QUANTUM LAB

Run the portfolio QAOA on real quantum hardware · AWS Braket · background & first experiment →
LIVE · AWS BRAKET us-east-1
What is this?
We take a classic "pick the best 3 stocks out of 36" portfolio problem (maximize return, penalize risk) and encode it as a QUBO — a grid of yes/no decisions with rewards and penalties that a quantum computer can chew on directly. QAOA (Quantum Approximate Optimization Algorithm) prepares a quantum state where good portfolios are more likely to be measured, then samples it. The classical brute-force answer is AMD + DE + PTC — so every run below tells you honestly whether the quantum(-simulated) sampler found the same optimum, and what it cost.
Run Parameters
$0.00
estimated cost this run
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Job History
When (UTC)DeviceShotspStatus PortfolioOptimal?P(opt)Cost
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Classical screen: best 3 of the S&P 500

Brute force — no quantum needed at this size; shown for scale contrast. Same objective as the QAOA demo above (maximize return, penalize risk, pick exactly 3, λ=5.0, 6 months of daily closes) — but run over the whole S&P 500 instead of 36 tickers, by exhaustively scoring every possible triple on a laptop CPU.

ALL + DELL + HUM
winning basket
20,833,250
triples evaluated — all C(501,3)
0.497 s
brute-force runtime (numpy, 1 core)
501 / 503
constituents covered

Winner stats (window 2026-02-09 → 2026-08-07, 125 trading days): equal-weight basket ran at +175.9% annualized return vs 34.6% annualized vol — Allstate (steady, 25.7% vol) ballasting Dell (+308% ann., 89.4% vol) and Humana (+155% ann., 43.6% vol). Backward-looking momentum + covariance, not investment advice.

Runners-up & method detail
#BasketObjectiveAnn. returnAnn. vol
1ALL + DELL + HUM0.004609+175.9%34.6%
2DELL + HUM + PYPL0.004605+182.1%36.4%
3DELL + GRMN + HUM0.004535+185.4%37.7%
4DELL + HUM + TRV0.004468+174.3%35.1%
5DELL + HUM + PANW0.004458+211.8%44.6%
6DELL + HUM + VLO0.004431+184.2%38.1%
7DELL + HUM + TGT0.004430+175.0%35.6%
8DELL + HUM + MPC0.004415+182.9%37.9%
9DELL + GL + HUM0.004363+173.3%35.6%
10DELL + HUM + MET0.004361+173.2%35.6%
Universe: Wikipedia's S&P 500 constituent list (503 symbols; FDXF and HONA dropped — too little trading history in the window). Objective per triple: mean_return @ w − 5.0 · w @ cov @ w with w = 1/3 on the selected names — identical to the 36-ticker QUBO, so scores are comparable. The exhaustive search is vectorized per leading asset (numpy), single core. Full result: quantum-lab-sp500.json · code: sp500_screen.py. For contrast: a QAOA statevector over 501 assets would need 2501 amplitudes — the classical screen is done before a quantum job would clear the queue. Quantum only gets interesting when the constraint structure kills classical shortcuts, not at C(N,3).
Notes & method
Jobs are picked up by the lab runner (usually within a few minutes) — the page polls automatically. QAOA is approximate: it boosts the probability of good portfolios rather than guaranteeing the best one, so we post-select the lowest-energy valid sample and report P(opt), the raw probability of measuring the exact optimal bitstring. The QAOA instance uses a deterministic 12-asset subset of the 36-ticker universe (one qubit per asset) that contains the full-universe optimum, so the brute-force benchmark is unchanged. Toy scale; not investment advice.