Walkthrough of 60-Stock Article: Portfolio Optimization Using Classical and Quantum Algorithms

Jeffrey Cohen walks through our August 21, 2020 research article in detail. He covers the key points of the research work, and adds 'commentary' about what the team was thinking, learning and feeling during the work. This is not a commercial.

Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms
Jeffrey Cohen, Alex Khan, Clark Alexander
Chicago Quantum

You can learn how we use a quantum computer to pick stocks. You can visualize how we do it, what we find, and what it means. We intend, over time, to release an application or capability for companies and individual investors to pick stocks using this method.

This is not an advertisement, nor a commercial. This discussion is focused on the article and the content of the research. This is a technical and financial discussion where the listener/reader could benefit from having a diverse set of knowledge, including discrete mathematics, linear algebra, matrix mathematics, energy physics, stock markets, capital asset pricing models, annealing, and some Python programming skills.

We do not discuss the 40-asset article from July, nor do we cover the Medium article from early August. We do not invest in any of the stocks selected in this analysis. This is still an R&D effort.

I do hope you enjoy it. I hear feedback that our talks are enjoyable and easy to follow, but can be technical and assume listeners understand the basics already.

Why a Yacht? Because if we get this right, our clients will be able to afford one.

Jeff
Chicago Quantum (SM)
US Advanced Computing Infrastructure, Inc.

[cooldarlenem]

Thank you for sharing very interesting information

[Chicago_Quantum]

Information on our portfolio optimization market offerings and research.
We analyze your stocks & pick an efficient portfolio using classical and quantum methods.

[Chicago_Quantum]

Download the paper (free) and follow along. Research Gate or arXiv (reputable sites)