I see the research as production. There's an autonomous system processing the event stream and deciding on trades that's hands free. I see that as a haskell codebase with C speedups for critical stuff, with no R anywhere to be seen.

But then I see a wrapper piece that reports to humans about what's going on within the system. I see R as a great visualization tool for that.

I've had good success so far with using R as a fast column database, solving big data hassles, but there may be better solutions in that space.