From hours to seconds. Transform your portfolio and risk management.
With unmatched speed and accuracy, you can proactively manage risk and optimise asset allocations with confidence. Exponentially faster risk factor extraction, real-time portfolio optimisation, and advanced market stress testing. Powered by Quantum Computing, our Quantum Principal Component Analysis (QPCA) delivers risk insights in real time even for large-scale portfolios. This enables you to make immediate, data-driven decisions.
Cut portfolio optimisation time by 95%, eliminating bottlenecks in large-scale covariance matrix computations.
Achieve risk analysis up to 100X faster with quantum-powered factor extraction and eigenvalue computations.
Enhance risk modelling accuracy by 40% through higher-fidelity factor estimation and principal component extraction.
Quantum Computing provides exponential speed for large-scale risk models.
General time calculations of PCA on different computing platforms and QPCA on a quantum computer with just 2 qubits. Baseline are required operations with O(N^3) for PCA and (O(logN)) for QPCA.
Seamless integration. Superior Quantum Computing powered insights.
Seamless integration with existing tools.
QPCA’s API-driven architecture ensures a frictionless transition, integrating effortlessly with industry-standard platforms. It is fully compatible with leading environments like allowing financial institutions to enhance their risk models without disrupting existing workflows.
Superior risk forecasting and stress testing.
Traditional Value at Risk (VaR) and Conditional VaR (CVaR) models struggle to capture tail risks and extreme market shocks, especially during financial crises. QPCA enhances stress testing accuracy, rapidly detecting hidden vulnerabilities and providing a more resilient risk framework for volatile markets.
Future-proof your business with Quantum Computing.
Early adopters will gain a competitive edge as quantum computing evolves, unlocking continuous for portfolio and risk management. By starting with Quantum Computing today, companies position themselves at the forefront for other Quantum Computing use cases such as derivate pricing, liquidity optimisation or anomaly detection.
We ensure a smooth, structured implementation process.
We're witnessing Quantum Computing’s rapid transition from the lab to real-world financial applications. To ensure a smooth adoption, we follow a clear, structured process that enables financial institutions to integrate Quantum Computing powered analytics seamlessly and efficiently.
01
Assess and prepare.
Understand your portfolio dimension, risk modelling, and integration needs. Therefore we assess your data sources, analytics tools, and APIs used in your workflow. As a result we provide the technical and compliance requirements for integration.
02
Test and validate.
We deploy our API and connect our QPCA to the test system of one of your portfolio risk tools. In a deploy, test, validate and improve approach we get the solution ready for production mode.
03
Deploy and improve.
Optimise QPCA’s integration with your existing VaR and stress testing models. Perform backtesting & Monte Carlo simulations to verify risk factor accuracy. Start using QPCA for live portfolio decisions and risk forecasting.
