Workshops Financial Services High Frequency Trading

Financial Services Full Day Workshop

Quantum for High-Frequency Trading

Quantum approaches to execution optimisation, signal processing, and strategy parameter tuning for high-frequency trading firms.

Full day (6 hours + Q&A)

In person or online

Max 30 delegates

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Workshop Description

This workshop examines where quantum computing can deliver measurable value to high-frequency trading operations, and where it cannot. Participants work through quantum optimisation for order routing, quantum machine learning for market pattern recognition, and the architectural realities of integrating quantum resources into existing trading infrastructure.

Quantum computers will not replace FPGA-based real-time execution. The latency gap is six or more orders of magnitude: current quantum gate operations run at microseconds to milliseconds, while FPGA pipelines execute in nanoseconds. The value for HFT firms lies elsewhere. Overnight batch optimisation, including portfolio rebalancing, strategy parameter tuning, and signal extraction from historical data, is where quantum algorithms show genuine advantage potential. Published work from Goldman Sachs, JPMorgan, and academic groups demonstrates quantum advantage for portfolio optimisation sub-problems that feed directly into HFT strategies. Quantum kernel methods show early promise for detecting regime changes in market data that classical models miss. Quantum-inspired classical algorithms offer a practical near-term path, running on existing infrastructure without hardware latency constraints. This workshop maps the boundary between quantum hype and quantum utility for systematic trading.

What participants cover

Market microstructure bottlenecks: where classical computation hits scaling walls in order book analysis and latency arbitrage
QAOA for combinatorial order routing: encoding best execution as a constrained optimisation problem across fragmented venues
Quantum kernel methods and variational classifiers for regime detection and signal extraction from high-dimensional market data
Hands-on quantum signal processing: encoding tick data into quantum circuits and benchmarking against classical XGBoost and LSTM baselines
Latency realities: an honest comparison of quantum hardware timing versus FPGA pipelines, and hybrid classical-quantum deployment architecture
Vendor landscape and published results: independent assessment of quantum and quantum-inspired approaches for near-term trading applications

Preliminary Agenda

Full-day session structure with scheduled breaks. Content is configurable to your trading infrastructure, asset classes, and execution environment.

#	Session	Topics
1	Market Microstructure and Computational Bottlenecks in Modern HFT Order book dynamics, latency arbitrage, and where classical computing hits walls at scale
2	Quantum Optimisation for Order Routing and Execution QAOA for optimal order execution and transaction cost analysis	QAOA applied to combinatorial order routing across fragmented venues Transaction cost analysis as a constrained optimisation problem Quantum approaches to best execution under regulatory constraints (MiFID II, Reg NMS)
Break, after 50 min
3	QML for Pattern Recognition in Market Data Quantum kernel methods, variational classifiers, and feature maps for high-dimensional data	Quantum kernel methods for regime detection in non-stationary market data Variational quantum classifiers for signal extraction from tick-level features Quantum feature maps for encoding high-dimensional order flow and microstructure data
4	Hands-On: Quantum Signal Processing Pipeline Full-day format only	Encoding historical tick data into quantum circuits using amplitude and angle encoding Running a QML classifier on market regime data and interpreting output distributions Benchmarking against classical XGBoost and LSTM baselines on the same dataset
Break, after 60 min
5	Latency Realities and Deployment Architecture Honest comparison: quantum hardware latency versus FPGA, and where quantum fits	Quantum gate execution times (microseconds to milliseconds) versus FPGA pipelines (nanoseconds): a gap of six or more orders of magnitude Hybrid classical-quantum architecture: real-time execution stays classical, batch optimisation goes quantum Where quantum adds value: overnight strategy parameter tuning, portfolio rebalancing, historical signal extraction
6	Vendor Landscape and Pilot Design Published results and quantum-inspired classical alternatives	Published HFT and quantitative finance results from Goldman Sachs, JPMorgan, and academic groups Quantum-inspired classical algorithms for near-term deployment on existing infrastructure Structuring a pilot programme with measurable success criteria and realistic timelines
7	Q&A and Pilot Planning

Designed and Delivered By

Workshops are designed and delivered by QSECDEF in collaboration with sector specialists. All facilitators have direct experience in both quantum technologies and financial services systems.

QSECDEF brings world-leading expertise in post-quantum cryptography, quantum computing strategy, and defence-grade security assessment. Our advisory membership spans 600+ organisations and 1,200+ professionals working at the intersection of quantum technologies and critical infrastructure security.

Financial Services workshops are co-delivered with sector specialists who bring direct operational experience in financial services organisations. This ensures workshop content is grounded in regulatory, operational, and technical realities specific to the sector.

Commission This Workshop

Sessions are configured around your trading infrastructure, execution environment, asset classes, and existing quantitative research stack. Get in touch to discuss requirements and schedule a date.

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