Quantitative analysis

As part of the quantitative analysis, the entire options market is analyzed from the buyer and seller perspective. The Infront Portfolio Manager shows you options and warrants with pent-up demand or with particularly favorable key figures.

While chart analysis is based on historical prices and fundamental analysis is based on the corresponding fundamental key figures, quantitative analysis attempts to value securities using mathematical models. These models are used to calculate the quantitative key figures that are essential for successful trading in warrants. For example, you can predict how an option will behave in the event of price changes or how much your option will lose in time value each day.

All these key figures are of course only indications of a corresponding share price performance. They are primarily used to compare different options or option strategies.

Quantitative indicators are, for example, volatility, the beta factor or the indicators of the Black-Scholes model for determining the fair price of an option or warrant.

You can start these evaluations for folders and filters with securities, but also for individual securities (underlyings).

No security price will rise just because it has been calculated using a measurement method. Price movements are still determined by supply and demand. The conclusions drawn from the quantitative analysis are therefore not reflected as specific buy and sell recommendations, but rather as an aid for comparing similar securities, e.g. warrants on the same underlying or shares in the same sector.

You can use the Infront Portfolio Manager to calculate the key figures listed in the following descriptions for any securities. The parameter settings that are displayed before each analysis always serve as the basis. These parameters are explained separately in each chapter.

The statements in this chapter always refer to options and warrants.