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 traders, portfolio managers, market makers, and risk managers. Spread trading is his life's blood. He works primarily with futures, options, and the fixed-income markets. His consulting business is Quant Development LLC, providing

R Cookbook Paul is the author of the R Cookbook published by O'Reilly Media, available either from the publisher or on Amazon. He also wrote 25 Recipes for Getting Started with R, an excerpt of recipes from the R Cookbook, especially chosen for beginners.

Paul is a co-coordinator of the Chicago R Users Group.

You can reach Paul on LinkedInTwitter, or via e-mail at paulteetor at yahoo dot com.

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