R is, generally, the go to language for stats work I've found. It's certainly used a lot in the financial world for statistical modelling, and all the libraries in it are well tested which is a big plus in my book.
R is, generally, the go to language for stats work I've found. It's certainly used a lot in the financial world for statistical modelling, and all the libraries in it are well tested which is a big plus in my book.
Wes McKinney, the developer of pandas, writes a blog [4] that provides a good look at data analysis in Python, particularly if you're in finance.
1. http://statsmodels.sourceforge.net/
2. http://pandas.sourceforge.net/
When I was at the Broad, at least, there was heavy use of both R and Python among the statistically savvy.
More high-level statistical functionality: scipy.stats (built on top of numpy)
Even more high-level: scikit.statsmodels (built on top of scipy)