You can find either the best stocks (efficient portfolio) or the worst stocks (inefficient portfolio) using the Chicago Quantum Net Score & our platform.
Questions? Call Jeffrey: 847.780.4401
Best stocks: select efficient stock portfolio(s) from up to 128 of your stocks (Chicago Quantum Net Score)
You may have other options and comment boxes to complete during checkout, and you may request report delivery in other ways.
Once you place your order, please email us your information:
- Your name
- Your email address(es)
- Your phone (optional, in case we need to reach you)
- Your US stock tickers (up to 128) and up to 10 backup tickers.
- Any special requests
Please email these to jeffrey@quantum-usaci.com and research@quantum-usaci.com
Your payment confirmation comes from the payment processor.
What we do:
We run our analysis, select the best portfolio(s) based on our CQNS algorithm, and return you a .PDF report via email (or another way if you prefer). We return it within 24 hours...possibly much faster.
The report will list the stocks you provided, results of data validation, and the best portfolio(s) we find. If our solvers do not converge on one 'best' portfolio, we will provide you the top 3 portfolios they find. We provide you any insights from the run (e.g., was it easy to find a 'best' portfolio).
We wait until the trading day is over, but can use today's intraday price data if you ask.
If you provide non-US listed stocks, we will include if the data is available via Yahoo Finance.
What you should expect from the results:
This algorithm gives you the portfolio with the desired characteristics (lower risk & higher return) in the past year.
We view this as a buy and hold strategy for up to 25 days, but have seen the effects last as long as 35 days. We have also 'swing traded' these results to capture short-term volatility.
We have seen offsetting stocks in these portfolios where some rise while the others fall, but overall the portfolio rises. In a few cases, one 'high flyer' carries the portfolio. Why does this happen? If the BETA values selected are higher than market average, then the stocks may move more than the market. If the risk is lower for those stocks, and the BETA is higher, then we may see investors attracted to those stocks in the short-term.
The value proposition:
You can most likely re-create this logic and build the data analytics capability to do a similar exercise (e.g., using the Sharpe Ratio). However, it would take significant time to learn and master. Mistakes are hard to discover and the data can be tricky to download and validate. Also, this is computationally difficult. With our service, and expertise, we can help you achieve these results quickly and cost effectively.
Explanations:
Please see our webpage "Stock Market Links & FAQs" for details.
Disclosure
We think investors need to do their own due diligence on the companies and ensure they understand the risks associated with investing. Our model looks at the adjusted closing prices and the patterns between stocks held in that data.
Note: The algorithm and methods used are subject to frequent change and development. Do not rely on this service for your investment decisions, and do your due diligence. This is not investment advice. We are not investment advisors.
Thank you for your order and your business.
Best stocks: select efficient stock portfolio(s) from US stock market exchanges (Chicago Quantum Net Score)
Once you place your order, please email us your information:
- Your name
- Your email address(es)
- Your phone (optional, in case we need to reach you)
- Any special requests
Please email these to jeffrey@quantum-usaci.com and research@quantum-usaci.com.
Your payment confirmation comes from the payment processor.
What we do:
We run our analysis by selecting the most efficient portfolio(s) based on our Chicago Quantum Net Score (CQNS), based on the prior 1-year of adjusted close prices of all the common stocks that pass data validation. We then return you a .PDF report via email (or another way if you prefer) and return it within 24 hours...possibly much faster.
The report will list the stocks that passed data validation and were analyzed, along with the most efficient portfolio(s) we found according to our Chicago Quantum Net Score. If our solvers do not converge on one 'best' portfolio, we will provide you the top 3 portfolios found. We provide you any additional insights from the run.
We also provide a short analysis of the skewness, kurtosis and variance of the stocks that passed data validation.
We wait to pull the data until the trading day is over, which ensures you have a clean set of price data. However, we can use today's intraday price data upon request.
If you provide non-US listed stocks, we will include if the data is available via Yahoo Finance.
What you should expect from the results:
This algorithm gives you the portfolio with the desired characteristics (lower risk & higher return) in the past year. We expect those patterns to continue into the near future.
We view this as a buy and hold strategy for up to 25 days, but have seen the effects last as long as 35 days. We have also 'swing traded' these results to capture short-term volatility.
We have seen offsetting stocks in these portfolios where some rise while the others fall. We call this 'zig and zag' in the portfolio. In the model runs that we have made (not for clients) and posted on Medium, we generally see an outperformance of the benchmarks (SPY and QQQ) over the first 25 - 35 trading days. In a few portfolios, one 'high flyer' carries the portfolio.
Why does this happen? If the BETA values selected are higher than market average, then the stocks may move more than the market. If the risk is lower for those stocks, and the BETA is higher, then we may see investors attracted to those stocks in the short-term.
The value proposition:
You may be able to re-create this logic and build the data analytics capability to do a similar exercise (e.g., using the Sharpe Ratio or by reading our academic paper pre-prints). However, it will take significant time and expertise to learn and master. Mistakes are hard to discover and the data can be tricky to download and validate. With our service, and expertise, we can help you achieve these results quickly and cost effectively. We also provide excellent customer support and are patient (and passionate) in explaining the results and implications.
Explanations:
Please see our webpage "Stock Market Links & FAQs" for details.
Disclosure
We think investors need to do their own due diligence on the companies and ensure they understand the risks associated with investing. Our model looks at the adjusted closing prices and the patterns between stocks held in that data.
Note: The algorithm and methods used are subject to frequent change and development. Do not rely on this service for your investment decisions. This is not investment advice. We are not investment advisors.
Thank you for your order and your business.
Worst stocks: select inefficient stock portfolio(s) from up to 128 of your stocks (Chicago Quantum Net Score)
Do you want to find the 'worst' or most inefficient stocks in your list? You enter up to 128 stock tickers + 10 backup tickers. We run our analysis, select the worst portfolio(s) based on our CQNS algorithm, and email you a .PDF report. You may have other options and comment boxes to complete during checkout, and you may request report delivery in other ways.
Once you place your order, please email us your information:
- Your name
- Your email address(es)
- Your phone (optional, in case we need to reach you)
- Your US stock tickers (up to 128) and up to 10 backup tickers.
- Any special requests
Please email these to jeffrey@quantum-usaci.com and research@quantum-usaci.com
Your payment confirmation comes from the payment processor.
What we do:
We run our analysis, select the worst portfolio(s) based on our CQNS algorithm, and return you a .PDF report via email (or another way if you prefer). We return it within 24 hours...possibly much faster.
The report will list the stocks you provided, results of data validation, and the worst portfolio(s) we find. If our solvers do not converge on one 'worst' portfolio, we will provide you the bottom 3 portfolios they find. We provide you any insights from the run (e.g., was it easy to find a 'worst' portfolio).
We wait until the trading day is over, but can use today's intraday price data if you ask.
If you provide non-US listed stocks, we will include if the data is available via Yahoo Finance.
What you should expect from the results:
This algorithm gives you the portfolio with the least amount of desired characteristics (lower risk & higher return) in the past year. In fact, it gives the highest risk and lowest expected return combination.
We view this as a short or put option strategy for up to 25 days. This is a new capability, and it seems to work for the first week of the call. We are not sure how long the effects will last, since stocks tend to take the stairs when they rise, but take the elevator when they fall. In our first client case, the three stocks picked reacted significantly in the first 3 days. This could be a 'swing traded' to capture short-term volatility.
The model, as designed now, tends to pick one or two stocks. There is no benefit to diversification, this analysis picks the 'dogstars' and the worst performers we can find using a revision of the Chicago Quantum Net Score. The larger portfolios do not score as badly, as diversification helps with high risk, low expected return positions.
If the BETA values selected are higher than market average, then the stocks may move more quickly than the market. If the risk is higher for those stocks, and the BETA is higher, then we may see investors selling those stocks in the short-term.
The value proposition:
You can ask us to provide you a service that is based on extensive model building, market research, computational intensity and creativity, and now, trading experience. It is independent of feelings and emotions and is based on market data and a unique quantum algorithm.
This is a proprietary algorithm adjustment (we published the algorithm to select allstar, efficient portfolios). However, you can experiment to re-create this logic and build the data analytics capability to do a similar exercise (e.g., using the Sharpe Ratio). However, it would take significant time to learn and master. Mistakes are hard to discover and the data can be tricky to download and validate. Also, this is computationally difficult. With our service, and expertise, we can help you achieve these results quickly and cost effectively.
Explanations:
Please see our webpage "Stock Market Links & FAQs" for details on the financial markets and the computational solvers we use.
Disclosure
We think investors need to do their own due diligence on the companies and ensure they understand the risks associated with investing. Our model looks at the adjusted closing prices and the patterns between stocks held in that data.
Note: The algorithm and methods used are subject to frequent change and development. Do not rely on this service for your investment decisions, and do your due diligence. This is not investment advice. We are not investment advisors.
Thank you for your order and your business.
Worst stocks: select inefficient stock portfolio(s) from US stock market exchanges (Chicago Quantum Net Score)
Are you looking to find the worst stocks and portfolios (according to the Chicago Quantum Net Score)? You select up to four US stock exchanges for us to analyze all of their common stocks. You can choose from NYSE, NYSE American, NASDAQ Global and NASDAQ Global Select exchanges (about 3,500 common stocks before data validation). There are other options and comment boxes to complete (optionally) during checkout.
Once you place your order, please email us your information:
- Your name
- Your email address(es)
- Your phone (optional, in case we need to reach you)
- Any special requests
Please email these to jeffrey@quantum-usaci.com and research@quantum-usaci.com.
Your payment confirmation comes from the payment processor.
What we do:
We run our analysis by selecting the most inefficient (or worst) portfolio(s) based on our Chicago Quantum Net Score (CQNS), based on the prior 1-year of adjusted close prices of all the common stocks that pass data validation. We then return you a .PDF report via email (or another way if you prefer) and return it within 24 hours...possibly much faster.
The report will list the stocks that passed data validation and were analyzed, along with the most inefficient (or worst) portfolio(s) we found according to our Chicago Quantum Net Score. If our solvers do not converge on one 'worst' portfolio, we will provide you the bottom 3 portfolios found. We provide you any additional insights from the run.
We also provide a short analysis of the skewness, kurtosis and variance of the stocks that passed data validation.
We wait to pull the data until the trading day is over, which ensures you have a clean set of price data. However, we can use today's intraday price data upon request.
If you provide non-US listed stocks, we will include if the data is available.
What you should expect from the results:
This algorithm gives you the portfolio with the lowest amount of desired characteristics (higher risk & lower expected return) in the past year. We expect those patterns to continue into the near future.
We view this as a sell or put option strategy for up to 25 days, but since this is a new system we are not sure how long the effects last. In our first client run, the declines have been significant (in a declining market) in the first few days. You can likely 'swing trade' these results to capture short-term volatility.
We see a smaller number of stocks picked (one or two) in a portfolio, because diversification helps these 'dogstar' stocks. When looking for the most inefficient portfolio, you don't want zig and zag where returns offset. In some cases, where stocks fall together, we would see an 'everyone chase the soccer ball' impact where stocks fall (or rise) together. However, that perfect correlation would not necessarily raise the risk. We will provide the stocks that different solvers find, so it is likely you may find 2 or 3 'dogstar' stocks from this analysis.
Why does this happen? If we can find stocks with low BETA values and high variance, then these stocks do not move up with the market as much as others...and the higher variance means you likely will carry more risk for that expected return.
The value proposition:
You can ask us to provide you a service that is based on extensive model building, market research, computational intensity and creativity, and now, trading experience. It is independent of feelings and emotions and is based on market data and a unique quantum algorithm.
This is a proprietary algorithm adjustment (we published the algorithm to select allstar, efficient portfolios). However, you can experiment to re-create this logic and build the data analytics capability to do a similar exercise (e.g., using the Sharpe Ratio). However, it would take significant time to learn and master. Mistakes are hard to discover and the data can be tricky to download and validate. Also, this is computationally difficult. With our service, and expertise, we can help you achieve these results quickly and cost effectively.
Explanations:
Please see our webpage "Stock Market Links & FAQs" for details.
Disclosure
We think investors need to do their own due diligence on the companies and ensure they understand the risks associated with investing. Our model looks at the adjusted closing prices and the patterns between stocks held in that data.
Note: The algorithm and methods used are subject to frequent change and development. Do not rely on this service for your investment decisions. This is not investment advice. We are not investment advisors.
Thank you for your order and your business.
One week of custom portfolio algorithm development & coding (quantum & classical)
One of our senior team members (President or Associate) will code your algorithm ideas into quantum and classical algorithms for one week.
One week is defined as a continuous 5 day period (e.g., Monday - Friday, or Saturday - Wednesday), with a 60 hour maximum (yes, 60 hours...because coding requires focus & time).
The code and documentation we develop is yours to keep, to use and to sell.
We apply our skills, experience, and knowledge of the D-Wave Systems quantum annealing computers as well as with coding and running classical solvers. We apply our domain expertise. We work with your team as requested. We can provide virtual training and mentorship while we code.
We have experience in working with classical solvers such as:
Monte Carlo
Genetic Algorithm
Simulated Annealer
Simulated Bifurcator
Particle Swarm Optimization
TABU MultiStart
We have experience working with the D-Wave Systems quantum annealing computers (Advantage 1.1 and 2000Q). One member of our current team has experience with gate-based computers (IBM Q).
We will leverage your expertise in coding these if/when we work together with your development or trading teams. We are happy to work with you in your facility (safely due to Covid 19), work on video, or work remotely against your specifications.
We work in Python in Jupyter Notebooks, and code our proprietary solvers into the notebooks, along with code to run the D-Wave Systems quantum annealing computers. You may want to software engineer that code afterwards so harden and speed up the models.
You receive and own the code and documentation that we built upon payment for the time you have purchased. If you pay in advance (as you can with this website), you can request the code and documentation at any time.
We act in a confidential manner for you.
Our expertise has been sharpened with our focus on one optimization problem: US common stock portfolio optimization. We believe this expertise can be used to help solve other optimization problems.
Consultation: Discussion of the Chicago Quantum Net Score (30 minutes)
You and the President of US Advanced Computing Infrastructure, Inc. will have a discussion of the Chicago Quantum Net Score algorithm, methodology, and results of our work. Some clients with to arrange this for after their stock market analysis to better understand the results and discuss implications.
Discussion to be scheduled and conducted as soon as practical, and can be within 1 hour if necessary.
After payment, please text Jeffrey Cohen at +1.312.515.7333 or email him at jeffrey@quantum-usaci.com to schedule your consultation.
- We find portfolios of stocks that worked well together. Portfolio volatility was reduced because some stocks went up while others went down. These portfolios move with the market.
- We also find portfolios of stocks that we expect to fall, especially during a down market trend. Our clients may short these stocks, or buy put options.
- Our model has picked stocks with high BETA.
- This is a portfolio volatility minimization strategy.
- The portfolio effects last up to 25 trading days.
Client Testimonials
CEO | Board Member | Senior Advisor | Angel Investor | Startups, Private Investment & Family-Owned Corporations | Turnarounds & Transformations | Global Expansion | M&A
"I have had the good fortune (pun intended) of having Chicago Quantum conduct a series of runs on several of my portfolio stocks in service of learning how a CQNS better informs my long term trading thesis. Jeffrey has provided three CQNS models for me (where I provided guidance on rank prioritization on the stocks in the event of low trading or no data availability) and the results since Nov 30th (10 trading days out of 25 targeted in these CQNS models) on the top four stocks I used to test these scores (on actual trades) are: Stk1: 9.8%, Stk2: 10.2%, Stk3: 19.7%, Stk4: 54.1%. So while Chicago Quantum is not a financial advisor and does not provide any investing advice, they can help you learn (a lot) about any financial modeling or investing thesis you're using or considering. I'd recommend giving Jeffrey a call today and I will certainly be continuing to use CQNS modeling in concert with other models and approaches I use."
"My client and I engaged Chicago Quantum in September, 2020 to do a simple run (60 blue chip stocks with very little tech or growth oriented names) to help build out his "Quantum-enhanced Portfolio." Investing in just six of the selected stocks equally, the client's portfolio successfully achieved a return of 11.25%+ over 12 weeks; with less volatility and lower draw downs than major indices. The client is thrilled with the results."
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