[R-sig-Finance] Backtesting speed

[Manoj]

Hello All,
      Generally I do most of my back-test (basically running
correlation/regression analysis etc on a set of historical data) in R.

      Siince I haven't done any similar analysis on any other
platform/language, I wonder If any of you out there has any experience
in conduting computation intensive back-tests in other langauges and
done some sort of statistics on the time taken to perform the
back-test in R as oppose to other langauges.

     My hunch is that processing time shouldn't be *very* different
between R & other languages but then it's just a hunch. Can anybody
share/comment on there experience? Sorry for the open-ended nature of
the question.

Cheers

Manoj