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.

Paul Teetor Paul Teetor 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, providing

R Cookbook Paul and J. D. Long are co-authors of the R Cookbook 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, Twitter, or via e-mail at paulteetor at yahoo dot com.

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