Beyond 0/1: Classical financial limits
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We develop advanced quantum solutions that combine the continuous power of quantum computing with proprietary financial analysis, creating revolutionary algorithms for dynamic trading and risk management.
We develop groundbreaking encoding models that efficiently condense a vast spectrum of complex financial data into fewer, more meaningful quantum states.
Custom encoding to represent arbitrage conditions, leveraging Hamiltonians tuned to detect and exploit market price inefficiencies in real-time.
Strategy Encoding & Custom Hamiltonians designed specifically by strategy for optimal valuation and execution.
Our 'Captain' architecture models an asset's historical route to anticipate future market regime shifts and volatility changes.
Quantum correlation between assets to optimize portfolio risk and return beyond classical limits.
Advanced predictive accuracy achieved by training local large models (QLLMs) on proprietary quantum simulations of market data.
Tech
Proprietary quantum architectures that decode market complexity through multi-dimensional state encoding.
120 days of market history compressed into a coherent 5-qubit quantum state. Price anchors and temporal path segments create the densest, most informative data representation possible.
5 qubits = 120 days of data
Compress 4 months of market data into one quantum state. Denser, more information.
Proprietary 3-rotation encoding process representing up to three variables (pointwise and relational) within a single qubit state, maximizing information density beyond classical limits.
3 rotations = 3 variables
A single qubit can hold 3 different pieces of information. Maximum density.
Dynamic Hamiltonian weight modulation shifts predictive focus from recent data to historical patterns, generating scalable predictions with surgical precision across any time horizon.
Customized Predictions
Shift the focus between recent and historical data. Surgical precision on every horizon.
Final decision engine leveraging Quantum Fidelity to compare entangled option states with ideal theoretical states, quantifying market inefficiency beyond classical risk metrics.
Final Decisions
Compare the actual state with the ideal state. Find market inefficiencies.
Experience
Interactive demonstration: Classical vs Quantum data processing
Move your mouse to generate financial data points
Click the buttons to process data with different methods
Watch how quantum encoding processes multiple states simultaneously
About Us
Engineer with over 20 years of experience in financial investments. Specialized in integrating innovative technologies into financial markets, with particular focus on income-generating investments, option trading, and financial modeling mathematics.
He has developed projects awarded by Regione Lombardia for technological innovation and led strategic investments in real estate investment funds and renewable energy sector. Trained in the IBM Quantum program, he combines engineering expertise, entrepreneurial vision, and passion for emerging technologies to create cutting-edge fintech solutions.
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