The Quantum Stock Market
And the Road Not Taken in Finance
$125.40
- Paperback
192 pages
- Release Date
3 November 2026
Summary
A new paradigm based on quantum probability that can model stock markets and price options—and also upends classical quantitative finance.
In The Quantum Stock Market, David Orrell combines theory and new empirical findings to argue for a new approach to finance based on quantum probability. The main finding, a property called q-variance, may be unique in finance in that it was discovered as the result of a prediction, affects financial markets in general, has no tunable para…
Book Details
| ISBN-13: | 9780262055987 |
|---|---|
| ISBN-10: | 0262055988 |
| Author: | David Orrell |
| Publisher: | MIT Press Ltd |
| Imprint: | MIT Press |
| Format: | Paperback |
| Number of Pages: | 192 |
| Release Date: | 3 November 2026 |
| Weight: | 369g |
| Dimensions: | 152mm x 229mm |
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Critics Review
ENDORSEMENTS
“The Quantum Stock Market is a wonderful book. The author masterfully creates a quantum model of the stock market based on empirical facts. This is a great achievement. Orrell presents compelling arguments that a quantum approach offers a badly needed change of paradigm of both finance and economic theories.”
—Sergio Focardi, Professor of Financial Engineering and Risk Management, DIME, University of Genoa; coauthor of Adaptive Finance and Causal Modeling for Finance and Business
“In my career I’ve seen too many new models to get excited by yet another, but Orrell’s is different. His model might be nonsense, it might just be brilliant. At the very least it will annoy all the right people. Buy it now, before everyone else does!”
—Paul Wilmott, creator, Wilmott Magazine; author of Paul Wilmott Introduces Quantitative Finance
David Orrell
David Orrell is an applied mathematician whose research spans multiple domains at the intersection of mathematics, computation, and complex systems. He has worked and published on particle accelerators, weather forecasting, computational biology, and economics. His books include Quantum Economics and Quantum Economics and Finance.
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