## Articles

### Help File Articles

**Introduction to ***QuanTek*
(Revised March 11, 2013) This article describes the background for the *QuanTek*
program, with regard to the sciences of **Econometrics** and **Signal
Processing**. It discusses the concepts of **Random Walk** model, **Efficient
Market Hypothesis**, and possibility of **market inefficiencies**. It also contains a discussion of
**Econometric time series**
as **stochastic processes**.

**Overview
and Main Features of ***QuanTek* (Revised January 10, 2014) This article
gives a rather detailed overview of the entire * ***QuanTek** program,
how it works, and how best to utilize it for **short-term trading**.

**Statistical Displays and
Tests in ***QuanTek* (Revised August 26,
2006) This article begins by discussing some of the various possible
mechanisms for **inefficiency in the financial markets **as a source of **correlation
in the financial returns**. Then the basic design of the **Linear
Prediction filters** used in *QuanTek* is described. The
article then goes on to describe the **statistical tests** and displays in **QuanTek**,
and then the design of the **technical indicators** used by *QuanTek*.
As an example, a comparison with the standard **MACD** indicator is made.

**Portfolio
Optimization in ***QuanTek*** **(Revised January
30, 2014) This
article describes the mathematical theory behind the method of **Portfolio
Optimization** used in *QuanTek*, which is a modified version of the **Markowitz Model**.

**Mathematics
of the Random Walk
Model** (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!

### Magazine Articles

**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 *QuanTek*.

**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.