Systems and methods for quantum based optimization of an efficient frontier determination
Various systems and methods are provided for quantum computing based optimization of an efficient frontier determination. One exemplary method may comprise identifying one or more filtered portfolio optimization factor data based on one or more portfolio optimization factor data, QC algorithms, and algorithm performance information, selecting one QC algorithm for each filtered portfolio optimization factor data of the one or more filtered portfolio optimization factor data, and utilizing the selected QC algorithm to optimize an efficient frontier determination for each identified filtered portfolio optimization factor data.
1. A system for quantum computing (QC) based optimization of an efficient frontier determination, the system comprising:
input-output circuitry configured to receive, over a network, an indication from a client device of a portfolio owner identifying a portfolio and a risk level associated with the portfolio;
code identification circuitry configured to identify runtime hotspots associated with portfolio optimization factor data that would benefit from QC;
QC optimization factor filtering circuitry configured to identify a plurality of filtered portfolio optimization factor data based on the risk level, the identified runtime hotspots, and one or more of a set of portfolio optimization factor data related to the portfolio, a set of QC algorithms, and algorithm performance information; and
algorithm selection circuitry configured to:
receive an identification of quantum computing hardware from QC optimization circuitry, and
select, automatically, one QC algorithm from the set of QC algorithms for each filtered portfolio optimization factor data of the plurality of filtered portfolio optimization factor data, wherein the selection is based at least on the identification of the quantum computing hardware,
wherein the QC optimization circuitry is further configured to utilize the selected QC algorithm to optimize the efficient frontier determination for each identified filtered portfolio optimization factor data.
2. The system of claim 1 , further comprising processing circuitry configured to rebalance the portfolio based on the efficient frontier determination.
3. The system of claim 1 , wherein the input-output circuitry is further configured to provide the portfolio owner with a rebalancing alert based on the efficient frontier determination.
4. The system of claim 3 , further comprising processing circuitry configured to, after receiving input from the portfolio owner, rebalance the portfolio associated with the portfolio owner based on the efficient frontier determination.
5. The system of claim 1 , wherein the algorithm selection circuitry is further configured to receive a catalog of QC algorithms and associated algorithm performance information.
6. The system of claim 1 , wherein the portfolio optimization factor data comprises one or more of personal portfolio constraints data representing customer-defined constraints.
7. The system of claim 1 , wherein the portfolio optimization factor data comprises one or more of personal portfolio factor data representing a customer-defined personal preference.
8. A method for quantum computing (QC) based optimization of an efficient frontier determination, the method comprising:
receiving, over a network, an indication from a client device of a portfolio owner identifying a portfolio and a risk level associated with the portfolio;
identifying runtime hotspots associated with portfolio optimization factor data that would benefit from QC;
identifying a plurality of filtered portfolio optimization factor data based on the risk level the identified runtime hotspots, and one or more of a set of portfolio optimization factor data related to the portfolio, a set of QC algorithms, and algorithm performance information;
receiving an identification of quantum computing hardware;
selecting, automatically, one QC algorithm from the set of QC algorithms for each filtered portfolio optimization factor data of the plurality of filtered portfolio optimization factor data, wherein the selection is based at least on the identification of the quantum computing hardware; and
utilizing the selected QC algorithm to optimize the efficient frontier determination for each identified filtered portfolio optimization factor data.
9. The method of claim 8 , further comprising rebalancing the portfolio based on the efficient frontier determination.
10. The method of claim 8 , further comprising providing the portfolio owner with a rebalancing alert based on the efficient frontier determination.
11. The method of claim 10 , further comprising, after receiving input from the portfolio owner, rebalancing the portfolio associated with the portfolio owner based on the efficient frontier determination.
12. The method of claim 8 , further comprising receiving a catalog of QC algorithms and associated algorithm performance information.
13. The method of claim 8 , wherein the portfolio optimization factor data comprises at least one of (i) one or more of personal portfolio constraints data representing customer-defined constraints or (ii) one or more of personal portfolio factor data representing a customer-defined personal preference.
14. A computer program product for quantum computing (QC) based optimization of an efficient frontier determination, the computer program product comprising at least one non-transitory computer-readable storage medium storing program instructions that, when executed, cause a system to:
receive, over a network, an indication from a client device of a portfolio owner identifying a portfolio and a risk level associated with the portfolio;
identify runtime hotspots associated with portfolio optimization factor data that would benefit from QC;
identify a plurality of filtered portfolio optimization factor data based on the risk level the identified runtime hotspots, and one or more of a set of portfolio optimization factor data related to the portfolio, a set of QC algorithms, and algorithm performance information;
receive an identification of quantum computing hardware;
select, automatically, one QC algorithm from the set of QC algorithms for each filtered portfolio optimization factor data of the plurality of filtered portfolio optimization factor data, wherein the selection is based at least on the identification of the quantum computing hardware; and
utilize the selected QC algorithm to optimize the efficient frontier determination for each identified filtered portfolio optimization factor data.
15. The computer program product of claim 14 , wherein the program instructions, when executed, further cause the system to rebalance the portfolio based on the efficient frontier determination.
16. The computer program product of claim 14 , wherein the program instructions, when executed, further cause the system to provide the portfolio owner with a rebalancing alert based on the efficient frontier determination.
17. The computer program product of claim 14 , wherein the program instructions, when executed, further cause the system, after receiving input from the portfolio owner, rebalance the portfolio associated with the portfolio owner based on the efficient frontier determination.
18. The computer program product of claim 14 , wherein the program instructions, when executed, further cause the system to receive a catalog of QC algorithms and associated algorithm performance information.
19. The computer program product of claim 14 , wherein the portfolio optimization factor data comprises one or more of personal portfolio constraints data representing customer-defined constraints.
20. The system of claim 1 , wherein the input-output circuitry is further configured to, after optimization of the efficient frontier determination, generate user interface data, including an indication of the efficient frontier determination, for display on the client device of the portfolio owner.