The Cataphract is the ultimate cavalry unit. The Cataphract has more hit points, attack strength and armor than Heavy Cavalry. You must research Metallurgy before you can upgrade to the Cataphract. Other cavalry units include the Chariot and War Elephant.
Researching Nobility increases hit points. Toolworking, Metalworking, and Metallurgy increase attack strength. Leather Armor, Scale Armor, and Chain Mail increase armor.