OASIS: Quantum-Classical Finance Hybrid
20 years of market data analyzed in 20 mins on a laptop
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Jordan Robinson

OASIS: Quantum-Classical Finance Hybrid - 20 years of market data analyzed in 20 mins on a laptop

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We were told the Quantum Advantage in finance was 10 years away. We didn't want to wait. OASIS uses Q# (Grover’s Algorithm) and a proprietary LLM to bypass classical compute bottlenecks. While hedge funds spend millions on server time, OASIS lets retail investors run simulations on 50 stocks across 6 global markets in under 20 minutes, and analyze 20+ years of market data—locally. No black boxes. No 'AI magic.' Just raw, quantum-accelerated optimization for the rest of us

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Jordan Robinson
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Hi Product Hunt! I’m Jordan, the founder of OASIS. To be honest, I started this project because I was frustrated. I’ve watched institutional traders use high-frequency hardware to front-run retail investors for years. When I started experimenting with Q#, I expected it to be too slow for consumer hardware. But then something weird happened. By utilizing Grover’s for unstructured data search across 20 years of historical logs, the efficiency didn't just 'improve'—it broke. I thought my laptop was bugged until I realized the quantum-inspired optimization was actually working. I built OASIS so you don't need a PhD or a Bloomberg Terminal to see the 'invisible' patterns in the US, UK, or UAE markets. I’m here all day to answer technical questions—even the skeptical ones. Let’s talk about why this shouldn't work, and how it actually does.