The question is about quantitative finance, which is much larger than just HFT. In those spaces, the actual language is almost irrelevant. Hell, you can eek out sub-100 microseconds tick-to-trade times using perl, 150 using python and 200 using awk. And when your strategy has a 10-day horizon and predicts returns of 5% on an asset, missing a few cents due to the system is almost negligible.
That being said, the development performance (speed, iterative ability) become more important, and most quants are fluent with C++ or Java.
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The question is about quantitative finance, which is much larger than just HFT. In those spaces, the actual language is almost irrelevant. Hell, you can eek out sub-100 microseconds tick-to-trade times using perl, 150 using python and 200 using awk. And when your strategy has a 10-day horizon and predicts returns of 5% on an asset, missing a few cents due to the system is almost negligible.
That being said, the development performance (speed, iterative ability) become more important, and most quants are fluent with C++ or Java.