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.