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.

Model Portfolio: We have started a new Model Portfolio page with a Portfolio Report containing a listing of the portfolio, along with many screen shots of the securities in the portfolio:

Model Portfolio

The Model Portfolio is derived from an Optimal Portfolio, which is optimized based on the expected return from the Price Projection, along with the risk based on the measured average absolute deviation of the prices.

QuanTek Features: 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. For a more detailed summary of the features of QuanTek, please see the QuanTek Features page:

QuanTek Features

This page containes a detailed description of the features of QuanTek, with (shortly) many screen shots. Also there is a History of the QuanTek program.  

Download QuanTek: 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:

Download QuanTek

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

Articles: Please explore the articles about QuanTek listed on the Articles page:


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.

Demonstrations: You can find a set of detailed demonstrations of QuanTek listed on the Demos page:


These demonstrations are a set of detailed tests of the performance of the QuanTek program. These demonstrations explain in detail how the QuanTek program works and how to use it effectively. 

Contact Us

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:

Contact Us

We would also like to hear any and all feedback regarding how you like the QuanTek program, suggestions for improvements, complaints, or if you find any bugs in the program.

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."

Please read and understand the Disclaimer.