nyuuzyou/wikis huggingface dataset:
Qualified Eligible Person

A "Qualified Eligible Person" is, as defined by the Commodity Futures Trading Commission, is an individual who has fulfilled the eligibility requirements for dealing in certain alternative investments such as futures, hedge funds, or commodity pools. In general, to be considered a QEP, the person must either meet a "portfolio requirement" (i.e., meet or exceed a threshold value of portfolio holdings) or be employed in a certain professional capacity within the alternative investment sector.
==Portfolio Requirement==
To be considered a QEP, the following persons must fulfill the portfolio requirement:
*Registered investment companies, banks, and insurance companies;
*Certain state, benefits, corporations, trusts and partnerships with over $5 million in assets;
*Private business development companies; and
*501(c)(3) organizations with more than $5 million in assets.
In order to meet the portfolio requirement for becoming a QEP, an individual must:
*own at least $2 million in investable securities;
*have had on deposit with futures commission merchant at least $200,000 in margin and/or option premiums; or
*have some combination of the two.
==Financial Professionals NOT Subject to Portfolio Requirement==
Below is a list of investors who are considered QEPs regardless of whether a portfolio requirement has been met:
*Registered brokers, dealers, futures commission merchants (FCMs);
*Registered commodity pool operators (CPOs), commodity trading advisors (CTAs), and certain affiliated associated persons and knowledgeable employees;
*SEC registered investment advisers (some restrictions apply);
*an investment entity such as a hedge fund where all owners are QEPs; and
*a "qualified purchaser," a high net worth individual as defined by the Investment Company Act of 1940
== References ==
Qualified Foreign Institutional Investor

A qualified foreign institutional investor (QFII) is allowed to convert a certain amount of foreign exchange into the renminbi and, through strictly supervised special accounts, invest it in the Chinese securities market, including A-shares, bonds, convertible bonds, corporate bonds, and other financial products the China Securities Regulatory Commission (CSRC) approves. 
Experts started suggesting the introduction of QFIIs in as the second half of 2001. On June 10, 2002, the CSRC Chairman Zhou Xiaochuan, at the 27th annual meeting of the International Organization of Securities Commissions (IOSCO), mentioned about the possibility of QFIIs. On Nov. 5, 2002, "Interim Procedures for Domestic Securities Investment by Qualified Foreign Institutional Investors" was formally announced.
There are 88 QFIIs as of November 2009. Participating QFIIs received $17.72 billion in quotas as of the end of June 2010, the China Securities Journal reported.
== Latest News ==
In May 2010, the U.S. Treasury Department announced that QFIIs would be allowed to trade equity futures. The department made the statement on May 25, at the end of the U.S.-China Strategic & Economic Dialogue in Beijing. Futures on the CSI 300 Index at a preset value began trading on the China Financial Futures Exchange in Shanghai on April 16, while margin trading and short selling launched on March 31.
A July 2010 report in the China Securities Journal, cited by Bloomberg, said China may allow qualified foreign institutional investors to use as much as 10 percent of their investment quotas to trade stock-index futures.
== References ==
Category:Types of Investors
Qualified contingent cross

A qualified contingent cross (QCC) is a type of block trade facility that was requested by the ISE and approved by the SEC staff in August 2009. The orders are multi-leg trades that involve both stocks and options. The QCC allows institutional brokers to cross these orders electronically without exposing them to the market, as long as they are for at least 1,000 contracts and the order is priced at or better than the National Best Bid or Offer (NBBO).
The SEC approved ISE's proposal for the order type in 2009, but the launch was delayed after the CBOE filed a petition asking the SEC to review the matter more fully. The SEC gave its final approval in February 2011 and ISE launched the qualified contingent cross on Feb. 28.
== References ==
Category:Block Trading
Category:ISE
QuantHouse

__NOTOC__ 
QuantHouse is a technology company that provides API-based market data and algo trading services.
== History ==
QuantHouse was founded in 2005. The company is headquartered in Paris, France and provides electronic trading technology to its clients. One of the company's primary investors is the financial services group Newedge.
It was previously owned by S&P Global until 2017, when it was sold to a company owned by Pierre Feligioni, one of QuantHouse's original founders. 
In November 2011, QuantHouse revealed a microchip product to help lower trade latency. The silicon chip would replace the traditional PC chip and run multiple steps of the trading process at one time, on one chip. The news also identified the company's technology rivals as the UK’s Fixnetix, US-based Ullink, and Deutsche Bank.
The company announced in September of 2017 that it had entered into an agreement to acquire Victory Networks, a designer and provider of high-speed networks. The deal will expand QuantHouse’s market share in the US and allow Victory Networks clients to access QuantHouse’s API-based trading technologies. 
In February of 2019, QuantHouse launched direct access to the Fenics US Treasuries platform through the FeedOS API and QuantLINK global network.
In June 2016 QuantHouse teamed up with the trade surveillance specialist Eventus Systems to bolster its cloud platform with global market data for trade surveillance and market risk. Eventus Systems joined QuantHouse’s API Ecosystem.
== Products and Services ==
*Ultra Low Latency Market Data technologies
*Algo Trading Strategies development framework
*Infrastructure solutions
*Professional consulting services
== Key People ==
*Pierre Feligioni, Company Co-Founder and CEO
*Emmanuel Carjat, COO
*Denery Fenouil, CTO 
== References ==
Category:Software Companies
Category:MarketsWiki Page of the Day
Quantamental

Quantamental is a term derived from the combination of "quantitative" and "fundamental" to describe new investing strategy that uses algorithms to parse through reams of new data sets referred to as "alternative data." 
Quantamental managers combine both fundamentals and "big data" sets to test their hypotheses, for example, looking at the financial statements of a retailer and a visit to the retailer's outlet stores as well as testing a theory with algorithms that crunch through data on millions of credit-card accounts.
== References ==
Quantitative Brokers LLC

Quantitative Brokers, LLC is a New York-based agency brokerage founded in 2008 by Christian Hauff and Robert Almgren. The firm provides trading algorithms and analytics to assist in execution quality and total cost analysis (TCA) for global futures, options and interest rate markets.
It has offices in New York, London, Sydney and Chennai.
QB’s algorithms are provided in common EMS/OMS platforms, via the firm’s proprietary applications on the Bloomberg App Portal, Thomson Reuters App Store or directly via FIX.
== History ==
In July of 2017, Quantitative Brokers announced a $24 million strategic investment from Centana Growth Partners. Also, in 2017, Quantitative Brokers named Tom Ascher as Executive Chairman and Ralf Roth as CEO. Roth left the firm in January of 2020 and Christian Hauff was elevated again to the CEO spot.
In September of 2020, Deutsche Börse acquired a majority stake in Quantitative Brokers. According to Deutsche Börse, QB's two founders will continue to manage the company and hold significant shares. Both parties expect the transaction to be completed by the end of 2020, subject to regulatory approvals.
== Products and Services ==
QB provides quantitative research, algorithmic development, data analytics and high-touch service.
QB currently supports the world’s largest exchanges, covering over 100+ futures instruments and U.S. cash Treasury markets. QB’s suite of premium algorithms — Bolt, Strobe, Legger, Closer, Octane, The Roll and Striker — help futures, fixed-income and options traders achieve best execution while reducing implicit trading costs. 
Algorithms available as of April 2021 include:
* Bolt - best execution across wide-ranging market conditions.
* Strobe - trade on schedule and capture spread.
* Legger - multi-leg spread trading. Use quantitative techniques to intelligently manage legging risk.
* Closer - trade optimally into the close.
* The Roll - execute rolls optimally and with ease.
* Octane - a liquidity-seeking strategy designed to optimally execute when urgent completion is the primary objective.
* Striker - identifies and hits targets, for optimal execution in options markets. Minimize slippage while seeking liquidity in CME options on futures.
== Key People ==
*Christian Hauff, CEO and Co-founder
*Robert Almgren, Chief Scientist and Co-founder
*Thomas Ascher, Executive Chairman
*Mahender Reddy, Head of Algorithmic Execution
*Jonty Field, Head of EMEA
==John Lothian News Interview, July 2014==
Execution Equalizer: Christian Hauff Talks Trade Execution Quality and TCA
While electronic platforms and trade algorithms have made for more efficient markets, some buyside participants believe it comes at a cost, and the cost is execution quality. Christian Hauff, co-founder and CEO of Quantitative Brokers says these same modern tools can help the buyside obtain better execution, as well as better transaction cost analysis (TCA).
== References ==
Category:Agency Brokers
Category:ISVs
Quantitative analyst

A quantitative analyst is a person who works in the financial markets developing and implementing mathematical models to assist the activities of traders and risk managers within investment banks, hedge funds and other financial institutions. Throughout the industry, such professionals are known as quants.
Many college MBA programs train quants, and these students are often called quant jocks. The term quant is cited in print from the 1970s. The term quant jock is cited in print from the 1980s.
Quantitative analysts are employed by financial services businesses, such as life insurance companies, pension funds, money management, and other Wall Street firms. Quants may focus on sales projections, risk management, and the cost of capital.Some contend that much like the way opposing teams' defenses can be picked apart in football, quants look to exploit market inefficiencies to build better trading models.
== References ==
Category:Definitions
Quantitative easing

Quantitative easing (QE) is a government monetary policy central banks occasionally use to increase the supply of money in an economy when interest rates have already been lowered to near 0% levels and have failed to produce the desired effect. The central bank does this by purchasing financial assets such as government bonds and corporate bonds from banks with money it has created ex nihilo (out of nothing). This increase in the supply of money is intended to stimulate the economy by promoting increased lending and liquidity.
The US Federal Reserve first used quantitative easing in 2008 during the US financial crisis, spending more than $1.5 trillion buying bonds with money it created on its own account. The Bank of England did the same in 2009, spending £200bn on UK government bonds. 
The Fed and the Bank of England came to the rescue when banks were refusing to lend to each other. The effect of QE was to increase demand for bonds, which in turn lowered the yield. A lower yield brings down long-term interest rates and makes borrowing money cheaper. 
The Federal Reserve launched the second round of quantitative easing, dubbed "QE2" in November of 2010.
== References ==
Quantitative investing

ALSO SEE: quantitative analyst
Quantitative investing is an approach to investing that combines financial research, statistics and other mathematical disciplines, as well as physics, computer science and cognitive science, in order to achieve positive trading results. It attempts to design mathematical models that will successfully predict market moves. 
Predictive financial models are being developed using a variety of techniques, including fuzzy logic, neural nets, genetic algorithms, fractal methods, and clustering techniques. 
== References ==
Category:Definitions
QuikStrike

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QuikStrike ("QS") is a suite of web-based products for option pricing, analysis and trade strategy creation and tracking.
QuikStrike is from Bantix Technologies, LLC, a Chicago-based independent software vendor.
QS is a tool to help users determine fair value of option prices, view Greek values (delta, gamma, vega and theta) and access historical data for currently active expirations. It is aimed at brokers and individual traders. It is not a trading platform.
== Background ==
QS is updated throughout the trading day to give the latest option pricing information. QS allows users to build, price and analyze simple or complex spreads via their Web browser. 
QS users can develop trade strategies. It enables brokers to create PDF reports for customers or offer Web links that customers can use to do their own analysis by changing the futures price, volatility and days until expiration.
Brokers can also allow customers to track trades through a personalized watch list. This aspect of the tool gives customers the ability to save a trade, note the price that they traded it, monitor daily price changes and evaluate profit and loss margins. 
QS also provides historical volatility and settlement prices for all of the active expirations.
== References ==
Category:Bantix Technologies, LLC
Category:ISVs
QuikStrike Options Analytics

QuikStrike Options Analytics Tool is a comprehensive analytics platform offered by CME Group. Designed for traders and market participants, QuikStrike delivers analytics to explore options markets, assess potential trades, and refine strategies. The tool is built to support informed decision-making in the fast-paced environment of options trading.
== Overview ==
Developed for both new and experienced traders, QuikStrike fosters a deeper understanding of options markets with its user-friendly interface and robust functionality. It is directly integrated with CME Group's trading platforms, such as CME Direct, allowing for seamless transition from analysis to action.
=== Key Features ===
==== Volatility Analysis ====
QuikStrike provides detailed volatility data and analytics, enabling users to view historical and implied volatility levels. It also allows for the comparison of volatility across different time frames and contract expirations, aiding in the identification of volatility trends and patterns.
==== Fair Value Calculation ====
The tool allows traders to calculate the fair value of options contracts, which is essential for assessing whether an option is overvalued or undervalued in the market. This calculation is based on various factors, including current market conditions and volatility.
==== Greeks Computation ====
QuikStrike offers the ability to calculate the "Greeks," which are measures of the sensitivity of an option's price to its underlying parameters, such as the delta, gamma, theta, and vega. These metrics are critical for options risk management and for understanding how different factors can affect option prices.
==== Strategy Testing ====
Users can test and model different trading strategies within the platform. This feature allows traders to simulate the outcomes of their strategies under various market conditions, thereby refining their approach before executing trades in the live market.
==== Correlation and Charting Tools ====
The analytics tool provides charting capabilities and correlation data between different assets. Traders can visualize market movements and identify relationships between different options or futures contracts, which is valuable for building diversified and risk-managed portfolios.
==== Applications ====
QuikStrike is used across a range of trading-related activities:
*Market Analysis: Traders utilize the tool for daily market analysis to inform their trading decisions. 
*Risk Management: Risk managers employ QuikStrike to quantify risks associated with options portfolios and to plan mitigating strategies.
*Education: The tool serves as an educational resource for those looking to enhance their understanding of options markets.
Availability and Access
QuikStrike Options Analytics Tool is available to CME Group clients and can be accessed through CME Direct or independently via the QuikStrike website. Subscription plans may vary, offering different levels of access and functionality.
== References ==
Category:CME Products
Category:Options
Quilter Goodison

Quilter Goodison was a prominent stockbroking firm based in London, England. It played a significant role in the financial markets of the United Kingdom, particularly during the mid-20th century, before being acquired by Commercial Union in 1988.
== History ==
Quilter Goodison traced its origins back to the firm H.E. Goodison & Co, which was founded by Henry Edmund Goodison in 1910. The firm was part of a stockbroking dynasty, with Henry Goodison's son, Edmund Harold Goodison, becoming a partner in the family business.
In 1969, H.E. Goodison & Co merged with another firm, Quilter & Aitchison, to form Quilter Goodison & Co. The newly merged entity specialized in broking property company shares to institutional investors and serving private clients.
=== Leadership and the Big Bang ===
Edmund Harold Goodison's son, Nicholas Proctor Goodison, joined the family firm in 1958 after graduating from the University of Cambridge. He became a partner in 1962 and eventually took over as chairman in 1975.
Nicholas Goodison played a pivotal role in the transformation of the London Stock Exchange during the "Big Bang" in 1986. The Big Bang was a series of reforms that deregulated the financial markets in London, abolishing fixed commission charges and allowing the entry of outside firms, such as banks, into the securities market.
Goodison, who had been elected chairman of the London Stock Exchange in 1976, was a strong advocate for these changes, believing that the traditional separation of roles and fixed commission system was outdated and hindering London's competitiveness as a global financial center.
=== Acquisition and Later Years ===
In 1988, Quilter Goodison was acquired by Commercial Union, marking the end of its independent operations. Following the acquisition, Nicholas Goodison left the firm and went on to serve as the chairman of TSB Group from 1988 to 1995, and later as the deputy chairman of Lloyds TSB Group from 1995 to 2000.
The Quilter Goodison name lived on through various mergers and acquisitions, eventually becoming part of the Quilter Cheviot Investment Management firm, which was acquired by Old Mutual Wealth in 2015.
== References ==
Category:Brokerage Firms
Category:London Brokerage Firms
Quoine

Quoine is the parent company of Liquid, a licensed Japanese cryptocurrency trading platform. 
== Background ==
Quoine was founded in 2014 by Mike Kayamori and Mario Gomez Lozada. The same year, the company launched Quoinex, a digital platform for fiat-to-crypto trading. In 2015, the company added margin trading to Quoinex and developed a mobile app for the platform. Quoine opened its headquarters in Tokyo, Japan in 2015. Later that year, the company secured $20 million in VC funding. In 2017, Quoine launched Qryptos, an exchange that supported crypto-to-crypto trading, as well as Quoine's first ICO, with which they raised over $100 million. Later that year, the company was granted an official license from the Financial Services Agency of Japan, making Quoinex and Qryptos the first exchanges to be granted such a license. In 2018, Quoinex and Qryptos were merged to create the Liquid exchange.
=== Litigation ===
London-based B2C2, an institution-focused cryptocurrency trading platform sued Quoine in 2017 in the first cryptocurrency dispute ever decided by a Singapore court, over transaction reversals made on Quoinex that April. B2C2 said that the reversals led to proceeds being deducted without authorization, resulting in a loss of 3,085 bitcoins. The Singapore International Commercial Court (SICC) ruled on March 14, 2019 that Quoine was in breach of contract with B2C2 and ordered the Japanese company to pay B2C2 for damages. 
Quoine appealed the decision to the Court of Appeal, the highest Singapore court, which decided in B2C2's favor. The only remaining issue was the size of the amount of damages to be paid by Quoine.
== Key People ==
*Mike Kayamori - Co-Founder, Chief Executive Officer 
*Mario Gomez Lozada - Co-Founder, President and Chief Product Officer 
*Katsuya Konno - Head of CEO Office 
*Masaaki Tanaka - Board Director, Advisor (Financial Services Agency of Japan)
== References ==
Category:trading
Category:cryptocurrency
Category:asia
Category:CryptoMarketsWiki
Quote

Quotes in financial markets refer to price information of publicly traded securities delivered to investors by capital market institutions like exchanges and brokerages. Quotes can be delivered to the wider market, usually as a series of ticker symbol, either instantaneously or on delay and containing differing levels of price information.
A quote is the highest bid or the lowest ask price available on a security at any given time.
== Still ticking ==
Quotes for stocks, bonds, commodities and forex are most commonly viewed on ticker tapes crawling across the bottom on TV and computer screens, showing updated prices quoted for those securities. Most of these are flash quotes, containing just the last sale price plus net change and volume, while info quotes add more substantive information like intraday highs and lows, daily volume and previous close. 
== References ==
Category:Charting
Category:Data
Quote MTF

__NOTOC__
Quote MTF is a pan-European multilateral trading facility launched in April 2011. Partnered with investment banks and electronic market makers, it offers trading on securities listed on major European markets.
Quote MTF was formed in response to increasing consolidation in the equities trading space and serves as a MiFID-compliant vehicle to sustain competition for lit pool equities trading across all European equities markets.
Quote MTF continues to campaign for expansion in developed European markets, with its first foray into emerging European markets set for Q2 2012. 
 
==Market Model==
Quote MTF is an order-driven platform with a lit book organizing and processing orders in price-time priority. It employs a maker-taker model whereby by liquidity-adders are rebated while liquidity-removers are charged a trading fee.
==Technology and Services==
Subscribers have multiple options for Quote MTF connectivity through its network of data vendors and network providers, including co-location options.
Order messaging is provided through either FIX or Quote MTF's native API, Qdirect, the latter of which provides latencies under 200 microseconds (as measured by a major electronic market maker).
Market data is available either through a direct feed or through partnering data vendors. 
==Clearing and Settlement==
Clearing of trades on Quote MTF takes place through the European Multilateral Clearing Facility (EMCF). EMCF has been the CCP for Quote MTF Europe since launch.
Interoperability is currently under development.
==Regulation==
Quote MTF is regulated by the Hungarian Financial Services Authority (HFSA).
==Ownership==
Ownership is divided among founders and a consortium of investment banks and electronic market makers.
In October 2011, Quote MTF bought the majority stake formerly held by Biremis, severing all ties with the backer.
==Key People==
*Tamas Madlena, Chief Executive Officer
*Christian Bower, Commercial Director
== References ==
Category:Multilateral Trading Facility