Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms
read the original abstract
We continue to investigate the use of quantum computers for building an optimal portfolio out of a universe of 60 U.S. listed, liquid equities. Starting from historical market data, we apply our unique problem formulation on the D-Wave Systems Inc. D-Wave 2000Q (TM) quantum annealing system (hereafter called D-Wave) to find the optimal risk vs return portfolio. We approach this first classically, then using the D-Wave, to select efficient buy and hold portfolios. Our results show that practitioners can use either classical or quantum annealing methods to select attractive portfolios. This builds upon our prior work on optimization of 40 stocks.
This paper has not been read by Pith yet.
Forward citations
Cited by 1 Pith paper
-
A Quantum Reservoir Computing Approach to Quantum Stock Movement Forecasting in Quantum-Invested Markets
A six-qubit quantum reservoir achieves over 86% accuracy in classifying stock trend movements for quantum-sector companies using daily and intraday volume data.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.