Quantum computational quantitative trading: high-frequency statistical arbitrage algorithm
Quantitative trading is an integral part of financial markets with high calculation speed requirements, while no quantum algorithms have been introduced into this field yet. We propose quantum algorithms for high-frequency statistical arbitrage trading by utilizing variable time condition number est...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2022-01-01
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| Series: | New Journal of Physics |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/1367-2630/ac7f26 |