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It's always good to see more options when it comes to quant trading libraries. I was going to make a snide comment, based on the number of broken internal link
by stevesimmons 5y ago
It's always good to see more options when it comes to quant trading libraries.
I was going to make a snide comment, based on the number of broken internal links and examples using 2019 as "today", that I'm not sure Goldmans is serious about this. But then I went to the GH repo and found they have been doing releases every 1-2 weeks and have 903 stars. So that's a decent start.
As an ex-JPMorgan front office developer, the market and pricing context conventions are reassuringly familiar, indicating the lineage of JPM's Athena, BAML's Quartz etc back to GS's SecDB.
And for people who want to read more about "bank Python", this HN story from 6 weeks ago got 325 comments:
https://news.ycombinator.com/item?id=29104047 https://news.ycombinator.com/item?id=29104047