About me

I’m a Ph.D. student and member of Office for Futures and Options Research (OFOR), University of Illinois at Urbana-Champaign.

My research interests are market microstructure and electronic trading in financial markets.

Contact

336 OFOR Data Room, Mumford Hall, 1301 W. Greogry Dr., Urbana, IL 61801.

— Email: ruchuan2 [at] illinois [dot] edu

Curriculum Vitae PDF; Homgpage@UIUC

News

— The R package cme.mdp coauthored with Brian Peterson has been published in my Github. Comments and Suggestions are welcomed!

— The proposal of this package has been acceptted at 2025 Open Source Quantitative Finance (osQF) (R/Finance) Conference and I will give a small talk on April 11 and 12 in Chicago.

Tentative slides