Portfolio optimization
with DIRAC-3
About the demo
In this demo, we show how Dirac-3 can be used to optimize a financial portfolio as well or better than the Nasdaq-100. You can tune a few different simple parameters to see how a continuous solver can be prove beneficial to portfolio optimization.
Continuous variables
Positive skew
Efficient scaling
Why continuous variable optimization matters
In our study, we able to show the values of the optimal portfolio constructed by our algorithm compared to the Nasdaq-100 index over the 21-year period, assuming an initial investment of $1 million in each on January 1st, 2003. We show that the optimal portfolio delivers a higher overall return than the Nasdaq-100 index.
Other related use cases
Frequently asked questions
Tune your simulation
The simulation will be shown here after selecting the “run” button.