In plain English: Quantum Hedge measures what a book can lose — Value-at-Risk, Expected Shortfall, the regime you're trading into — on a calibrated router that runs each problem where it's provably correct: exact GPU statevector by default, real IBM Heron above the threshold. Every run is sealed to a WORM ledger.
A 99% number computed on calm data tells you nothing about the day the correlations go to one. Risk you can't stress is risk you can't size.
If the risk committee can't reproduce the figure, it isn't a control — it's a guess with a decimal point. Regulators don't accept "the model said so."
The inputs, the method, the venue — overwritten every run. When you need to show what you knew and when, there's nothing to show.
Each measure is computed by a deterministic engine — the audit-reproducible source of truth — with a real quantum method run alongside through the Quantum Execution Service, calibrated to where it's exact.
Quantum-amplitude-estimated VaR over a parametric / historical baseline — the loss you won't exceed at a chosen confidence and horizon.
The average loss in the tail beyond VaR — the number Basel actually asks for, sampled where the distribution is fattest.
Sizes the book under your constraints — QAOA-style search over a mean-variance objective, escalated to Heron when the problem earns it.
Classifies the market regime you're in (QSVM) and matches interest-rate duration (Grover) so the hedge fits the world, not the backtest.
A working risk terminal. Enter a book and read its Value-at-Risk and Expected Shortfall, a full stress matrix across confidence and horizon, and the regime you're trading into — every run hashed and sealed in your browser, exactly as the live agent seals to its WORM ledger.
| Horizon | 95% | 99% | 99.9% |
|---|
The deterministic risk engine produces the figure. Reproducible by the risk committee, by hand, every time.
A real QAE / QSVM / QAOA circuit runs alongside — exact GPU statevector by default, real IBM Heron above the calibration ceiling, venue labeled.
Inputs, figure and venue are sealed triple-hash D-KaP under an IBM Key Protect HSM — 7-year retention, verifiable by anyone.
Per-tool, the quantum method and the deterministic engine it runs against — the boundary that survives technical due diligence.
Add Quantum Hedge to your watsonx Orchestrate workspace, or let the Prompt Builder wire it into a sealed risk-and-hedge chain.