
Prescriptions for Quant Traders Using R
Videos & Scripts
$215.69
- Paperback
164 pages
- Release Date
22 April 2026
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: | 9781032972282 |
|---|---|
| ISBN-10: | 1032972289 |
| Author: | Jason Guevara, Oskars Linares |
| Publisher: | Taylor & Francis Ltd |
| Imprint: | Chapman & Hall/CRC |
| Format: | Paperback |
| Number of Pages: | 164 |
| Release Date: | 22 April 2026 |
| Weight: | 0g |
| Dimensions: | 234mm x 156mm |
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About The Author
Jason Guevara
Jason Guevara
Jason Guevara is a financial analyst and accountant. He maintains a YouTube channel dedicated to developing practical R scripts to assist active traders and R quants. Jason also does contract work for OIS Market Research Group as an R financial systems architect, coder, and developer. He provides a unique blend of financial expertise and coding experience to the quant finance field.
Jason holds a Bachelor of Science degree in Finance and a minor in economics from California State University (CSU)–Northridge (2014). His passion for markets began during the Great Recession. The rise of algorithmic trading at that time ignited his passion, which to date continues to fuel his productivity. Jason uses his R programming skills to craft algorithmic trading scripts for personal exploration, research, and applications. He has been programming in R since 2012. His dedicated YouTube channel is the premier guide for traders looking to master R in finance. By sharing his expertise online, he equips traders with the confidence to navigate the complex field of algorithmic trading.
Dr. Oskars Linares
Dr. Oskars Linares is Founder (2015), Research Director, and Quant Strategist at OIS Market Research Group in Michigan, USA. This research and investment group specializes in generating premium using equity, index, and futures options. Oskars is a member of the International Institute of Forecasters.
He developed a Minimal-Model (MinMod) to inform OIS Market Research Group’s equity, index, and futures trading. He also developed an SDE ARIMA-variant forecaster to assist decision-making in selecting option strike prices using empirical probability distributions with Bayesian updating.
Oskars began his mathematical modeling career under the guidance of Dr. Loren Zech, using S-PLUS, and began migrating to R in 1995. Working with Dr. Ray Boston, Oskars applied Bayesian multilevel models for repeated measurement data in their research.
Oskars has published over 80 peer-reviewed scientific research papers in prestigious scientific journals, several book chapters, and is 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 (1993) for his advancements in mathematical-medicine research on aging. Oskars now lives in Rīga, Latvija.
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