On October 31, 2020 we sent our article pre-print to arXiv and on November 4, 2020 it was published and released. We are proud of this work. It represents the maximum scale for the efficient stock portfolio that we deem reasonable.
We optimize a portfolio of every US Common Stock that passes validation. We test drive the new D-Wave Systems Advantage (TM) system and can successfully embed and analyze a 134 stock portfolio on a quantum computer. We also build our own simulated bifurcator from the original technical white paper. BTW, that paper had errors and omissions that we worked around.
So, what comes next? Kurtosis and Skewness and higher moments of stock prices. We started with a simple video, and are now coding and testing the logic.
Net-Net, this gets us into options pricing.
Strategic IT Management Consultant with a strong interest in Quantum Computing. Consulting for 29 years and this looks as interesting as cloud computing was in 2010.