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Lucas Morin
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Quantum Computing for Quantitative Finance

It's been a while that quantum computing is looked as the next step in computational science. I somewhat always tought we were decade aways from it's happening but it appears I was wrong: ibm-quantum-computing-cloud (well, i am still not sure this is a large scale quantum computer or an efficient quantum computer replication; edit: changed the link; it is a simulator)

Quantum mechanics and quantitative finance were already linked by some powerfull tools (ex. Random matrix theory (RMT) in finance) or shady reasonments (Quantum Mechanics and Economics... What) but I did not really considered quantum mechanics as the next step of QF. For a long time papers I could find on the topic were either quantum mechanics oriented (see Path_integral_formulation and links) or 'poor' in term of quantitative finance (see Quantum_finance and links).

Now i can find more interesting papers (currently at work, will post the relevant paper later) and am somewhat convinced that quantum computing could be a huge step ahead in both optimization and simulation and so in quantitative finance.

I am now looking for some good intros sources (keep in mind the aim is 3), i don't necessarly need to go trough all quantum mechanics again) on

  1. quantitative mechanics
  2. quantum computing
  3. quantum computing applied to quantitative finance
Lucas Morin
  • 917
  • 7
  • 27