Welcome

I am a quantitative finance professional with experience in research, development and trading. I am also an (adjunct) Clinical Professor of Statistics at the University of Illinois teaching a topics course on Data Science Programming Methods.

I have been contributing to several open source efforts, mostly Debian and R, since the 1990s.

Besides looking after a number of Debian packages, I write and/or maintain code for a number of projects: Rcpp and RInside; RQuantLib and several dozen more packages on CRAN. See the code link below for some more details.

The work on Rcpp led to a book in Springer's useR! series. Links to a number of other publications are below, as are slides from talks, workshops or lectures I have given.

If you want to get in touch, email to my firstname at my lastname followed by both a dot and com should work.