At the moment, Qt doesn't provide an API for global shortcuts, so you can't do this directly with either PySide or PyQt.
Instead, you will have to use an external library, and the only thing available seems to be libqxt, which has a QxtGlobalShortcut class.
Fortunately, the pygs project provides a PyQt bindings for the QxtGlobalShortcut
class, so that provides at least way to get what you want.
UPDATE:
For PyQt5 support, there's PyQxtGlobalShortcut, which is a fork of pygs
. This project hasn't been updated since 2016, but libqxt still seems to be actively maintained, so it probably could be brought up to date without too much difficulty. (PS: in fact, there's a more recent fork here).