Volatility forecasting
Extend the validity window of state-of-the-art forecasting methods from 15 minutes to 7 days, giving you a far more robust footing for risk management.
Financial markets are increasingly defined by the ability to process complex, multi-dimensional data in near-real time. Quip Network provides the quantum advantage — more optimal solutions, faster than equivalent GPU clusters, with significantly less energy overhead.
Extend the validity window of state-of-the-art forecasting methods from 15 minutes to 7 days, giving you a far more robust footing for risk management.
Crawl densely connected price graphs to find optimal routing across multiple venues, even under limited inventory and high liquidity constraints.
Optimize multi-asset portfolios against complex strategic objectives that exceed the capacity of classical linear programming.
Maximize the opportunity value of your capital by analyzing vast datasets of past trades to determine optimal deployment zones.
You bring the workload. Quip routes it to the right processor, verifies the result, and bills you for the time you actually use.
Tell us what you're trying to solve — execution, risk, or portfolio construction. We'll route it to a processor with the right architecture and show you what quantum compute returns.
Whether you’re a developer, infrastructure provider, or protocol foundation, we would love to learn more about your needs in the time of quantum supremacy and work together to ensure the seamless transition to a world with quantum computers.