Problem size
50 assets
Optimized in minutes, not an overnight batch job.
One job: take your assets and risk target, return the portfolio weights that maximize risk-adjusted return. Shaped for QAOA and routed through the q-routed conductor — deterministic today, live Qiskit Phase H — the combinatorial step classical mean-variance solvers approximate as the asset count grows.
Enter your assets, set a risk target, and run. With an API key it hits the live /v1/portfolio QAOA solver; without one it runs the mean-variance reference locally so you can see the shape of the result.
from epochcore_app_primitives import Client with Client(api_key="...") as c: pf = c.portfolio.register(name="core-equity", assets=assets, risk_free_rate=0.04) opt = c.portfolio.optimize(pf["portfolio_id"], risk_target=0.20, method="qaoa") # opt["weights"], opt["sharpe"], opt["sealed"] — dual-signed