Why R? The pros and bad cons
Here it mentions performance and memory as the cons. From my experience, what happens when your R packages you depend get of synch or even abandonded. Or what about the R version splintering when some your R packages no longer work?
http://www.infoworld.com/article/2940864/application-development/r-programming-language-statistical-data-analysis.html
Just remember open source and free comes at a cost including your productivity and how fast your get your trading solution to market
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