStyles.*SIZE*\n", "* **Structured One Delta:** CustomBasketStyles.*STRUCTURED_ONE_DELTA*\n", "* **Thematic:** CustomBasketStyles.*THEMATIC*\n", "* **TMT:** CustomBasketStyles.*TMT*\n", "* **Utilities:** CustomBasketStyles.*UTILITIES*\n", "* **Value:** CustomBasketStyles.*VALUE*\n", "* **Volatility:** CustomBasketStyles.*VOLATILITY*\n", "\n", "#### Research Basket Styles\n", "* **Asia ex-Japan:** ResearchBasketStyles.*ASIA_EX_JAPAN*\n", "* **Equity Thematic:** ResearchBasketStyles.*EQUITY_THEMATIC*\n", "* **Europe:** ResearchBasketStyles.*EUROPE*\n", "* **Fund Ownership:** ResearchBasketStyles.*FUND_OWNERSHIP*\n", "* **Fundamentals:** ResearchBasketStyles.*FUNDAMENTALS*\n", "* **FX/Oil:** ResearchBasketStyles.*FX_OIL*\n", "* **Geographical Exposure:** ResearchBasketStyles.*GEOGRAPHICAL_EXPOSURE*\n", "* **Hedge Fund:** ResearchBasketStyles.*HEDGE_FUND*\n", "* **Investment Profile (IP) Factors:** ResearchBasketStyles.*IP_FACTORS*\n", "* **Japan:** ResearchBasketStyles.*JAPAN*\n", "* **Macro:** ResearchBasketStyles.*MACRO*\n", "* **Macro Slice/Styles:** ResearchBasketStyles.*MACRO_SLICE_STYLES*\n", "* **Mutual Fund:** ResearchBasketStyles.*MUTUAL_FUND*\n", "* **Positioning:** ResearchBasketStyles.*POSITIONING*\n", "* **Portfolio Strategy:** ResearchBasketStyles.*PORTFOLIO_STRATEGY*\n", "* **Risk & Liquidity:** ResearchBasketStyles.*RISK_AND_LIQUIDITY*\n", "* **Sector:** ResearchBasketStyles.*SECTOR*\n", "* **Shareholder Return:** ResearchBasketStyles.*SHAREHOLDER_RETURN*\n", "* **Style, Factor and Fundamental:** ResearchBasketStyles.*STYLE_FACTOR_AND_FUNDAMENTAL*\n", "* **Style/Themes:** ResearchBasketStyles.*STYLES_THEMES*\n", "* **Tactical Research:** ResearchBasketStyles.*TACTICAL_RESEARCH*\n", "* **Thematic:** ResearchBasketStyles.*THEMATIC*\n", "* **US:** ResearchBasketStyles.*US*\n", "* **Wavefront Components:** ResearchBasketStyles.*WAVEFRONT_COMPONENTS*\n", "* **Wavefront Pairs:** ResearchBasketStyles.*WAVEFRONT_PAIRS*\n", "* **Wavefronts:** ResearchBasketStyles.*WAVEFRONTS*\n", "\n", "These options will work with any of the following functions:" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "get_flagship_baskets(styles=[CustomBasketStyles.FACTORS, ResearchBasketStyles.WAVEFRONTS])\n", "\n", "get_flagships_with_assets(identifiers=['AAPL UW'], region=[Region.AMERICAS], styles=[CustomBasketStyles.FACTORS, ResearchBasketStyles.WAVEFRONTS])\n", "\n", "get_flagships_performance(region=[Region.EUROPE, Region.GLOBAL], styles=[CustomBasketStyles.FACTORS, ResearchBasketStyles.WAVEFRONTS])\n", "\n", "get_flagships_constituents(region=[Region.EM], styles=[CustomBasketStyles.FACTORS, ResearchBasketStyles.WAVEFRONTS])" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.7.4" } }, "nbformat": 4, "nbformat_minor": 4 }