Abstract: A method for enhanced securities lending, the method comprising: receiving a request from a user for a first number of stocks in a particular security; transmitting a quote for a second number of stocks in the security available for lending to the user, wherein the second number of stocks is less than or equal to the first number of stocks; predicting, at least in part using a quantum annealer or a quantum computer and based on a history of engagement of the user, a third number of stocks in the particular security to be reserved, the third number of stocks being less than or equal to the second number of stocks; reserving the third number of stocks for execution by the user; and decrementing a total number of stocks in the particular security by the third number of stocks.

Abstract: Systems, apparatuses, methods, and computer program products are disclosed for encoding and measuring an estimated value from a discrete sinc quantum state. An example method includes encoding a discrete sinc quantum state representing a real value t, where amplitudes of the discrete sinc quantum state are described by an amplitude expression including a sincd?,n function, t is bounded by (k, k+1) and k is bounded by [0, 2n). The example method further includes performing an ensemble of measurements of the discrete sinc quantum state to obtain a measured floor and ceiling of t and a ratio r of normalized measurement frequencies of quantum states |k> and |k+1> and computing the statistical interval and the estimated value of t based on r and the measured floor and ceiling of t.

Abstract: A method for valuing one or more cash flow occurrences in an interest rate swap transaction. An example method includes estimating a mean interest rate for each tenor of one or more combinations of two or more tenors of an interest rate swap. The method may include determining a forward interest rate based on the mean interest rate of each tenor of the one or more combinations for the cash flow occurrences. The method may include determining an estimate value, a standard deviation of the estimate value, and a probability or outcome associated with the estimate value. The method may include determining an overall value of the interest rate swap based on one or more determinations of estimate value, standard deviation of the estimate value, and probability or outcome associated with the estimate value.

Abstract: Systems, apparatuses, methods, and computer program products are disclosed for predicting or determining the side of an order book that market liquidity will cluster at a future time period to facilitate optimization of spread capture. The method may include receiving market tick data. The method may include receiving an order book. The method may include in response to reception of the market tick data generating a probability or outcome indicating which side of the order book will cluster, determining an execution strategy based on the probability or outcome, and performing the execution strategy in relation to the order book.

Abstract: Systems, apparatuses, methods, and computer program products are disclosed for low-code utilization of a computing system involving a classical computing device and a quantum computing device. An example method includes receiving, by formulation circuitry, an input from an interaction modality. The example method includes transmitting, by the formulation circuitry, the input to a machine learning model to produce an intermediate output. The example method includes determining, by the formulation circuitry, a type of computing device needed for based on the intermediate output. The example method includes generating, by a first runtime circuitry, one or more algorithms based on the determined type of computing device. The example method includes executing, by a second runtime circuitry, the one or more algorithms on one or more corresponding computing devices to produce an output.

Abstract: Systems, apparatuses, methods, and computer program products are disclosed for predicting or determining the side of an order book that market liquidity will cluster at a future time period to facilitate optimization of spread capture. The method may include receiving market tick data. The method may include receiving an order book. The method may include in response to reception of the market tick data generating a probability or outcome indicating which side of the order book will cluster, determining an execution strategy based on the probability or outcome, and performing the execution strategy in relation to the order book.