A Quantum Algorithm for Trading Strategies with Position Limits
30 Pages Posted: 14 Jun 2019
Date Written: May 27, 2019
The number of unique trading strategies with a limited number of futures contracts on short and long positions exponentially grows with the number of ticks. The latter reaches today in daily sessions hundreds of thousands. Evaluation of the set properties of strategies may require quantum computations. A quantum algorithm for the set is suggested.
Keywords: trading strategies, position limits, futures, quantum algorithms
JEL Classification: G13, G12, C15, C87
Suggested Citation: Suggested Citation