Jason Guevara is a financial analyst and accountant. He maintains a YouTube channel (https: //www.youtube. com/@quantroom) 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. Jason provides a unique blend of financial expertise and coding experience to the quant finance field. Jason holds a Bache-lor of Science degree in Finance and a minor in economics from California State University (CSU)-Northridge (2014). Jason's 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. Jason's 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 algorith-mic trading. Ricards Bulavs is a graduate with a Bakalaurs fi-nans¯es [B.Sc. in Finance] from The University of Latvia (2025).
Ricards joined the OIS Market Research Group in July 2025 as a Research Associate 'Analyzing Financial Market Data, Implementing Financial Models, and trad-ing equity, index, and futures instruments using quantita-tive methods and machine trading.' Prior to joining the OIS Market Research Group, Ricards was a student at the Emerio & Lourdes Linares Research and Education Cen-ter, where he learned to use the Interactive Brokers (IBKR) Trader Workstation (TWS) for trading equity, index, and futures instruments. Ricards successfully mastered TWS and the TWS API. He also mastered minimal-model (MinMod) trading tactics and option strike price selection us-ing the Greeks and stochastic differential equation (SDE) derived empirical probability distributions. Born in Ju¯rmala, a Latvian resort city on the Gulf of R¯iga, Ricards provides a unique blend of financial knowledge and quant coding experience in C++, Python, and R. Ricards specializes in crafting algorithmic trading strategies for exploration, research, and applications. Dr. Oskars Linares is Founder (2015), Research Di-rector and Quant Strategist, OIS Market Research Group--a research and investment group specializing 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 the OIS Market Research Group's equity, index, and futures trad-ing. He also developed an SDE ARIMA-variant forecaster to assist decision-making selecting option strike prices using empirical probability distributions with Bayesian updating. Oskars began his mathematical modeling career under the gentle guidance of Dr. Loren Zech (Senior Scientist, Laboratory of Mathematical Biology, National Can-cer Institute, National Institutes of Health, Bethesda, MD) using S-PLUS, and began migrating to R in 1995 while at the University of Michigan, Ann Arbor. Working with Dr. Ray Boston at UPENN, 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 Univer-sity Press, 2017).
He received the Great Seal of the United States embossed in an award (1993) presented by Rep. John Dingell Jr. (July 8, 1926 - February 7, 2019) for his advancements in mathematical-medicine research on aging. Oskars now lives in R¯iga, Latvija.