Below are some demonstrations of various key features of *
QuanTek*, and also of its precursor

We have been performing some tests of the **QuanTek****Adaptive Filter**, varying the parameters to achieve
best performance. You may check the new **(2018-12-07)** demonstration
of these tests on this page:

These tests will be updated frequently, and they demonstrate how
the **Adaptive Filter** performs under a variety of
market conditions.

**
Demo: Displays of Technical Indicators** (Revised September
10, 2006) This demonstration describes some of the most important displays, and the **Technical
Indicators** which are associated with them. A description is also given
of how some of these indicators are calculated and how to interpret them.
In particular, the **Price Projection** and **Harmonic Oscillator**
indicators, and the **Momentum** indicators
and **Trading Rules** indicator are explained, and the tests used to
establish their validity by computing the **correlation** with **future
returns** are described.

**Demo: Linear Prediction Filters **
(Revised September 8, 2006) This demonstration shows the
results of testing two of the **Linear Prediction** filters using the **Correlation
Test - Filters** test, for **correlation** of the **Price Projection**
with **future returns**. The test is done for **MSFT**, **XOM**,
and **AAPL**
stocks. The result is a high degree of correlation for a **time horizon**
greater than 10 days, but for a shorter **time horizon** the correlation
tends to be buried in **stochastic noise**.

Demo: Momentum Indicators -
Design and Testing
(Revised November 13, 2006) This demonstration
shows how to design and test a set of three **Momentum** indicators, and save the results to an individual
security data file. The **Technical Indicators** dialog is used to
design the indicators, and the **Correlation Test - Indicators** dialog is
used to test for **correlation** with **future returns**, for a variety of
settings of the **time horizon** and **Lead Time**. The **Lead Time**
is then used to optimize the indicator for maximum **correlation** with **future
returns**. The final results of the optimized **Momentum** indicators
are shown in their splitter window. Then a set of **Trading Rules** is
specified using the **Trading Rules Filtering & Momentum Weights**
dialog, and finally the **Trading Rules **are tested in a
simulated trading scenario using the **Diagnostic Test**. This test
uses the default **Momentum** indicators, which coincide with the **Harmonic
Oscillator** indicators (**Smoothing time scale** equal to the **time
horizon**).

**Demo: Momentum Indicators -
No Smoothing** (Revised October 7, 2006) This demonstration
investigates the design and testing of a set of **Momentum** indicators in
which the **Savitzky-Golay** smoothing filter is not used. In this
case, the **Velocity** indicator is just the **Price Projection (returns)**
itself, so this is equivalent to a test of the **Price Projection**.
The **Relative Price** and **Acceleration** type indicators are also
tested. A set of three **Momentum** indicators consisting of the **Relative
Price**, **Velocity -- Price Projection (returns)**, and another **Velocity**
indicator is finally chosen. Then these three indicators are tested using
the **Diagnostic Test** for four different trading scenarios. The **time
horizon** for all these tests is set to **20 days**, the optimum value for
this particular stock -- **MSFT**.

**Demo: Periodogram and Wavelet
Spectrum** (Revised June 27, 2006) This demonstration
describes the **Periodogram **and** Wavelet Spectrum** tests and their
meaning and interpretation. The **Periodogram** and** Wavelet Spectrum**
are the basis of two of the **Linear
Prediction **filters used for the **Price Projection** in ** QuanTek**.
The filter based on the

**
Demo:
Fractional Difference Filter** (Revised May 28, 2005)
This demonstration tests the **Fractional Difference Filter**
in * QuanTek* using the

**Demo: Trend Persistence and
Smoothness** (Revised May 26, 2005) This demonstration
illustrates the "ideal" behavior of the ** QuanTek** trading
rules and indicators, on the assumption that the "signal" is a slowly
varying, smooth function buried in stochastic noise. This is illustrated
by means of an artificial

**Demo: Features of
the Main Graph ( StockEval)**
(Posted December 1, 2001) This describes the special features of the

**Demo: Harmonic
Oscillator Indicator ( StockEval)**
(Posted December 1, 2001) This describes the three parts of the

**Demo: Diagnostic Test of Returns ( StockEval)**
(Posted December 1, 2001) This describes the results of the

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