  A surprising image of the stock market arises if the price time series of all
Dow Jones Industrial Average stock components are represented in one chart at
once. The chart evolves into a braid representation of the stock market by
taking into account only the crossing of stocks and fixing a convention
defining overcrossings and undercrossings. The braid of stocks prices has a
remarkable connection with the topological quantum computer. Using pairs of
quasi-particles, called non-abelian anyons, having their trajectories braided
in time, topological quantum computer can effectively simulate the stock market
behavior encoded in the braiding of stocks. In a typically topological quantum
computation process the trajectories of non-abelian anyons are manipulated
according to the braiding of stocks and the outcome reflects the probability of
the future state of stock market. The probability depends only on the Jones
polynomial of the knot formed by plat closing the quantum computation. The
Jones polynomial of the knotted stock market acts, making a parallel with the
common financial literature, in a topological quantum computation as a
counterpart of a classical technical indicator in trading the stock market. The
type of knot stock market formed is an indicator of its future tendencies.
