The first quantum computers are expected to perform well at quadratic
optimisation problems. In this paper a quadratic problem in finance is taken,
the Portfolio Optimisation problem. Here, a set of assets is chosen for
investment, such that the total risk is minimised, a minimum return is realised
and a budget constraint is met. This problem is solved for several instances in
two main indices, the Nikkei225 and the S\&P500 index, using the
state-of-the-art implementation of D-Wave's quantum annealer and its hybrid
solvers. The results are benchmarked against conventional, state-of-the-art,
commercially available tooling. Results show that for problems of the size of
the used instances, the D-Wave solution, in its current, still limited size,
comes already close to the performance of commercial solvers.Comment: 14 pages, 1 figur
