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Comment by simonh

5 hours ago

Very much so, I worked on Quartz at BAML for a few years.

The whole idea was actually to use as much existing Open Source technology as possible. Hence Python and it's rich library ecosystem, instead of something home grown like SecDB/Slang. This was supplemented with proprietary infrastructure and libraries only where there was a clear need. For example a Directed Acyclic Graph library to ease migrations from the Excel sheets used by Quants. The distributed object store was pretty neat.

You could code up a basic web service with minimal functionality and have it running in nonprod in an afternoon, and then production the day after. All that boilerplate stuff was super low friction, so you could spend much more of your time on solving the actual problem.