Quantumforquants.org has been created to foster education, discussion, and collaboration to advance our identification and understanding of solutions to open industry problems.

Despite the power of today’s supercomputers there are many extremely complex computing problems in finance that remain intractable. Quantum computers have the potential to provide an entirely different approach to solving these problems, and recent research shows promise for applications such as portfolio optimization, database query optimization and machine learning.

Harnessing the collective intelligence of this community and combining the best minds in the industry with academia will radically advance our ability to address these problems.

Quantumforquants.org was founded as a joint effort of Dr. Marcos López de PradoD-Wave Systems and 1QBit with the following distinguished contributors:

Managing Editor:

  • Dr. Marcos López de Prado manages multibillion-dollar funds applying machine learning (ML) and supercomputing technologies. In addition to managing funds, between 2011 and 2018 Marcos was also a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). In 2018, SSRN ranked him as the most-read Economics author over the past year. Among several books, Marcos is the author of Advances in Financial Machine Learning (Wiley, 2018).

Advisory Board:

  • David H. Bailey, Senior Scientist (retired) at Lawrence Berkeley National Laboratory, a Research Fellow, Department of Computer Science, University of California, Davis. Dr. Bailey is an award-winning, leading figure in the field of high-performance scientific computing and computational and experimental mathematics.
  • Jonathan Borwein, Laureate Professor in the School of Mathematical and Physical Sciences at the University of Newcastle. Dr. Borwein is one of the most highly-cited mathematicians, a Fellow of the Royal Society of Canada, the American Mathematical Society, the Australian Academy of Science, the American Association for the Advancement of Science, etc.
  • Peter Carr, Executive Director Courant Math Finance Program at NYU, formerly Managing Director at Morgan Stanley. He has over 70 publications in academic and industry-oriented journals and serves as an associate editor for 8 journals related to mathematical finance.
  • Rama Cont,  Professor of Mathematics and Chair in Mathematical Finance at Imperial College London, Director of the CFM-Imperial Institute of Quantitative Finance. and co-Director of the EPSRC Centre for Doctoral Training in Financial Analytics and Computing.
  • Blu Putnam, Chief Economist for CME Group,  responsible for leading economic analysis on global financial markets by identifying emerging trends, evaluating economic factors and forecasting their impact on CME Group and the company’s business strategy.
  • Riccardo Rebonato, Professor of Finance at EDHEC, and former global head of analytics for interest rates and foreign exchange at PIMCO.
  • Horst Simon, Deputy Director of Lawrence National Laboratory, an internationally recognized expert in computer science and applied mathematics and the founding director of Berkeley Lab’s Computational Research Division, which conducts applied research and development in computer science, computational science, and applied mathematics.
  • Colin Williams, Director of Business Development, D-Wave Systems, is a quantum computing expert who wrote one of the first books on quantum computing and started the Quantum Computing Group at the NASA Jet Propulsion Laboratory.

Editorial Board:

  • Phil Goddard, Co-Founder and Head of Research at 1QBit, President and Principal Consultant at Goddard Consulting, and Visiting Lecturer at Simon Fraser University.  Responsible for leading teams of researchers applying quantum computing technology to solving high value problems in computational finance
  • David Leinweber, Co-founder of Berkeley Lab’s Center for Innovative Financial Technology (CIFT) and author of  “Nerds on Wall Street: Math, Machines, & Wired Markets“.  CIFT aims to improve the understanding of the U.S. energy supplies and related markets by leveraging high-performance computing resources and data-intensive analytic technologies.
  • Michael Sotiropoulos, Managing Director, Global Equities at Deutsche Bank Securities Inc., and a quantitative analyst with extensive hands-on expertise in equity derivatives, portfolio risk, and electronic trading, and a published author and active participant in industrial and academic research.
  • Kesheng (John) Wu, Berkeley Lab Group Leader, and the inventor of the widely used FastBit System, a profilic developer and author across multiple areas of Data Intensive Science.

Editors at large:

  • Andrew Milne, 1QBit Financial Applications Team. Former Head of Match Engine Design at the New York Mercantile Exchange, and Senior Director for Emerging Technology at the Chicago Mercantile Exchange. Holder of 11 U.S. Patents, 4 Australian Patents and 1 Japanese Patent. Author (with Phil Goddard and Maxwell Rounds) of Optimal Feature Selection in Credit Scoring and Classification Using a Quantum Annealer, a chapter in High-Performance Computing in Finance: Problems, Methods, and Solutions, published by CRC Press. Specialist in trading system architecture, simulation, and the analysis of market microstructure.
  • Murray Thom, Director of Professional Service, D-Wave Systems, has been involved in many aspects of D-Wave’s quantum computing research and developments well as algorithms, applications, and processor benchmarking.
  • Maxwell Rounds, a founding member of the 1QBit Financial Applications Team, and a contributor to many 1QBit White Papers. Former designer of investment algorithms and exotic derivatives in the Sales & Trading divisions of Morgan Stanley and BNP Paribas. Specialist in portfolio optimization, derivative pricing, trading of financial instruments, and broker/dealers.