It seems like: R= Best for statistical analysis. C++ = Best for real-time computation Python= Best All-rounder
I'm not sure if that is correct. I'm basically a long term trader compared to a "UHFT". I trade short-term intraday Strategies(1.5 hours average hold time) across a universe of stocks (200-300ish). There is what I consider quite resource heavy/ backend computation, and calculations are done in real time on a per tick basis. Would Python really be suited for this kind of deployment/ execution environment?
Are you concerned about milliseconds or microseconds? If microseconds then Python might not be suitable, although you can compile it into an executable which is much faster.