I’m a Ph.D. student and member of Office for Futures and Options Research (OFOR), University of Illinois at Urbana-Champaign. I will be at 2025-2026 job market.

Research Interests

• Futures Markets
• Fiancial Market Microstructure
• Electronic Trading
• Financial Data Engineering

Contact

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

• Email: ruchuan2@illinois.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!