Ronald J. Schoenberg

2414 First Ave, #509

Seattle, WA 98121



Married for 43 years, three children, seven grand children


Partner, Research Manager, Trading Desk Strategies, LLC, Seattle, WA

Since 2004 we’ve been developing automated trading systems for hedge funds.  During this time we’ve extended Design of Experiments method to testing trading systems.

1990 to 2004

Director of Applications Development, Aptech Systems, Inc, Black Diamond, WA

Aptech Systems markets a math and scientific programming language called GAUSS.  I managed the development of all applications written in GAUSS that were marketed with the language.  This included CMLMT, a nonlinear sequential quadratic programming method for fitting econometric models by maximum likelihood in use at economics departments and financial institutions around the world.

Among them are applications for estimating time series models, GARCH models, sets of nonlinear equations, discrete choice models, among others.


Research Consultant, Laboratory for Socio-environmental Studies, NIH, Bethesda, MD

I wrote and maintained the primary software for the laboratory’s research.  Their research was a panel study of a national sample of individuals; the required software applied a nonlinear optimization method to the maximum likelihood estimation of a complex multiple indicator model.


Assistant Professor, University of Arizona, Tucson, AZ

I taught courses in statistical methods and criminology. 



Student, University of Washington, Seattle, WA

My studies there led to my receiving B.S, M.S., and Ph.D. degrees.


Navigator, United States Air Force

I was a navigator on missions all over the world.  I Received the Vietnam Medal with two oak leaf clusters.

Recent Articles and Publications

“Follow-up Study of an Application of Design of Experiments to a Technical Trading System,” 2009, submitted for presentation at the International Traders Expo, February, New York, NY.

“Application of Design of Experiments to a Technical Trading System,” 2009, accepted for publication in Futures Magazine.

“Case History:  Using Design of Experiments Technology to Improve the HR Trading System,” 2009

Testing and Optimizing Trading Systems,” 2009

Constrained Maximum Likelihood for GAUSS, Aptech Systems, Inc., 2004

Financial Analysis Package for GAUSS, Aptech Systems, 2002

Discrete Choice for GAUSS, Aptech Systems, 2002

Linear Programming for GAUSS, Aptech Systems, 2001

“Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods”, with R. Mittelhammer and G. Judge, in Essays in Honor of Thomas Rothenberg, D.K. Andrews and J.H. Stock, Eds. Cambridge University Press, p. 282-305, 2005.

“Constrained Maximum Likelihood”, Computational Economics, 10:251-266, 1997.

“Pseudo maximum likelihood estimation and a test for misspecification in mean and covariance structure models”, Psychometrika, 54, 1989.


There are many more articles going back to 1972.


A search of the Science Citation Index and Social Sciences Citation Index produces more than a hundred citations from 1975 through the present.