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 set of technical indicators based on adaptive filters, as well as a complete set of statistical tests to verify the effectiveness of these 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 Linear Prediction filters to make a Price Projection based on correlation in the past price data.  For current updates on new versions, please see the QuanTek News page.  For a more detailed summary of the features of QuanTek, please see the QuanTek Features page.   

QuanTek has many statistical tests which can be applied to the stock, mutual fund, futures, options, or index data.  In particular, the program contains correlation tests which are used to test the effectiveness of the custom technical indicators that you design yourself. There is also a back-testing routine, called the Diagnostic Test, which tests the effectiveness of the trading rules in a variety of simulated trading scenarios.  The QuanTek program is mainly designed for stock trading, but can also be used for mutual funds or futures, and it also displays indexes or practically any other type of financial data.  

At present the QuanTek program is a beta version written for (free) Yahoo data, while we do some testing and development.  You can download the latest (beta) version of QuanTek (when it is ready) from the Download QuanTek page on this web site.  You can run the program without a license using the Sample files provided. 

Articles & Demonstrations

Please explore the articles about QuanTek listed on the Articles page, as well as a set of demonstrations of QuanTek listed on the Demos page, to find out more about the QuanTek program.  These articles and demonstrations explain in detail how the QuanTek program works and how to use it effectively.  Some of the articles listed also appear in the QuanTek Help file, which is posted separately on the Download QuanTek page.

Contact Us

If you are interested in purchasing the QuanTek program or you would like more information, please send us an e-mail using the form on the Contact Us page.

(Note: This web site as well as the QuanTek software itself are currently under development.)

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.