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Finance

From valuing financial derivatives to detecting fraud – find out exactly where quantum and hybrid approaches can help solve your industrial challenges compared to existing solutions.

SUPERPOSITIONS  ▸  KIT
$ sp run --portfolio-optimization.json
> classical baseline ·············
baseline Sharpe0.71
> hybrid (QAOA + VQE) ·········
hybrid result0.84
✓ advantage detected
problem size 256 assets · 12 constraints
RISK-RETURN FRONTIERHybrid
HybridClassicalExpected ReturnRisk (Volatility)
PORTFOLIO ALLOCATION
Equities
45%
Fixed Income
30%
Alternatives
15%
Cash
10%
QUBIT MAP
HYBRID PIPELINE ACTIVE
Core Financial Use Cases

Where hybrid quantum algorithms show potential in finance

We don't promise universal "quantum supremacy." We target specific computationally hard problems where quantum components can offer better scaling, parameter efficiency, or resilience to data scarcity.

01

Derivatives Pricing & Risk Management

VaR / CVaRPath-dependent options
AlgorithmQAE

Context

Complex path-dependent options — barrier, Asian, lookback — require millions of Monte Carlo simulations, especially for heavy-tail distributions where rare events dominate the answer.

Quantum approach

Quantum Amplitude Estimation (QAE) offers a potential quadratic speedup. As hardware matures, calculations requiring a million classical simulations could be executed with roughly a thousand quantum queries at comparable accuracy.

P(|θ⟩) AMPLITUDEQUERIES (log)
02

Portfolio & Budget Optimization

Constrained allocationMulti-asset
AlgorithmQAOA

Context

Multi-asset portfolio balancing under strict budget, sector, and risk constraints is an NP-hard combinatorial problem. Solution spaces grow exponentially with the number of assets and constraints.

Quantum approach

We map these constraints into QUBO formats and use the Quantum Approximate Optimization Algorithm (QAOA) or Quantum Annealing to explore vast solution spaces efficiently — benchmarked against your existing classical solver.

03

AML, Fraud Detection & Credit Scoring

Imbalanced dataSmall samples
AlgorithmHQNN · QSVM

Context

Identifying anomalies in highly imbalanced datasets, where positives are rare and labels are scarce. Classical models often overfit, especially when the volume of training data shrinks.

Quantum approach

Hybrid Quantum Neural Networks (HQNN) and Quantum Support Vector Machines (QSVM). In tested scenarios, hybrid models maintain predictive quality even when the training data shrinks, outperforming classical counterparts prone to overfitting.

q0q1q2q3RxRxRxRxU(θ)U(θ)U(θ)U(θ)FEATURE MAPVARIATIONAL
Sample Outputs

The finance report library

Real reports from real runs. Every Studio experiment produces a PDF you can read, share, or hand to your model-validation team. Browse the samples below.

PORTFOLIO · QAOAMar 2026

Portfolio optimization with risk budget

Download PDF
AML · HQNNFeb 2026

Fraud detection on imbalanced transactions

Download PDF
DERIVATIVES · QAEFeb 2026

Monte-Carlo derivatives pricing

Download PDF
What's inside

A decision-ready report from every run

Every Studio run produces a research-paper-style PDF that includes:

  • Use case mapping and assumptions
  • Algorithm choice and rationale
  • Side-by-side benchmark quantum / hybrid vs your classical baseline
  • Metrics accuracy, runtime, cost, variance across seeds
  • Scaling outlook as hardware improves
A report format aligned with how models are actually validated.
Download a sample finance report (PDF)
SUPERPOSITIONS · STUDIORUN_042 · 7 OF 18
4. Benchmark
Convergence vs. classical Monte Carlo
Pricing-error decay
Variance across 30 seeds
Runtime · CPU vs simulator
Hardware scaling outlook
SUPERPOSITIONS · STUDIORUN_042 · MAR 2026
Derivatives · QAE
Monte-Carlo derivatives pricing with Quantum Amplitude Estimation
Authors · Superpositions Studio Research
Use case · path-dependent option pricing on a 6-asset basket with heavy-tail jumps
Queries
~1,000
ε
3.1e-4
Speedup
~14×
Abstract. We benchmark a Quantum Amplitude Estimation pipeline against a 1M-path Monte Carlo baseline for an Asian-style basket option under a Merton jump-diffusion model. The QAE pipeline reaches the target accuracy in ~1k oracle queries, indicating a ~14× effective speedup on simulator…
doi:10.0000/sps-rep-0421 / 26

[Sample two-page PDF spread shown on larger screens]

The Workflow

What happens when you bring us a finance problem

Five structured steps that turn a business question into a research-grade benchmark — with code and a PDF you can actually use.

1
Use Case
2
Algorithm
3
Python Code
4
Solution
5
Comparison
STEP 01

Use Case

Describe your problem.

"Optimize 30 assets under sector limits and 12% vol cap." Quantum Assistant maps it to QUBO.

YOUR INPUT
"Optimize 30 assets under sector limits and a 12% vol cap."
ASSISTANT MAPPING
problem_type: combinatorial allocation
n_assets: 30
constraints: sector, volatility
encoding: QUBO

Output: a downloadable PDF report and reusable code. Total time on a template: under an hour.

Engagement Tracks

Three ways to start, depending on where you are

Whether you're testing a hypothesis or running a regulated benchmark, you can engage with us at the level that matches your stage.

Explore

For whom

Quants, R&D engineers, individual researchers

What you get

Self-serve Studio access, Quantum Assistant, 20+ templates

Output

Runnable code + PDF report

Most teams start here

Validate

For whom

R&D teams with a defined problem and data

What you get

4–8 week POC: your data, honest benchmark vs your model, research-grade report

Output

Decision-ready benchmark

Deploy

For whom

Innovation leads, CTOs, heads of quant

What you get

3–6 month pilot: full pipeline, team enablement, QPU runs, integration

Output

Production-ready hybrid module + trained team

Pilot anatomy

What a finance POC looks like

Eight weeks from a defined problem to a decision-ready benchmark. No black box, no vendor lock-in.

W1
W2
W3
W4
W5
W6
W7
W8
Week 1–201

Scoping

We review your problem, your data, and your current model. We agree on a measurable success criterion together — accuracy, runtime, cost, or robustness under a specific regime.

Week 3–602

Build & benchmark

We map your problem to one or more quantum or hybrid approaches, run them in Studio, and compare against your classical baseline on your data.

Week 7–803

Decision-ready report

You receive a research-grade PDF: methods, results, honest scaling outlook, and a clear recommendation on whether this problem class is worth deploying further. Plus the runnable code.

We don't promise quantum advantage on every problem. The point of a pilot is to honestly find out whether your problem falls into the zone where quantum or hybrid methods give a measurable edge.
FAQ

Common questions from finance teams

We hear these on every first call. Quick answers below — longer ones in the sample report.

No. The Quantum Assistant guides you through every step — describing your problem, picking an algorithm, running it, reading results. You stay in your domain language.

Test quantum on your finance problem

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