A Quantum Algorithm for Trading Strategies with Position Limits

30 Pages Posted: 14 Jun 2019

Date Written: May 27, 2019

Abstract

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

Salov, Valerii, A Quantum Algorithm for Trading Strategies with Position Limits (May 27, 2019). Available at SSRN: https://ssrn.com/abstract=3394838 or http://dx.doi.org/10.2139/ssrn.3394838

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