This Space builds a mean–variance portfolio selection QUBO and solves it with a QAOA variational circuit (PennyLane).
Optionally verifies the solution with a classical brute-force when the asset count is small.
How to use
Click "Run QAOA".
With no file uploaded, a 6-asset demo runs.
Or upload a CSV of prices:
First column: Date
Other columns: tickers (closing prices)
Adjust:
Risk aversion λ
Target picks k
Penalty α
QAOA depth p, Steps, Shots
Inspect logs, JSON, and selection table.
Data assumptions
We compute annualized mean log-returns and covariance from your prices.
Values are illustrative only; do your own backtesting before any real use.