Capital is limited, and focusing solely on 250 assets of the S&P 500 to validate portfolio optimization via quantum computing is a dangerously narrow interpretation. This ignores the complex realities of global markets, notably the specific political signals from China and capital controls that are crucial for our operations. How does this quantum model incorporate currency fluctuations or directives from the People's Bank of China that can render an apparently optimized asset completely illiquid for our investments? Our resources are precious and cannot be wasted on models that do not consider the entire investment universe or the dynamics of emerging markets. It is crucial to consider all local constraints when evaluating the actual applicability of such technology.