Visual Studio 2015 Portable 'link' -

VS Code natively supports a portable mode. By creating a data folder inside the installation directory, all extensions, settings, and user data remain self-contained.

Highly responsive, officially supported, completely free, and easily extensible via modern C++ or .NET tools. Visual Studio 2015 Portable

Using Visual Studio 2015 Portable is relatively straightforward: VS Code natively supports a portable mode