T2QUBO-EFinance
Arbitrage / negative-cycle detection
Find arbitrage cycles in FX/asset graphs — classical is fast; narrow window.
Sector
Trading
Likely buyer
Trading desks
Hardware gate
Classical fast
Taxonomy
throughput-limited × accelerating
No live demo yet — classical cycle-finding is fast; narrow advantage window. The paradigm-honest position: this use case is demonstrated with crossover analysis, not theater.
GTM talk track
Be honest about the narrow window.
OGSM — product operating frame
Objective
Watching brief.
Goals
- Monitor
Strategies
- Monitor
Measures
- N/A
OBR — outcome-based roadmap
| Horizon | Outcome we create | Buyer behavior change | Result we measure |
|---|---|---|---|
| Now | Educate | Prospect runs the emulated demo on their own instance data | Booked QPU-time evaluation or paid pilot |
| Next | Revisit | Prospect co-designs a scoped benchmark against their incumbent solver | Documented crossover curve; expansion to production instances |
| Later | Reassess | Prospect standardizes on the workflow or buys an on-prem system | Recurring QPU consumption / system sale; reference case |
Fit notes (honesty gate)
Classical cycle-finding is fast — narrow window.
Ready to run this on real hardware?
Emulation-verified today — the same program runs on a Pasqal QPU unchanged.