The main purpose of GOAL (Graphical Option Analysis) is to assess the risk of investing in derivative instruments with the aid of highly customizable graphic representations of payoffs.
By processing the characteristic elements of the market, GOAL makes it possible to obtain the economic result of different positions in futures and options as the prices of the underlying
contracts vary and thus identify the lowest total cost useful for providing adequate guarantees against the maximum risk of the investment by preparing hedging or correction portfolios.
The GOAL (Graphical Option Analysis) product represents an improved and innovative solution with respect to the pricing and evaluation systems of the options available on the market.
Easy to understand and use, the GOAL web application allows users to make their decisions faster, aware of the real risks they will face.
The display of alternatives allows the user to select the most attractive curve with a qualitative method, even assuming large investment volumes or financial shocks.
The user therefore immediately knows how to operate on the market.
KEY FUNCTIONALITIES
- Build the ad hoc derivative financial instrument by inserting all the specific customizable characteristics
- Build groups of derivatives with automatic leg validation between all strategies in known (or free) options
- Calculation engine: implied volatility, option pricing, payoff simulation
- Option Chains Simulations
- Import / export simulations to Excel
- Probability calculator tool with reference to the price of the underlying at any future date
- Analysis of the chosen market with technical analysis indicators with wide possibilities of adjustments,
such as the choice of different time intervals, styles of bar graphs and comparison of indicators
- Ease and speed guaranteed by the setting of default preferences for the construction of charts,
for the choice of the pricing model and for optimal navigation
- Derivatives on supported markets (INDEX, MIL, EURONEXT, NYSE, NASDAQ, COMMODITY)
- Graphs of the Greek values related to the strategy
- Check the progress of the strategy as a whole, of individual instruments that make it up or linear combinations simultaneously
with five different dates with different values of the implied volatility of put and call for each chosen intermediate date
- Export graphics to PDF function
- All GOAL performances (graphical analyzes and pricing models) are made highly customizable by the possibility of entering (or importing)
data on the stock market, instruments, contracts and currencies.
Once created, these become the inputs that the user can analyze as they see fit, exploiting the full potential of the software
