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, electronic trading, and financial data engineering.

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!

— I have mirrored the R package cme.mdp to a Python package ‘cmemdp’. This package includes all features in the R cme.mdp and I also provide a parser for the CME raw dataset, Packet Capture (PCAP) data. It has been published in my Github repo. Comments and Suggestions are welcomed.