Vanguard & IBM explore quantum portfolio optimization

By: IBM Research & Vanguard
September 29–30, 2025
Finance & Risk

IBM and Vanguard investigated variational quantum algorithms for portfolio construction under real-world constraints (liquidity, costs, risk). This signals that blue-chip finance is moving beyond theory into pilot-grade optimization experiments.

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Hybrid quantum-classical routines to search allocations and stress test outcomes across scenarios, aiming for better risk-return balance with more scenarios per day.

Why it supports Q-Bit

Hybrid quantum-classical routines to search allocations and stress test outcomes across scenarios, aiming for better risk-return balance with more scenarios per day.


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