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What's the best Algorithmic trading languages to learn, preferably ones that are used by the best and most popular trading platforms?

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GammaJammer

Learn for what purposes. C## maybe. Do you want to work as a developer? Or do you mean higher level languages for actually writing trading system rules? If so, maybe get familiar with something like MatLab I'd have thought.

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intradaybill

Assembly language. As fast as it can get.

dcraig1

It depends

If you want the ultimate in performance C/C++. If you want something that is easier to program in - Java or C#. For just about anything retail traders are likely to be doing Java is more than fast enough - and then some. Running ultra high frequency trading systems from your garage is fantasy land.

For something easier try Python - won't match Java in performance but easier to use - at least for small to moderate sized projects.

For a free and well regarded statistical language see the "R" project:

http://www.r-project.org/

cedricthefrog

Generate the idea in Matlab - code it in C++ (or C# if you are scared of pointers).

If there are no advanced statistics involved and it's some sort of TA-based system then I suppose the language you get with tradestation or thinkorswim would suffice. There are no infrastructure complications with these either.

Short answer: it depends

edgetrading

If you have a lot of money and someone to impress, Apama may be good. Progress software is good at using the sort of terminology that impress people. However, I know of two people who've used it who've failed to cover costs. Neither have been sacked and that demonstrates how strong the Progress Software marketting team must be. So using Apama was good for their cvs, but bad for their bottom lines.