The Applied Research Company
OptionWorks® Research is produced by The Applied Research Company, a registered Commodity Trading Advisor and member of the US National Futures Association. It is the product of more than 20 years of research and development in option pricing and modeling. The ARC’s consulting clients include exchanges, brokers, proprietary trading firms, and software vendors. Thousands of traders worldwide use ARC-designed products daily.
Since its founding in 1985, The Applied Research Company has kept offices in Chicago’s historic Monadnock Building.
John C. Nelson
John C. Nelson is president of The Applied Research Company and the designer of all OptionWorks® products. In addition to engagement in a variety of consulting projects, he has written and presented on trading and technology worldwide. He serves on multiple Advisory Boards for the McCormick School of Engineering at Northwestern University, and participates in programs at Kansas State University and the Illinois Institute of Technology. He is a member of the Professional Risk Managers International Association and the International Association for Quantitative Finance.
Mr. Nelson graduated Pi Mu Epsilon with a B.S. in Mathematics and a M.S. in Statistics from Kansas State University where he played varsity tennis. He also holds a Masters in Engineering Management from Northwestern University.