English 
SMBC and Toshiba have jointly developed two new equity indices built using quantum-driven technologies, one focused on Japanese equities and the other on U.S. equities. The companies are calling the new lineup ‘SMBC/TOSHIBA Quantum Diversified.’
The core idea is pretty straightforward. Traditional diversification strategies start breaking down when markets get volatile and everything starts moving together. SMBC and Toshiba are trying to solve that problem by using advanced optimization technology to build portfolios with stocks that have lower correlations with each other.
To make that work, the indices use Toshiba’s Simulated Bifurcation Machine, a quantum-driven optimization computer designed to handle massive combinatorial calculations that normal systems struggle with. Every quarter, the system selects stocks from existing Japanese and U.S. equity universes and adjusts the portfolio based on historical volatility and diversification patterns.
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The companies say the methodology was built with actual fund management in mind, not just as a research experiment. That includes considering liquidity, transaction costs during rebalancing, and real-world operational constraints.
エスエムビーシー handled the financial engineering and index methodology side, while 東芝 customized and operates the optimization technology behind the system. Daily calculation and distribution of the indices will be managed by S&P Dow Jones Indices.
The bigger picture here is that quantum and quantum-inspired computing are slowly moving out of research labs and into financial infrastructure. Instead of treating quantum tech like a future concept, firms are now testing where it can create practical advantages inside portfolio construction, trading, and risk management.
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