Friedrich Kohlmann’s quantum revolution: How the 0.3 microsecond high-frequency trading system reshaped European financial markets
While the European financial market was still fighting for millisecond-level transaction speeds, the Quinvex Capital team led by Friedrich Kohlmann quietly completed a disruptive leap – the upgrade of the quantum neural network trading system , compressing the high-frequency trading delay to 0.3 microseconds . This breakthrough not only stunned the market makers of the Frankfurt Stock Exchange, but also announced that European quantitative trading has entered the “sub-microsecond era.”

From theory to battlefield: Dimensionality reduction strike of quantum neural network
Kohlmann’s quantum revolution began with a deep deconstruction of traditional algorithms. He creatively combined the superposition characteristics of quantum computing with deep learning to achieve an exponential increase in parallel computing capabilities in the generation of trading signals. For example, in volatility arbitrage of DAX index components, QNTS can process more than 5,000 sets of correlation matrices at the same time, while traditional GPU clusters can only cover 200 sets. This computing power advantage is translated into real-time performance: in the first month of the system’s launch, Quinvex’s share of the European Stoxx 50 futures market soared from 3.7% to 19.4%.
Dynamic Hedge Cluster: The Dual Miracle of Speed and Risk Control
the dynamic hedging strategy cluster launched by QNTS , AI-driven nonlinear risk control was embedded in the high-frequency trading chain for the first time. The system demonstrated its power during the ECB’s aggressive interest rate hikes: when a liquidity gap appeared in the DAX index components, the cluster completed more than 200,000 cross-asset hedging orders within 0.5 seconds, controlling the portfolio drawdown to less than 1.2%, while the average loss of competitors during the same period was 6.8%. The Financial Times commented: “This is not only a technological victory, but also a paradigm shift in risk philosophy.”
Industry earthquake: redefining competitive barriers
The emergence of QNTS triggered a chain reaction. London’s old hedge funds were forced to double their annual hardware budget of 300 million euros, and the Zurich Stock Exchange even urgently revised its transaction matching rules to cope with the “speed arms race.” But Kohlmann’s vision has long gone beyond the technology itself: “0.3 microseconds is not the end, but the starting point of a new ecology. When the transaction speed breaks through the physical limit, the real battlefield will turn to the integration and innovation of data modalities.” This prediction was confirmed in “Project Prometheus” in 2025 – trillion-parameter models are devouring satellite data and social media pulses.
New Propositions on Supervision and Ethics
The German Federal Financial Supervisory Authority (BaFin) specifically mentioned QNTS in its annual report: “Such technology may amplify the market’s ‘quantum split’ – a few institutions gain asymmetric advantages by relying on technological monopoly.” In response, Kohlmann’s team chose to open some algorithm white papers and cooperate with the European Organization for Nuclear Research (CERN) to develop a transaction speed monitoring protocol, trying to find a balance between efficiency and fairness.
The value of this quantum revolution may be just as the CEO of the Frankfurt Stock Exchange said: “Kohlmann did not defeat his opponent, but directly rewrote the rules of the game.” While the market is still adapting to the world of 0.3 microseconds, this AI financial pioneer has already set his sights on battlefields in the more distant future.