QuanTek Help File (Revised November 9, 2006)  This is a Zip-compressed copy of the QuanTek Help file, which you can view by itself in case you do not wish to download the whole program.  Also, the latest update of the Help file is posted here, so QuanTek users can have the latest update.  Just download the compressed file, double click to uncompress it, and replace the old version with the new version.  If you double click on the (QuanTek.chm) Help file itself, it will open in Windows Explorer and can be studied independently of the QuanTek program itself.

Help File Articles

Introduction to QuanTek  (Revised September 4, 2006)  This is an overview of the main features of QuanTek, including a description of the statistical tests and graphical displays.  It also contains a short discussion of financial time series as stochastic processes.

How to use the QuanTek Trading Rules  (Revised September 3, 2006)  This article describes the various Technical Indicators and displays and how to interpret them, and how to make use of the N-day Trading Rules derived from them.

Statistical Displays and Technical Indicators 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 October 6, 2004)  This article describes the mathematical theory behind the method of Portfolio Optimization used in QuanTek, which is a modified version of the Markowitz Model.

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.

Finance Articles

The Random Walk Model and Technical Indicators  (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!

As always, "Past performance is no guarantee of future results."

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Last modified 11/09/2006 .

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