Parsing J.P. Morgan’s option-pricing work and HSBC–Quantinuum pilots to spot revenue-adjacent wins.

What timelines look like—and what to build while you wait.

A commercially grounded map of credible, near-term impact—and how to prepare.

Inventory, hybrid key exchange and staged roll-outs—blueprints you can productise.

Making Monte Carlo faster by calling a QPU inside a normal finance workflow.