Brian Peterson

Adjunct Instructor of Finance

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Adjunct Instructor of Finance, Department of Finance, University of Illinois at Urbana-Champaign, 2020 to present

Ardia, D., Boudt, K., Carl, P., Mullen, K., & Peterson, B. (2011). Differential Evolution with DEoptim. The R Journal, The R Foundation, 3 (1), 27. link >

Peterson, B., & Carl, P. (2015). PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios. CRAN: Contributed Packages The R Foundation. link >
Peterson, B., Carl, P., & See, G. (2012). FinancialInstrument: Financial Instrument Model Infrastructure and Meta-Data. CRAN: Contributed Packages The R Foundation. link >
Peterson, B., & Carl, P. (2007). PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis. CRAN: Contributed Packages The R Foundation. link >

Alg Trading Sys Design & Test (FIN 554) Provides a detailed research process and tools for replicating, assessing, conceptualizing, and developing systematic trading strategies. Students will apply their knowledge in hands-on projects to replicate and evaluate existing research and to create and evaluate a new strategy model. Students will use the R Language for Statistical Computing and Graphics to replicate academic research and evaluate the claims made in papers. Students will also construct a non-trivial strategy from scratch, evaluate the power of each of its components, and examine the likelihood of overfitting. Projects are designed to mimic as closely as possible the day-to-day research activities of working strategy quants, so that students will have practical experience building, testing, and evaluating quantitative models. 4 graduate hours. No professional credit. Credit is not given if student received credit in FIN 580 FIN 580 Basics of Trading Algorithm Design CRN 46818 and/or FIN 580 Analysis and Testing of Trading Algorithms CRN 46819.