Spread trading, R, etc.
These reports, papers, and posters cover topics of special interest to
me. The common theme is using R for quantitative spread trading.
is a quantitative developer in the Chicago area, writing software for
portfolio managers, market makers, traders, and risk managers.
He works primarily with equities, futures, options, and the fixed-income markets,
with an emphasis on spread treading.
His consulting business is
Quant Development LLC,
- Financial analytics
- Statistical computing and consulting
- Software engineering, and
- Training and workshops for
the free software system for statistical computing and graphics.
Paul and J. D. Long are co-authors of the
published by O'Reilly Media, available in a paper edition from Amazon,
or available on-line at rc2e.com.
Here in Chicago, Paul recommends joining the
Chicago R Users Group
to learn more about R.
You can reach Paul on LinkedIn,
or via e-mail at paulteetor