Here are a set of new new ** QuanTek
articles that apply to the current version, a set of articles
describing a
Wavelet Linear Prediction
filter, a set of old articles
that apply to QuanTek 3.5,
and finally a couple of short magazine articles.
**The new articles are the first five articles in the

**Overview and Main Features of QuanTek (PDF)**
(Revised October 25, 2017) This article
gives a detailed overview of the entire

**Statistical Displays and
Tests in QuanTek (PDF)** (Revised October 19, 2017) This article begins by discussing some of the various possible
mechanisms for

**Econometric Analysis
in QuanTek (PDF)**
(Revised October 7, 2017) This article describes some of the theoretical background for the

**Portfolio
Optimization in QuanTek (PDF)**

**Bibliography
(Quantitative Finance) (PDF)** (Revised September
20, 2014) This is a bibliography that I have compiled of all the
books on **Stock Trading** and** Quantitative
Finance**, and related topics, that I could find. This
includes both references that I own and used to build the ** QuanTek**
program, as well as others that have been published that I do not
own (marked with an asterisk.)

**
Stationary Stochastic Processes (PDF)** (Revised
October 25, 2012) This article is a basic review of the properties
of **Stationary Stochastic Processes**. It describes
the general design of **Linear Prediction** filters for
such processes. The theory is developed in the **Fourier**
basis, which is well-adapted to such processes. The theory of such
**LP** filters for **Stationary Stochastic
Processes** is much more highly developed than that for
**Non-stationary Processes**, because the theory of
such processes is much more highly developed.

**
Non-stationary Stochastic Processes (PDF)**
(Revised April 10, 2012) This article develops a theory of **
Non-stationary Stochastic Processes**. It describes the
general design of a **Wavelet Linear Prediction**
filter designed for such processes. The theory is developed in the
**Wavelet** basis, which is better adapted to **
non-stationary statistics** than is the **Fourier**
basis. The theory of the **LP** filter in a **
non-stationary** environment is developed, and the problem of
inverting the **covariance matrix** is examined in
detail. This problem becomes much easier in the **Wavelet**
basis, since in that basis the **covariance matrix**
may be taken to be approximately diagonal, the diagonal elements
consisting of the **Wavelet variance**.

**
Wavelet LP Filter Design (PDF) ** (Revised November
5, 2012) This article explains the details of a class of **
Wavelet Linear Prediction** filters, which rely on the idea
that the **covariance matrix** is approximately
diagonal in the **Wavelet** basis. The diagonal
components of the **covariance matrix** in this basis
are the components of the **Wavelet variance**. The
fact that the **covariance matrix** is diagonal enables
a vast simplification of the filter design. Unfortunately, this
filter design was not successful for financial data, because of the
fact that the **Wavelet variance** itself consists
largely of **stochastic noise**. However, this filter
design might be very useful in situations in which the **
Signal to Noise ratio (S/N)** is fairly high.

**Introduction
to QuanTek (PDF)** (Revised August 1, 2005) This article
gives a general introduction to ** QuanTek 3.5**,
including a discussion of the

**How to Use
the QuanTek Trading Rules (PDF)** (Revised May
19, 2005) This article is not contained in the

**Correlations
and Technical Indicators in QuanTek (PDF)**
(Revised May 19, 2005) This article discusses the

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

**
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

**
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.

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