A quantum and quantum-inspired computing company for finance
Based in Vancouver, AbaQus develops and benchmarks quantum, quantum-inspired and hybrid methods for financial institutions, then builds suitable approaches into software for feature selection, portfolio optimization, and pricing and risk.
New methods should earn their place
Quantum and quantum-inspired methods need evidence on the problems that matter to financial institutions. We turn promising research into runnable software and benchmark it against the classical approaches already in use.
Our applied work includes quantum and hybrid feature selection with InvestDEFY and the Quantum Algorithms Institute, and portfolio-optimization research comparing classical and hybrid approaches under risk constraints.
Our pricing and risk evaluations focus on tensor-network and quantum-inspired methods for calibration, valuation and sensitivities, assessing numerical accuracy and computational cost against agreed classical benchmarks.
Our aim is reusable software that can serve multiple customers, with contributions, rights and researcher participation agreed for each project.
Team and collaborators
David Isaac
Co-FounderLeads operations, researcher commercialization and business development. Co-founder of Quantum News.
LinkedInDr. Chris Coleman
Co-Founder and DirectorPhD in physics. Contributes scientific and technical expertise.
LinkedInDr. Paul Netherwood
Quantitative Finance AdvisorPhD in computer science, with experience in banking and hedge funds.
LinkedInBring your method to a real customer problem
We help researchers in tensor networks, quantum algorithms and quantitative finance turn methods into customer applications, with agreed roles and a route to validation.