Skip to content

QuasareumGroup/quantum-finance-research

Repository files navigation

Quantum Finance Research

Exploring hybrid quantum-classical approaches for algorithmic trading

By Quasareum — Quantitative Finance × Quantum Computing × Reinforcement Learning


Vision

Quasareum is building next-generation automated trading systems that combine classical machine learning, reinforcement learning, and quantum computing to exploit market microstructure inefficiencies on decentralized perpetual exchanges.

This repository documents our research journey from quantum computing fundamentals to production-ready hybrid quantum-classical models applied to real-world crypto derivatives trading.

Research Areas

1. Quantum Computing Foundations

Implementations and experiments using Qiskit (IBM), Cirq (Google), and Q# (Microsoft Azure Quantum) — covering quantum circuits, gates, entanglement, and core algorithms.

2. Quantum Machine Learning (QML)

Variational Quantum Circuits (VQC), quantum kernel methods, and quantum transfer learning using PennyLane — benchmarked against classical baselines on financial data.

3. Crypto Market Regime Detection

Hybrid quantum-classical classifiers for identifying market regimes (trending, mean-reverting, high-volatility) on ETH/BTC perpetual futures using orderflow and microstructure features.

4. Quantum Statistical Arbitrage

Quantum kernel methods for detecting non-linear cross-asset relationships and exploitable spread deviations across correlated crypto pairs.

5. Quantum Reinforcement Learning (QRL)

VQC-based policy networks as function approximators in RL agents for adaptive market making and dynamic portfolio allocation.

Repository Structure

quantum-finance-research/
├── 01-qiskit-foundations/       # IBM Qiskit circuits, algorithms, finance modules
├── 02-cirq-experiments/         # Google Cirq basics, QAOA, optimization
├── 03-pennylane-qml/            # VQC classifiers, quantum kernels, transfer learning
├── 04-crypto-regime-detection/  # Hybrid QML vs classical regime classifiers
├── 05-quantum-stat-arb/         # Quantum kernels for cross-asset arbitrage
├── 06-quantum-rl-trading/       # QRL agents for market making
├── notebooks/                   # Standalone Jupyter notebooks & explorations
├── utils/                       # Shared utilities, data loaders, feature engineering
├── data/                        # Sample datasets (raw data excluded via .gitignore)
└── requirements.txt             # Python dependencies

Tech Stack

Layer Tools
Quantum Frameworks Qiskit, PennyLane, Cirq, Q#
Classical ML/RL PyTorch, LightGBM, Stable-Baselines3
Data Hyperliquid WebSocket, Binance API, TimescaleDB
Execution Hyperliquid Python SDK
Infrastructure Python 3.11+, Jupyter, Docker

Credentials & Background

Credential Institution
CS50 AI Harvard University
Financial Markets Yale University
Quantitative Finance NYIF
Azure Quantum Computing Microsoft
Quantum Business Foundations IBM (Credly)
Quantum Information Fundamentals IBM (Credly)
Quantum Algorithms IBM (Credly)
Quantum Machine Learning IBM (Credly)
Investment Foundations CFA Institute

Approach

We follow a rigorous experimental methodology:

  1. Hypothesis — Define what quantum advantage we expect and why
  2. Classical Baseline — Build the best classical model first (LightGBM, neural net)
  3. Quantum Implementation — Build the hybrid quantum-classical equivalent
  4. Fair Comparison — Same data, same walk-forward validation, same metrics
  5. Decision — Integrate quantum only if it demonstrably outperforms

No quantum hype — only quantum results.

Key Metrics

All experiments are evaluated on:

  • Sharpe Ratio (risk-adjusted return)
  • Maximum Drawdown (worst-case loss)
  • Profit Factor (gross profit / gross loss)
  • Stability (performance consistency across validation windows)

Status

Phase Status
Quantum foundations (Qiskit, Cirq, Q#) 🔄 In progress
QML experiments (PennyLane) ⏳ Upcoming
Crypto regime detection ⏳ Upcoming
Quantum stat arb ⏳ Planned
QRL market maker ⏳ Planned
Hyperliquid vault deployment ⏳ Planned

License

MIT License — See LICENSE for details.

Contact

  • Company: Quasareum (SASU) — Paris, France
  • Focus: Algorithmic Trading × Quantum Computing × DeFi
  • Platform: Hyperliquid

"The goal is not to predict the future — it's to find statistical edges invisible to the human eye and exploit them at scale."

About

Hybrid quantum-classical approaches for algorithmic trading

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

 
 
 

Contributors