Quantum Thinking in Finance

In this paper, we will be discussing how a Hybrid Quantum/Classical algorithm enhanced with Game theory would impact the Finance world, particularly in the Portfolio Optimization Sector.For that purpose, we provide an overview of the current state of the Portfolio Optimization Sector, and an example of a Hybrid Classical/Quantum QAOA optimization algorithm capable of generating Higher Annual Expected returns in comparison to current classical models, while also taking into consideration factors such as the covariance between the assets in the portfolio, and the behavior of other investors of Investment funds using Game theory, and then compare it to current Classical Strategies.We also discuss the current limitations and problems that modern Quantum computers endure, and what impact a Quantum computer with less noise and more qubits may have in Industries such as Mutual funds, Hedge Funds, ETF, and more.