AIX 9.01 ▲0.33% ALU 0.88 ▼-2.22% DN1 99.70 ▼-0.09% EMUCA 0.89 BST 0.30 ▲3.45% CTS 0.56 ▲1.82% EFR 0.00 ▲0.00% FDC 3.33 ▼-1.19% BHP 60.72 ▲0.68% CBA 177.90 ▲0.21% ANZ 37.29 ▼-0.05% GMG 29.87 ▲0.34% CSL 124.30 ▲1.01% FMG 17.80 ▼-3.84% ALL 64.35 ▲0.41% COL 24.27 ▲0.75% AMC 64.03 ▼-0.73% BXB 19.64 ▲0.26% AIX 9.01 ▲0.33% ALU 0.88 ▼-2.22% DN1 99.70 ▼-0.09% EMUCA 0.89 BST 0.30 ▲3.45% CTS 0.56 ▲1.82% EFR 0.00 ▲0.00% FDC 3.33 ▼-1.19% BHP 60.72 ▲0.68% CBA 177.90 ▲0.21% ANZ 37.29 ▼-0.05% GMG 29.87 ▲0.34% CSL 124.30 ▲1.01% FMG 17.80 ▼-3.84% ALL 64.35 ▲0.41% COL 24.27 ▲0.75% AMC 64.03 ▼-0.73% BXB 19.64 ▲0.26%

Quantum-Inspired Market Analysis

What this is, honestly. Stocks are not quantum systems and do not exhibit physical entanglement — nothing here involves a quantum computer or quantum physics. What is real is that the mathematics of quantum information theory applies to any positive semi-definite matrix with unit trace, and a correlation matrix divided by its dimension is exactly that: a valid density matrix ρ = C/N. Von Neumann entropy, reduced density matrices and quantum mutual information are then all well defined, and turn out to be genuinely useful measures of statistical dependence. "Entanglement" below means statistical inseparability, an analogy, not physics. The QUBO optimiser uses the problem format quantum annealers accept, solved classically.
Nothing computed yet. Run docker compose exec web python manage.py refresh_quantum.