Prescriptions for Quant Traders Using R, 9781032972268
Hardcover
Turn R data into actionable trading strategies and market success.
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Prescriptions for Quant Traders Using R

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$489.97

  • Hardcover

    164 pages

  • Release Date

    22 April 2026

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Summary

Unlock the full potential of quantitative trading with Prescriptions for Quant Traders Using R—a practical, hands-on guide for turning data into trading decisions.

This book is written for quantitative traders, financial analysts, and data scientists who want more than theory. Organized into ten structured parts, it delivers step-by-step “prescriptions” using R—script-driven tasks that solve real-world trading problems. Each prescription is designed to be immediately actionab…

Book Details

ISBN-13:9781032972268
ISBN-10:1032972262
Author:Jason Guevara, Oskars Linares
Publisher:Taylor & Francis Ltd
Imprint:Chapman & Hall/CRC
Format:Hardcover
Number of Pages:164
Release Date:22 April 2026
Weight:453g
Dimensions:234mm x 156mm
About The Author

Jason Guevara

Jason Guevara

Jason Guevara is a financial analyst and accountant who maintains a YouTube channel dedicated to developing practical R scripts for active traders and R quants. He also does contract work for OIS Market Research Group as an R financial systems architect, coder, and developer, bringing a unique blend of financial expertise and coding experience to the quant finance field.

Jason holds a Bachelor of Science degree in Finance with a minor in economics from California State University–Northridge (2014). His passion for markets began during the Great Recession, fueled by the rise of algorithmic trading, which continues to drive his productivity. Jason has been programming in R since 2012 and uses his skills to craft algorithmic trading scripts for personal exploration, research, and applications. His YouTube channel serves as a premier guide for traders seeking to master R in finance, equipping them with the confidence to navigate the complex field of algorithmic trading.

Dr. Oskars Linares

Dr. Oskars Linares is the Founder (2015), Research Director, and Quant Strategist at OIS Market Research Group in Michigan, USA. The group specializes in generating premium through equity, index, and futures options. Dr. Linares is a member of the International Institute of Forecasters.

He developed a Minimal-Model (MinMod) to inform OIS Market Research Group’s trading strategies and an SDE ARIMA-variant forecaster to aid in selecting option strike prices using empirical probability distributions with Bayesian updating. Dr. Linares began his mathematical modeling career under the guidance of Dr. Loren Zech at the National Cancer Institute, initially using S-PLUS and migrating to R in 1995 while at the University of Michigan. He has also worked with Dr. Ray Boston at UPENN, applying Bayesian multilevel models for repeated measurement data.

Dr. Linares has published over 80 peer-reviewed scientific research papers in prestigious journals and several book chapters. He is also co-author of the first editions of Investigating Biological Systems Using Modeling (Academic Press, 1999) and Plain English for Doctors and Other Medical Scientists (Oxford University Press, 2017). He received the Great Seal of the United States Award in 1993 for his advancements in mathematical-medicine research on aging. Dr. Linares currently resides in Rīga, Latvia.

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