Chicago Quantum

Sign in

Summary results: if you would have shorted the 20 stocks selected in equal amounts (5% of your investment in each stock) vs. shorting that same amount of the $SPY exchange traded fund, you would have made an extra 17.55% in 35 trading days, including dividends.

We include investment results through…

Final Update: The top 10 CQNS-scoring stocks held together (equally weighted), outperforms the S&P 500 ETF ($SPY) by an alpha return of 9.7% after 9 trading days (12.8% vs. 3.1%),11.6% after 17 trading days, and 13% after 24 trading days (16.9% vs. 3.9%.).

Six of the ten stocks outperformed the…

Author: Jeffrey Cohen, President, Chicago Quantum, Updates May 19, 2021 and August 5, 2021

I attended the University of Chicago in the late 1980s in the economics department. We were taught inflation by a Nobel Prize winner in economics, Robert Lucas Jr., who spoke about Rational Expectations (often). …

Hello to our readers. Another efficient stock portfolio to publish three days after we ran it (for research & not for a client). We made an important math change, we lowered our annual risk-free rate from 1.0% to 0.6% to reflect what an individual investor could earn. We continue to…

Jeffrey Cohen, President, US Advanced Computing Infrastructure, Inc.

Hello Chicago Quantum (SM) followers. About a year ago we developed a quantum algorithm, loosely based on the sharpe ratio, that picks attractive stock portfolios based on 1-year of historical pricing data. …

Jeffrey Cohen, President, US Advanced Computing Infrastructure, Inc.

Hello Chicago Quantum (SM) followers. About a year ago we developed a quantum algorithm, loosely based on the sharpe ratio, that picks attractive stock portfolios based on 1-year of historical pricing data. …

Updated Jan 31, 2021 with market results.

On January 4, 2021, after a down day in the US equity markets, I decided to do a ‘big run’ of our quantum algorithm against all US common stocks in four major exchanges. This included 3,569 stocks across NASDAQ (Q&G), NYSE and NYSEAmerican.

We ran a quantum portfolio last Friday. Here are the US common stock portfolio results and R&D commentary.

This is not investment advice and is for informational purposes only. please do your own due diligence.

We run our Chicago Quantum Net Score (CQNS)(explanatory articles) for paying clients who either provide a set of tickers to optimize, or ask us to optimize a full stock exchange (NYSE, NASDAQ Q, NASDAQ G, NYSE American). We have two client testimonials (here). …

Jeffrey Cohen, President US Advanced Computing Infrastructure, Inc. Chicago Quantum (SM)
Dec 7, 2020 1pm CT

A few updates to share on our run over this past weekend.

1. We include more shares in our analysis: (from ~3,250 to 4,529 US common shares on Dec 6, 2020). We analyze 4,529…

Jeffrey Cohen (jeffrey@quantum-usaci.com), Dec 2, 2020

Quick update Dec 4, 2020: Performance Update

Update Dec 10, 2020 (our trading results)

Good morning quantum computing and US equities readers. We have another ‘public’ stock pick (actually 2 pairs of stocks to hold), and a few updates on our quantum algorithm models…

Chicago Quantum

Jeffrey Cohen, President, US Advanced Computing Infrastructure, Inc., & founder of Chicago Quantum (SM). We R&D and solve problems like portfolio optimization.

Get the Medium app

A button that says 'Download on the App Store', and if clicked it will lead you to the iOS App store
A button that says 'Get it on, Google Play', and if clicked it will lead you to the Google Play store