Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers

Jeffrey Cohen; Clark Alexander

Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers

Quantum Physics 2020-11-04 v1 Portfolio Management

Authors: Jeffrey Cohen , Clark Alexander

Abstract

We analyze 3,171 US common stocks to create an efficient portfolio based on the Chicago Quantum Net Score (CQNS) and portfolio optimization. We begin with classical solvers and incorporate quantum annealing. We add a simulated bifurcator as a new classical solver and the new D-Wave Advantage(TM) quantum annealing computer as our new quantum solver.

Keywords

portfolio optimization quantum annealing classical solver simulated bifurcator us common stocks chicago quantum net score

Cite

@article{arxiv.2011.01308,
  title  = {Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers},
  author = {Jeffrey Cohen and Clark Alexander},
  journal= {arXiv preprint arXiv:2011.01308},
  year   = {2020}
}

Comments

15 pages, 9 figures

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