Multiverse Computing worked with major banks like BBVA and Bankia to solve real world problems in finance using a D-Wave quantum computers. In a project with Bankia, they tackled the problem of dynamic portfolio optimization – determining the optimal trading trajectory for an investment portfolio of assets over a period of time, taking into account transaction costs and other possible constraints. This problem, well-known to be NP-Hard, is central to quantitative finance.
Join Multiverse CTO Sam Mugel as he describes two of these projects and the results they achieved.