A quant superstar seems to have left Citadel

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A quant superstar seems to have left Citadel

Where is Jeffrey Ryan? The answer, seemingly, is that he is no longer at Citadel. As of sometime last month, Ryan's LinkedIn profile says he's on one of the hedge fund's notoriously interminable non-competes.  

For quant watchers, this is a big deal. Because Ryan isn't any normal quant. He's special, particularly if you're an enthusiastic programmer in R. He organizes the popular R/Finance conference (now in its 11th year). He wrote the popular xtx tools used for handling R's different time-based data classes. He wrote quantmod (Quantitative Financial Modelling Framework), which has been downloaded millions of times and allows users to build, trade, and analyse quantitative financial trading strategies. He teaches. He writes. He's a big deal.

Ryan is basically a quant superstar. And he's disappeared.

Neither Citadel nor Ryan himself responded to requests to clarify Ryan's whereabouts. A longterm resident of Chicago, Ryan may just be chilling by Lake Michigan this summer and attending Lollapalooza in a few weeks' time.

Whatever he's up to, it may be a long while before Ryan returns. Citadel's non-competes can last up to two years. 

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