GS a decade ago had Excel connectors to its internal quant IDE/ORM/trading system. It was pretty hacky, but you could pull prices for any security or book in t

GS a decade ago had Excel connectors to its internal quant IDE/ORM/trading system. It was pretty hacky, but you could pull prices for any security or book in the system, or call any options pricer, as long as the user had the right permissions. Since the ORM had bindings to stuff like convex quadratic optimizers (IMSL), you could build spreadsheets that let users input linear constraints (e.g. I want to spend less than $50mm and buy between 0-5 units of X and 2-10 units of Y) and then plop the solution vector right back in their workflow. Basically magic to the user, and much better than Excel's 1D root-finder. Most quants are notoriously bad at building UX, so this was often a much better solution than trying to write a dedicated tool from scratch.