RCpp author Dirk Eddelbuettel is one of the most popular programmers ever especially in R! Financial developer rejoice!
This guys is super popular but his credibiloity is spoken on his highly popular site according to Alexa. Wow! Impressive and thanks to him, he has developed one of the most important elemement bridging the worlds of R and C++ for us high frequency trading wannabees. I am sure many banks are using this stuff to. Big thanks to him for making this possible.
http://dirk.eddelbuettel.com/code/rcpp.htmlNOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!