Unless you can frame a more specific question, there is no answer. Faster for what ? - development or execution. What sort of data ? etc etc
Probably very much depends on just what you are used to, but I've programmed in MANY languages over the years and good ole Visual Basic gets my vote for "ease of programming". Snobs may snicker, but if you can't bang out most programming tasks quickly in VB, you ain't tryin'! (type casting/conversions? screw it, just let VB handle it! ) Good trading to all.
If you're referring to processing data C or C++ should be sufficient for most tasks but for simplicity or ease of use, VB or C# will get you there a lot faster.
If you dont want to reinvent, maybe the fastest way to develop is just to use a open source software. You can find a PDF : OpenSourceJavaTradingSoftwares.pdf here : http://groups.google.com/group/JavaTraders just register, is free.
With no clarification from the OP, this IS the answer to the OPs question. As an aside, I recently stumbled on a freeware GUI "scripting" language named AutoIt. This bastard rocks! If you like VB, you'll like this. Almost 100% functionality of VB (no DDE tho ) and creates real exe's with no runtimes needed! Great stuff. Check it out. http://www.autoitscript.com/ Osorico