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We investigate the use of quantum computers for building a portfolio out of auniverse of U.S. listed, liquid equities that contains an optimal set ofstocks. Starting from historical market data, we look at various problemformulations on the D-Wave Systems Inc. D-Wave 2000Q(TM) System (hereaftercalled DWave) to find the optimal risk vs return portfolio; an optimizedportfolio based on the Markowitz formulation and the Sharpe ratio, a simplifiedChicago Quantum Ratio (CQR), then a new Chicago Quantum Net Score (CQNS). Weapproach this first classically, then by our new method on DWave. Our resultsshow that practitioners can use a DWave to select attractive portfolios out of40 U.S. liquid equities.

Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer