Reduce risk, not returns — with Æ-powered quantum.
Æ Hive brings quantum optimization to portfolio construction, actuarial modeling, and insurance risk pooling. One API, full audit trail, Canadian data residency.
Quantum-powered financial solutions in every API call
From Markowitz portfolios to catastrophe risk, Æ Hive maps your financial problem to a QUBO, runs QAOA on Æ backends, and returns ranked, downloadable results.
Minimum-risk portfolio construction
Discretize asset weights into binary variables, encode cardinality and sector constraints as QUBO penalties, then call /v1/solver/optimize. Æ Hive returns the top-k lowest-variance portfolios with feasibility flags and one-click download of CSV, ZIP, and PDF risk reports.
1from aeq import Solver23client = Solver(api_key="aeq_sk_...")4problem = client.risk.portfolio_qubo(5 cov_matrix=sigma,6 num_assets=20,7 max_assets=12,8 sector_limits={"tech": 0.25}9)10result = client.optimize(problem, backend="auto")11print(result.best_solution) # variance: 0.0187, feasible ✓12result.download("risk_report.pdf")
Credit risk & capital allocation
Optimize loan portfolios to minimize concentration risk while meeting regulatory capital requirements. Æ Hive's API handles QUBO formulation from your covariance data, runs QAOA with error mitigation, and delivers ranked solutions with full auditability — essential for model risk management (SR 11-7, IFRS 9).
1POST /v1/solver/optimize2Content-Type: application/json3Authorization: Bearer aeq_sk_...4{5 "linear": [-0.12, 0.34, -0.05],6 "quadratic": [[0,1,-0.02],[2,5,0.18]]7}
Reinsurance & catastrophe risk pooling
Select the optimal mix of reinsurance treaties to minimize total risk exposure under Solvency II or IFRS 17 constraints. Æ Hive handles binary selection variables, loss distributions, and treaty limits as a single QUBO — giving actuaries quantum-enhanced treaty structures in hours, not weeks.
1from aeq import Solver2problem = {3 "linear": [0.05, 0.03, 0.07, 0.02], # expected loss per treaty4 "quadratic": [[0,1,0.01],[2,3,-0.02]] # correlation penalties5}6result = Solver(api_key).optimize(problem)7print(result.best_solution) # selects treaties 1 & 3
Purpose‑built for financial services
Æ Hive integrates directly into your risk infrastructure. Æ quantum backends, Canadian data residency, SOC 2 Type II roadmap, and a developer‑first experience — from Jupyter notebook to compliance report.
Asset Management
Minimum‑variance and risk‑parity portfolios with hard constraints (cardinality, turnover, sector caps). QAOA‑driven diversification with downloadable risk reports for every job.
Insurance & Actuarial
Reinsurance treaty optimization, catastrophe risk pooling, and capital allocation under Solvency II / IFRS 17. Quantum‑enhanced scenario analysis with full audit trail.
Banking & Credit Risk
Loan portfolio diversification, credit risk classification, and regulatory stress testing. Æ Hive maps your covariance data to QUBO and returns ranked solutions ready for model documentation.
Early access to the Financial Risk API.
Be the first to bring Æ-powered quantum optimization into your risk workflows. Sign up to get your sandbox API key and priority onboarding for production use.
Business Contact Information
Information on how Æ Hive uses data can be found in the Æ Hive Privacy Statement.