When reading the reference to "internally maintained technology" as opposed to open source, at an investment bank, I was reminded of this eye-opening HN post, "An Oral History of Bank Python", https://calpaterson.com/bank-python.html / https://news.ycombinator.com/item?id=29104047 . Which goes into quite a bit more detail (perhaps on similar/same things?) than an intern with an NDA would be comfortable sharing.

Pretty wild stuff.

The original HN thread from 2016: https://news.ycombinator.com/item?id=12096250

> "The banking programming world is a completely different world than what most of us are used to"

If you're after another read on this topic, "An oral history of Bank Python" is good: https://calpaterson.com/bank-python.html (also previously on HN: https://news.ycombinator.com/item?id=29104047)

The previous discussion was fascinating: https://news.ycombinator.com/item?id=29104047

Does anyone working at one of these banks or similar know if this information still holds true?

And have any of the banks started using uv yet? Or will they forever be using pip?

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