Hello Thai Nam,
I'm actually asking about this on a separate thread. I seem to get little responses maybe because what programming language a fund uses is an indication of their trading secret which they obviously don't want to divulge.
I'll make my two comments:
1. I feel that as strategies get more complication, one just runs into the limits of what third party software can do. Sure, Ninjatrader might give you five moving average indicators to play around with. But if you want to tear open one of the indicators and do a modification like say consider every other bar, factor in price from another interval or have the look back period adapt to price action, you are pretty much stuck.
2. For arbitrage strategies, you HAVE to use programming languages like
C++ and Java solely for the reasons that you are required to interface with your counterparties through that medium and that speed is vital. I don't know the specifics of speed comparisons but Matlab is no near in the speed of
C++. As an extension, the closer you are to the hardware, the faster your calculations become. For the more advance funds, they try to do that their calculations on what I believe is called FPGA. The most advance Ninjatrader user won't be able to program that thing.
Cheers,
Donny