[metajack]

I can't speak for best, but:

Ocaml is used and praised by Jane Street [1]

Python has a nice suite of financial tools available [2]

It may be that the best tool for analysis and for trading are different. For the former you want visualization tools and interactive exploration, but for the latter, you may need raw speed or relative safety of the code.

[1] https://ocaml.janestreet.com/?q=node/61 [2] http://wiki.quantsoftware.org/index.php?title=QuantSoftware_...

[l1ghtm4n]

I agree with MetaJack that analysis and execution are two different disciplines. "Quants" use tools like R and Excel, while the models and trading engines are most likely C++ or Java.