Omicron Research Institute

QuanTek Econometrics Software

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About Us

My name is Robert Murray, and Omicron Research Institute is a one-man operation consisting of me alone!  I wrote the QuanTek program, and before that its predecessor StockEval, entirely on my own.  This program has evolved over many years as the programming technology, and my knowledge of Quantitative Finance and Technical Analysis, have evolved. I intend to continue to develop the QuanTek program to push the limits made possible by ever-changing and improving computer technology.

I have a Ph.D. in Theoretical Particle Physics from UT-Austin.  Many theoretical physicists have gone into Finance, due to some of the very arcane mathematical calculations that are required in that field.  Personally, I think the mathematics of Stochastic Processes and Time Series Analysis is even more demanding than that required in Particle Physics! This background has enabled me to approach stock trading in a scientifically valid manner, rather than some of the usual approaches that are something less than scientific. 

I have been interested in stock trading since 1988. In 1994 I passed the Series 7 and Series 63 stockbroker license exams.  Originally I was interested solely in Technical Analysis, since it reminded me a lot of the behavior of complex dynamical systems in Physics. But then I delved deeply into the mathematics of Stochastic Processes and Quantitative Finance, and then I realized the principles of Technical Analysis might not be so well-founded after all. So now my focus in the QuanTek program is the use of Adaptive Filters to enable short-term traders and long-term investors to maximize returns on their stock portfolios while minimizing risk, using the best ideas available from the Econometrics of financial markets

My goal is to write the most effective Econometrics program possible, to be used for short-term trading and long-term investing decisions, based only on the best and most sound scientific and mathematical principles available.  I would also like to make the QuanTek program into a bona-fide tool for scientific research. The main focus of the QuanTek program is the use of Adaptive Filters to make a future price projection and compute effective trading rules. There are many statistical tests incorporated into the QuanTek program to test these various trading rules and techniques. I want the QuanTek program to be up to the highest scientific standards, as well as being a useful trading tool for the real-world investor or trader.