Fig. 1: Cumulative value of $1 invested in 2018.
From: Quantum stochastic walks for portfolio optimization: theory and implementation on financial networks
Top: 1-year training. Bottom: 2-year training. Red dashed line = MPT benchmark; dotted grey = S& P 500. Solid QSW lines denote configurations that beat MPT on Sharpe ratio, dotted lines underperform.
