Here are a set of new ** QuanTek
articles that apply to the current version, a set of old articles
that apply to QuanTek 3.5,
and finally a couple of short magazine articles.
**The new articles are the first five articles in the

**Overview and Main Features of QuanTe**k (PDF)
(Revised October 25, 2017) This article
gives a detailed overview of the entire

**Statistical Displays and
Tests in QuanTe**k (PDF) (Revised October 19, 2017) This article begins by discussing some of the various possible
mechanisms for

**Econometric Analysis
in QuanTe**k (PDF)
(Revised October 7, 2017) This article describes some of the theoretical background for the

**Portfolio
Optimization in QuanTek** (PDF)

**Bibliography
(Quantitative Finance)** (PDF) (Revised September
20, 2014) This is a bibliography that I have compiled of all the
books on **Stock Trading** and** Quantitative
Finance**, and related topics, that I could find. This
includes both references that I own and used to build the ** QuanTek**
program, as well as others that have been published that I do not
own (marked with an asterisk.)

**Introduction
to QuanTek** (PDF) (Revised August 1, 2005) This article
gives a general introduction to ** QuanTek 3.5**,
including a discussion of the

**How to Use
the QuanTek Trading Rules** (PDF) (Revised May
19, 2005) This article is not contained in the

**Correlations
and Technical Indicators in QuanTek** (PDF)
(Revised May 19, 2005) This article discusses the

**Mathematics
of the Random Walk
Model** (PDF) (Revised April 12, 2004) This
article discusses the **Random Walk Model** and possible sources of
inefficiency that could account for deviations from this model in real stock
data. Then a quantitative investigation of **expected return **and **risk**
is made within the context of the **Random Walk Model**. This
investigation shows that even in the simplest possible scenario -- the **Random
Walk Model** itself -- the mathematics can get extremely complex!

**Making a Price Projection Using Linear Prediction Filters**
(Revised September 28, 2006) This is a short article discussing the ** QuanTek
Linear Prediction** filter and some other features of

**Using the Savitzky-Golay Smoothing Filter**
(Revised October 19, 2006) This article explains how the **Savitzky-Golay
digital smoothing filter** can be used to good advantage in **Technical
Analysis** to construct new, more sophisticated technical indicators.