Real world comparison of Monte Carlo Gibbs simulations for HFT between C, C++, Java, Python, R, Scala, and Groovy?

Real world comparison of Monte Carlo Gibbs simulations for HFT between C, C++, Java, Python, R, Scala, and Groovy? Surprised on the winner?

This is the closest real world comparison I could find. I think what is written is dead on! It seems Python with PyPy is a good choice but has little library support. Java is nearly as good as C so I have no point in relearning new languages like Groovy, Python, or Scala. They are not that popular in the banking world anyways so for career move that could be a time waster. There was a mention of using R for prototyping and extending through Java or C++ with R packages like Rcpp or RCppGSL. It looks impressive.

http://darrenjw.wordpress.com/2011/07/16/gibbs-sampler-in-various-languages-revisited/

The R with Rcpp and RcppGSL looks like promising too.

http://dirk.eddelbuettel.com/blog/2011/07/14/

I might go this route so we shall but posting definitely help out. Java with R is another very good option with Rcaller.

 

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