Omicron Research Institute

QuanTek Econometrics Software

Econometrics Research

Welcome to the Omicron Research Institute home page.  Omicron Research Institute is devoted to the study of the Econometrics of the financial markets, using established techniques of Digital Signal Processing and Time Series Analysis.  These techniques are incorporated in our QuanTek trading and investing software for Windows, designed for the individual or institutional investor or trader.   This software incorporates a new, sophisticated Wavelet Adaptive filter, along with Wavelet-based indicators, as well as a complete set of statistical tests to verify the effectiveness of the filter and the corresponding indicators.

QuanTek Econometrics Software

QuanTek is a new type of trading and investing software that is based on the latest ideas from Econometrics and Time Series Analysis.  In particular, QuanTek makes extensive use of the theory of Adaptive (Wavelet) Linear Prediction filters to make a Price Projection based on correlation in the past price data.  From the expected return and risk (volatility) of each security in the portfolio an Optimal Portfolio is calculated and displayed. For current updates on new versions, please see the QuanTek News page.  For a more detailed summary of the features of QuanTek, please see the QuanTek Features page.   

QuanTek has many unique statistical tests and displays which can be applied to portfolios of stocks, ETFs, mutual funds, or indexes data.  In particular, the program contains correlation tests which are used to test the effectiveness of the Price Projection from the Adaptive (Wavelet) Linear Prediction filters. There is also a Portfolio Report which displays the expected return and risk on various time scales for the securities in the Portfolio, along with the results of the Optimal Portfolio calculation.  

At present the QuanTek program is packaged with two versions (executables), written for (free) Alpha Vantage data, and for (inexpensive) EOD Historical Data.  You can download and purchase the latest version of QuanTek from the Download QuanTek page on this web site.  You can download and try out the program without a license using the Sample Files provided. You can then purchase a one-year license, which is valid for all updates during the subscription period.

Articles & Demonstrations

Please explore the articles about QuanTek listed on the Articles page, as well as a set of demonstrations of QuanTek listed on the Demos page, to find out more about the QuanTek program.  These articles and demonstrations explain in detail how the QuanTek program works and how to use it effectively.  Some of the articles listed also appear in the QuanTek Help file, which you can view by downloading QuanTek. You can also find more detailed information about QuanTek in the Help file.

Contact Us

If you are interested in purchasing a QuanTek subscription or you would like more information, please send us an e-mail using the form on the Contact Us page.

Software Designer
Dr. Robert Murray
Mailing Address
8063 N Stoddard Ave., Kansas City, MO  64152-2025
Phone (cellular)
(816) 695-1334

As always, "Past performance is no guarantee of future results."

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